# EDGAR Filing Document

**Accession Number:** 0000809707
**File Stem:** 0002071691-25-009337
**Filing Date:** 2025-12
**Character Count:** 1635807
**Document Hash:** 0dfca62bce3db2e7a3545590f2b80a3a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-009337.hdr.sgml**: 20251223

**ACCESSION NUMBER**: 0002071691-25-009337

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251223

**DATE AS OF CHANGE**: 20251223

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04986
- **FILM NUMBER:** 251595240

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** San Mateo

  - **State:** CA

  - **Foreign country:** US

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

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3490528361.99

**Total Liabilities:** $478642609.35

**Net Assets:** $3011885752.64

**Delayed Delivery Securities:** $459487674.91

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -993.97000000 | **1-Year:** -60043.73000000 | **5-Year:** -346715.20000000 | **10-Year:** -525623.64000000 | **30-Year:** -628707.91000000

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

- **3-Month:** -58.13000000 | **1-Year:** -48866.28000000 | **5-Year:** -20661.51000000 | **10-Year:** -58561.86000000 | **30-Year:** -43216.38000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018530 | 1.20%                | 1.05%                | 0.61%                |
| Class ID C000018528 | 1.07%                | 1.16%                | 0.48%                |
| Class ID C000128883 | 1.24%                | 1.08%                | 0.65%                |
| Class ID C000018526 | 1.22%                | 1.06%                | 0.51%                |
| Class ID C000018529 | 1.23%                | 1.08%                | 0.65%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1644853.86             | $28181251.65                               |
| Month 2  | $6963868.06              | $16576100.38                               |
| Month 3  | $763593.95               | $5927036.85                                |

**Designated Index Information**

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

- **Index Identifier:** BM0838

### Schedule of Portfolio Investments

| Name                                                                            | Title                                                                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140QNDF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.01         | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5589011.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        996 | PA      | $0.07         | 0.00%             | 2033-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6944112.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7643 | PA      | $21.70        | 0.00%             | 2035-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F0124B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14000000 | PA      | $12546164.68  | 0.42%             | 2040-11-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6567346.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        936 | PA      | $0.09         | 0.00%             | 2034-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6152853.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      56251 | PA      | $0.00         | 0.00%             | 2034-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4807316.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        297 | PA      | $0.00         | 0.00%             | 2033-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183492757.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4735 | PA      | $4755.63      | 0.00%             | 2026-12-08      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183394419.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2557 | PA      | $0.00         | 0.00%             | 2026-11-19      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7134683.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1675 | PA      | $4.16         | 0.00%             | 2035-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217859.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5476 | PA      | $5352.23      | 0.00%             | 2026-12-09      | Fixed         | 8.75%                 | No            |                  3 | On Loan: No      |
| BBCMS Mortgage Trust                                                            | BBCMS Mortgage Trust, Series 2024-5C31, Class XA                                                  | CUSIP: 07336YAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   31885389 | PA      | $1219504.54   | 0.04%             | 2057-12-15      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5107188.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2474 | PA      | $0.00         | 0.00%             | 2033-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2022-78                                                                              | CUSIP: 38383P6D8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19795709 | PA      | $3365810.92   | 0.11%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179YMM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          0 | PA      | $0.00         | 0.00%             | 2053-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991225200.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-11-10      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F0204B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19000000 | PA      | $17493031.53  | 0.58%             | 2040-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6685864.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        219 | PA      | $0.05         | 0.00%             | 2034-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2024-77, Class FM                                                                    | CUSIP: 3136BTRF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9321715 | PA      | $9318118.45   | 0.31%             | 2054-11-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7642888.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10378 | PA      | $365.69       | 0.00%             | 2035-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Minerals Technologies, Inc.                                                     | Minerals Technologies, Inc., First Lien, CME Term Loan, B                                         | CUSIP: 60315GAH1<br>LEI: 549300D3I1QU67GP6403 | Long             | LON              | CORP              | US        |     413542 | PA      | $414575.52    | 0.01%             | 2031-11-26      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5985197.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2325 | PA      | $0.46         | 0.00%             | 2034-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5297124.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4734 | PA      | $0.00         | 0.00%             | 2033-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31390N6W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1681 | PA      | $1738.16      | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09321377.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4064 | PA      | $4095.25      | 0.00%             | 2026-05-15      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Bellemeade Re Ltd.                                                              | Bellemeade Re Ltd., Series 2021-3A, Class B1                                                      | CUSIP: 078777AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    2439000 | PA      | $2524552.80   | 0.08%             | 2031-09-25      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31413BJ77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5907 | PA      | $6135.06      | 0.00%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                               | Wells Fargo & Co.                                                                                 | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8393734.26   | 0.28%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5294178.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4625 | PA      | $0.03         | 0.00%             | 2033-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6591260.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2973 | PA      | $0.11         | 0.00%             | 2034-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Constellation Energy Generation LLC                                             | Constellation Energy Generation LLC                                                               | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    8950000 | PA      | $9742570.65   | 0.32%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5094586.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2003 | PA      | $0.00         | 0.00%             | 2033-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31407PYK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     158891 | PA      | $165029.72    | 0.01%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2221531.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1329 | PA      | $1306.78      | 0.00%             | 2026-12-10      | Fixed         | 30.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5921964.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        623 | PA      | $0.02         | 0.00%             | 2034-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PVH Corp.                                                                       | PVH Corp.                                                                                         | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |     422000 | PA      | $430003.92    | 0.01%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179XBQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13813890 | PA      | $11984090.47  | 0.40%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6412810.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10080 | PA      | $0.13         | 0.00%             | 2034-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221255.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2220 | PA      | $2178.16      | 0.00%             | 2026-12-10      | Fixed         | 13.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2069740.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5600 | PA      | $441.97       | 0.00%             | 2026-11-18      | Fixed         | 13.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6569506.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1090 | PA      | $0.00         | 0.00%             | 2034-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1656341.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8049 | PA      | $1956.49      | 0.00%             | 2027-06-15      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5918205.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        693 | PA      | $0.00         | 0.00%             | 2034-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705472.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3983 | PA      | $2189.99      | 0.00%             | 2027-02-13      | Fixed         | 19.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7043570.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27825 | PA      | $75.84        | 0.00%             | 2035-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6458130.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1801 | PA      | $0.00         | 0.00%             | 2034-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991263485.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2026-12-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| CITGO Petroleum Corp.                                                           | CITGO Petroleum Corp.                                                                             | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3005499.00   | 0.10%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Aspire Bakeries Holdings LLC                                                    | Aspire Bakeries Holdings LLC, First Lien, Second Amendment CME Term Loan                          | CUSIP: 02106XAJ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     197038 | PA      | $198516.72    | 0.01%             | 2030-12-23      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                                                    | Biogen, Inc.                                                                                      | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    6900000 | PA      | $6313723.08   | 0.21%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6962747.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        543 | PA      | $2.45         | 0.00%             | 2035-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6378771.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1938 | PA      | $0.00         | 0.00%             | 2034-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Five Corners Funding Trust III                                                  | Five Corners Funding Trust III                                                                    | CUSIP: 33830GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6845608.38   | 0.23%             | 2033-02-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074846.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4301 | PA      | $4254.74      | 0.00%             | 2026-11-18      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11396422.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6707 | PA      | $6911.34      | 0.00%             | 2027-02-08      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Mill City Mortgage Loan Trust                                                   | Mill City Mortgage Loan Trust, Series 2018-4, Class A1B                                           | CUSIP: 59980YAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3201452 | PA      | $3149084.06   | 0.10%             | 2066-04-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                               | Chase Home Lending Mortgage Trust, Series 2025-7, Class A11                                       | CUSIP: 16160AAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2481107 | PA      | $2489769.63   | 0.08%             | 2056-05-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7080219.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        292 | PA      | $1.03         | 0.00%             | 2035-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7210903.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5395 | PA      | $47.94        | 0.00%             | 2035-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1620043.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        677 | PA      | $667.14       | 0.00%             | 2026-08-25      | Fixed         | 17.72%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183790054.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2645 | PA      | $536.85       | 0.00%             | 2026-12-06      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183712326.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2021 | PA      | $2028.62      | 0.00%             | 2026-12-15      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183409645.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2462 | PA      | $237.07       | 0.00%             | 2034-12-20      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991169194.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-11-12      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7347758.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        637 | PA      | $6.26         | 0.00%             | 2035-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182100249.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5150 | PA      | $0.00         | 0.00%             | 2026-10-28      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7447727.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9018 | PA      | $1211.71      | 0.00%             | 2035-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6949409.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        295 | PA      | $0.42         | 0.00%             | 2035-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5049827.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3982 | PA      | $0.00         | 0.00%             | 2033-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4906129.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        407 | PA      | $0.24         | 0.00%             | 2033-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6066747.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4039 | PA      | $0.13         | 0.00%             | 2034-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2025-R02, Class 1A1                              | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1515177 | PA      | $1518838.59   | 0.05%             | 2045-02-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                         | Talen Energy Supply LLC                                                                           | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     570000 | PA      | $584862.34    | 0.02%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5694752.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      35953 | PA      | $0.08         | 0.00%             | 2034-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7085488.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         69 | PA      | $16.35        | 0.00%             | 2035-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6183434.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        527 | PA      | $0.00         | 0.00%             | 2034-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5788233.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        881 | PA      | $0.09         | 0.00%             | 2034-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5833744.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4166 | PA      | $0.00         | 0.00%             | 2034-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8038799.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        498 | PA      | $431.26       | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5321246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9240 | PA      | $0.00         | 0.00%             | 2033-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5961632.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10451 | PA      | $0.00         | 0.00%             | 2034-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5611249.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1749 | PA      | $0.00         | 0.00%             | 2033-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10156518.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1512 | PA      | $299.28       | 0.00%             | 2027-03-31      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11333372.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6440 | PA      | $6670.29      | 0.00%             | 2027-01-07      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                       | Carlyle Global Market Strategies CLO Ltd., Series 2016-1A, Class A1R3                             | CUSIP: 14312HBE5<br>LEI: 549300N3CJKPCWZ7KX23 | Long             | ABS-CBDO         | CORP              | KY        |    7750000 | PA      | $7756331.04   | 0.26%             | 2034-04-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991200425.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4842339.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        539 | PA      | $0.12         | 0.00%             | 2033-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7529757.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16532 | PA      | $3024.18      | 0.00%             | 2035-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8128439.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1054 | PA      | $1017.77      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612430.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        316 | PA      | $251.09       | 0.00%             | 2026-08-23      | Fixed         | 25.30%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 172424365.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        575 | PA      | $574.49       | 0.00%             | 2025-12-20      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09717880.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5648 | PA      | $5712.06      | 0.00%             | 2026-08-20      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2216607.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1066 | PA      | $1046.60      | 0.00%             | 2026-12-09      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6807789.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2456 | PA      | $1.21         | 0.00%             | 2034-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2072695.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        357 | PA      | $352.18       | 0.00%             | 2026-11-18      | Fixed         | 30.47%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1685964.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6108 | PA      | $6133.38      | 0.00%             | 2026-12-15      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                                                                                           | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   11300000 | PA      | $11385799.88  | 0.38%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183298862.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11390 | PA      | $11477.69     | 0.00%             | 2026-11-23      | Fixed         | 14.19%                | No            |                  3 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                                  | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6235065.01   | 0.21%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H0426B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13790000 | PA      | $13461022.45  | 0.45%             | 2055-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                              | Royalty Pharma plc                                                                                | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   11800000 | PA      | $10301875.78  | 0.34%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5239980.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4342 | PA      | $0.10         | 0.00%             | 2033-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                         | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   11300000 | PA      | $10200109.30  | 0.34%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4640985.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1692 | PA      | $0.58         | 0.00%             | 2033-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Verus Securitization Trust                                                      | Verus Securitization Trust, Series 2024-4, Class A1                                               | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-MBS          | CORP              | US        |    1807334 | PA      | $1833331.86   | 0.06%             | 2069-06-25      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6668228.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1149 | PA      | $0.00         | 0.00%             | 2034-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7530328.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        367 | PA      | $225.01       | 0.00%             | 2035-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Electricite de France SA                                                        | Electricite de France SA                                                                          | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    2100000 | PA      | $2168857.87   | 0.07%             | 2028-05-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4605658.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6711 | PA      | $0.24         | 0.00%             | 2033-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991118422.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-11-20      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7636007.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1437 | PA      | $284.15       | 0.00%             | 2035-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1604936.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        532 | PA      | $547.91       | 0.00%             | 2026-08-16      | Fixed         | 25.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5739318.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9310 | PA      | $0.00         | 0.00%             | 2034-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6215908.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        488 | PA      | $0.01         | 0.00%             | 2034-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128M4LK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     363960 | PA      | $374472.66    | 0.01%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6126544.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        156 | PA      | $0.01         | 0.00%             | 2034-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991161030.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         68 | PA      | $70.48        | 0.00%             | 2026-06-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7209663.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2737 | PA      | $8.40         | 0.00%             | 2035-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7372521.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1299 | PA      | $147.19       | 0.00%             | 2035-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Great Canadian Gaming Corp.                                                     | Great Canadian Gaming Corp., First Lien, CME Term Loan, B                                         | CUSIP: C4111RAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     605364 | PA      | $603472.30    | 0.02%             | 2029-11-01      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7612216.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2313 | PA      | $474.54       | 0.00%             | 2035-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1704834.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2302 | PA      | $2260.35      | 0.00%             | 2027-07-13      | Fixed         | 12.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7787446.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        642 | PA      | $388.64       | 0.00%             | 2035-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217548.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4717 | PA      | $4656.90      | 0.00%             | 2026-12-09      | Fixed         | 17.23%                | No            |                  3 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | Wells Fargo Commercial Mortgage Trust, Series 2016-C32, Class B                                   | CUSIP: 94989YBE2<br>LEI: 549300VOKB4Z9J8DIM89 | Long             | ABS-MBS          | CORP              | US        |    2300000 | PA      | $2261783.89   | 0.08%             | 2059-01-15      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1989989.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3108 | PA      | $3065.94      | 0.00%             | 2026-11-08      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182489147.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9850 | PA      | $9929.15      | 0.00%             | 2026-10-20      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183940387.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6138 | PA      | $6257.86      | 0.00%             | 2026-12-25      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     797656 | PA      | $718125.80    | 0.02%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1617532.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1004 | PA      | $182.37       | 0.00%             | 2026-08-25      | Fixed         | 25.68%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1655400.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1548 | PA      | $1565.51      | 0.00%             | 2026-10-27      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2218562.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        155 | PA      | $152.08       | 0.00%             | 2026-12-09      | Fixed         | 29.96%                | No            |                  3 | On Loan: No      |
| Flex Ltd.                                                                       | Flex Ltd.                                                                                         | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    7500000 | PA      | $7597838.18   | 0.25%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                            | Meta Platforms, Inc.                                                                              | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    2540000 | PA      | $2553512.75   | 0.08%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7478314.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      33364 | PA      | $273.61       | 0.00%             | 2035-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991099542.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613779.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2764 | PA      | $2711.02      | 0.00%             | 2026-08-24      | Fixed         | 8.38%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11741440.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3293 | PA      | $3388.07      | 0.00%             | 2026-12-16      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7094035.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2873 | PA      | $15.06        | 0.00%             | 2035-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6863964.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1197 | PA      | $1.03         | 0.00%             | 2035-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5313296.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1043 | PA      | $0.00         | 0.00%             | 2033-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of Peru                                                                | Peru Government Bond                                                                              | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    3350000 | PA      | $3104780.00   | 0.10%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217220.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3315 | PA      | $1609.57      | 0.00%             | 2027-10-09      | Fixed         | 24.27%                | No            |                  3 | On Loan: No      |
| Nouryon Finance BV                                                              | Nouryon Finance BV, First Lien, November 2024 Dollar CME Term Loan, B2                            | CUSIP: N8232NAM9<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     142487 | PA      | $142553.90    | 0.00%             | 2028-04-03      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas, Inc.                                                            | Hunter Douglas, Inc., First Lien, CME Term Loan, B1                                               | CUSIP: N8137FAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     482340 | PA      | $484276.24    | 0.02%             | 2032-01-16      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183101425.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8267 | PA      | $8330.08      | 0.00%             | 2026-11-15      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8211765.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2583 | PA      | $1588.85      | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8036914.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2702 | PA      | $1669.80      | 0.00%             | 2026-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09096903.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2713 | PA      | $2733.42      | 0.00%             | 2026-06-15      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2217843.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        415 | PA      | $407.55       | 0.00%             | 2026-12-09      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6002949.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        628 | PA      | $0.00         | 0.00%             | 2034-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5080951.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        654 | PA      | $0.07         | 0.00%             | 2033-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5721363.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      47507 | PA      | $0.13         | 0.00%             | 2034-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113309.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2032-07-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| United Mexican States                                                           | Mexico Government Bond                                                                            | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1590000 | PA      | $1425117.00   | 0.05%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6986554.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1276 | PA      | $207.00       | 0.00%             | 2035-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617537.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        900 | PA      | $889.09       | 0.00%             | 2026-08-24      | Fixed         | 20.26%                | No            |                  3 | On Loan: No      |
| Pertamina Hulu Energi PT                                                        | Pertamina Hulu Energi PT                                                                          | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |    1410000 | PA      | $1440934.65   | 0.05%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2216524.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6357 | PA      | $3389.28      | 0.00%             | 2027-05-09      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08984739.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8805 | PA      | $8873.00      | 0.00%             | 2026-07-01      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1616680.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2991 | PA      | $2953.88      | 0.00%             | 2026-08-24      | Fixed         | 21.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5913409.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2690 | PA      | $0.00         | 0.00%             | 2034-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1619126.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2011 | PA      | $1973.00      | 0.00%             | 2026-08-25      | Fixed         | 9.43%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6749349.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        835 | PA      | $0.30         | 0.00%             | 2034-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991152518.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         74 | PA      | $61.46        | 0.00%             | 2026-02-23      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| PSMC Trust                                                                      | PSMC Trust, Series 2021-3, Class A3                                                               | CUSIP: 69376DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10421185 | PA      | $9438174.32   | 0.31%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8185824.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1643 | PA      | $1552.22      | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184321733.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11658 | PA      | $556.50       | 0.00%             | 2026-12-23      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991217394.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         85 | PA      | $67.49        | 0.00%             | 2027-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1612375.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2199 | PA      | $2226.27      | 0.00%             | 2026-08-23      | Fixed         | 14.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7512941.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4092 | PA      | $1982.87      | 0.00%             | 2035-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7530224.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1328 | PA      | $699.09       | 0.00%             | 2035-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7885234.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1279 | PA      | $34.90        | 0.00%             | 2025-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                   | Berkshire Hathaway Energy Co.                                                                     | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2930699.07   | 0.10%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5473309.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1962 | PA      | $0.00         | 0.00%             | 2033-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6790513.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2508 | PA      | $0.68         | 0.00%             | 2034-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7009641.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12183 | PA      | $25.25        | 0.00%             | 2035-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8162815.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        368 | PA      | $365.51       | 0.00%             | 2026-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4831089.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3668 | PA      | $0.00         | 0.00%             | 2033-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hertz Corp. (The)                                                               | Hertz Corp. (The), First Lien, Initial CME Term Loan, C                                           | CUSIP: 42804VBC4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |      37003 | PA      | $30791.74     | 0.00%             | 2028-06-30      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5017280.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6962 | PA      | $0.38         | 0.00%             | 2033-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5960313.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        630 | PA      | $0.06         | 0.00%             | 2034-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Goat Holdco LLC                                                                 | Goat Holdco LLC, First Lien, CME Term Loan, B                                                     | CUSIP: 38021CAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     238800 | PA      | $238999.40    | 0.01%             | 2032-01-27      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11795116.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8060 | PA      | $8158.67      | 0.00%             | 2027-02-04      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8206858.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        931 | PA      | $690.90       | 0.00%             | 2026-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7179389.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3065 | PA      | $23.50        | 0.00%             | 2035-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5928998.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4209 | PA      | $0.37         | 0.00%             | 2034-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| INEOS US Petrochem LLC                                                          | INEOS US Petrochem LLC, First Lien, 2030 Dollar CME Term Loan, B                                  | CUSIP: G4770MAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     413652 | PA      | $335447.27    | 0.01%             | 2030-03-14      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7480273.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7908 | PA      | $4408.03      | 0.00%             | 2035-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183477091.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2754 | PA      | $2776.90      | 0.00%             | 2026-11-23      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                               | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   16140000 | PA      | $11803005.43  | 0.39%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5164900.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2484 | PA      | $0.00         | 0.00%             | 2033-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4604804.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        785 | PA      | $0.02         | 0.00%             | 2033-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706707.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4841 | PA      | $4759.48      | 0.00%             | 2026-09-13      | Fixed         | 14.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6051734.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7797 | PA      | $0.21         | 0.00%             | 2034-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183434742.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2661 | PA      | $2749.46      | 0.00%             | 2026-11-22      | Fixed         | 23.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7745988.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2163 | PA      | $1310.43      | 0.00%             | 2035-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1621031.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1579 | PA      | $1560.75      | 0.00%             | 2026-08-25      | Fixed         | 25.07%                | No            |                  3 | On Loan: No      |
| Bank of America Corp.                                                           | Bank of America Corp.                                                                             | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $4717716.40   | 0.16%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                    | Fiserv, Inc.                                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1155131.58   | 0.04%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                            | Meta Platforms, Inc.                                                                              | CUSIP: 30303M8N5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1232709.25   | 0.04%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6390695.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        554 | PA      | $0.00         | 0.00%             | 2034-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 15 Year                                                                               | CUSIP: 3132CWYL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.02         | 0.00%             | 2037-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5158, Class IV                                                                      | CUSIP: 3137H3YE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   47861367 | PA      | $10013689.22  | 0.33%             | 2049-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6142889.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1621 | PA      | $0.06         | 0.00%             | 2034-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Crescent Energy Finance LLC                                                     | Crescent Energy Finance LLC                                                                       | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     665000 | PA      | $651058.28    | 0.02%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                   | Freedom Mortgage Holdings LLC                                                                     | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1095768.60   | 0.04%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| KKR CLO 54 Ltd.                                                                 | KKR CLO 54 Ltd., Series 2024-54A, Class A                                                         | CUSIP: 48256VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7024000 | PA      | $7054807.07   | 0.23%             | 2038-01-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991291675.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-11-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2215373.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        330 | PA      | $325.59       | 0.00%             | 2026-12-09      | Fixed         | 20.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6304026.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4503 | PA      | $0.08         | 0.00%             | 2034-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H0226B2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16110000 | PA      | $13947094.92  | 0.46%             | 2055-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173394313.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1341 | PA      | $1340.46      | 0.00%             | 2026-01-16      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7985503.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2774 | PA      | $2584.96      | 0.00%             | 2026-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5923853.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      34589 | PA      | $0.00         | 0.00%             | 2034-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09811789.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1812 | PA      | $1879.09      | 0.00%             | 2026-08-20      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                           | Alexandria Real Estate Equities, Inc.                                                             | CUSIP: 015271BA6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6300068.19   | 0.21%             | 2035-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2216002.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1693 | PA      | $1660.76      | 0.00%             | 2026-12-09      | Fixed         | 24.20%                | No            |                  3 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                           | Alexandria Real Estate Equities, Inc.                                                             | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2579373.06   | 0.09%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182845986.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2679 | PA      | $2722.39      | 0.00%             | 2026-11-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   50503426 | PA      | $41211205.83  | 1.37%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5413606.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2850 | PA      | $0.17         | 0.00%             | 2033-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31390RFA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         82 | PA      | $84.63        | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Artera Services LLC                                                             | Artera Services LLC, First Lien, CME Term Loan, C                                                 | CUSIP: 73937UAL2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     742462 | PA      | $635480.92    | 0.02%             | 2031-02-18      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7279543.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1656 | PA      | $8.19         | 0.00%             | 2035-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128M5GZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     133734 | PA      | $138880.83    | 0.00%             | 2037-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8192240.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1288 | PA      | $20.29        | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08684475.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2083 | PA      | $2138.22      | 0.00%             | 2026-07-11      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4814833.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24496 | PA      | $0.00         | 0.00%             | 2033-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1993764.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        441 | PA      | $433.13       | 0.00%             | 2026-11-08      | Fixed         | 17.26%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10550902.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1131 | PA      | $1130.68      | 0.00%             | 2027-03-24      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Calpine Corp.                                                                   | Calpine Corp., First Lien, 2024 CME Term Loan                                                     | CUSIP: 13134MBW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     537300 | PA      | $537447.76    | 0.02%             | 2031-01-31      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6458789.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        636 | PA      | $0.28         | 0.00%             | 2034-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182433195.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4116 | PA      | $0.00         | 0.00%             | 2026-11-05      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Lavender Dutch BorrowerCo BV                                                    | Lavender Dutch BorrowerCo BV, First Lien, CME Term Loan, B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |     204255 | PA      | $204638.31    | 0.01%             | 2032-09-27      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4860376.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1539 | PA      | $0.01         | 0.00%             | 2033-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Solstice Advanced Materials, Inc.                                               | Solstice Advanced Materials, Inc., First Lien, CME Term Loan, B                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     225090 | PA      | $225886.82    | 0.01%             | 2032-09-17      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8015515.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2333 | PA      | $56.06        | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4989680.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6187 | PA      | $0.00         | 0.00%             | 2033-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 15 Year                                                                                     | CUSIP: 3140MAXK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     343206 | PA      | $316128.72    | 0.01%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10769483.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9824 | PA      | $10117.31     | 0.00%             | 2027-02-22      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2024-105, Class KF                                                                   | CUSIP: 3136BUCB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13552631 | PA      | $13597284.51  | 0.45%             | 2055-01-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | Petroleos Mexicanos                                                                               | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     770000 | PA      | $769821.21    | 0.03%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7270346.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1110 | PA      | $10.93        | 0.00%             | 2035-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWEH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31296LSU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      15208 | PA      | $15457.35     | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7848174.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        124 | PA      | $96.10        | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Philip Morris International, Inc.                                               | Philip Morris International, Inc.                                                                 | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    8800000 | PA      | $9168227.99   | 0.30%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7805135.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        221 | PA      | $6.64         | 0.00%             | 2035-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221548.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        304 | PA      | $298.85       | 0.00%             | 2026-12-10      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184435348.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1756 | PA      | $0.00         | 0.00%             | 2034-12-23      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1989003.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7139 | PA      | $7010.30      | 0.00%             | 2026-11-20      | Fixed         | 15.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5894227.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6594 | PA      | $0.14         | 0.00%             | 2034-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1707003.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        488 | PA      | $480.12       | 0.00%             | 2026-09-13      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12246852.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        425 | PA      | $425.45       | 0.00%             | 2026-03-12      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221797.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6050 | PA      | $5940.42      | 0.00%             | 2027-05-10      | Fixed         | 19.44%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183371257.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9602 | PA      | $7715.51      | 0.00%             | 2026-11-22      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| UnitedHealth Group, Inc.                                                        | UnitedHealth Group, Inc.                                                                          | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6169006.20   | 0.20%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09133899.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17030 | PA      | $1369.05      | 0.00%             | 2026-09-16      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7967953.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15279 | PA      | $309.15       | 0.00%             | 2026-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5953421.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3220 | PA      | $0.01         | 0.00%             | 2034-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2221439.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        836 | PA      | $822.43       | 0.00%             | 2026-12-10      | Fixed         | 30.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074730.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1970 | PA      | $1936.70      | 0.00%             | 2027-04-18      | Fixed         | 20.02%                | No            |                  3 | On Loan: No      |
| Comision Federal de Electricidad                                                | Comision Federal de Electricidad                                                                  | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |    1560000 | PA      | $1408445.38   | 0.05%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08907777.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2044 | PA      | $484.39       | 0.00%             | 2026-06-12      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706683.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        652 | PA      | $411.97       | 0.00%             | 2026-09-13      | Fixed         | 16.01%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36201LTN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        170 | PA      | $175.90       | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6726121.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        582 | PA      | $0.16         | 0.00%             | 2034-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5824290.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1207 | PA      | $0.00         | 0.00%             | 2034-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 15 Year                                                                               | CUSIP: 3133GG6H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.01         | 0.00%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7665718.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4721 | PA      | $2716.04      | 0.00%             | 2035-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5104481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1513 | PA      | $0.00         | 0.00%             | 2033-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179YKU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          0 | PA      | $0.00         | 0.00%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5945156.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1573 | PA      | $0.18         | 0.00%             | 2034-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7515032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1203 | PA      | $21.60        | 0.00%             | 2035-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183885314.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2030 | PA      | $2086.92      | 0.00%             | 2026-12-07      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1655382.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8894 | PA      | $8906.23      | 0.00%             | 2026-10-27      | Fixed         | 12.80%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11802431.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        621 | PA      | $622.13       | 0.00%             | 2025-12-18      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09074432.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2309 | PA      | $2380.19      | 0.00%             | 2026-06-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991265247.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        168 | PA      | $173.63       | 0.00%             | 2026-12-12      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183312099.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4619 | PA      | $589.91       | 0.00%             | 2026-12-07      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6543316.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3927 | PA      | $0.00         | 0.00%             | 2034-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184275242.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6964 | PA      | $7208.90      | 0.00%             | 2026-12-27      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6504374.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6570 | PA      | $0.00         | 0.00%             | 2034-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4861282.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2636 | PA      | $0.00         | 0.00%             | 2033-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705757.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        975 | PA      | $958.45       | 0.00%             | 2026-09-13      | Fixed         | 21.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217227.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3554 | PA      | $3491.47      | 0.00%             | 2026-12-09      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09087999.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4753 | PA      | $4875.29      | 0.00%             | 2026-04-30      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183159318.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2440 | PA      | $2436.26      | 0.00%             | 2026-12-15      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09074502.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6316 | PA      | $6390.11      | 0.00%             | 2026-06-12      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1645934.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1952 | PA      | $1955.62      | 0.00%             | 2026-10-28      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5594128.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3289 | PA      | $0.00         | 0.00%             | 2033-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Greenville City School District                                                 | Greenville City School District, Series 2019                                                      | CUSIP: 396352GY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   16585000 | PA      | $12982646.78  | 0.43%             | 2051-01-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182871113.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6337 | PA      | $6503.58      | 0.00%             | 2026-11-02      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09593157.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7607 | PA      | $4938.74      | 0.00%             | 2026-08-12      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                 | CSAIL Commercial Mortgage Trust, Series 2017-CX10, Class A3                                       | CUSIP: 12595JAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1883200 | PA      | $1879864.70   | 0.06%             | 2050-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6274028.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7166 | PA      | $0.00         | 0.00%             | 2034-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5273861.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2965 | PA      | $0.00         | 0.00%             | 2033-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7380832.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3802 | PA      | $14.51        | 0.00%             | 2035-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7611418.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1235 | PA      | $11.06        | 0.00%             | 2035-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183149701.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9264 | PA      | $9337.62      | 0.00%             | 2026-11-24      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991263261.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-11-25      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| LHOME Mortgage Trust                                                            | LHOME Mortgage Trust, Series 2025-RTL2, Class A1                                                  | CUSIP: 50206RAA5<br>LEI: 529900COAFD3IY51O355 | Long             | ABS-MBS          | CORP              | US        |    1116000 | PA      | $1124134.64   | 0.04%             | 2040-04-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6811299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         84 | PA      | $5.78         | 0.00%             | 2035-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4755474.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1198 | PA      | $0.25         | 0.00%             | 2033-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10091993.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5728 | PA      | $5919.30      | 0.00%             | 2026-10-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                 | Canadian Natural Resources Ltd.                                                                   | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    5900000 | PA      | $5536287.18   | 0.18%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5114403.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1028 | PA      | $0.00         | 0.00%             | 2033-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4977295.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5717 | PA      | $0.00         | 0.00%             | 2033-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DV65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2850 | PA      | $2900.83      | 0.00%             | 2033-01-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5271294.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        743 | PA      | $0.00         | 0.00%             | 2033-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6011014.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1209 | PA      | $0.00         | 0.00%             | 2034-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5153196.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13914 | PA      | $0.00         | 0.00%             | 2033-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 172830533.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1662 | PA      | $0.00         | 0.00%             | 2034-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Virginia Electric and Power Co.                                                 | Virginia Electric and Power Co.                                                                   | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    7900000 | PA      | $8063099.53   | 0.27%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5767979.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2624 | PA      | $0.04         | 0.00%             | 2034-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7924762.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24106 | PA      | $307.49       | 0.00%             | 2025-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1999575.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        301 | PA      | $295.18       | 0.00%             | 2026-11-08      | Fixed         | 12.84%                | No            |                  3 | On Loan: No      |
| Power Finance Corp. Ltd.                                                        | Power Finance Corp. Ltd.                                                                          | CUSIP: 73928RAB2<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | NUSS              | IN        |    1410000 | PA      | $1375075.05   | 0.05%             | 2030-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1616273.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        218 | PA      | $215.60       | 0.00%             | 2026-08-24      | Fixed         | 23.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5900522.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        449 | PA      | $0.00         | 0.00%             | 2034-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7291240.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5009 | PA      | $24.16        | 0.00%             | 2035-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7530955.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        173 | PA      | $103.24       | 0.00%             | 2035-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2071865.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1957 | PA      | $1922.19      | 0.00%             | 2026-11-18      | Fixed         | 10.09%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140XG5K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7869424.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11411 | PA      | $241.50       | 0.00%             | 2025-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7478115.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2361 | PA      | $34.58        | 0.00%             | 2035-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705415.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2316 | PA      | $2279.40      | 0.00%             | 2026-09-13      | Fixed         | 19.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7077567.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7677 | PA      | $33.95        | 0.00%             | 2035-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                               | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4100000 | PA      | $4076056.66   | 0.14%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Dollar Tree, Inc.                                                               | Dollar Tree, Inc.                                                                                 | CUSIP: 256746AJ7<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $2948986.46   | 0.10%             | 2031-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8113487.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4392 | PA      | $2993.82      | 0.00%             | 2026-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Xcel Energy, Inc.                                                               | Xcel Energy, Inc.                                                                                 | CUSIP: 98389BBA7<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5705437.43   | 0.19%             | 2033-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25157471 | PA      | $21386967.63  | 0.71%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                               | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8600000 | PA      | $8452355.46   | 0.28%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1660438.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1477 | PA      | $1498.60      | 0.00%             | 2026-11-19      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182135115.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8005 | PA      | $8330.49      | 0.00%             | 2026-10-28      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4858016.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        282 | PA      | $0.00         | 0.00%             | 2033-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8209725.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2350 | PA      | $2153.85      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10477663.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2428 | PA      | $2431.88      | 0.00%             | 2026-10-12      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5143602.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1106 | PA      | $0.00         | 0.00%             | 2033-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991188329.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7211511.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9115 | PA      | $76.42        | 0.00%             | 2035-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7662217.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4430 | PA      | $60.81        | 0.00%             | 2035-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31371LFW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13994 | PA      | $14539.52     | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7443523.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         82 | PA      | $0.68         | 0.00%             | 2035-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2214164.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12297 | PA      | $12089.65     | 0.00%             | 2026-12-09      | Fixed         | 24.23%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 15 Year                                                                               | CUSIP: 3132D6HX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2966356 | PA      | $2921614.83   | 0.10%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7032794.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3493 | PA      | $10.83        | 0.00%             | 2035-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1989095.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2478 | PA      | $2435.32      | 0.00%             | 2026-11-08      | Fixed         | 21.91%                | No            |                  3 | On Loan: No      |
| WESCO Distribution, Inc.                                                        | WESCO Distribution, Inc.                                                                          | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    6300000 | PA      | $6592635.00   | 0.22%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1607647.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1783 | PA      | $1798.38      | 0.00%             | 2026-08-13      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4933844.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19305 | PA      | $0.00         | 0.00%             | 2033-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Adeia, Inc.                                                                     | Adeia, Inc., First Lien, Initial CME Term Loan, B6                                                | CUSIP: 98422BAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     430958 | PA      | $433651.46    | 0.01%             | 2028-06-08      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4860428.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        178 | PA      | $0.02         | 0.00%             | 2033-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7970205.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27182 | PA      | $17143.53     | 0.00%             | 2026-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8078088.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4006 | PA      | $2739.84      | 0.00%             | 2026-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Icon Investments Six DAC                                                        | Icon Investments Six DAC                                                                          | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |     500000 | PA      | $524808.01    | 0.02%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                      | Mars, Inc.                                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   10630000 | PA      | $10914481.02  | 0.36%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                       | CIM Trust, Series 2019-INV1, Class A1                                                             | CUSIP: 12555DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     370119 | PA      | $355561.07    | 0.01%             | 2049-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Crosby US Acquisition Corp.                                                     | Crosby US Acquisition Corp., First Lien, Amendment No. 4 Replacement CME Term Loan                | CUSIP: 22739PAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-08-16      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4590729.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1383 | PA      | $0.09         | 0.00%             | 2033-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183252907.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7032 | PA      | $6959.12      | 0.00%             | 2027-09-23      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31411XZL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      51958 | PA      | $54126.07     | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6635230.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      61854 | PA      | $0.33         | 0.00%             | 2034-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31403YSK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16322 | PA      | $16927.55     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5090813.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4919 | PA      | $0.00         | 0.00%             | 2033-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6763757.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1591 | PA      | $0.46         | 0.00%             | 2034-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4962523.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4563 | PA      | $0.00         | 0.00%             | 2033-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179YYX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          0 | PA      | $0.00         | 0.00%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6452261.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17124 | PA      | $1.46         | 0.00%             | 2034-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991096689.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2020-189, Class IA                                                                   | CUSIP: 38382MFJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   23042225 | PA      | $5040636.51   | 0.17%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6840245.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4185 | PA      | $52.31        | 0.00%             | 2035-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149520.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-11-10      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08847769.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2691 | PA      | $2714.09      | 0.00%             | 2026-06-15      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7966595.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1968 | PA      | $679.74       | 0.00%             | 2026-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128M5Q52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     186796 | PA      | $197283.45    | 0.01%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3483579 | PA      | $3018743.61   | 0.10%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6689080.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3318 | PA      | $0.00         | 0.00%             | 2034-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6163213.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5720 | PA      | $0.00         | 0.00%             | 2034-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7315379.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14812 | PA      | $1289.68      | 0.00%             | 2035-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11380536.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5629 | PA      | $5755.71      | 0.00%             | 2027-01-09      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Evergreen Acqco 1 LP                                                            | Evergreen Acqco 1 LP, First Lien, Initial CME Term Loan                                           | CUSIP: 30015FAJ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     121063 | PA      | $121319.83    | 0.00%             | 2032-09-17      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                                                | Provident Funding Mortgage Trust, Series 2019-1, Class A2                                         | CUSIP: 74387LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1432937 | PA      | $1243872.41   | 0.04%             | 2049-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1620526.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        513 | PA      | $506.62       | 0.00%             | 2026-08-25      | Fixed         | 23.25%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184022156.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3210 | PA      | $3255.23      | 0.00%             | 2026-12-10      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   35700673 | PA      | $29121880.78  | 0.97%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31384VZD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1261 | PA      | $1322.36      | 0.00%             | 2030-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6192486.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3185 | PA      | $0.02         | 0.00%             | 2034-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 48 Ltd.                                      | Neuberger Berman Loan Advisers CLO 48 Ltd., Series 2022-48A, Class A1R                            | CUSIP: 64135GAL2<br>LEI: 549300FC7JRIZ6YLHK36 | Long             | ABS-CBDO         | CORP              | KY        |   14850000 | PA      | $14860188.11  | 0.49%             | 2036-04-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5911132.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      31967 | PA      | $0.19         | 0.00%             | 2034-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31418EQR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2053-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09445164.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6053 | PA      | $6093.99      | 0.00%             | 2026-07-06      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8049098.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5838 | PA      | $5312.62      | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Charlotte Buyer, Inc.                                                           | Charlotte Buyer, Inc., First Lien, Second Refinancing CME Term Loan                               | CUSIP: 12568YAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     179060 | PA      | $178802.69    | 0.01%             | 2028-02-11      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221739.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2944 | PA      | $2886.46      | 0.00%             | 2026-12-10      | Fixed         | 19.78%                | No            |                  3 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                      | J.P. Morgan Mortgage Trust, Series 2025-CES2, Class A1                                            | CUSIP: 46595TAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2607269 | PA      | $2626171.48   | 0.09%             | 2055-06-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                              | Essex Portfolio LP                                                                                | CUSIP: 29717PBB2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3313163.78   | 0.11%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11237796.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        443 | PA      | $444.57       | 0.00%             | 2035-11-15      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08976475.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2125 | PA      | $2205.73      | 0.00%             | 2026-05-30      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Truist Financial Corp.                                                          | Truist Financial Corp.                                                                            | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4548529.48   | 0.15%             | 2030-01-24      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11779953.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18403 | PA      | $10752.43     | 0.00%             | 2027-02-11      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183882896.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5610 | PA      | $5650.48      | 0.00%             | 2027-01-07      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31400WGZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11321 | PA      | $11443.32     | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1703655.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1010 | PA      | $992.04       | 0.00%             | 2026-09-13      | Fixed         | 10.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074779.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3220 | PA      | $3170.63      | 0.00%             | 2026-11-18      | Fixed         | 22.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074379.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6206 | PA      | $6106.04      | 0.00%             | 2026-12-18      | Fixed         | 20.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4924498.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2892 | PA      | $0.70         | 0.00%             | 2033-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| EPIC Crude Services LP                                                          | EPIC Crude Services LP, First Lien, CME Term Loan                                                 | CUSIP: 29428XAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     312395 | PA      | $314264.30    | 0.01%             | 2031-10-15      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1995435.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        460 | PA      | $451.81       | 0.00%             | 2026-11-08      | Fixed         | 12.23%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184130767.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6527 | PA      | $6509.48      | 0.00%             | 2026-12-21      | Fixed         | 16.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991102689.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Xcel Energy, Inc.                                                               | Xcel Energy, Inc.                                                                                 | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    8200000 | PA      | $8148790.67   | 0.27%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4850454.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1505 | PA      | $0.14         | 0.00%             | 2033-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1635660.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2360 | PA      | $2362.75      | 0.00%             | 2026-09-23      | Fixed         | 12.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105091.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Home Partners of America Trust                                                  | Home Partners of America Trust, Series 2021-3, Class B                                            | CUSIP: 43730XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5705549 | PA      | $5356349.95   | 0.18%             | 2041-01-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                     | RHP Hotel Properties LP / RHP Finance Corp.                                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5900000 | PA      | $6074834.70   | 0.20%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179YAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          0 | PA      | $0.01         | 0.00%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8149300.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        371 | PA      | $205.94       | 0.00%             | 2026-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10672023.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3660 | PA      | $3737.27      | 0.00%             | 2027-04-15      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183321499.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        931 | PA      | $935.90       | 0.00%             | 2026-11-17      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2219719.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        283 | PA      | $278.18       | 0.00%             | 2026-12-10      | Fixed         | 24.34%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1608526.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1936 | PA      | $1965.80      | 0.00%             | 2026-08-16      | Fixed         | 19.78%                | No            |                  3 | On Loan: No      |
| WULF Compute LLC                                                                | WULF Compute LLC                                                                                  | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     560000 | PA      | $582150.77    | 0.02%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7987457.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        432 | PA      | $304.71       | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| General Motors Financial Co., Inc.                                              | General Motors Financial Co., Inc.                                                                | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1515000 | PA      | $1534127.27   | 0.05%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7187135.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4189 | PA      | $1255.64      | 0.00%             | 2035-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31292GYH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1025 | PA      | $1061.18      | 0.00%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991467528.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         12 | PA      | $11.81        | 0.00%             | 2026-12-14      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Hungary                                                                         | Hungary Government Bond                                                                           | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    1480000 | PA      | $1514545.89   | 0.05%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1989008.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        466 | PA      | $456.95       | 0.00%             | 2026-11-08      | Fixed         | 12.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6937013.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2482 | PA      | $340.91       | 0.00%             | 2035-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1999851.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1590 | PA      | $1560.57      | 0.00%             | 2026-11-08      | Fixed         | 29.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8185085.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        106 | PA      | $89.21        | 0.00%             | 2026-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5051202.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        402 | PA      | $0.00         | 0.00%             | 2033-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12243964.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5026 | PA      | $5219.55      | 0.00%             | 2027-01-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7936470.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1869 | PA      | $1583.93      | 0.00%             | 2025-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991107100.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-11-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5082041.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2897 | PA      | $0.22         | 0.00%             | 2033-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074657.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1370 | PA      | $434.49       | 0.00%             | 2026-11-18      | Fixed         | 23.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2219356.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3388 | PA      | $3345.51      | 0.00%             | 2026-12-10      | Fixed         | 17.56%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2214144.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2357 | PA      | $2314.14      | 0.00%             | 2027-05-09      | Fixed         | 11.27%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                        | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-52, Class PT                | CUSIP: 21056JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5309 | PA      | $2638.90      | 0.00%             | 2045-01-15      | Variable      | 16.27%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5805369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2188 | PA      | $0.05         | 0.00%             | 2034-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09125842.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1219 | PA      | $1227.46      | 0.00%             | 2026-06-18      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6667810.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2693 | PA      | $0.00         | 0.00%             | 2034-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                               | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5100000 | PA      | $4669787.10   | 0.16%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                                  | PMT Loan Trust, Series 2025-J2, Class A11                                                         | CUSIP: 69392TAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     788043 | PA      | $790134.91    | 0.03%             | 2056-08-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| AIP RD Buyer Corp.                                                              | AIP RD Buyer Corp., First Lien, CME Term Loan                                                     | CUSIP: 00149HAC8<br>LEI: 5493000EBDLH9PYWBS30 | Long             | LON              | CORP              | US        |     492027 | PA      | $493488.71    | 0.02%             | 2030-12-23      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1610778.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1044 | PA      | $1031.30      | 0.00%             | 2026-08-23      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5873503.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1500 | PA      | $0.00         | 0.00%             | 2034-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5840032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6710 | PA      | $0.00         | 0.00%             | 2034-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6830462.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        832 | PA      | $0.53         | 0.00%             | 2035-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4664137.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2149 | PA      | $0.11         | 0.00%             | 2033-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1996448.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10758 | PA      | $10555.23     | 0.00%             | 2026-11-08      | Fixed         | 11.66%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10274873.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5016 | PA      | $5216.56      | 0.00%             | 2026-10-25      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184104646.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5999 | PA      | $6046.33      | 0.00%             | 2026-12-20      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5574619.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1300 | PA      | $0.00         | 0.00%             | 2033-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CVS Health Corp.                                                                | CVS Health Corp.                                                                                  | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1438656.10   | 0.05%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5835427.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        156 | PA      | $0.00         | 0.00%             | 2034-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5811504.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13131 | PA      | $3.50         | 0.00%             | 2034-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CNA Financial Corp.                                                             | CNA Financial Corp.                                                                               | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6548197.50   | 0.22%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7217049.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6532 | PA      | $51.05        | 0.00%             | 2035-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AES Andes SA                                                                    | AES Andes SA                                                                                      | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |     880000 | PA      | $918880.16    | 0.03%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6469480.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20372 | PA      | $0.25         | 0.00%             | 2034-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4861902.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1428 | PA      | $0.00         | 0.00%             | 2033-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4935784.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        749 | PA      | $0.00         | 0.00%             | 2033-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Deutsche Bank AG                                                                | Deutsche Bank AG                                                                                  | CUSIP: 25160PAM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    9500000 | PA      | $9744350.26   | 0.32%             | 2027-09-09      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182834096.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10622 | PA      | $0.00         | 0.00%             | 2026-11-08      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWKM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184090151.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2807 | PA      | $0.00         | 0.00%             | 2035-02-28      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1878098.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        403 | PA      | $397.43       | 0.00%             | 2026-10-19      | Fixed         | 30.84%                | No            |                  3 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                             | GS Mortgage-Backed Securities Trust, Series 2025-CES2, Class A1                                   | CUSIP: 36273BAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2658274 | PA      | $2661723.29   | 0.09%             | 2055-09-25      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6904916.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         97 | PA      | $3.25         | 0.00%             | 2035-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5779967.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2379 | PA      | $0.00         | 0.00%             | 2034-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7097395.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23684 | PA      | $107.74       | 0.00%             | 2035-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1619343.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4823 | PA      | $235.00       | 0.00%             | 2027-06-25      | Fixed         | 16.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7945398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        341 | PA      | $207.78       | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5019634.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1814 | PA      | $0.00         | 0.00%             | 2033-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1876477.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1087 | PA      | $1071.72      | 0.00%             | 2026-10-19      | Fixed         | 25.39%                | No            |                  3 | On Loan: No      |
| Hanesbrands, Inc.                                                               | Hanesbrands, Inc., First Lien, CME Term Loan, B                                                   | CUSIP: 410346AY6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     563059 | PA      | $565873.95    | 0.02%             | 2032-03-08      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| PG Polaris BidCo SARL                                                           | PG Polaris BidCo SARL, First Lien, Initial CME Term Loan                                          | CUSIP: 91728NAB5<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | US        |     184160 | PA      | $185103.82    | 0.01%             | 2031-03-26      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08970713.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3982 | PA      | $4018.28      | 0.00%             | 2026-05-30      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183611465.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3978 | PA      | $4141.46      | 0.00%             | 2026-11-30      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6707813.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        271 | PA      | $0.00         | 0.00%             | 2034-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5950020.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2365 | PA      | $0.00         | 0.00%             | 2034-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Haleon US Capital LLC                                                           | Haleon US Capital LLC                                                                             | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6157557.97   | 0.20%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd.                                                           | Petronas Capital Ltd.                                                                             | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    1810000 | PA      | $1870825.59   | 0.06%             | 2031-01-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183499818.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11624 | PA      | $11629.68     | 0.00%             | 2026-11-26      | Fixed         | 16.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4684412.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2706 | PA      | $0.13         | 0.00%             | 2033-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| First Student Bidco, Inc.                                                       | First Student Bidco, Inc., First Lien, 11th Amendment Repricing CME Term Loan                     | CUSIP: 33718FAN0<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |     409298 | PA      | $410372.67    | 0.01%             | 2030-08-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Medical Solutions Holdings, Inc.                                                | Medical Solutions Holdings, Inc., First Lien, CME Term Loan                                       | CUSIP: 58462QAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     184682 | PA      | $59098.28     | 0.00%             | 2028-11-01      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8042336.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1714 | PA      | $1119.34      | 0.00%             | 2026-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1998563.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        818 | PA      | $803.07       | 0.00%             | 2026-11-08      | Fixed         | 26.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074701.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1802 | PA      | $1782.04      | 0.00%             | 2026-11-18      | Fixed         | 14.63%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183746554.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1363 | PA      | $1360.79      | 0.00%             | 2026-12-03      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6968588.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2014 | PA      | $21.40        | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183996173.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11405 | PA      | $11419.26     | 0.00%             | 2026-12-15      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5714621.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18011 | PA      | $0.00         | 0.00%             | 2034-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182279442.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7031 | PA      | $7231.38      | 0.00%             | 2026-10-15      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31296X6Z3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5333 | PA      | $5359.92      | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1880229.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        472 | PA      | $465.48       | 0.00%             | 2026-10-19      | Fixed         | 31.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7025720.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3925 | PA      | $17.01        | 0.00%             | 2035-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2215136.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1802 | PA      | $529.25       | 0.00%             | 2026-12-09      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6045560.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1003 | PA      | $0.06         | 0.00%             | 2034-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Citigroup Capital XIII                                                          | Citigroup Capital XIII                                                                            | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      93000 | NS      | $2792790.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4591961.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1338 | PA      | $0.00         | 0.00%             | 2033-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183525639.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1901 | PA      | $1967.64      | 0.00%             | 2026-11-26      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074064.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        638 | PA      | $629.28       | 0.00%             | 2026-11-18      | Fixed         | 29.92%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    4980000 | PA      | $347383.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5086472.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1605 | PA      | $0.08         | 0.00%             | 2033-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7327635.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        265 | PA      | $108.27       | 0.00%             | 2035-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10364110.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11664 | PA      | $11796.48     | 0.00%             | 2026-10-25      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1624733.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1864 | PA      | $1883.66      | 0.00%             | 2026-10-17      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7760287.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6714 | PA      | $88.00        | 0.00%             | 2035-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7960956.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6522 | PA      | $1602.52      | 0.00%             | 2026-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11753796.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5405 | PA      | $5618.05      | 0.00%             | 2027-02-12      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6050979.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2052 | PA      | $0.00         | 0.00%             | 2034-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5077, Class AI                                                                      | CUSIP: 3137F92M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   30617714 | PA      | $3723790.65   | 0.12%             | 2051-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705774.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2282 | PA      | $2243.28      | 0.00%             | 2026-09-13      | Fixed         | 24.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6609951.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        859 | PA      | $0.00         | 0.00%             | 2034-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | U.S. Treasury Ultra Bonds                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         35 | NC      | $161827.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4885937.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2665 | PA      | $0.00         | 0.00%             | 2033-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08684302.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6949 | PA      | $7000.13      | 0.00%             | 2026-07-08      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                          | Duke Energy Ohio, Inc.                                                                            | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1351008.39   | 0.04%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08924285.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3115 | PA      | $3144.35      | 0.00%             | 2026-05-31      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991299503.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        282 | PA      | $279.71       | 0.00%             | 2028-01-27      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132E0Q62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2053-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                     | Crescent Energy Finance LLC                                                                       | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     250000 | PA      | $236357.17    | 0.01%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1612948.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2869 | PA      | $2836.97      | 0.00%             | 2026-08-23      | Fixed         | 30.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1990513.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2650 | PA      | $2604.74      | 0.00%             | 2027-04-08      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7003650.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2995 | PA      | $18.42        | 0.00%             | 2035-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Quikrete Holdings, Inc.                                                         | Quikrete Holdings, Inc.                                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     300000 | PA      | $311391.60    | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                 | CSAIL Commercial Mortgage Trust, Series 2015-C3, Class A4                                         | CUSIP: 12635FAT1<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |      79588 | PA      | $79410.52     | 0.00%             | 2048-08-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7730655.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        841 | PA      | $21.03        | 0.00%             | 2035-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991421184.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        131 | PA      | $9.00         | 0.00%             | 2026-01-06      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7991599.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        161 | PA      | $154.50       | 0.00%             | 2026-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5119496.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4666 | PA      | $0.00         | 0.00%             | 2033-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                                      | AAdvantage Loyalty IP Ltd., First Lien, CME Term Loan                                             | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      84400 | PA      | $84592.18     | 0.00%             | 2028-04-20      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5921812.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1536 | PA      | $0.00         | 0.00%             | 2034-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Venture 45 CLO Ltd.                                                             | Venture 45 CLO Ltd., Series 2022-45A, Class A1R                                                   | CUSIP: 92326GAS7<br>LEI: 549300ZDR5K71IXJ2M57 | Long             | ABS-CBDO         | CORP              | JE        |   12000000 | PA      | $12016020.24  | 0.40%             | 2035-07-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6910971.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21142 | PA      | $46.22        | 0.00%             | 2035-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4839366.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11177 | PA      | $0.00         | 0.00%             | 2033-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7963850.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        504 | PA      | $12.91        | 0.00%             | 2026-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991124779.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          6 | PA      | $5.57         | 0.00%             | 2030-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6756917.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5761 | PA      | $2.25         | 0.00%             | 2034-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2211103.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3932 | PA      | $3859.13      | 0.00%             | 2026-12-10      | Fixed         | 13.86%                | No            |                  3 | On Loan: No      |
| DexKo Global, Inc.                                                              | DexKo Global, Inc., First Lien, Closing Date Dollar CME Term Loan                                 | CUSIP: 25213YAU9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     454803 | PA      | $448756.61    | 0.01%             | 2028-10-04      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Kenan Advantage Group, Inc. (The)                                               | Kenan Advantage Group, Inc. (The), First Lien, U.S. CME Term Loan, B4                             | CUSIP: 48853UBQ2<br>LEI: 549300GVUXCXDWYPIY65 | Long             | LON              | CORP              | US        |      92268 | PA      | $90930.41     | 0.00%             | 2029-01-25      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5689054.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        354 | PA      | $0.22         | 0.00%             | 2034-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221612.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3998 | PA      | $3919.98      | 0.00%             | 2026-12-10      | Fixed         | 20.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5672062.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        957 | PA      | $0.00         | 0.00%             | 2034-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1619947.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         77 | PA      | $76.31        | 0.00%             | 2026-08-25      | Fixed         | 22.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7549195.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        187 | PA      | $3.27         | 0.00%             | 2035-08-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6923831.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1021 | PA      | $0.29         | 0.00%             | 2035-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1996092.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1962 | PA      | $299.28       | 0.00%             | 2027-04-08      | Fixed         | 29.72%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139016.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-11-19      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Newell Brands, Inc.                                                             | Newell Brands, Inc.                                                                               | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95250.00     | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991163966.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6192461.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1016 | PA      | $0.05         | 0.00%             | 2034-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                               | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30400000 | PA      | $23696562.58  | 0.79%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09242266.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11955 | PA      | $4235.80      | 0.00%             | 2026-08-15      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5118308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6298 | PA      | $0.36         | 0.00%             | 2033-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1995006.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3440 | PA      | $3375.62      | 0.00%             | 2026-11-08      | Fixed         | 10.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8000806.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27376 | PA      | $953.39       | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5733912.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14207 | PA      | $0.66         | 0.00%             | 2034-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1618792.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1059 | PA      | $357.55       | 0.00%             | 2026-08-25      | Fixed         | 25.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4640261.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        549 | PA      | $0.02         | 0.00%             | 2033-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1651418.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        536 | PA      | $534.39       | 0.00%             | 2026-11-05      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1614066.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2267 | PA      | $161.78       | 0.00%             | 2026-08-24      | Fixed         | 29.58%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183888494.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3310 | PA      | $3308.57      | 0.00%             | 2027-01-06      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705287.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2850 | PA      | $2815.48      | 0.00%             | 2026-09-13      | Fixed         | 16.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5892501.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        760 | PA      | $0.00         | 0.00%             | 2034-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6245712.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5446 | PA      | $0.00         | 0.00%             | 2034-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Kinetik Holdings LP                                                             | Kinetik Holdings LP                                                                               | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4110932.00   | 0.14%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183633965.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1983 | PA      | $2069.69      | 0.00%             | 2026-11-30      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706178.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        955 | PA      | $938.59       | 0.00%             | 2026-09-13      | Fixed         | 22.10%                | No            |                  3 | On Loan: No      |
| Boardwalk Pipelines LP                                                          | Boardwalk Pipelines LP                                                                            | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    6275000 | PA      | $5891821.08   | 0.20%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8009056.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6942 | PA      | $3695.55      | 0.00%             | 2026-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8126705.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        616 | PA      | $417.91       | 0.00%             | 2026-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CaixaBank SA                                                                    | CaixaBank SA                                                                                      | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    5200000 | PA      | $5267734.16   | 0.17%             | 2031-07-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4863471.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7932 | PA      | $0.32         | 0.00%             | 2033-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31414TCN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      91455 | PA      | $96170.37     | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5099132.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      37393 | PA      | $0.00         | 0.00%             | 2033-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Oriental Republic of Uruguay                                                    | Uruguay Government Bond                                                                           | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    3340000 | PA      | $3382084.00   | 0.11%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                    | Exelon Corp.                                                                                      | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    8400000 | PA      | $8326542.92   | 0.28%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12151284.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6775 | PA      | $7094.66      | 0.00%             | 2027-01-27      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5777849.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2753 | PA      | $0.07         | 0.00%             | 2034-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31407FN97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      62182 | PA      | $62862.54     | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5025999.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4449 | PA      | $0.19         | 0.00%             | 2033-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2071590.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2903 | PA      | $745.09       | 0.00%             | 2027-04-18      | Fixed         | 16.75%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10195837.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4118 | PA      | $4154.16      | 0.00%             | 2026-10-02      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                            | Owens-Brockway Glass Container, Inc., First Lien, CME Term Loan, B1                               | CUSIP: 69074LAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     309100 | PA      | $308970.18    | 0.01%             | 2032-09-30      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | Athene Global Funding                                                                             | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    4550000 | PA      | $4619160.50   | 0.15%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8152413.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7326 | PA      | $94.99        | 0.00%             | 2026-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09352425.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4939 | PA      | $4980.82      | 0.00%             | 2026-05-28      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184051343.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6806 | PA      | $7023.51      | 0.00%             | 2026-12-13      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8085774.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1214 | PA      | $1201.74      | 0.00%             | 2026-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7320392.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5609 | PA      | $49.17        | 0.00%             | 2035-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7400721.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3142 | PA      | $38.25        | 0.00%             | 2035-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856506.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1492 | PA      | $0.00         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31389YAA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        117 | PA      | $120.66       | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11128695.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2323 | PA      | $2349.81      | 0.00%             | 2027-01-08      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3352720 | PA      | $3016037.12   | 0.10%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6450208.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2651 | PA      | $0.00         | 0.00%             | 2034-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991216328.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        103 | PA      | $8.22         | 0.00%             | 2030-03-27      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| CIFC Funding Ltd.                                                               | CIFC Funding Ltd., Series 2022-2A, Class A1R                                                      | CUSIP: 12567MAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   23690000 | PA      | $23692960.95  | 0.79%             | 2035-04-19      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer LLC                                                              | Pinnacle Buyer LLC, First Lien, Initial CME Term Loan, B                                          | CUSIP: 72349UAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     182646 | PA      | $183673.19    | 0.01%             | 2032-09-13      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8217075.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        389 | PA      | $382.90       | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6270813.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1115 | PA      | $0.00         | 0.00%             | 2034-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7113005.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6711 | PA      | $10.27        | 0.00%             | 2035-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1880709.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2005 | PA      | $1984.45      | 0.00%             | 2026-10-19      | Fixed         | 20.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5916186.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3408 | PA      | $0.22         | 0.00%             | 2034-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | U.S. Treasury Long Bonds                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        327 | NC      | $117762.77    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5872195.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11306 | PA      | $0.00         | 0.00%             | 2034-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4641063.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        710 | PA      | $0.06         | 0.00%             | 2033-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11332983.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5046 | PA      | $5180.98      | 0.00%             | 2027-01-04      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5844917.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2860 | PA      | $0.18         | 0.00%             | 2034-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7900540.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        848 | PA      | $728.15       | 0.00%             | 2025-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities Corp.                            | Credit Suisse First Boston Mortgage Securities Corp., Series 2004-6, Class 3A1                    | CUSIP: 2254W0HE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      72815 | PA      | $41438.37     | 0.00%             | 2038-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos., Inc.                                                             | Carlisle Cos., Inc.                                                                               | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     820000 | PA      | $834668.48    | 0.03%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991226691.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        118 | PA      | $123.20       | 0.00%             | 2027-03-06      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09045278.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1963 | PA      | $1977.88      | 0.00%             | 2026-06-14      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31405G5R7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        569 | PA      | $575.13       | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5784888.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        838 | PA      | $0.00         | 0.00%             | 2034-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5892907.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2548 | PA      | $0.11         | 0.00%             | 2034-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182954228.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7710 | PA      | $7741.08      | 0.00%             | 2026-11-18      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7427050.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20152 | PA      | $119.08       | 0.00%             | 2035-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5515632.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        876 | PA      | $0.00         | 0.00%             | 2033-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6281173.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        574 | PA      | $0.24         | 0.00%             | 2034-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4581962.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1755 | PA      | $0.00         | 0.00%             | 2033-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6278505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        364 | PA      | $0.00         | 0.00%             | 2034-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust, Series 2025-HE2, Class A1A                                             | CUSIP: 89183PAA4<br>LEI: 254900HCCXAYNB40M417 | Long             | ABS-O            | CORP              | US        |    5133573 | PA      | $5142720.54   | 0.17%             | 2065-09-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183415342.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9776 | PA      | $9817.32      | 0.00%             | 2026-12-07      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31413FGN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     211765 | PA      | $223455.63    | 0.01%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09717698.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4252 | PA      | $4280.43      | 0.00%             | 2026-07-03      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7371001.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1240 | PA      | $13.69        | 0.00%             | 2035-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6035360.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1397 | PA      | $0.00         | 0.00%             | 2034-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1613769.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1139 | PA      | $1124.30      | 0.00%             | 2026-08-24      | Fixed         | 16.69%                | No            |                  3 | On Loan: No      |
| McAfee Corp.                                                                    | McAfee Corp.                                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5500683.00   | 0.18%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10714394.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7564 | PA      | $7640.88      | 0.00%             | 2026-11-15      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6865584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15464 | PA      | $10.35        | 0.00%             | 2035-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184427346.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11843 | PA      | $0.00         | 0.00%             | 2026-12-23      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4861917.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3378 | PA      | $0.79         | 0.00%             | 2033-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1991256.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9105 | PA      | $8900.37      | 0.00%             | 2027-04-22      | Fixed         | 25.07%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184248806.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9071 | PA      | $9126.19      | 0.00%             | 2026-12-17      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6800307.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1066 | PA      | $0.22         | 0.00%             | 2034-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8055982.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        533 | PA      | $354.77       | 0.00%             | 2026-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1876404.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        622 | PA      | $613.47       | 0.00%             | 2026-10-19      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Commonwealth Edison Co.                                                         | Commonwealth Edison Co.                                                                           | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     700000 | PA      | $791225.81    | 0.03%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2222012.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1159 | PA      | $1137.30      | 0.00%             | 2026-12-10      | Fixed         | 21.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4713712.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        105 | PA      | $0.00         | 0.00%             | 2033-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GIH Borrower LLC                                                                | GIH Borrower LLC, First Lien, CME Term Loan, B                                                    | CUSIP: 36173YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     175837 | PA      | $176789.66    | 0.01%             | 2031-11-26      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                              | VICI Properties LP                                                                                | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $9119475.63   | 0.30%             | 2031-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                                  | Tapestry, Inc.                                                                                    | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    2245000 | PA      | $2287390.43   | 0.08%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5977823.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        855 | PA      | $0.04         | 0.00%             | 2034-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183359968.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6452 | PA      | $6510.32      | 0.00%             | 2026-11-30      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4622664.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3107 | PA      | $0.13         | 0.00%             | 2033-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6562473.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15241 | PA      | $2.29         | 0.00%             | 2034-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8115296.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2433 | PA      | $50.38        | 0.00%             | 2026-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10746117.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        433 | PA      | $433.10       | 0.00%             | 2025-12-26      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1995398.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        869 | PA      | $852.49       | 0.00%             | 2026-11-08      | Fixed         | 25.36%                | No            |                  3 | On Loan: No      |
| Constellation Energy Generation LLC                                             | Constellation Energy Generation LLC                                                               | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4275277.04   | 0.14%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                  | Jefferson Capital Holdings LLC                                                                    | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3374080.00   | 0.11%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                        | Arthur J Gallagher & Co.                                                                          | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    2625000 | PA      | $2679761.88   | 0.09%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust, Series 2016-GS2, Class A4                                           | CUSIP: 36252TAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1352000 | PA      | $1344687.44   | 0.04%             | 2049-05-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                           | NextEra Energy Capital Holdings, Inc.                                                             | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $7971130.80   | 0.26%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6771935.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6622 | PA      | $4.83         | 0.00%             | 2034-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1989940.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        767 | PA      | $752.59       | 0.00%             | 2026-11-08      | Fixed         | 12.93%                | No            |                  3 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                    | Avolon Holdings Funding Ltd.                                                                      | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    6200000 | PA      | $6121979.94   | 0.20%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184249796.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5029 | PA      | $5069.90      | 0.00%             | 2026-12-28      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1680709.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5677 | PA      | $5667.36      | 0.00%             | 2026-12-20      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | Euro-Bobl                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -10 | NC      | $384.91       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5440393.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        513 | PA      | $0.01         | 0.00%             | 2033-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7855213.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2209 | PA      | $1371.48      | 0.00%             | 2025-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5048228.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        273 | PA      | $0.06         | 0.00%             | 2033-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5318154.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1339 | PA      | $0.08         | 0.00%             | 2033-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7667933.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      34644 | PA      | $392.37       | 0.00%             | 2035-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Primo Brands Corp.                                                              | Primo Brands Corp., First Lien, 2025 Refinancing CME Term Loan                                    | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |     545725 | PA      | $547784.96    | 0.02%             | 2028-03-31      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1880563.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1068 | PA      | $28.06        | 0.00%             | 2026-10-19      | Fixed         | 24.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1991474.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2303 | PA      | $2256.94      | 0.00%             | 2027-09-08      | Fixed         | 24.66%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11333109.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5122 | PA      | $5188.45      | 0.00%             | 2027-01-03      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1591289.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        897 | PA      | $885.93       | 0.00%             | 2026-08-24      | Fixed         | 25.18%                | No            |                  3 | On Loan: No      |
| Delta Air Lines, Inc. / SkyMiles IP Ltd.                                        | Delta Air Lines, Inc. / SkyMiles IP Ltd.                                                          | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6546269.67   | 0.22%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219847.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2154 | PA      | $2116.26      | 0.00%             | 2026-12-10      | Fixed         | 28.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705464.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2270 | PA      | $2233.62      | 0.00%             | 2026-09-13      | Fixed         | 28.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7957594.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        210 | PA      | $95.92        | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706443.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        864 | PA      | $849.08       | 0.00%             | 2026-09-13      | Fixed         | 23.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5656317.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3805 | PA      | $0.28         | 0.00%             | 2034-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7969990.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1456 | PA      | $997.54       | 0.00%             | 2026-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DPQE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5880713 | PA      | $5444626.18   | 0.18%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                                                    | Kenvue, Inc.                                                                                      | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6080697.90   | 0.20%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5843566.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5389 | PA      | $0.00         | 0.00%             | 2034-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1616271.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2555 | PA      | $2554.68      | 0.00%             | 2026-08-17      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1879783.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1123 | PA      | $853.60       | 0.00%             | 2026-10-19      | Fixed         | 25.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1611961.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1368 | PA      | $1349.38      | 0.00%             | 2026-08-23      | Fixed         | 21.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219378.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4487 | PA      | $4408.81      | 0.00%             | 2026-12-10      | Fixed         | 27.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1619065.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5762 | PA      | $5708.72      | 0.00%             | 2026-08-25      | Fixed         | 16.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5026387.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1641 | PA      | $0.08         | 0.00%             | 2033-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | Venture Global Calcasieu Pass LLC                                                                 | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     500000 | PA      | $473993.75    | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31371ND44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17019 | PA      | $18067.05     | 0.00%             | 2037-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDIO                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        | -115500000 | PA      | $-627901.65   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                          | First Brands Group LLC, First Lien, Debtor-In-Possession CME Term Loan                            | CUSIP: 31935HAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     119312 | PA      | $126918.11    | 0.00%             | 2026-06-29      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31410YXV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1919 | PA      | $1978.78      | 0.00%             | 2036-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6725887.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        167 | PA      | $0.17         | 0.00%             | 2034-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1704990.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        290 | PA      | $284.97       | 0.00%             | 2026-09-13      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7086293.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3449 | PA      | $9.82         | 0.00%             | 2035-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1990886.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2939 | PA      | $2901.29      | 0.00%             | 2027-04-08      | Fixed         | 17.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5743692.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2366 | PA      | $0.31         | 0.00%             | 2034-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7572337.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        279 | PA      | $178.88       | 0.00%             | 2035-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4868143.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4894 | PA      | $0.00         | 0.00%             | 2033-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5204516.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12116 | PA      | $0.04         | 0.00%             | 2033-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7683706.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1605 | PA      | $1155.57      | 0.00%             | 2035-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7365827.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6811 | PA      | $1585.16      | 0.00%             | 2035-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2072823.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        679 | PA      | $667.49       | 0.00%             | 2026-11-18      | Fixed         | 15.21%                | No            |                  3 | On Loan: No      |
| JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                  | JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                                    | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    6500000 | PA      | $6775327.00   | 0.22%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                    | Verizon Communications, Inc.                                                                      | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6644541.09   | 0.22%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183794746.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12226 | PA      | $0.00         | 0.00%             | 2026-12-31      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Provident Funding Associates LLP                                                | Provident Funding Associates LLP, Series 2021-J1, Class A3                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |    1912689 | PA      | $1709868.43   | 0.06%             | 2049-02-20      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7416118.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        861 | PA      | $12.35        | 0.00%             | 2035-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31406XQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9216 | PA      | $9535.88      | 0.00%             | 2035-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31410X2W5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3511 | PA      | $3657.21      | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAFL Issuer LP                                                                  | CAFL Issuer LP, Series 2025-RRTL1, Class A1                                                       | CUSIP: 124760AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1171000 | PA      | $1181061.93   | 0.04%             | 2040-05-28      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1654327.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2616 | PA      | $2696.65      | 0.00%             | 2026-11-05      | Fixed         | 22.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5960372.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        215 | PA      | $0.02         | 0.00%             | 2034-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7918327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4160 | PA      | $2522.10      | 0.00%             | 2025-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7360805.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2006 | PA      | $11.99        | 0.00%             | 2035-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1652894.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2208 | PA      | $2201.57      | 0.00%             | 2026-11-09      | Fixed         | 12.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7339440.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1895 | PA      | $15.43        | 0.00%             | 2035-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7959379.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1525 | PA      | $540.04       | 0.00%             | 2026-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Toucan FinCo Ltd. / Toucan FinCo Can, Inc. / Toucan FinCo US LLC                | Toucan FinCo Ltd. / Toucan FinCo Can, Inc. / Toucan FinCo US LLC                                  | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     775000 | PA      | $727391.22    | 0.02%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7566502.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        870 | PA      | $467.10       | 0.00%             | 2035-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5095170.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2536 | PA      | $0.00         | 0.00%             | 2033-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Madison Park Funding XLV Ltd.                                                   | Madison Park Funding XLV Ltd., Series 2020-45A, Class ARR                                         | CUSIP: 55820BAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11500000 | PA      | $11509035.13  | 0.38%             | 2034-07-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4935527.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1418 | PA      | $0.19         | 0.00%             | 2033-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184149278.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3223 | PA      | $0.00         | 0.00%             | 2035-01-28      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6554014.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        910 | PA      | $0.23         | 0.00%             | 2034-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7926943.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2368 | PA      | $1674.69      | 0.00%             | 2025-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182954964.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6556 | PA      | $6695.26      | 0.00%             | 2026-11-24      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5113482.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1152 | PA      | $0.00         | 0.00%             | 2033-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220037.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1016 | PA      | $1002.99      | 0.00%             | 2026-12-10      | Fixed         | 17.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4848662.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5372 | PA      | $0.13         | 0.00%             | 2033-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4863326.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3221 | PA      | $0.62         | 0.00%             | 2033-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6502565.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        336 | PA      | $0.04         | 0.00%             | 2034-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183409505.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9190 | PA      | $7386.04      | 0.00%             | 2026-11-19      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 15 Year                                                                               | CUSIP: 3132D6BE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.01         | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10233694.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4455 | PA      | $4601.29      | 0.00%             | 2026-08-30      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6108715.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        138 | PA      | $0.05         | 0.00%             | 2034-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| QXO Building Products, Inc.                                                     | QXO Building Products, Inc.                                                                       | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     850000 | PA      | $882090.05    | 0.03%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991249712.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1482 | PA      | $1537.32      | 0.00%             | 2027-03-06      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6967472.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16292 | PA      | $4.46         | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6016649.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        380 | PA      | $0.02         | 0.00%             | 2034-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8051996.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4640 | PA      | $1136.97      | 0.00%             | 2026-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2292.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1877716.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1358 | PA      | $1340.03      | 0.00%             | 2026-10-19      | Fixed         | 31.60%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183193272.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1480 | PA      | $1494.65      | 0.00%             | 2026-11-27      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                               | Cornerstone Building Brands, Inc., First Lien, CME Term Loan, C                                   | CUSIP: 72431HAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     742500 | PA      | $654795.90    | 0.02%             | 2031-05-15      | Variable      | 8.53%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11304024.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4095 | PA      | $4205.12      | 0.00%             | 2026-11-15      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183368090.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3296 | PA      | $3358.39      | 0.00%             | 2026-11-18      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1878027.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2590 | PA      | $2561.47      | 0.00%             | 2026-10-19      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5318776.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15271 | PA      | $0.00         | 0.00%             | 2033-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7298390.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        832 | PA      | $6.59         | 0.00%             | 2035-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2222054.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2987 | PA      | $2936.71      | 0.00%             | 2026-12-10      | Fixed         | 29.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5958081.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1192 | PA      | $0.00         | 0.00%             | 2034-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10389562.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4886 | PA      | $4988.52      | 0.00%             | 2026-09-05      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7120797.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20220 | PA      | $50.63        | 0.00%             | 2035-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                          | Citadel Securities Global Holdings LLC, First Lien, 2024 CME Term Loan                            | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |     512345 | PA      | $514491.26    | 0.02%             | 2031-10-31      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1877751.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1375 | PA      | $1047.71      | 0.00%             | 2026-10-19      | Fixed         | 26.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6205648.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1955 | PA      | $0.00         | 0.00%             | 2034-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Phoenix Guarantor, Inc.                                                         | Phoenix Guarantor, Inc., First Lien, CME Term Loan, B5                                            | CUSIP: 71913BAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     246880 | PA      | $247909.19    | 0.01%             | 2031-02-21      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5240240.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3565 | PA      | $0.00         | 0.00%             | 2033-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7857315.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3639 | PA      | $2727.20      | 0.00%             | 2025-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7766291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        221 | PA      | $103.63       | 0.00%             | 2035-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| OBX Trust                                                                       | OBX Trust, Series 2024-NQM2, Class A1                                                             | CUSIP: 67118HAA8<br>LEI: 254900OHTVKDKZL33I54 | Long             | ABS-MBS          | CORP              | US        |    1400898 | PA      | $1411693.52   | 0.05%             | 2063-12-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7957554.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        852 | PA      | $14.38        | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5154671.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        674 | PA      | $0.05         | 0.00%             | 2033-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2070082.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5036 | PA      | $4928.76      | 0.00%             | 2026-11-18      | Fixed         | 8.09%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31409CE76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     323112 | PA      | $340921.51    | 0.01%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991217054.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7453402.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3989 | PA      | $68.70        | 0.00%             | 2035-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5081394.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9547 | PA      | $0.00         | 0.00%             | 2033-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6909059.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3599 | PA      | $1.13         | 0.00%             | 2035-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7913516.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7111 | PA      | $5732.19      | 0.00%             | 2025-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2216190.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1447 | PA      | $1419.28      | 0.00%             | 2026-12-09      | Fixed         | 12.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6678246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        188 | PA      | $0.03         | 0.00%             | 2034-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220670.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        678 | PA      | $665.81       | 0.00%             | 2026-12-10      | Fixed         | 23.96%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3142J6B28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     589548 | PA      | $595892.12    | 0.02%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128MJJJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      70619 | PA      | $74601.87     | 0.00%             | 2038-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | TRSIBOXX                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |   30000000 | PA      | $324423.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2075122.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1174 | PA      | $1161.85      | 0.00%             | 2026-11-18      | Fixed         | 17.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7668773.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1217 | PA      | $43.21        | 0.00%             | 2035-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DNQ30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     987862 | PA      | $877604.76    | 0.03%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7924505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2823 | PA      | $44.60        | 0.00%             | 2025-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| THL Credit Wind River CLO Ltd.                                                  | THL Credit Wind River CLO Ltd., Series 2019-3A, Class AR2                                         | CUSIP: 97314JAJ4<br>LEI: 549300QKM4OHZM4I5C40 | Long             | ABS-CBDO         | CORP              | KY        |    1225359 | PA      | $1225359.08   | 0.04%             | 2031-04-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7963288.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1061 | PA      | $511.49       | 0.00%             | 2026-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4840254.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        488 | PA      | $0.06         | 0.00%             | 2033-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Ecopetrol SA                                                                    | Ecopetrol SA                                                                                      | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |     650000 | PA      | $583485.83    | 0.02%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                              | Dominican Republic Government Bond                                                                | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    1190000 | PA      | $1208802.00   | 0.04%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6160881.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4729 | PA      | $0.00         | 0.00%             | 2034-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174267823.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1393 | PA      | $1396.44      | 0.00%             | 2026-02-04      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7338337.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1001 | PA      | $110.23       | 0.00%             | 2035-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7333634.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        275 | PA      | $113.54       | 0.00%             | 2035-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Federative Republic of Brazil                                                   | Brazil Government Bond                                                                            | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    2190000 | PA      | $2105466.00   | 0.07%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613031.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2272 | PA      | $2241.47      | 0.00%             | 2026-08-23      | Fixed         | 10.95%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179X5G7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          0 | PA      | $0.01         | 0.00%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8128121.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5320 | PA      | $115.50       | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4890016.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1471 | PA      | $0.02         | 0.00%             | 2033-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5546767.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9786 | PA      | $0.00         | 0.00%             | 2033-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1996257.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         46 | PA      | $45.13        | 0.00%             | 2026-11-08      | Fixed         | 30.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8210573.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6916 | PA      | $5509.58      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                               | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   54335000 | PA      | $27017866.30  | 0.90%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705300.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        646 | PA      | $635.16       | 0.00%             | 2026-09-13      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1677662.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7040 | PA      | $7183.10      | 0.00%             | 2026-12-23      | Fixed         | 18.25%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182675743.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17295 | PA      | $0.00         | 0.00%             | 2027-04-15      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1614375.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1903 | PA      | $1878.88      | 0.00%             | 2026-08-24      | Fixed         | 18.88%                | No            |                  3 | On Loan: No      |
| Enel Finance International NV                                                   | Enel Finance International NV                                                                     | CUSIP: 29268BAC5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    3000000 | PA      | $3385398.60   | 0.11%             | 2037-09-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6320273.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25170 | PA      | $0.00         | 0.00%             | 2034-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5082286.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2381 | PA      | $0.11         | 0.00%             | 2033-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10229284.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6079 | PA      | $1264.72      | 0.00%             | 2026-12-04      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7778593.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        380 | PA      | $288.69       | 0.00%             | 2035-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5515935.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        168 | PA      | $0.00         | 0.00%             | 2033-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4624391.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3087 | PA      | $0.00         | 0.00%             | 2033-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7391709.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3929 | PA      | $416.65       | 0.00%             | 2035-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7534222.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3893 | PA      | $62.55        | 0.00%             | 2035-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182239660.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4297 | PA      | $4368.35      | 0.00%             | 2026-10-16      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31407YGF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      51926 | PA      | $54206.68     | 0.00%             | 2035-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706467.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        343 | PA      | $339.17       | 0.00%             | 2026-09-13      | Fixed         | 24.50%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184012121.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5628 | PA      | $5653.35      | 0.00%             | 2026-12-10      | Fixed         | 13.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8195481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12519 | PA      | $4045.91      | 0.00%             | 2026-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6140505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3963 | PA      | $0.00         | 0.00%             | 2034-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | Euro-Bund                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -16 | NC      | $-6271.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5165031.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        522 | PA      | $0.00         | 0.00%             | 2033-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8210054.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4749 | PA      | $4247.81      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8055695.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3456 | PA      | $2568.54      | 0.00%             | 2026-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7785778.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1433 | PA      | $773.36       | 0.00%             | 2035-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Flutter Financing BV                                                            | Flutter Financing BV, First Lien, 2024 Refinancing CME Term Loan, B                               | CUSIP: N3313EAG5<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |     531880 | PA      | $530417.03    | 0.02%             | 2030-12-02      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| M2S Group Intermediate Holdings, Inc.                                           | M2S Group Intermediate Holdings, Inc., First Lien, Initial CME Term Loan                          | CUSIP: 55287CAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2031-08-25      | Variable      | 8.59%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                        | South Africa Government Bond                                                                      | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1270000 | PA      | $1310250.07   | 0.04%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5102220.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2484 | PA      | $0.00         | 0.00%             | 2033-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1994756.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1037 | PA      | $1017.34      | 0.00%             | 2026-11-08      | Fixed         | 28.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7224266.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4521 | PA      | $27.23        | 0.00%             | 2035-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1876513.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1409 | PA      | $1387.78      | 0.00%             | 2026-10-19      | Fixed         | 22.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991168137.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         43 | PA      | $38.91        | 0.00%             | 2026-02-21      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991197071.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        218 | PA      | $128.60       | 0.00%             | 2031-11-09      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Rain Carbon, Inc.                                                               | Rain Carbon, Inc.                                                                                 | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4797724.50   | 0.16%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219505.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7554 | PA      | $7421.74      | 0.00%             | 2026-12-10      | Fixed         | 19.04%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11099818.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3381 | PA      | $3425.45      | 0.00%             | 2026-11-09      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4741690.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        524 | PA      | $0.00         | 0.00%             | 2033-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2215838.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2475 | PA      | $2443.60      | 0.00%             | 2026-12-09      | Fixed         | 16.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7945635.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        668 | PA      | $608.05       | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5248838.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3589 | PA      | $0.00         | 0.00%             | 2033-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5565342.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1550 | PA      | $0.00         | 0.00%             | 2033-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DPF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1576 | PA      | $1629.02      | 0.00%             | 2031-08-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31417YCC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     310424 | PA      | $319034.74    | 0.01%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7844276.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        503 | PA      | $417.92       | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1614723.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3837 | PA      | $3789.33      | 0.00%             | 2026-08-24      | Fixed         | 23.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7895575.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3022 | PA      | $2164.54      | 0.00%             | 2025-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991155428.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10246936.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3712 | PA      | $3748.40      | 0.00%             | 2026-08-20      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6709168.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      33346 | PA      | $6.23         | 0.00%             | 2034-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7733155.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        887 | PA      | $544.92       | 0.00%             | 2035-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5331180.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2904 | PA      | $0.00         | 0.00%             | 2033-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12266273.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10206 | PA      | $10685.18     | 0.00%             | 2027-02-18      | Fixed         | 23.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184033253.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3334 | PA      | $3465.43      | 0.00%             | 2027-10-25      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7587908.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2809 | PA      | $1585.20      | 0.00%             | 2035-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7542122.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2313 | PA      | $29.40        | 0.00%             | 2035-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7951302.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        458 | PA      | $255.90       | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7516707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2908 | PA      | $38.16        | 0.00%             | 2035-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1646336.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5421 | PA      | $5482.23      | 0.00%             | 2026-10-28      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991269502.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-11-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Verizon Communications, Inc.                                                    | Verizon Communications, Inc.                                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $7872671.52   | 0.26%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4881919.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        793 | PA      | $0.00         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                                  | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3638967.74   | 0.12%             | 2039-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5037885.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10669 | PA      | $0.17         | 0.00%             | 2033-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5165513.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        535 | PA      | $0.09         | 0.00%             | 2033-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGI Energy Services LLC                                                         | UGI Energy Services LLC, First Lien, Initial CME Term Loan                                        | CUSIP: 90276DAE9<br>LEI: 5493001O7RUKEUP5XR11 | Long             | LON              | CORP              | US        |     374505 | PA      | $376924.57    | 0.01%             | 2030-02-22      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6503327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5314 | PA      | $0.00         | 0.00%             | 2034-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5912708.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1135 | PA      | $0.00         | 0.00%             | 2034-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140QTW54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6904150.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26246 | PA      | $2508.70      | 0.00%             | 2035-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2070090.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        494 | PA      | $488.95       | 0.00%             | 2026-11-18      | Fixed         | 18.57%                | No            |                  3 | On Loan: No      |
| Benchmark Mortgage Trust                                                        | Benchmark Mortgage Trust, Series 2019-B13, Class A2                                               | CUSIP: 08162DAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4166725 | PA      | $4018035.65   | 0.13%             | 2057-08-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                      | Corebridge Financial, Inc.                                                                        | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6408021.84   | 0.21%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                                               | Chariot Buyer LLC, First Lien, Amendment No. 5 Incremental CME Term Loan                          | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |      91875 | PA      | $92276.95     | 0.00%             | 2032-09-08      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                     | ONEOK, Inc.                                                                                       | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5002611.15   | 0.17%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991131752.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         45 | PA      | $3.10         | 0.00%             | 2026-01-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183706984.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1806 | PA      | $1815.74      | 0.00%             | 2026-12-16      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7068948.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3321 | PA      | $8.99         | 0.00%             | 2035-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3133KNF99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.01         | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073994.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1558 | PA      | $1535.55      | 0.00%             | 2026-11-18      | Fixed         | 21.04%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | U.S. Treasury 10 Year Notes                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -708 | NC      | $-78442.86    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183224681.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4428 | PA      | $4451.13      | 0.00%             | 2026-11-15      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6648200.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3585 | PA      | $0.19         | 0.00%             | 2034-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183866022.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4947 | PA      | $0.00         | 0.00%             | 2026-12-28      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991098718.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        505 | PA      | $109.27       | 0.00%             | 2028-12-09      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7836965.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20025 | PA      | $12641.60     | 0.00%             | 2035-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| White Cap Supply Holdings LLC                                                   | White Cap Supply Holdings LLC, First Lien, CME Term Loan, C                                       | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |     336377 | PA      | $337582.98    | 0.01%             | 2029-10-19      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5899146.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1011 | PA      | $0.00         | 0.00%             | 2034-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Imperial Fund Mortgage Trust                                                    | Imperial Fund Mortgage Trust, Series 2023-NQM1, Class A1                                          | CUSIP: 45290BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2397170 | PA      | $2396483.55   | 0.08%             | 2068-02-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1630456.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3506 | PA      | $3516.29      | 0.00%             | 2026-09-27      | Fixed         | 12.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073355.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1608 | PA      | $1584.02      | 0.00%             | 2026-11-18      | Fixed         | 23.21%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31418FPE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     363306 | PA      | $354286.51    | 0.01%             | 2055-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219211.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3152 | PA      | $1705.21      | 0.00%             | 2027-05-10      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7621281.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2435 | PA      | $52.39        | 0.00%             | 2035-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                    | Mizuho Financial Group, Inc.                                                                      | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    6000000 | PA      | $6242823.48   | 0.21%             | 2029-07-06      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10463469.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14978 | PA      | $15427.33     | 0.00%             | 2026-10-24      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10293482.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3416 | PA      | $3446.60      | 0.00%             | 2026-08-22      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6607285.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3831 | PA      | $1.23         | 0.00%             | 2034-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1991387.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1582 | PA      | $969.67       | 0.00%             | 2026-11-08      | Fixed         | 24.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11210666.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        495 | PA      | $495.77       | 0.00%             | 2035-11-15      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2218508.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2977 | PA      | $2919.56      | 0.00%             | 2027-05-09      | Fixed         | 20.09%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31409CVM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      78339 | PA      | $81365.77     | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2214210.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1655 | PA      | $1626.12      | 0.00%             | 2026-12-09      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4980302.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5164 | PA      | $0.70         | 0.00%             | 2033-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2214196.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2135 | PA      | $2095.08      | 0.00%             | 2026-12-10      | Fixed         | 23.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5585193.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1038 | PA      | $0.08         | 0.00%             | 2033-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4592572.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        449 | PA      | $0.12         | 0.00%             | 2033-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5111943.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        842 | PA      | $0.00         | 0.00%             | 2033-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074593.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        604 | PA      | $438.97       | 0.00%             | 2027-04-18      | Fixed         | 18.90%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31296MF53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2381 | PA      | $2417.02      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2216952.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4094 | PA      | $4008.69      | 0.00%             | 2026-12-09      | Fixed         | 8.42%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7548215.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17087 | PA      | $304.57       | 0.00%             | 2035-08-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6990423.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2051 | PA      | $4.16         | 0.00%             | 2035-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6457685.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5638 | PA      | $0.11         | 0.00%             | 2034-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202EUV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      52579 | PA      | $56027.22     | 0.00%             | 2038-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182329589.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3737 | PA      | $3846.19      | 0.00%             | 2026-12-03      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| TransCanada PipeLines Ltd.                                                      | TransCanada PipeLines Ltd.                                                                        | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    3400000 | PA      | $3399671.63   | 0.11%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5218743.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14574 | PA      | $0.33         | 0.00%             | 2033-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4976894.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2452 | PA      | $0.03         | 0.00%             | 2033-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4866438.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        954 | PA      | $0.02         | 0.00%             | 2033-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183793588.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2228 | PA      | $2235.48      | 0.00%             | 2026-12-10      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8222713.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        663 | PA      | $623.95       | 0.00%             | 2026-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5831642.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3872 | PA      | $0.00         | 0.00%             | 2034-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4821611.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        702 | PA      | $0.03         | 0.00%             | 2033-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183447683.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6033 | PA      | $6167.17      | 0.00%             | 2026-11-29      | Fixed         | 20.44%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1611388.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2048 | PA      | $2050.50      | 0.00%             | 2026-08-19      | Fixed         | 15.80%                | No            |                  3 | On Loan: No      |
| INEOS US Finance LLC                                                            | INEOS US Finance LLC, First Lien, 2030 Dollar CME Term Loan                                       | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |     230147 | PA      | $198251.13    | 0.01%             | 2030-02-18      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2217960.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1911 | PA      | $1877.54      | 0.00%             | 2026-12-09      | Fixed         | 30.51%                | No            |                  3 | On Loan: No      |
| KazMunayGas National Co. JSC                                                    | KazMunayGas National Co. JSC                                                                      | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |     940000 | PA      | $966933.67    | 0.03%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5502597.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6676 | PA      | $0.02         | 0.00%             | 2033-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1990332.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6879 | PA      | $496.96       | 0.00%             | 2027-04-08      | Fixed         | 24.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5134858.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        206 | PA      | $0.00         | 0.00%             | 2033-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5843736.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1275 | PA      | $0.00         | 0.00%             | 2034-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991359359.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         20 | PA      | $19.82        | 0.00%             | 2026-12-14      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184379539.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9360 | PA      | $9266.54      | 0.00%             | 2027-01-02      | Fixed         | 12.19%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2025-DNA3, Class M1                                               | CUSIP: 35564UAR8<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | CORP              | US        |    3567660 | PA      | $3572190.78   | 0.12%             | 2045-09-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                            | Clear Channel Outdoor Holdings, Inc.                                                              | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3147726.00   | 0.10%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6123389.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        404 | PA      | $0.00         | 0.00%             | 2034-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1611110.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8511 | PA      | $8397.54      | 0.00%             | 2027-02-01      | Fixed         | 20.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7467058.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2489 | PA      | $33.18        | 0.00%             | 2035-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6610631.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5370 | PA      | $0.00         | 0.00%             | 2034-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5365                                                                                | CUSIP: 3137HB4N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   59931077 | PA      | $9651798.11   | 0.32%             | 2051-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3132FCBN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1977518 | PA      | $2034686.42   | 0.07%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6321367.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        661 | PA      | $0.03         | 0.00%             | 2034-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Howmet Aerospace, Inc.                                                          | Howmet Aerospace, Inc.                                                                            | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2465436.34   | 0.08%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7044059.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1281 | PA      | $3.94         | 0.00%             | 2035-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5061477.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5939 | PA      | $0.00         | 0.00%             | 2033-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10683987.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13410 | PA      | $13585.21     | 0.00%             | 2027-03-16      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1659130.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3984 | PA      | $4011.38      | 0.00%             | 2026-11-09      | Fixed         | 15.18%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDI                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   45500000 | PA      | $556601.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09281875.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4464 | PA      | $4497.38      | 0.00%             | 2026-06-20      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991070597.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-12-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173666949.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        975 | PA      | $982.96       | 0.00%             | 2026-01-25      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11306747.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4528 | PA      | $4592.67      | 0.00%             | 2026-12-28      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8201077.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        772 | PA      | $553.82       | 0.00%             | 2026-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7842806.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        564 | PA      | $480.79       | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1636926.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2633 | PA      | $2636.65      | 0.00%             | 2026-09-24      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184109137.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5849 | PA      | $0.00         | 0.00%             | 2026-12-14      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7760734.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        110 | PA      | $68.41        | 0.00%             | 2035-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7194348.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3248 | PA      | $14.38        | 0.00%             | 2035-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7598984.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8984 | PA      | $119.99       | 0.00%             | 2035-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8016641.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5023 | PA      | $71.08        | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5902039.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4574 | PA      | $0.00         | 0.00%             | 2034-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic Services, Inc.                                                         | Republic Services, Inc.                                                                           | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6682974.55   | 0.22%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1995369.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2021 | PA      | $1976.75      | 0.00%             | 2026-11-10      | Fixed         | 8.19%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2075044.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1084 | PA      | $1064.96      | 0.00%             | 2026-11-18      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6756576.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1008 | PA      | $0.00         | 0.00%             | 2034-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of Guatemala                                                           | Guatemala Government Bond                                                                         | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    2320000 | PA      | $2570850.00   | 0.09%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12213871.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8008 | PA      | $8402.84      | 0.00%             | 2027-03-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1672340.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        438 | PA      | $440.22       | 0.00%             | 2035-11-14      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1665885.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10660 | PA      | $5817.01      | 0.00%             | 2027-08-27      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8145783.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1054 | PA      | $887.76       | 0.00%             | 2026-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | Foundry JV Holdco LLC                                                                             | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    9300000 | PA      | $9907187.51   | 0.33%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6995636.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        300 | PA      | $0.56         | 0.00%             | 2035-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7805154.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        969 | PA      | $577.54       | 0.00%             | 2035-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183841644.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5572 | PA      | $521.94       | 0.00%             | 2026-12-14      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6552657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2239 | PA      | $0.00         | 0.00%             | 2034-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Metropolitan Life Global Funding I                                              | Metropolitan Life Global Funding I                                                                | CUSIP: 59217GFD6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3721109.68   | 0.12%             | 2029-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10663520.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8302 | PA      | $8387.36      | 0.00%             | 2026-09-30      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1614841.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        863 | PA      | $160.59       | 0.00%             | 2026-08-24      | Fixed         | 27.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5918675.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        305 | PA      | $0.05         | 0.00%             | 2034-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1410871.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        874 | PA      | $858.77       | 0.00%             | 2026-07-09      | Fixed         | 19.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1876338.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        990 | PA      | $979.64       | 0.00%             | 2026-10-19      | Fixed         | 17.58%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09766134.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7240 | PA      | $7342.92      | 0.00%             | 2026-11-23      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617338.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        653 | PA      | $644.57       | 0.00%             | 2026-08-24      | Fixed         | 23.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7091848.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3720 | PA      | $15.52        | 0.00%             | 2035-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1606780.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2398 | PA      | $2477.18      | 0.00%             | 2026-09-18      | Fixed         | 29.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6952926.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        944 | PA      | $2.91         | 0.00%             | 2035-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1406959.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        562 | PA      | $552.38       | 0.00%             | 2026-07-09      | Fixed         | 19.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4582384.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        863 | PA      | $0.00         | 0.00%             | 2033-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183771895.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6089 | PA      | $6253.50      | 0.00%             | 2026-12-03      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5246929.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3004 | PA      | $0.08         | 0.00%             | 2033-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1611722.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2590 | PA      | $2549.95      | 0.00%             | 2027-01-23      | Fixed         | 19.13%                | No            |                  3 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp.                                | MPT Operating Partnership LP / MPT Finance Corp.                                                  | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1400000 | PA      | $990010.84    | 0.03%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8170695.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        706 | PA      | $574.17       | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Talen Energy Supply LLC                                                         | Talen Energy Supply LLC                                                                           | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     610000 | PA      | $632160.23    | 0.02%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4840334.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1577 | PA      | $0.05         | 0.00%             | 2033-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5774638.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        424 | PA      | $0.00         | 0.00%             | 2034-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4674918.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9934 | PA      | $0.00         | 0.00%             | 2033-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Whatabrands LLC                                                                 | Whatabrands LLC, First Lien, 2024-2 Refinancing CME Term Loan. B                                  | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |     126367 | PA      | $126790.06    | 0.00%             | 2028-08-03      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991180816.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        146 | PA      | $113.83       | 0.00%             | 2027-01-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184343324.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14614 | PA      | $0.00         | 0.00%             | 2026-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09448166.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5084 | PA      | $5133.22      | 0.00%             | 2026-07-07      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| FFCB                                                                            | FFCB                                                                                              | CUSIP: 3133EMRX2<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | UST               | US        |    9300000 | PA      | $7480618.87   | 0.25%             | 2036-02-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                          | First Brands Group LLC, Second Lien, 2021 CME Term Loan                                           | CUSIP: 31935HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     296984 | PA      | $6979.12      | 0.00%             | 2028-03-30      | Variable      | 13.07%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1616929.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2386 | PA      | $2355.80      | 0.00%             | 2026-08-24      | Fixed         | 19.05%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31401MAU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7119 | PA      | $7364.84      | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2216011.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1066 | PA      | $10.20        | 0.00%             | 2026-12-09      | Fixed         | 31.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1996197.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1514 | PA      | $1487.29      | 0.00%             | 2026-11-08      | Fixed         | 31.07%                | No            |                  3 | On Loan: No      |
| OBX Trust                                                                       | OBX Trust, Series 2024-NQM3, Class A1                                                             | CUSIP: 67118KAA1<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-MBS          | CORP              | US        |    1736944 | PA      | $1756074.95   | 0.06%             | 2063-12-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7183135.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1534 | PA      | $6.84         | 0.00%             | 2035-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7856674.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1783 | PA      | $1009.16      | 0.00%             | 2025-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991193917.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-27      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12241564.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1568 | PA      | $1578.68      | 0.00%             | 2027-01-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8184135.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2144 | PA      | $42.78        | 0.00%             | 2026-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7771517.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1673 | PA      | $48.34        | 0.00%             | 2035-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184144886.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8532 | PA      | $8593.71      | 0.00%             | 2026-12-16      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183603668.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9196 | PA      | $0.00         | 0.00%             | 2026-12-15      | Fixed         | 17.19%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183129988.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5450 | PA      | $5468.92      | 0.00%             | 2026-12-10      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                               | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18400000 | PA      | $11843562.59  | 0.39%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2214819.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1763 | PA      | $1730.74      | 0.00%             | 2026-12-09      | Fixed         | 13.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7571315.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        139 | PA      | $78.56        | 0.00%             | 2035-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991293334.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        110 | PA      | $7.64         | 0.00%             | 2030-07-13      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                  | Morgan Stanley Residential Mortgage Loan Trust, Series 2024-NQM1, Class A1                        | CUSIP: 61775UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2431603 | PA      | $2453856.00   | 0.08%             | 2068-12-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074713.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2946 | PA      | $2162.77      | 0.00%             | 2026-11-18      | Fixed         | 31.25%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183649794.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8994 | PA      | $9140.85      | 0.00%             | 2026-12-15      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| K2016470219 South Africa Ltd.                                                   | K2016470219 South Africa Ltd., Escrow Account, Class D                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |     141599 | NS      | $2153.21      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1989271.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5091 | PA      | $3392.72      | 0.00%             | 2027-04-22      | Fixed         | 15.62%                | No            |                  3 | On Loan: No      |
| Dave & Buster's, Inc.                                                           | Dave & Buster's, Inc., First Lien, 2024 Refinancing CME Term Loan, B                              | CUSIP: 23833EAX2<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |     342740 | PA      | $315865.59    | 0.01%             | 2029-06-29      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4926237.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7821 | PA      | $0.00         | 0.00%             | 2033-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991286912.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184130928.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7666 | PA      | $0.00         | 0.00%             | 2026-12-14      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| OBX Trust                                                                       | OBX Trust, Series 2021-J3, Class A4                                                               | CUSIP: 67448XAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1207880 | PA      | $1084890.50   | 0.04%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991379124.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1681081.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2740 | PA      | $2736.86      | 0.00%             | 2026-12-20      | Fixed         | 11.33%                | No            |                  3 | On Loan: No      |
| Sinclair Television Group, Inc.                                                 | Sinclair Television Group, Inc.                                                                   | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     850000 | PA      | $867233.75    | 0.03%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                     | Kaiser Foundation Hospitals, Series 2019                                                          | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   11270000 | PA      | $8067748.96   | 0.27%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                  | NCL Corp. Ltd.                                                                                    | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     430000 | PA      | $435178.92    | 0.01%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855247.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2503 | PA      | $0.22         | 0.00%             | 2034-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991663.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3187 | PA      | $3123.85      | 0.00%             | 2026-11-08      | Fixed         | 21.95%                | No            |                  3 | On Loan: No      |
| Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp.                   | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp.                                     | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     275000 | PA      | $277413.27    | 0.01%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1614231.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        503 | PA      | $496.90       | 0.00%             | 2026-08-24      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7878444.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1615 | PA      | $1406.26      | 0.00%             | 2025-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183977917.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12047 | PA      | $0.00         | 0.00%             | 2026-12-30      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5297749.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4815 | PA      | $0.65         | 0.00%             | 2033-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5757294.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5660 | PA      | $0.02         | 0.00%             | 2034-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H0326B1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17260000 | PA      | $15802094.75  | 0.52%             | 2055-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617004.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1377 | PA      | $1363.80      | 0.00%             | 2026-08-24      | Fixed         | 16.62%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II                                                                                           | CUSIP: 36202K7C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        494 | PA      | $494.31       | 0.00%             | 2026-10-20      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Romania                                                                         | Romania Government Bond                                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    1300000 | PA      | $1478100.81   | 0.05%             | 2036-02-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7902827.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1631 | PA      | $43.75        | 0.00%             | 2025-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                              | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     350000 | PA      | $385139.65    | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1634442.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2287 | PA      | $2288.27      | 0.00%             | 2026-09-28      | Fixed         | 13.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5953778.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        470 | PA      | $0.10         | 0.00%             | 2034-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7571356.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17532 | PA      | $2624.61      | 0.00%             | 2035-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5977275.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12616 | PA      | $0.30         | 0.00%             | 2034-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                   | Freedom Mortgage Holdings LLC                                                                     | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     300000 | PA      | $308456.40    | 0.01%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283HPA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2275 | PA      | $2380.65      | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11823747.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4676 | PA      | $4745.92      | 0.00%             | 2027-04-11      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7179248.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3816 | PA      | $954.03       | 0.00%             | 2035-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183461812.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6090 | PA      | $6105.24      | 0.00%             | 2026-12-09      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12172287.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6173 | PA      | $6407.17      | 0.00%             | 2027-03-07      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8190004.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2970 | PA      | $2324.57      | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706122.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        710 | PA      | $622.77       | 0.00%             | 2026-09-13      | Fixed         | 26.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991210095.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2025-01-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31412AQB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      95886 | PA      | $101180.70    | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10115186.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6447 | PA      | $6722.85      | 0.00%             | 2026-10-01      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6655118.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1933 | PA      | $0.00         | 0.00%             | 2034-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6822498.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1020 | PA      | $0.62         | 0.00%             | 2035-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Herc Holdings, Inc.                                                             | Herc Holdings, Inc.                                                                               | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     250000 | PA      | $263767.00    | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31413APT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        349 | PA      | $362.29       | 0.00%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7625481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      36849 | PA      | $785.21       | 0.00%             | 2035-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705595.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3631 | PA      | $3585.61      | 0.00%             | 2026-09-13      | Fixed         | 15.51%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31385HJW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1600 | PA      | $1588.15      | 0.00%             | 2027-12-01      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073694.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1835 | PA      | $1806.92      | 0.00%             | 2026-11-18      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8076793.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2373 | PA      | $38.61        | 0.00%             | 2026-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Priority Holdings LLC                                                           | Priority Holdings LLC, First Lien, CME Term Loan, B                                               | CUSIP: 74275TAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     390615 | PA      | $391298.63    | 0.01%             | 2032-07-30      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7722826.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1164 | PA      | $509.71       | 0.00%             | 2035-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                   | Citigroup Mortgage Loan Trust, Series 2013-A, Class A                                             | CUSIP: 17320XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     128962 | PA      | $118851.80    | 0.00%             | 2042-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7881465.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3068 | PA      | $63.41        | 0.00%             | 2025-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183536773.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12474 | PA      | $10108.18     | 0.00%             | 2027-04-16      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                 | Eastern Energy Gas Holdings LLC                                                                   | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    6255000 | PA      | $6601255.16   | 0.22%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7987012.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10229 | PA      | $240.90       | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183623138.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3707 | PA      | $3800.58      | 0.00%             | 2026-12-14      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C27, Class AS                     | CUSIP: 61690AAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1416144 | PA      | $1407616.87   | 0.05%             | 2047-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                       | Forvia SE                                                                                         | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     355000 | PA      | $360421.56    | 0.01%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1998866.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4535 | PA      | $4450.05      | 0.00%             | 2026-11-08      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705964.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1475 | PA      | $1450.34      | 0.00%             | 2026-09-13      | Fixed         | 25.31%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08979954.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4430 | PA      | $4467.91      | 0.00%             | 2026-06-05      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991064383.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-11-17      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7401159.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4474 | PA      | $57.18        | 0.00%             | 2035-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991081009.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31418EQQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.01         | 0.00%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5059388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        578 | PA      | $0.00         | 0.00%             | 2033-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31407X4T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     142592 | PA      | $148099.43    | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7283057.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21293 | PA      | $2248.03      | 0.00%             | 2035-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                                    | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   15200000 | PA      | $13306038.20  | 0.44%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183933487.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5223 | PA      | $5371.55      | 0.00%             | 2026-12-08      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991133888.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-04-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7197655.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3446 | PA      | $29.98        | 0.00%             | 2035-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5251234.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12595 | PA      | $0.00         | 0.00%             | 2033-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6420892.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8853 | PA      | $0.57         | 0.00%             | 2034-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Raizen Fuels Finance SA                                                         | Raizen Fuels Finance SA                                                                           | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     910000 | PA      | $774637.50    | 0.03%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6746943.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        669 | PA      | $0.25         | 0.00%             | 2034-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Comcast Corp.                                                                   | Comcast Corp.                                                                                     | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3458658.56   | 0.11%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                 | TransDigm, Inc.                                                                                   | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     850000 | PA      | $881469.55    | 0.03%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5801833.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1116 | PA      | $0.08         | 0.00%             | 2034-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183228318.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11506 | PA      | $9059.07      | 0.00%             | 2026-12-14      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11799128.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8449 | PA      | $8574.20      | 0.00%             | 2027-04-12      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09241097.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5336 | PA      | $5542.29      | 0.00%             | 2026-07-15      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173663810.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        617 | PA      | $619.37       | 0.00%             | 2026-01-13      | Fixed         | 17.30%                | No            |                  3 | On Loan: No      |
| EMRLD Borrower LP                                                               | EMRLD Borrower LP, First Lien, Second Amendment Incremental CME Term Loan                         | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |     102517 | PA      | $102287.61    | 0.00%             | 2031-08-04      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7751646.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        225 | PA      | $139.69       | 0.00%             | 2035-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1991541.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2104 | PA      | $2066.26      | 0.00%             | 2026-11-08      | Fixed         | 29.36%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182956744.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8724 | PA      | $8736.44      | 0.00%             | 2026-11-05      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09356919.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5866 | PA      | $5940.50      | 0.00%             | 2026-07-20      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074833.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3941 | PA      | $3899.42      | 0.00%             | 2026-11-18      | Fixed         | 17.19%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184059193.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7628 | PA      | $7871.41      | 0.00%             | 2026-12-20      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1877184.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2133 | PA      | $2089.79      | 0.00%             | 2026-10-19      | Fixed         | 9.06%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1706229.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1373 | PA      | $1351.79      | 0.00%             | 2026-09-13      | Fixed         | 30.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11805082.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7783 | PA      | $8078.80      | 0.00%             | 2027-02-11      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| SCG Commercial Mortgage Trust                                                   | SCG Commercial Mortgage Trust, Series 2025-FLWR, Class A                                          | CUSIP: 78438AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3505656.00   | 0.12%             | 2042-08-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5383412.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2807 | PA      | $0.26         | 0.00%             | 2033-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31418ESQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2053-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8090007.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11423 | PA      | $8321.83      | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705021.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2111 | PA      | $2076.75      | 0.00%             | 2026-09-13      | Fixed         | 18.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8123557.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3612 | PA      | $85.22        | 0.00%             | 2026-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1497613 | PA      | $1347581.53   | 0.04%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4860575.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        431 | PA      | $0.14         | 0.00%             | 2033-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1680172.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3554 | PA      | $3570.73      | 0.00%             | 2026-12-16      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1880186.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1589 | PA      | $1564.09      | 0.00%             | 2026-10-19      | Fixed         | 20.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5661432.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27848 | PA      | $0.46         | 0.00%             | 2034-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4591813.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2891 | PA      | $0.13         | 0.00%             | 2033-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11124061.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8428 | PA      | $2885.72      | 0.00%             | 2026-12-28      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7252493.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5028 | PA      | $14.55        | 0.00%             | 2035-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2218340.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5032 | PA      | $2774.02      | 0.00%             | 2027-05-09      | Fixed         | 31.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5471273.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1167 | PA      | $0.01         | 0.00%             | 2033-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                               | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   28300000 | PA      | $29113072.30  | 0.97%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7534105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        682 | PA      | $345.07       | 0.00%             | 2035-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5656852.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        716 | PA      | $0.00         | 0.00%             | 2034-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5240977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1605 | PA      | $0.16         | 0.00%             | 2033-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1992261.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        801 | PA      | $786.21       | 0.00%             | 2026-11-08      | Fixed         | 15.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6027166.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2396 | PA      | $0.00         | 0.00%             | 2034-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5144702.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2530 | PA      | $0.06         | 0.00%             | 2033-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6645579.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2173 | PA      | $0.44         | 0.00%             | 2034-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219137.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5188 | PA      | $2797.95      | 0.00%             | 2027-05-10      | Fixed         | 32.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1699552.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1403 | PA      | $1376.95      | 0.00%             | 2027-02-13      | Fixed         | 17.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706613.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3667 | PA      | $2121.76      | 0.00%             | 2027-02-13      | Fixed         | 27.15%                | No            |                  3 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust, Series 2017-1, Class A2                                                | CUSIP: 89173FAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1608120 | PA      | $1602101.58   | 0.05%             | 2056-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1629340.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2709 | PA      | $343.42       | 0.00%             | 2026-09-24      | Fixed         | 12.90%                | No            |                  3 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                      | J.P. Morgan Mortgage Trust, Series 2023-HE2, Class A1                                             | CUSIP: 46657FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     913229 | PA      | $917363.93    | 0.03%             | 2054-03-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F0504B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3000000 | PA      | $3029625.60   | 0.10%             | 2040-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7671011.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        418 | PA      | $14.87        | 0.00%             | 2035-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8119010.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1056 | PA      | $623.83       | 0.00%             | 2026-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8105051.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2747 | PA      | $1749.19      | 0.00%             | 2026-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4609460.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2479 | PA      | $0.00         | 0.00%             | 2033-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6012358.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        713 | PA      | $0.00         | 0.00%             | 2034-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5125832.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        649 | PA      | $0.04         | 0.00%             | 2033-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1998298.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1682 | PA      | $1645.88      | 0.00%             | 2027-04-08      | Fixed         | 13.53%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991030997.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-11-11      | Fixed         | 19.47%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184039087.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3357 | PA      | $3473.68      | 0.00%             | 2026-12-13      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1998245.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4287 | PA      | $303.38       | 0.00%             | 2026-11-08      | Fixed         | 30.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7990648.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3054 | PA      | $1637.12      | 0.00%             | 2026-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2073976.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        606 | PA      | $517.60       | 0.00%             | 2026-11-18      | Fixed         | 27.83%                | No            |                  3 | On Loan: No      |
| OBX Trust                                                                       | OBX Trust, Series 2024-NQM4, Class A1                                                             | CUSIP: 67118TAA2<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-MBS          | CORP              | US        |    1076494 | PA      | $1089169.04   | 0.04%             | 2064-01-25      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31418EMR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11333408.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4023 | PA      | $4201.64      | 0.00%             | 2026-11-25      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6986599.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1319 | PA      | $3.26         | 0.00%             | 2035-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073707.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        898 | PA      | $884.82       | 0.00%             | 2026-11-18      | Fixed         | 22.91%                | No            |                  3 | On Loan: No      |
| Kedrion SpA                                                                     | Kedrion SpA                                                                                       | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |    4600000 | PA      | $4499646.81   | 0.15%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWG23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7760998.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         55 | PA      | $28.80        | 0.00%             | 2035-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2214150.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1639 | PA      | $117.75       | 0.00%             | 2027-05-24      | Fixed         | 26.84%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 15 Year                                                                               | CUSIP: 3133WJDP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3777415 | PA      | $3479394.56   | 0.12%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10170330.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3512 | PA      | $3550.37      | 0.00%             | 2026-11-20      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Wells Fargo & Co.                                                               | Wells Fargo & Co.                                                                                 | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5351558.00   | 0.18%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1681270.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2062 | PA      | $2059.84      | 0.00%             | 2026-12-20      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| Voya CLO Ltd.                                                                   | Voya CLO Ltd., Series 2018-2A, Class A2                                                           | CUSIP: 92917JAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1501228.01   | 0.05%             | 2031-07-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7571798.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13156 | PA      | $301.48       | 0.00%             | 2035-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7697716.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2284 | PA      | $1284.58      | 0.00%             | 2035-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1618259.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1916 | PA      | $1890.67      | 0.00%             | 2026-08-24      | Fixed         | 19.27%                | No            |                  3 | On Loan: No      |
| Golden State Tobacco Securitization Corp.                                       | Golden State Tobacco Securitization Corp., Series 2021 B-1                                        | CUSIP: 38122ND82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   12565000 | PA      | $11533950.03  | 0.38%             | 2050-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613574.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        716 | PA      | $707.28       | 0.00%             | 2026-08-24      | Fixed         | 19.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7020990.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9252 | PA      | $20.16        | 0.00%             | 2035-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PK Alift Loan Funding 7 LP                                                      | PK Alift Loan Funding 7 LP, Series 2025-2, Class A                                                | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1551000 | PA      | $1556390.66   | 0.05%             | 2043-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1876495.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2174 | PA      | $2146.90      | 0.00%             | 2026-10-19      | Fixed         | 31.70%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11315623.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10013 | PA      | $2058.28      | 0.00%             | 2027-11-02      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7540141.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6653 | PA      | $64.83        | 0.00%             | 2035-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F0526B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   45850000 | PA      | $46329265.92  | 1.54%             | 2055-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2213955.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3233 | PA      | $955.97       | 0.00%             | 2026-12-24      | Fixed         | 18.45%                | No            |                  3 | On Loan: No      |
| Duke Energy Corp.                                                               | Duke Energy Corp.                                                                                 | CUSIP: 26441CBZ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6909364.67   | 0.23%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991137442.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         55 | PA      | $55.65        | 0.00%             | 2030-02-25      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6589068.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6446 | PA      | $0.05         | 0.00%             | 2034-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4985801.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3070 | PA      | $0.00         | 0.00%             | 2033-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36296QN54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      40179 | PA      | $42173.49     | 0.00%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group, Inc.                                                   | Sammons Financial Group, Inc.                                                                     | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4848697.08   | 0.16%             | 2034-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4889629.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2050 | PA      | $0.00         | 0.00%             | 2033-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Union Pacific Railroad Co. Pass-Through Trust                                   | Union Pacific Railroad Co. Pass-Through Trust, Series 2005-1                                      | CUSIP: 90783VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6886 | PA      | $6961.22      | 0.00%             | 2029-01-02      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1628728.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1628 | PA      | $1631.51      | 0.00%             | 2026-09-22      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5909844.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8247 | PA      | $0.00         | 0.00%             | 2034-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132E0Q39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3606433 | PA      | $3065629.78   | 0.10%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | Enel Finance International NV                                                                     | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    1210000 | PA      | $1202807.74   | 0.04%             | 2030-09-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4819217.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12317 | PA      | $2.67         | 0.00%             | 2033-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1875013.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2687 | PA      | $2647.85      | 0.00%             | 2026-10-19      | Fixed         | 22.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8184322.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        508 | PA      | $477.27       | 0.00%             | 2026-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7986075.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        531 | PA      | $246.93       | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Clarios Global LP                                                               | Clarios Global LP, First Lien, Amendment No. 6 Dollar CME Term Loan                               | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |     469941 | PA      | $471996.85    | 0.02%             | 2032-01-28      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5086626.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1016 | PA      | $0.01         | 0.00%             | 2033-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5109714.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8108 | PA      | $0.00         | 0.00%             | 2033-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Calpine Construction Finance Co. LP                                             | Calpine Construction Finance Co. LP, First Lien, Refinancing CME Term Loan                        | CUSIP: 13134NAH4<br>LEI: V0Q3DOB0FIB2XI1KWU77 | Long             | LON              | CORP              | US        |     340000 | PA      | $340691.90    | 0.01%             | 2030-07-19      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1876795.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1056 | PA      | $1041.27      | 0.00%             | 2026-10-19      | Fixed         | 29.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5291714.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        943 | PA      | $0.13         | 0.00%             | 2033-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991020944.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1296 | PA      | $1328.62      | 0.00%             | 2027-01-06      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991230.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6182 | PA      | $6052.76      | 0.00%             | 2026-11-08      | Fixed         | 9.13%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8211937.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        601 | PA      | $582.75       | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991252958.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        294 | PA      | $34.02        | 0.00%             | 2027-07-24      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | Venture Global Calcasieu Pass LLC                                                                 | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1850616.60   | 0.06%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                  | Amphenol Corp.                                                                                    | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    3415000 | PA      | $3377952.34   | 0.11%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5918972.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8974 | PA      | $0.00         | 0.00%             | 2034-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31413D6B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        675 | PA      | $699.63       | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184176824.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4253 | PA      | $4257.57      | 0.00%             | 2026-12-14      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7147738.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5181 | PA      | $1478.00      | 0.00%             | 2035-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                               | Compass Datacenters Issuer II LLC, Series 2025-1A, Class A1                                       | CUSIP: 20469CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1582000 | PA      | $1607963.15   | 0.05%             | 2050-05-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4935758.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        717 | PA      | $0.00         | 0.00%             | 2033-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1620125.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        224 | PA      | $221.85       | 0.00%             | 2026-08-25      | Fixed         | 15.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4622864.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        782 | PA      | $0.02         | 0.00%             | 2033-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CVS Health Corp.                                                                | CVS Health Corp.                                                                                  | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3008306.72   | 0.10%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182946956.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6629 | PA      | $6893.02      | 0.00%             | 2026-11-15      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6590809.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2847 | PA      | $0.83         | 0.00%             | 2034-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Danske Bank A/S                                                                 | Danske Bank A/S                                                                                   | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    6800000 | PA      | $7071656.06   | 0.23%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6285882.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3875 | PA      | $0.17         | 0.00%             | 2034-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5296152.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3005 | PA      | $0.13         | 0.00%             | 2033-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5326604.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1332 | PA      | $0.04         | 0.00%             | 2033-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7910151.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3771 | PA      | $2312.10      | 0.00%             | 2025-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991046494.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-12-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991236189.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-24      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7637379.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1728 | PA      | $679.10       | 0.00%             | 2035-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613041.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1569 | PA      | $1361.11      | 0.00%             | 2026-08-23      | Fixed         | 26.53%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31298Q5G9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2416 | PA      | $2526.76      | 0.00%             | 2031-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Star Holding LLC                                                                | Star Holding LLC, First Lien, CME Term Loan, B                                                    | CUSIP: 85512FAC2<br>LEI: 254900BDGPE9N1WAKD59 | Long             | LON              | CORP              | US        |     342500 | PA      | $332377.41    | 0.01%             | 2031-07-18      | Variable      | 8.46%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5589268.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        447 | PA      | $0.00         | 0.00%             | 2033-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10210290.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1996 | PA      | $2033.08      | 0.00%             | 2026-10-02      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8057620.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8330 | PA      | $168.16       | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5118981.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3773 | PA      | $0.00         | 0.00%             | 2033-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7830282.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8633 | PA      | $4330.46      | 0.00%             | 2035-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183558965.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2231 | PA      | $0.00         | 0.00%             | 2034-12-06      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Republic of Indonesia                                                           | Indonesia Government Bond                                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |    2270000 | PA      | $2280605.74   | 0.08%             | 2027-01-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                       | Carlyle Global Market Strategies CLO Ltd., Series 2015-4A, Class A1R3                             | CUSIP: 14311NBC7<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |    6031369 | PA      | $6036938.85   | 0.20%             | 2032-07-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7073426.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3817 | PA      | $950.47       | 0.00%             | 2035-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8216765.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8165 | PA      | $4437.54      | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202EQN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      55281 | PA      | $59116.39     | 0.00%             | 2037-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4840427.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6145 | PA      | $0.25         | 0.00%             | 2033-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6596418.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        802 | PA      | $0.13         | 0.00%             | 2034-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1656380.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2111 | PA      | $2110.54      | 0.00%             | 2026-11-15      | Fixed         | 10.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6012743.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8938 | PA      | $0.00         | 0.00%             | 2034-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5884476.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2124 | PA      | $0.04         | 0.00%             | 2034-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1880088.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2778 | PA      | $2736.75      | 0.00%             | 2026-10-19      | Fixed         | 23.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4954900.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4177 | PA      | $0.06         | 0.00%             | 2033-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4610482.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3354 | PA      | $0.00         | 0.00%             | 2033-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991137879.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-01-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6135095.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        749 | PA      | $0.03         | 0.00%             | 2034-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11805436.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3809 | PA      | $3964.40      | 0.00%             | 2027-02-12      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2214388.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1584 | PA      | $254.13       | 0.00%             | 2026-12-09      | Fixed         | 25.70%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1628947.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2559 | PA      | $2564.63      | 0.00%             | 2026-09-23      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5609439.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2708 | PA      | $0.14         | 0.00%             | 2033-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6845464.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        876 | PA      | $2.03         | 0.00%             | 2035-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8003591.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12452 | PA      | $245.02       | 0.00%             | 2026-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4649015.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5124 | PA      | $0.21         | 0.00%             | 2033-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNC Holdings, Inc.                                                              | GNC Holdings, Inc., Second Lien, CME Term Loan                                                    | CUSIP: 36260UAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     872802 | PA      | $610961.35    | 0.02%             | 2026-10-07      | Variable      | 10.26%                | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31404PKD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19115 | PA      | $19326.10     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6669109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        394 | PA      | $0.00         | 0.00%             | 2034-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11187285.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10950 | PA      | $11076.20     | 0.00%             | 2026-12-22      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6884628.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        292 | PA      | $0.29         | 0.00%             | 2035-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA                                                                                           | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    9500000 | PA      | $9298702.98   | 0.31%             | 2027-10-19      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7229934.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        367 | PA      | $2.61         | 0.00%             | 2035-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| American Trailer World Corp.                                                    | American Trailer World Corp., First Lien, CME Term Loan, B                                        | CUSIP: 03028BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     342011 | PA      | $304176.03    | 0.01%             | 2028-03-03      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183970602.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4239 | PA      | $4382.85      | 0.00%             | 2026-12-10      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1701942.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3925 | PA      | $3861.07      | 0.00%             | 2026-09-13      | Fixed         | 19.32%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H0606B2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   23690000 | PA      | $24113054.12  | 0.80%             | 2055-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8149324.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        843 | PA      | $821.24       | 0.00%             | 2026-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1410682.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1991 | PA      | $1957.44      | 0.00%             | 2026-07-09      | Fixed         | 18.43%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11496336.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6523 | PA      | $3672.49      | 0.00%             | 2027-04-11      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217598.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4366 | PA      | $4274.64      | 0.00%             | 2027-05-09      | Fixed         | 23.52%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1879412.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        982 | PA      | $971.59       | 0.00%             | 2026-10-19      | Fixed         | 17.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7791324.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        919 | PA      | $595.54       | 0.00%             | 2035-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7603549.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1546 | PA      | $27.82        | 0.00%             | 2035-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5234308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2041 | PA      | $0.00         | 0.00%             | 2033-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4936861.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1307 | PA      | $0.14         | 0.00%             | 2033-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5240149.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        487 | PA      | $0.00         | 0.00%             | 2033-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140QMV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183505251.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2907 | PA      | $2935.52      | 0.00%             | 2026-11-23      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8158305.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3340 | PA      | $2964.61      | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991491868.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-10-12      | Fixed         | 14.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1614080.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        599 | PA      | $587.38       | 0.00%             | 2026-08-24      | Fixed         | 9.53%                 | No            |                  3 | On Loan: No      |
| Bayer US Finance LLC                                                            | Bayer US Finance LLC                                                                              | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10682977.70  | 0.35%             | 2030-11-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7061389.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1542 | PA      | $8.16         | 0.00%             | 2035-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5337877.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        256 | PA      | $0.00         | 0.00%             | 2033-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1613892.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1514 | PA      | $1537.00      | 0.00%             | 2026-08-12      | Fixed         | 19.18%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184029644.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10410 | PA      | $10479.09     | 0.00%             | 2026-12-28      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7391026.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1495 | PA      | $596.24       | 0.00%             | 2035-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cheniere Energy, Inc.                                                           | Cheniere Energy, Inc.                                                                             | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1758999.15   | 0.06%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                               | CIFC Funding Ltd., Series 2024-2A, Class A1                                                       | CUSIP: 17181UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7200000 | PA      | $7235094.90   | 0.24%             | 2037-04-22      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10045496.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2255 | PA      | $2274.45      | 0.00%             | 2026-08-15      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-5C2, Class AS                     | CUSIP: 61779RBZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1923000 | PA      | $1974733.70   | 0.07%             | 2030-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11810406.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15719 | PA      | $15918.29     | 0.00%             | 2027-02-10      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5568613.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7092 | PA      | $0.16         | 0.00%             | 2033-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5313199.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2846 | PA      | $0.22         | 0.00%             | 2033-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2070300.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3122 | PA      | $3072.43      | 0.00%             | 2026-11-18      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7733410.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4409 | PA      | $118.14       | 0.00%             | 2035-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5271882.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6771 | PA      | $0.39         | 0.00%             | 2033-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6054000.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3298 | PA      | $0.09         | 0.00%             | 2034-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5381030.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10498 | PA      | $0.00         | 0.00%             | 2033-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2025-R04, Class 1A1                              | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1984784 | PA      | $1989017.25   | 0.07%             | 2045-05-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7957091.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        371 | PA      | $253.54       | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7934910.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        737 | PA      | $622.17       | 0.00%             | 2025-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7088740.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9584 | PA      | $104.73       | 0.00%             | 2035-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BANK                                                                            | BANK, Series 2019-BN18, Class A2                                                                  | CUSIP: 065402AZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2300000 | PA      | $2243685.65   | 0.07%             | 2062-05-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1706597.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        592 | PA      | $583.18       | 0.00%             | 2026-09-13      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183407041.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        814 | PA      | $840.05       | 0.00%             | 2026-11-23      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7256895.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        192 | PA      | $21.91        | 0.00%             | 2035-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1878006.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3567 | PA      | $3512.80      | 0.00%             | 2026-10-19      | Fixed         | 22.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2222005.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        513 | PA      | $505.62       | 0.00%             | 2026-12-10      | Fixed         | 20.98%                | No            |                  3 | On Loan: No      |
| City of Austin TX Electric Utility Revenue                                      | City of Austin, Series 2019 C                                                                     | CUSIP: 052414TE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     370000 | PA      | $345095.67    | 0.01%             | 2031-11-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7927836.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1380 | PA      | $1248.96      | 0.00%             | 2025-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Opal Bidco SAS                                                                  | Opal Bidco SAS                                                                                    | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    1275000 | PA      | $1314268.20   | 0.04%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6744525.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      48006 | PA      | $17.18        | 0.00%             | 2034-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1613287.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        717 | PA      | $707.84       | 0.00%             | 2026-08-23      | Fixed         | 21.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8179992.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      35767 | PA      | $750.98       | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6145923.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        967 | PA      | $0.02         | 0.00%             | 2034-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31390HKZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        626 | PA      | $653.74       | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                           | Dominion Energy, Inc., Series C                                                                   | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    4351000 | PA      | $4184306.45   | 0.14%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100430.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-20      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1633221.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9041 | PA      | $9122.78      | 0.00%             | 2026-09-17      | Fixed         | 18.13%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12973294 | PA      | $11081221.36  | 0.37%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4994636.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1945 | PA      | $0.00         | 0.00%             | 2033-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of Turkiye (The)                                                       | Turkiye Government Bond                                                                           | CUSIP: 900123DA5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1810000 | PA      | $1812471.70   | 0.06%             | 2031-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991193364.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-12-25      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7690511.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        936 | PA      | $20.52        | 0.00%             | 2035-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                              | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     145000 | PA      | $151972.76    | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                            | FirstKey Homes Trust, Series 2020-SFR2, Class A                                                   | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9506671 | PA      | $9487449.21   | 0.32%             | 2037-10-19      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1994689.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1269 | PA      | $1246.48      | 0.00%             | 2026-11-08      | Fixed         | 21.04%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09787833.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8606 | PA      | $8712.56      | 0.00%             | 2026-08-24      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| Banijay Entertainment SAS                                                       | Banijay Entertainment SAS, First Lien, CME Term Loan, B3                                          | CUSIP: F6456UAE3<br>LEI: 5493008PW5N0VVCH7279 | Long             | LON              | CORP              | FR        |     137787 | PA      | $138704.94    | 0.00%             | 2028-03-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31292HQE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4264 | PA      | $4479.32      | 0.00%             | 2032-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6841524.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        146 | PA      | $0.29         | 0.00%             | 2035-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8158243.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4577 | PA      | $2969.42      | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6733364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4753 | PA      | $0.00         | 0.00%             | 2034-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Acrisure LLC / Acrisure Finance, Inc.                                           | Acrisure LLC / Acrisure Finance, Inc.                                                             | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1680878.40   | 0.06%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1572047.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        955 | PA      | $942.17       | 0.00%             | 2026-08-25      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5147227.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2903 | PA      | $0.09         | 0.00%             | 2033-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11798578.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12895 | PA      | $13062.15     | 0.00%             | 2026-12-29      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| LaserShip, Inc.                                                                 | LaserShip, Inc., First Lien, CME Term Loan, D                                                     | CUSIP: 51809EAP0<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |      71742 | PA      | $20805.09     | 0.00%             | 2029-08-10      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991009159.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-01-06      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991382074.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-05-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31415VBZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23128 | PA      | $23737.78     | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31390NW81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2321 | PA      | $2400.63      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                       | HCA, Inc.                                                                                         | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8473073.67   | 0.28%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8109434.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        245 | PA      | $181.55       | 0.00%             | 2026-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1599086.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1986 | PA      | $1962.37      | 0.00%             | 2026-08-24      | Fixed         | 24.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5571039.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        585 | PA      | $0.06         | 0.00%             | 2033-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074570.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6561 | PA      | $4448.86      | 0.00%             | 2027-04-18      | Fixed         | 18.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7340785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        283 | PA      | $2.98         | 0.00%             | 2035-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991122786.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991072361.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        145 | PA      | $10.33        | 0.00%             | 2030-08-10      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5641293.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1507 | PA      | $0.07         | 0.00%             | 2034-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1619585.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1928 | PA      | $1906.50      | 0.00%             | 2026-08-25      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2025-DNA2, Class A1                                               | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | CORP              | US        |    2332688 | PA      | $2341258.73   | 0.08%             | 2045-05-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5041320.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6419 | PA      | $0.00         | 0.00%             | 2033-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Clue Opco LLC                                                                   | Clue Opco LLC, First Lien, CME Term Loan, B                                                       | CUSIP: 18948EAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     340000 | PA      | $331358.90    | 0.01%             | 2030-12-19      | Variable      | 8.34%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                         | Qnity Electronics, Inc.                                                                           | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     140000 | PA      | $143949.26    | 0.00%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Paradigm Parent LLC                                                             | Paradigm Parent LLC, First Lien, Initial CME Term Loan                                            | CUSIP: 69902BAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     225000 | PA      | $201375.00    | 0.01%             | 2032-04-16      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7812610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        866 | PA      | $630.61       | 0.00%             | 2035-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5045398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9125 | PA      | $0.00         | 0.00%             | 2033-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6163054.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7614 | PA      | $0.12         | 0.00%             | 2034-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6753977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4775 | PA      | $0.59         | 0.00%             | 2034-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Dollar Tree, Inc.                                                               | Dollar Tree, Inc.                                                                                 | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7970613.44   | 0.26%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5821663.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2685 | PA      | $0.00         | 0.00%             | 2034-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183436430.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11181 | PA      | $11255.04     | 0.00%             | 2026-12-23      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| EMRLD Borrower LP                                                               | EMRLD Borrower LP, First Lien, Initial CME Term Loan, B                                           | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |     175106 | PA      | $174878.07    | 0.01%             | 2030-05-31      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7803938.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        113 | PA      | $55.84        | 0.00%             | 2035-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                           | Clydesdale Acquisition Holdings, Inc., First Lien, 2025 Incremental Closing Date CME Term Loan, B | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     579827 | PA      | $579215.74    | 0.02%             | 2032-04-01      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5551837.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3976 | PA      | $0.02         | 0.00%             | 2033-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991262312.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        144 | PA      | $143.68       | 0.00%             | 2028-06-29      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5940897.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6239 | PA      | $0.03         | 0.00%             | 2034-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7154428.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2177 | PA      | $7.11         | 0.00%             | 2035-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Jane Street Group LLC                                                           | Jane Street Group LLC, First Lien, Extended CME Term Loan                                         | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |     528106 | PA      | $523847.09    | 0.02%             | 2031-12-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5818437.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1214 | PA      | $0.21         | 0.00%             | 2034-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7077718.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        499 | PA      | $1.17         | 0.00%             | 2035-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11237745.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        659 | PA      | $663.26       | 0.00%             | 2026-02-20      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7580380.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        842 | PA      | $31.09        | 0.00%             | 2035-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                         | Pfizer Investment Enterprises Pte. Ltd.                                                           | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    4100000 | PA      | $4150886.33   | 0.14%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4991162.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5956 | PA      | $0.00         | 0.00%             | 2033-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Advantage Sales & Marketing, Inc.                                               | Advantage Sales & Marketing, Inc., First Lien, CME Term Loan, B1                                  | CUSIP: 00769EBA7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     299096 | PA      | $264679.09    | 0.01%             | 2027-10-28      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149182.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         36 | PA      | $32.89        | 0.00%             | 2026-05-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6836420.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3658 | PA      | $5.25         | 0.00%             | 2035-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5767523.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17755 | PA      | $0.92         | 0.00%             | 2034-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2215661.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4396 | PA      | $4318.95      | 0.00%             | 2026-12-09      | Fixed         | 28.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6490386.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1645 | PA      | $0.54         | 0.00%             | 2034-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2075115.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2603 | PA      | $135.91       | 0.00%             | 2026-11-18      | Fixed         | 29.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6809289.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12073 | PA      | $21.00        | 0.00%             | 2035-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12231521.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12191 | PA      | $12584.34     | 0.00%             | 2027-01-26      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991298377.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-06-20      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5220666.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        343 | PA      | $0.00         | 0.00%             | 2033-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Deep Blue Operating I LLC                                                       | Deep Blue Operating I LLC, First Lien, Initial CME Term Loan                                      | CUSIP: 24369TAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     124304 | PA      | $124848.41    | 0.00%             | 2032-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11301237.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7803 | PA      | $8154.02      | 0.00%             | 2027-06-02      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2072338.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1972 | PA      | $1930.80      | 0.00%             | 2026-11-18      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11410923.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3222 | PA      | $3375.36      | 0.00%             | 2026-12-28      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2218752.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        534 | PA      | $92.46        | 0.00%             | 2026-12-09      | Fixed         | 24.44%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182871003.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6422 | PA      | $2542.41      | 0.00%             | 2026-11-03      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184009395.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9148 | PA      | $9100.81      | 0.00%             | 2026-12-10      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8198902.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8878 | PA      | $8427.12      | 0.00%             | 2026-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4928138.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6946 | PA      | $0.00         | 0.00%             | 2033-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183680345.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4041 | PA      | $4063.50      | 0.00%             | 2026-12-10      | Fixed         | 16.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4993286.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1167 | PA      | $0.00         | 0.00%             | 2033-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7230286.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4840 | PA      | $32.24        | 0.00%             | 2035-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5024347.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2526 | PA      | $0.00         | 0.00%             | 2033-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09019999.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4373 | PA      | $4398.17      | 0.00%             | 2026-04-22      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5251513.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1257 | PA      | $0.00         | 0.00%             | 2033-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5666857.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      50254 | PA      | $0.00         | 0.00%             | 2034-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6674370.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12265 | PA      | $1.06         | 0.00%             | 2034-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Vital Energy, Inc.                                                              | Vital Energy, Inc.                                                                                | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     500000 | PA      | $473654.00    | 0.02%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7464926.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1997 | PA      | $1053.94      | 0.00%             | 2035-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7798612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        117 | PA      | $85.85        | 0.00%             | 2035-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Klockner Pentaplast of America, Inc.                                            | Klockner Pentaplast of America, Inc., First Lien, USD CME Term Loan, B                            | CUSIP: 49865NAT7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     401313 | PA      | $177332.24    | 0.01%             | 2026-02-12      | Variable      | 9.04%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5303325.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2069 | PA      | $0.07         | 0.00%             | 2033-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5543476.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        697 | PA      | $0.02         | 0.00%             | 2033-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221765.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3234 | PA      | $3152.96      | 0.00%             | 2027-05-10      | Fixed         | 7.56%                 | No            |                  3 | On Loan: No      |
| US Anesthesia Partners, Inc.                                                    | US Anesthesia Partners, Inc., First Lien, Initial CME Term Loan                                   | CUSIP: 90350HAL3<br>LEI: 549300J001GMNRO7SQ51 | Long             | LON              | CORP              | US        |     453647 | PA      | $454663.34    | 0.02%             | 2028-10-02      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617253.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3688 | PA      | $3643.95      | 0.00%             | 2026-08-24      | Fixed         | 25.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5816654.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13550 | PA      | $0.00         | 0.00%             | 2034-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31412XYJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2904 | PA      | $3015.15      | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1604105.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6533 | PA      | $6525.80      | 0.00%             | 2026-08-12      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4881733.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        726 | PA      | $0.15         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6705796.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7590 | PA      | $0.00         | 0.00%             | 2034-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1617548.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1193 | PA      | $1177.62      | 0.00%             | 2026-08-24      | Fixed         | 21.50%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1657014.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9216 | PA      | $9228.38      | 0.00%             | 2026-10-31      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5089593.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3289 | PA      | $0.00         | 0.00%             | 2033-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7487915.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24269 | PA      | $13136.35     | 0.00%             | 2035-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2215303.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2298 | PA      | $2252.42      | 0.00%             | 2026-12-09      | Fixed         | 20.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4756626.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        371 | PA      | $0.00         | 0.00%             | 2033-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1996185.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1550 | PA      | $1529.87      | 0.00%             | 2026-11-08      | Fixed         | 20.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8162785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        889 | PA      | $601.18       | 0.00%             | 2026-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179YDK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          0 | PA      | $0.23         | 0.00%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2069944.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3224 | PA      | $2362.89      | 0.00%             | 2026-11-18      | Fixed         | 18.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7703885.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2890 | PA      | $48.04        | 0.00%             | 2035-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2213572.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        518 | PA      | $507.63       | 0.00%             | 2026-12-09      | Fixed         | 21.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221125.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        785 | PA      | $768.83       | 0.00%             | 2027-05-10      | Fixed         | 15.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7461204.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        583 | PA      | $5.06         | 0.00%             | 2035-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31385PZ64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        970 | PA      | $984.26       | 0.00%             | 2030-07-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8057890.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3104 | PA      | $2531.53      | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1630432.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2962 | PA      | $3008.93      | 0.00%             | 2026-09-27      | Fixed         | 15.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5325685.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        671 | PA      | $0.00         | 0.00%             | 2033-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Fiserv, Inc.                                                                    | Fiserv, Inc.                                                                                      | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    9100000 | PA      | $8355284.57   | 0.28%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31335GNC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         19 | PA      | $19.43        | 0.00%             | 2026-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184224030.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6174 | PA      | $6193.99      | 0.00%             | 2026-12-23      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1619050.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1283 | PA      | $1270.33      | 0.00%             | 2027-01-25      | Fixed         | 15.55%                | No            |                  3 | On Loan: No      |
| Bank of America Corp.                                                           | Bank of America Corp.                                                                             | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1434000 | PA      | $1345979.03   | 0.04%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5587897.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21318 | PA      | $0.00         | 0.00%             | 2033-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5495244.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1565 | PA      | $0.00         | 0.00%             | 2033-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31373KHT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     281728 | PA      | $276620.57    | 0.01%             | 2034-09-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217133.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7042 | PA      | $6907.97      | 0.00%             | 2026-12-09      | Fixed         | 11.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7792924.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        283 | PA      | $220.16       | 0.00%             | 2035-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1648636.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        530 | PA      | $535.34       | 0.00%             | 2026-10-27      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| UTEX Industries, Inc.                                                           | UTEX Industries, Inc.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       4843 | NS      | $251343.35    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                                          | Prologis Targeted US Logistics Fund LP                                                            | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2579247.33   | 0.09%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                   | Smyrna Ready Mix Concrete LLC, First Lien, 2025 CME Term Loan                                     | CUSIP: 83283EAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      70080 | PA      | $70255.37     | 0.00%             | 2029-03-30      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221560.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        955 | PA      | $278.42       | 0.00%             | 2026-12-10      | Fixed         | 25.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5832996.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        465 | PA      | $0.00         | 0.00%             | 2034-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113363.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-11-24      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1620525.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1370 | PA      | $1386.73      | 0.00%             | 2026-08-24      | Fixed         | 16.40%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                               | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   77600000 | PA      | $78038015.53  | 2.59%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7783246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1495 | PA      | $23.23        | 0.00%             | 2035-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1618114.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        853 | PA      | $842.61       | 0.00%             | 2026-08-24      | Fixed         | 25.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4868584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5694 | PA      | $0.00         | 0.00%             | 2033-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6904370.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3220 | PA      | $6.49         | 0.00%             | 2035-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                             | American Axle & Manufacturing, Inc., First Lien, Incremental CME Term Loan, C                     | CUSIP: 02406MBB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     295398 | PA      | $293920.93    | 0.01%             | 2032-02-24      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6136825.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2392 | PA      | $0.00         | 0.00%             | 2034-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3133KNEE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7492564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6969 | PA      | $121.28       | 0.00%             | 2035-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2071378.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2504 | PA      | $1844.90      | 0.00%             | 2026-11-18      | Fixed         | 20.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6464900.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4011 | PA      | $0.00         | 0.00%             | 2034-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2220064.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        848 | PA      | $833.31       | 0.00%             | 2026-12-10      | Fixed         | 27.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4832985.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12795 | PA      | $0.59         | 0.00%             | 2033-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183607115.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9575 | PA      | $908.03       | 0.00%             | 2026-12-10      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12228409.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4959 | PA      | $5124.39      | 0.00%             | 2027-03-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5902007.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1148 | PA      | $0.00         | 0.00%             | 2034-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1988366.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2924 | PA      | $1640.62      | 0.00%             | 2027-04-08      | Fixed         | 30.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221936.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1902 | PA      | $1866.52      | 0.00%             | 2026-12-10      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Froneri International Ltd.                                                      | Froneri International Ltd., First Lien, CME Term Loan, B4                                         | CUSIP: G3679YAK8<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     321670 | PA      | $319795.98    | 0.01%             | 2031-09-30      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2216442.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3489 | PA      | $3428.28      | 0.00%             | 2026-12-09      | Fixed         | 29.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6627396.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8593 | PA      | $0.00         | 0.00%             | 2034-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPMorgan Chase & Co.                                                                              | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1985000 | PA      | $2059457.35   | 0.07%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                 | BRAVO Residential Funding Trust, Series 2025-HE1, Class A1                                        | CUSIP: 10568VAA2<br>LEI: 254900V4GL9A5JTVB991 | Long             | ABS-O            | CORP              | US        |    3788000 | PA      | $3790831.91   | 0.13%             | 2072-09-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31371H6S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1704 | PA      | $1762.30      | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7438902.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5508 | PA      | $67.55        | 0.00%             | 2035-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   32388070 | PA      | $30896157.30  | 1.03%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7633539.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2544 | PA      | $1563.62      | 0.00%             | 2035-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7945084.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3632 | PA      | $2528.03      | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6235468.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2236 | PA      | $0.02         | 0.00%             | 2034-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5530682.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8257 | PA      | $0.00         | 0.00%             | 2033-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183430676.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7287 | PA      | $7533.79      | 0.00%             | 2026-11-23      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Sequoia Mortgage Trust                                                          | Sequoia Mortgage Trust, Series 2025-8, Class A26F                                                 | CUSIP: 81749WCS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2613687 | PA      | $2616554.91   | 0.09%             | 2055-09-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1878278.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2698 | PA      | $2668.28      | 0.00%             | 2026-10-19      | Fixed         | 16.38%                | No            |                  3 | On Loan: No      |
| Clover Holdings 2 LLC                                                           | Clover Holdings 2 LLC, First Lien, Initial CME Term Loan                                          | CUSIP: 18914DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     504354 | PA      | $504984.36    | 0.02%             | 2031-12-09      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5732481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        913 | PA      | $0.00         | 0.00%             | 2034-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5656707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3920 | PA      | $0.33         | 0.00%             | 2034-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5178623.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2451 | PA      | $0.00         | 0.00%             | 2033-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8185742.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        264 | PA      | $261.16       | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1998913.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1931 | PA      | $141.24       | 0.00%             | 2027-09-08      | Fixed         | 15.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7730733.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        396 | PA      | $7.38         | 0.00%             | 2035-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183943387.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7190 | PA      | $7214.17      | 0.00%             | 2026-12-13      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074108.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1131 | PA      | $780.76       | 0.00%             | 2027-04-18      | Fixed         | 16.87%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202CZ48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        248 | PA      | $255.56       | 0.00%             | 2028-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31292HEG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        474 | PA      | $497.80       | 0.00%             | 2030-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5297998.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        636 | PA      | $0.01         | 0.00%             | 2033-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1616477.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2489 | PA      | $1788.07      | 0.00%             | 2027-01-24      | Fixed         | 19.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073048.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1551 | PA      | $1529.10      | 0.00%             | 2026-11-18      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219361.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5671 | PA      | $5578.22      | 0.00%             | 2026-12-10      | Fixed         | 31.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2070587.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2242 | PA      | $2217.06      | 0.00%             | 2026-11-18      | Fixed         | 14.32%                | No            |                  3 | On Loan: No      |
| McCormick & Co., Inc.                                                           | McCormick & Co., Inc.                                                                             | CUSIP: 579780AT4<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7114986.41   | 0.24%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                                                       | Flex Ltd.                                                                                         | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     900000 | PA      | $924959.27    | 0.03%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12236342.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6218 | PA      | $671.81       | 0.00%             | 2026-03-08      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31297DT32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       7908 | PA      | $8135.74      | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5670219.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        540 | PA      | $0.00         | 0.00%             | 2034-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5726619.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11825 | PA      | $1.30         | 0.00%             | 2034-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7349176.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4229 | PA      | $1065.97      | 0.00%             | 2035-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7984914.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2692 | PA      | $1642.85      | 0.00%             | 2026-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182715994.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3472 | PA      | $3488.04      | 0.00%             | 2026-11-03      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7256218.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6270 | PA      | $26.06        | 0.00%             | 2035-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7590816.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         97 | PA      | $18.00        | 0.00%             | 2035-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                              | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     245000 | PA      | $259637.77    | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2025-R03, Class 2A1                              | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2238420 | PA      | $2254134.91   | 0.07%             | 2045-03-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F0424B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $998318.92    | 0.03%             | 2040-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5309472.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3112 | PA      | $0.00         | 0.00%             | 2033-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of Kazakhstan                                                          | Kazakhstan Government Bond                                                                        | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |    1600000 | PA      | $1583410.11   | 0.05%             | 2035-04-09      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor, Inc.                      | Directv Financing LLC / Directv Financing Co-Obligor, Inc.                                        | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1640000 | PA      | $1641102.08   | 0.05%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31411F4V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2009 | PA      | $2084.41      | 0.00%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991356469.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          8 | PA      | $7.90         | 0.00%             | 2026-12-07      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DMR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        422 | PA      | $439.98       | 0.00%             | 2031-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09778508.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5228 | PA      | $5272.02      | 0.00%             | 2026-08-15      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5644715.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4969 | PA      | $0.00         | 0.00%             | 2034-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991032115.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-11-12      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991956.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        627 | PA      | $619.39       | 0.00%             | 2026-11-08      | Fixed         | 21.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4986950.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1026 | PA      | $0.00         | 0.00%             | 2033-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7824941.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13198 | PA      | $8772.80      | 0.00%             | 2035-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1989848.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2237 | PA      | $2194.59      | 0.00%             | 2026-11-08      | Fixed         | 24.75%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183965552.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4993 | PA      | $3996.63      | 0.00%             | 2026-12-16      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8119176.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        489 | PA      | $400.14       | 0.00%             | 2026-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7821101.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4175 | PA      | $39.61        | 0.00%             | 2035-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7809092.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2997 | PA      | $1917.14      | 0.00%             | 2035-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2072059.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1460 | PA      | $1440.70      | 0.00%             | 2026-11-18      | Fixed         | 30.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1994718.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4852 | PA      | $4746.52      | 0.00%             | 2026-11-08      | Fixed         | 8.83%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6888984.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6130 | PA      | $577.86       | 0.00%             | 2035-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | Royal Caribbean Cruises Ltd.                                                                      | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1255000 | PA      | $1264157.86   | 0.04%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182934282.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4002 | PA      | $4022.73      | 0.00%             | 2026-11-04      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5805328.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        297 | PA      | $0.02         | 0.00%             | 2034-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1660783.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4832 | PA      | $4827.18      | 0.00%             | 2026-11-12      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1988372.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2041 | PA      | $1998.46      | 0.00%             | 2027-04-23      | Fixed         | 13.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6406738.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2921 | PA      | $0.00         | 0.00%             | 2034-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5778756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2847 | PA      | $0.00         | 0.00%             | 2034-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA                                                                                           | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    7000000 | PA      | $7249099.20   | 0.24%             | 2030-01-18      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08979983.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1994 | PA      | $2024.49      | 0.00%             | 2026-05-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5378398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      32690 | PA      | $0.57         | 0.00%             | 2033-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2221547.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1302 | PA      | $1279.72      | 0.00%             | 2026-12-10      | Fixed         | 28.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5756490.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28616 | PA      | $0.00         | 0.00%             | 2034-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                             | Citigroup Commercial Mortgage Trust, Series 2020-GC46, Class A2                                   | CUSIP: 17328RAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1892638 | PA      | $1816508.45   | 0.06%             | 2053-02-15      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6861516.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2500 | PA      | $5.94         | 0.00%             | 2035-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991415873.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-12-17      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5134453.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        589 | PA      | $0.00         | 0.00%             | 2033-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612245.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        915 | PA      | $894.23       | 0.00%             | 2026-08-23      | Fixed         | 7.13%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7844687.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12110 | PA      | $6860.14      | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1877450.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        883 | PA      | $868.87       | 0.00%             | 2026-10-19      | Fixed         | 14.90%                | No            |                  3 | On Loan: No      |
| BBCMS Mortgage Trust                                                            | BBCMS Mortgage Trust, Series 2025-5C37, Class AS                                                  | CUSIP: 05494NAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4532000 | PA      | $4633723.46   | 0.15%             | 2058-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7839465.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        480 | PA      | $244.48       | 0.00%             | 2035-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074932.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3490 | PA      | $3432.75      | 0.00%             | 2027-04-18      | Fixed         | 23.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1995842.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1054 | PA      | $1035.85      | 0.00%             | 2026-11-08      | Fixed         | 18.87%                | No            |                  3 | On Loan: No      |
| Vistra Operations Co. LLC                                                       | Vistra Operations Co. LLC                                                                         | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2226371.04   | 0.07%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706771.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3991 | PA      | $3921.80      | 0.00%             | 2026-09-13      | Fixed         | 9.86%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09351977.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4259 | PA      | $4352.91      | 0.00%             | 2026-07-10      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10199991.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5177 | PA      | $5251.42      | 0.00%             | 2026-10-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140QNGE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7378930.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1076 | PA      | $402.38       | 0.00%             | 2035-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Pacific Gas and Electric Co.                                                    | Pacific Gas and Electric Co.                                                                      | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $6745250.52   | 0.22%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6429767.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7138 | PA      | $0.00         | 0.00%             | 2034-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7061463.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14436 | PA      | $26.72        | 0.00%             | 2035-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5862832.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20291 | PA      | $4.07         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991251748.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1877802.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2353 | PA      | $2320.06      | 0.00%             | 2026-10-19      | Fixed         | 26.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7296773.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        192 | PA      | $1.27         | 0.00%             | 2035-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11283905.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15124 | PA      | $15368.08     | 0.00%             | 2026-12-21      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                 | CFCRE Commercial Mortgage Trust, Series 2016-C7, Class A3                                         | CUSIP: 12532BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3055000 | PA      | $3026252.14   | 0.10%             | 2054-12-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6356496.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17258 | PA      | $0.91         | 0.00%             | 2034-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 15 Year                                                                                     | CUSIP: 31418ECU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.02         | 0.00%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DJA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5631 | PA      | $5856.82      | 0.00%             | 2030-08-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991261757.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-02-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5131068.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        995 | PA      | $0.00         | 0.00%             | 2033-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991071859.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-11-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706806.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1577 | PA      | $1551.52      | 0.00%             | 2026-09-15      | Fixed         | 15.22%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | OIS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   34300000 | PA      | $1070719.50   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6136354.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6097 | PA      | $0.00         | 0.00%             | 2034-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1880160.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1349 | PA      | $1328.57      | 0.00%             | 2026-10-19      | Fixed         | 22.89%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11787878.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2674 | PA      | $2753.24      | 0.00%             | 2027-02-10      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1998543.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8256 | PA      | $2061.92      | 0.00%             | 2027-09-13      | Fixed         | 22.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4837116.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2784 | PA      | $0.00         | 0.00%             | 2033-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2214140.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        113 | PA      | $111.13       | 0.00%             | 2026-12-09      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6444790.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2054 | PA      | $0.00         | 0.00%             | 2034-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5325032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1289 | PA      | $0.00         | 0.00%             | 2033-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6888845.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2177 | PA      | $2.43         | 0.00%             | 2035-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10203378.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1656 | PA      | $1684.69      | 0.00%             | 2026-11-01      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5062144.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        400 | PA      | $0.00         | 0.00%             | 2033-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5542232.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9576 | PA      | $0.13         | 0.00%             | 2033-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184214073.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4418 | PA      | $4578.93      | 0.00%             | 2026-12-17      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128MJBG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      19613 | PA      | $20752.76     | 0.00%             | 2035-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                      | AT&T, Inc.                                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   21000000 | PA      | $17842220.13  | 0.59%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705888.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        882 | PA      | $868.23       | 0.00%             | 2026-09-13      | Fixed         | 30.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706066.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        677 | PA      | $666.28       | 0.00%             | 2026-09-13      | Fixed         | 18.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5074740.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3030 | PA      | $0.00         | 0.00%             | 2033-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4840766.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2241 | PA      | $0.24         | 0.00%             | 2033-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Onity Loan Investment Trust                                                     | Onity Loan Investment Trust, Series 2025-HB1, Class A                                             | CUSIP: 68278EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     450030 | PA      | $440215.45    | 0.01%             | 2038-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4937255.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1941 | PA      | $0.10         | 0.00%             | 2033-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09012359.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3642 | PA      | $3788.55      | 0.00%             | 2026-07-23      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183200190.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1829 | PA      | $1861.32      | 0.00%             | 2026-11-16      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6667033.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3156 | PA      | $0.00         | 0.00%             | 2034-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1994028.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2287 | PA      | $2242.58      | 0.00%             | 2026-11-08      | Fixed         | 24.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5721008.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4207 | PA      | $0.00         | 0.00%             | 2034-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6679967.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      56591 | PA      | $0.00         | 0.00%             | 2034-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7956978.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3117 | PA      | $48.59        | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183612692.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4150 | PA      | $4169.31      | 0.00%             | 2026-12-17      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182977646.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9010 | PA      | $9063.80      | 0.00%             | 2026-11-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2222412.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        282 | PA      | $275.65       | 0.00%             | 2026-12-10      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220260.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14517 | PA      | $14245.73     | 0.00%             | 2026-12-10      | Fixed         | 12.23%                | No            |                  3 | On Loan: No      |
| TotalEnergies Capital SA                                                        | TotalEnergies Capital SA                                                                          | CUSIP: 89157XAD3<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    3820000 | PA      | $3853243.44   | 0.13%             | 2034-09-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1993366.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        559 | PA      | $548.32       | 0.00%             | 2026-11-08      | Fixed         | 14.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5078382.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        979 | PA      | $0.01         | 0.00%             | 2033-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1990551.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3295 | PA      | $3233.32      | 0.00%             | 2026-11-08      | Fixed         | 26.95%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140MMX94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWEK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   24347580 | PA      | $23749036.21  | 0.79%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                             | Peer Holding III BV, First Lien, CME Term Loan, B5B                                               | CUSIP: N6872NAN6<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |     228843 | PA      | $230072.90    | 0.01%             | 2031-07-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7123188.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        423 | PA      | $1.08         | 0.00%             | 2035-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991148029.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-11-25      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7611675.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1865 | PA      | $24.10        | 0.00%             | 2035-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | U.S. Treasury 10 Year Ultra Notes                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        327 | NC      | $-28993.34    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7956696.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6000 | PA      | $215.97       | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Eagle Funding Luxco SARL                                                        | Eagle Funding Luxco SARL                                                                          | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     900000 | PA      | $915435.00    | 0.03%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                              | ConocoPhillips Co.                                                                                | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2578669.50   | 0.09%             | 2033-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7947201.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        728 | PA      | $317.85       | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1625255.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1885 | PA      | $1886.71      | 0.00%             | 2026-09-23      | Fixed         | 13.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6037075.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2702 | PA      | $0.14         | 0.00%             | 2034-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991475.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        635 | PA      | $622.78       | 0.00%             | 2026-11-08      | Fixed         | 22.35%                | No            |                  3 | On Loan: No      |
| Marble Point CLO XV Ltd.                                                        | Marble Point CLO XV Ltd., Series 2019-1A, Class A1R2                                              | CUSIP: 56606YAW5<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-CBDO         | CORP              | KY        |    2558177 | PA      | $2560583.17   | 0.09%             | 2032-07-23      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10352498.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3761 | PA      | $3888.66      | 0.00%             | 2026-10-28      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Republic of Uzbekistan International Bond                                       | Uzbekistan Government Bond                                                                        | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    1120000 | PA      | $1216834.14   | 0.04%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                             | Cushman & Wakefield US Borrower LLC, First Lien, 2025-2 CME Term Loan                             | CUSIP: 23340DAW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     457650 | PA      | $459558.40    | 0.02%             | 2030-01-31      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                                                    | Scientific Games Holdings LP, First Lien, 2024 Refinancing Dollar CME Term Loan                   | CUSIP: 80875CAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     451036 | PA      | $446300.18    | 0.01%             | 2029-04-04      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991045601.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-13      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183673632.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4760 | PA      | $4743.46      | 0.00%             | 2026-12-18      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074700.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1940 | PA      | $1919.40      | 0.00%             | 2026-11-18      | Fixed         | 18.17%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182249975.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4333 | PA      | $4466.77      | 0.00%             | 2026-11-01      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5890737.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      31239 | PA      | $1.00         | 0.00%             | 2034-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31405RRN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3874 | PA      | $3959.93      | 0.00%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140QQBA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                              | United Airlines Pass-Through Trust, Series 2020-1, Class B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     343688 | PA      | $343766.96    | 0.01%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1607977.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1195 | PA      | $1229.18      | 0.00%             | 2026-08-13      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31292GT71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        952 | PA      | $996.10       | 0.00%             | 2028-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1997469.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2706 | PA      | $2656.53      | 0.00%             | 2026-11-15      | Fixed         | 17.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5310909.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14880 | PA      | $0.23         | 0.00%             | 2033-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7151519.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7613 | PA      | $13.15        | 0.00%             | 2035-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Five Corners Funding Trust II                                                   | Five Corners Funding Trust II                                                                     | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2820958.89   | 0.09%             | 2030-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588620.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4534 | PA      | $0.00         | 0.00%             | 2033-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Paramount Global                                                                | Paramount Global                                                                                  | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9254517.80   | 0.31%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5126318.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        305 | PA      | $0.03         | 0.00%             | 2033-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 181324642.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19085 | PA      | $0.00         | 0.00%             | 2026-10-13      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184309308.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1030 | PA      | $1023.73      | 0.00%             | 2026-12-21      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Bausch + Lomb Corp.                                                             | Bausch + Lomb Corp., First Lien, Third Amendment CME Term Loan                                    | CUSIP: C0787FAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     508573 | PA      | $512387.40    | 0.02%             | 2031-01-15      | Variable      | 8.21%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1996991.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7159 | PA      | $7002.55      | 0.00%             | 2026-11-08      | Fixed         | 9.23%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5059779.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14129 | PA      | $0.00         | 0.00%             | 2033-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1619757.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1699 | PA      | $1673.82      | 0.00%             | 2026-08-25      | Fixed         | 12.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5158276.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4505 | PA      | $0.00         | 0.00%             | 2033-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Brown & Brown, Inc.                                                             | Brown & Brown, Inc.                                                                               | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     895000 | PA      | $917970.91    | 0.03%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5473236.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6897 | PA      | $0.00         | 0.00%             | 2033-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Millrose Properties, Inc.                                                       | Millrose Properties, Inc.                                                                         | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1140626.94   | 0.04%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140QM3Y8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.01         | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09759659.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6503 | PA      | $6571.68      | 0.00%             | 2026-08-25      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Enterprise Products Operating LLC                                               | Enterprise Products Operating LLC                                                                 | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1934566.90   | 0.06%             | 2029-07-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                           | Directv Financing LLC                                                                             | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2886454.10   | 0.10%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179YS88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          0 | PA      | $0.00         | 0.00%             | 2054-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140XD5G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31390REP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         87 | PA      | $90.16        | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09328185.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6847 | PA      | $6911.56      | 0.00%             | 2026-07-12      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 15 Year                                                                                     | CUSIP: 31418EJU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3528947 | PA      | $3383232.75   | 0.11%             | 2037-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6442143.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        624 | PA      | $0.11         | 0.00%             | 2034-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| T-Mobile USA, Inc.                                                              | T-Mobile USA, Inc.                                                                                | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6640885.23   | 0.22%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                  | Var Energi ASA                                                                                    | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    6500000 | PA      | $7511657.92   | 0.25%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7347161.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1612 | PA      | $19.52        | 0.00%             | 2035-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11386113.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2260 | PA      | $2328.78      | 0.00%             | 2026-11-25      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612759.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1070 | PA      | $1049.24      | 0.00%             | 2026-08-23      | Fixed         | 7.70%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31402EXP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4430 | PA      | $4507.81      | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31418FPF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1977049 | PA      | $1968171.73   | 0.07%             | 2055-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                         | Qnity Electronics, Inc.                                                                           | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     240000 | PA      | $244531.92    | 0.01%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7641906.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10898 | PA      | $6722.51      | 0.00%             | 2035-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5804251.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3653 | PA      | $0.00         | 0.00%             | 2034-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217862.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2767 | PA      | $2730.26      | 0.00%             | 2026-12-09      | Fixed         | 16.51%                | No            |                  3 | On Loan: No      |
| BP Capital Markets America, Inc.                                                | BP Capital Markets America, Inc.                                                                  | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2351656.99   | 0.08%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183905553.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1925 | PA      | $1913.09      | 0.00%             | 2026-12-16      | Fixed         | 13.44%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183154136.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3576 | PA      | $3590.83      | 0.00%             | 2027-03-16      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2216633.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        382 | PA      | $375.66       | 0.00%             | 2026-12-09      | Fixed         | 30.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7087923.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9288 | PA      | $28.83        | 0.00%             | 2035-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Club Certificate Issuer Trust I                   | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2020-7, Class PT                 | CUSIP: 21056VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1737 | PA      | $1428.20      | 0.00%             | 2045-04-17      | Variable      | 16.12%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5973170.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        733 | PA      | $0.01         | 0.00%             | 2034-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6258547.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6260 | PA      | $0.00         | 0.00%             | 2034-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Societe Generale SA                                                             | Societe Generale SA                                                                               | CUSIP: 83368RBR2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    6500000 | PA      | $6768546.14   | 0.22%             | 2029-01-10      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1651841.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1571 | PA      | $1581.08      | 0.00%             | 2026-11-08      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074495.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2460 | PA      | $2424.43      | 0.00%             | 2026-11-18      | Fixed         | 19.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5646926.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4350 | PA      | $0.06         | 0.00%             | 2034-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31296QKC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4225 | PA      | $4323.55      | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991208389.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-08      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F0506B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30190000 | PA      | $30042713.86  | 1.00%             | 2055-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7121532.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1181 | PA      | $2.33         | 0.00%             | 2035-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Spin Holdco, Inc.                                                               | Spin Holdco, Inc., First Lien, Initial CME Term Loan                                              | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |      74345 | PA      | $62409.69     | 0.00%             | 2028-03-06      | Variable      | 8.39%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6506724.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        191 | PA      | $0.00         | 0.00%             | 2034-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BBCMS Mortgage Trust                                                            | BBCMS Mortgage Trust, Series 2025-5C33, Class XA                                                  | CUSIP: 072924AH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   55690559 | PA      | $1719958.35   | 0.06%             | 2058-03-15      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11770041.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1045 | PA      | $1053.14      | 0.00%             | 2026-02-02      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5220688.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25349 | PA      | $4.81         | 0.00%             | 2033-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5701510.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        251 | PA      | $0.00         | 0.00%             | 2034-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6685190.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8219 | PA      | $0.58         | 0.00%             | 2034-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7374891.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2125 | PA      | $8.27         | 0.00%             | 2035-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1871750.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1687 | PA      | $1661.34      | 0.00%             | 2026-10-19      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128L04F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      97887 | PA      | $101731.37    | 0.00%             | 2037-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2024-87, Class FB                                                                    | CUSIP: 3136BTE66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13110793 | PA      | $13150532.30  | 0.44%             | 2054-12-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1613869.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        372 | PA      | $367.51       | 0.00%             | 2026-08-24      | Fixed         | 30.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7588555.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        804 | PA      | $8.15         | 0.00%             | 2035-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184062734.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1828 | PA      | $0.00         | 0.00%             | 2026-12-13      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Newell Brands, Inc.                                                             | Newell Brands, Inc.                                                                               | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     350000 | PA      | $359945.94    | 0.01%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5912428.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2401 | PA      | $0.27         | 0.00%             | 2034-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1878258.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2312 | PA      | $1685.00      | 0.00%             | 2026-10-19      | Fixed         | 14.16%                | No            |                  3 | On Loan: No      |
| Virginia Electric and Power Co.                                                 | Virginia Electric and Power Co.                                                                   | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     520000 | PA      | $577935.84    | 0.02%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA, Series 2025-5                                                                               | CUSIP: 38385CUZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   51794229 | PA      | $10112481.43  | 0.34%             | 2051-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991179044.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        250 | PA      | $211.14       | 0.00%             | 2030-09-29      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184223937.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5919 | PA      | $5947.47      | 0.00%             | 2026-12-17      | Fixed         | 16.44%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12244387.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10432 | PA      | $10585.85     | 0.00%             | 2027-03-12      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7951375.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3970 | PA      | $1511.21      | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1988958.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        397 | PA      | $389.94       | 0.00%             | 2026-11-08      | Fixed         | 10.98%                | No            |                  3 | On Loan: No      |
| Tiger Acquisition LLC                                                           | Tiger Acquisition LLC, First Lien, Refinancing Initial CME Term Loan                              | CUSIP: 88675UAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     103906 | PA      | $104360.84    | 0.00%             | 2032-08-23      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5821739.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19441 | PA      | $0.00         | 0.00%             | 2034-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09027027.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5522 | PA      | $5746.94      | 0.00%             | 2026-06-05      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6692474.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7433 | PA      | $0.00         | 0.00%             | 2034-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991515439.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-12-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                 | Goldman Sachs Group, Inc. (The)                                                                   | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    9700000 | PA      | $9489163.61   | 0.32%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                   | Centene Corp.                                                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2232639.25   | 0.07%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8058155.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18298 | PA      | $12313.81     | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Speed Midco 3 SARL                                                              | Speed Midco 3 SARL, First Lien, USD CME Term Loan, B                                              | CUSIP: L9002RAB2<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     182749 | PA      | $182634.32    | 0.01%             | 2032-10-01      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991267853.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-11-17      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7003292.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12154 | PA      | $18.37        | 0.00%             | 2035-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5281948.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      29541 | PA      | $0.00         | 0.00%             | 2033-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2214639.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2366 | PA      | $2313.59      | 0.00%             | 2026-12-09      | Fixed         | 9.77%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36202DM40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        733 | PA      | $762.83       | 0.00%             | 2031-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6811597.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        986 | PA      | $1.56         | 0.00%             | 2035-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5016, Class PI                                                                      | CUSIP: 3137FVVS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21037459 | PA      | $3685535.70   | 0.12%             | 2050-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6016723.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2068 | PA      | $0.05         | 0.00%             | 2034-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5984496.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1089 | PA      | $0.06         | 0.00%             | 2034-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8031355.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        330 | PA      | $284.86       | 0.00%             | 2026-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7941098.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1046 | PA      | $970.71       | 0.00%             | 2025-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                     | Providence St Joseph Health Obligated Group, Series H                                             | CUSIP: 743756AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8875000 | PA      | $8765270.57   | 0.29%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5818633.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        762 | PA      | $0.04         | 0.00%             | 2034-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| KKR CLO 43 Ltd.                                                                 | KKR CLO 43 Ltd., Series 2022-43A, Class A1R                                                       | CUSIP: 48255UAJ3<br>LEI: 25490088LQLWORRKOM10 | Long             | ABS-CBDO         | CORP              | JE        |    2800000 | PA      | $2809355.00   | 0.09%             | 2036-01-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1993451.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2997 | PA      | $2934.15      | 0.00%             | 2026-11-08      | Fixed         | 9.84%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991225567.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        239 | PA      | $234.67       | 0.00%             | 2028-01-18      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4935556.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        496 | PA      | $0.00         | 0.00%             | 2033-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182882013.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8948 | PA      | $9300.69      | 0.00%             | 2027-05-24      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5185667.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14855 | PA      | $0.41         | 0.00%             | 2033-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5703564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5948 | PA      | $0.27         | 0.00%             | 2034-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6314871.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        303 | PA      | $0.13         | 0.00%             | 2034-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of Cote d'Ivoire                                                       | Ivory Coast Government Bond                                                                       | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |    1720000 | PA      | $1677240.25   | 0.06%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6590448.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1824 | PA      | $0.06         | 0.00%             | 2034-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8126086.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1902 | PA      | $1327.98      | 0.00%             | 2026-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5250046.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        104 | PA      | $0.01         | 0.00%             | 2033-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7506371.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2356 | PA      | $16.95        | 0.00%             | 2035-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1706907.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        559 | PA      | $550.44       | 0.00%             | 2026-09-13      | Fixed         | 30.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6800352.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1588 | PA      | $1.18         | 0.00%             | 2034-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of Chile                                                               | Chile Government Bond                                                                             | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     870000 | PA      | $923244.00    | 0.03%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Group LLC                                                  | Broadstreet Partners Group LLC, First Lien, 2024 CME Term Loan, B                                 | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |     341413 | PA      | $342594.62    | 0.01%             | 2031-06-16      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183197788.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7189 | PA      | $5897.80      | 0.00%             | 2026-11-16      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10459721.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18239 | PA      | $19023.69     | 0.00%             | 2027-04-23      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7328785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6965 | PA      | $66.09        | 0.00%             | 2035-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7781121.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3459 | PA      | $2233.09      | 0.00%             | 2035-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8028768.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7152 | PA      | $3409.99      | 0.00%             | 2026-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Federative Republic of Brazil                                                   | Brazil Government Bond                                                                            | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     580000 | PA      | $594500.00    | 0.02%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184172800.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4167 | PA      | $0.00         | 0.00%             | 2026-12-28      | Fixed         | 16.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1999118.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1763 | PA      | $1739.45      | 0.00%             | 2026-11-08      | Fixed         | 17.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6046999.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        586 | PA      | $0.00         | 0.00%             | 2034-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5912454.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2264 | PA      | $0.04         | 0.00%             | 2034-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6532408.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3788 | PA      | $0.13         | 0.00%             | 2034-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5581428.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2217 | PA      | $0.56         | 0.00%             | 2033-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| HOMES Trust                                                                     | HOMES Trust, Series 2024-NQM1, Class A1                                                           | CUSIP: 40390TAA8<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |    2122375 | PA      | $2141993.41   | 0.07%             | 2069-07-25      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8027210.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1127 | PA      | $985.12       | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991152322.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        512 | PA      | $40.99        | 0.00%             | 2030-03-27      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5848650.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2710 | PA      | $0.00         | 0.00%             | 2034-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5143636.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22568 | PA      | $0.00         | 0.00%             | 2033-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11817724.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2407 | PA      | $2458.87      | 0.00%             | 2026-02-12      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Stonex Escrow Issuer LLC                                                        | Stonex Escrow Issuer LLC                                                                          | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     305000 | PA      | $315831.77    | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1630438.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2443 | PA      | $2473.14      | 0.00%             | 2026-09-27      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220654.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3430 | PA      | $3372.37      | 0.00%             | 2026-12-10      | Fixed         | 9.13%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1991255.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3305 | PA      | $3245.05      | 0.00%             | 2026-11-08      | Fixed         | 15.82%                | No            |                  3 | On Loan: No      |
| Bank of America Corp.                                                           | Bank of America Corp.                                                                             | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $6842012.18   | 0.23%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Kaseya, Inc.                                                                    | Kaseya, Inc., First Lien, Initial CME Term Loan                                                   | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |     746250 | PA      | $747104.46    | 0.02%             | 2032-03-22      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074954.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1672 | PA      | $1647.48      | 0.00%             | 2026-11-18      | Fixed         | 19.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7949409.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        183 | PA      | $144.33       | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1996217.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1866 | PA      | $134.97       | 0.00%             | 2026-11-08      | Fixed         | 19.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073235.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3006 | PA      | $2955.80      | 0.00%             | 2027-04-18      | Fixed         | 22.81%                | No            |                  3 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPMorgan Chase & Co.                                                                              | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    9300000 | PA      | $9658342.21   | 0.32%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6903970.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2610 | PA      | $3.13         | 0.00%             | 2035-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7406511.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6229 | PA      | $2448.99      | 0.00%             | 2035-07-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BX Mortgage Trust                                                               | BX Mortgage Trust, Series 2021-PAC, Class B                                                       | CUSIP: 05609PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9220000 | PA      | $9196406.02   | 0.31%             | 2036-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F0224B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6000000 | PA      | $5645959.02   | 0.19%             | 2040-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                            | Colombia Government Bond                                                                          | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     800000 | PA      | $874000.00    | 0.03%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                         | Talen Energy Supply LLC, First Lien, 2024-1 Incremental CME Term Loan, B                          | CUSIP: 87422LAY6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     133520 | PA      | $133896.04    | 0.00%             | 2031-12-11      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074997.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1607 | PA      | $271.03       | 0.00%             | 2026-11-18      | Fixed         | 24.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221352.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        192 | PA      | $188.88       | 0.00%             | 2026-12-10      | Fixed         | 13.11%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12106220.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        938 | PA      | $945.44       | 0.00%             | 2026-03-12      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5273816.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1760 | PA      | $0.10         | 0.00%             | 2033-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1622217.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        384 | PA      | $385.01       | 0.00%             | 2026-09-07      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| Iron Mountain, Inc.                                                             | Iron Mountain, Inc.                                                                               | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6184356.00   | 0.21%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                        | BX Trust, Series 2022-IND, Class A                                                                | CUSIP: 05609WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7446701 | PA      | $7455344.83   | 0.25%             | 2037-04-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4980891.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7938 | PA      | $0.07         | 0.00%             | 2033-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1605600.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2930 | PA      | $2900.44      | 0.00%             | 2027-01-24      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4889899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5336 | PA      | $0.14         | 0.00%             | 2033-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                  | Hewlett Packard Enterprise Co.                                                                    | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    7400000 | PA      | $7479042.21   | 0.25%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | Foundry JV Holdco LLC                                                                             | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1970000 | PA      | $2075429.10   | 0.07%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7924567.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        251 | PA      | $187.92       | 0.00%             | 2025-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| XHR LP                                                                          | XHR LP                                                                                            | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     555000 | PA      | $567192.80    | 0.02%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991230298.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-12-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183852446.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5267 | PA      | $5254.26      | 0.00%             | 2026-12-18      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                                    | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    8650000 | PA      | $9000951.95   | 0.30%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11579250.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13959 | PA      | $14180.48     | 0.00%             | 2027-08-15      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7173156.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1928 | PA      | $6.58         | 0.00%             | 2035-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11389311.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13053 | PA      | $13257.05     | 0.00%             | 2027-01-07      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184033080.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6857 | PA      | $6856.35      | 0.00%             | 2026-12-13      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2213659.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1351 | PA      | $1325.83      | 0.00%             | 2026-12-09      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 15 Year                                                                               | CUSIP: 3132D6B58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1840746 | PA      | $1764758.51   | 0.06%             | 2037-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31390UUE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1781 | PA      | $1845.81      | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                        | PNC Financial Services Group, Inc. (The)                                                          | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3851076.56   | 0.13%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8016896.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          1 | PA      | $0.44         | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182962134.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6386 | PA      | $6616.59      | 0.00%             | 2026-11-15      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2218875.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4352 | PA      | $313.40       | 0.00%             | 2026-12-10      | Fixed         | 13.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991233872.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         47 | PA      | $47.62        | 0.00%             | 2030-10-05      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4643805.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        751 | PA      | $0.06         | 0.00%             | 2033-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1993779.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5183 | PA      | $5090.11      | 0.00%             | 2026-11-20      | Fixed         | 28.20%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5444, Class FC                                                                      | CUSIP: 3137HFD77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8742866 | PA      | $8769031.70   | 0.29%             | 2054-08-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6891737.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1984 | PA      | $11.44        | 0.00%             | 2035-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8184364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1768 | PA      | $1219.31      | 0.00%             | 2026-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7811469.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        339 | PA      | $298.06       | 0.00%             | 2035-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7566454.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        104 | PA      | $46.60        | 0.00%             | 2035-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31412DNF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29434 | PA      | $29861.95     | 0.00%             | 2037-03-01      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09709453.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5266 | PA      | $1949.34      | 0.00%             | 2026-11-09      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Paraguay Government International Bond                                          | Paraguay Government Bond                                                                          | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    2460000 | PA      | $2500245.60   | 0.08%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-5C1, Class XA                     | CUSIP: 61778GAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   46553467 | PA      | $2057970.50   | 0.07%             | 2058-03-15      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11776378.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11123 | PA      | $11563.67     | 0.00%             | 2026-12-27      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7638920.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2024 | PA      | $24.52        | 0.00%             | 2035-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4819180.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        266 | PA      | $0.00         | 0.00%             | 2033-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Entain Holdings Gibraltar Ltd.                                                  | Entain Holdings Gibraltar Ltd., First Lien, CME Term Loan, B                                      | CUSIP: G3168QAC1<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     472355 | PA      | $473131.86    | 0.02%             | 2029-10-31      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1658878.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6871 | PA      | $6850.67      | 0.00%             | 2026-11-13      | Fixed         | 12.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1993453.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7823 | PA      | $2152.02      | 0.00%             | 2027-04-08      | Fixed         | 28.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7290035.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3403 | PA      | $33.99        | 0.00%             | 2035-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5044612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        309 | PA      | $0.01         | 0.00%             | 2033-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8140625.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4642 | PA      | $4027.27      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08698355.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        164 | PA      | $164.45       | 0.00%             | 2026-04-17      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4926957.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1660 | PA      | $0.00         | 0.00%             | 2033-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DQQD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   55513632 | PA      | $49433414.56  | 1.64%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CWABS, Inc. Asset-Backed Certificates Trust                                     | CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-1, Class M1                              | CUSIP: 126671Z25<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     114636 | PA      | $117686.98    | 0.00%             | 2034-03-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2075029.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2381 | PA      | $2341.44      | 0.00%             | 2026-11-18      | Fixed         | 10.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991250805.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-11-21      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1988482.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2329 | PA      | $2287.04      | 0.00%             | 2026-11-08      | Fixed         | 18.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4666640.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10212 | PA      | $0.00         | 0.00%             | 2033-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706347.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4024 | PA      | $2223.07      | 0.00%             | 2027-07-13      | Fixed         | 23.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2075061.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2834 | PA      | $2790.26      | 0.00%             | 2026-11-18      | Fixed         | 23.07%                | No            |                  3 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                               | Chase Home Lending Mortgage Trust, Series 2025-3, Class A11                                       | CUSIP: 16160MAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2770097 | PA      | $2773139.73   | 0.09%             | 2056-02-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8093678.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5346 | PA      | $2906.20      | 0.00%             | 2026-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991062692.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-15      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991070986.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-11-15      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| HSBC Holdings plc                                                               | HSBC Holdings plc                                                                                 | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    6500000 | PA      | $6415061.51   | 0.21%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital Corp.             | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12500000 | PA      | $11214668.88  | 0.37%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWEC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                    | Oracle Corp.                                                                                      | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1113740.62   | 0.04%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7187093.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1566 | PA      | $5.63         | 0.00%             | 2035-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1994789.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1958 | PA      | $1922.35      | 0.00%             | 2026-11-08      | Fixed         | 14.19%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31412BW24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      75483 | PA      | $78402.30     | 0.00%             | 2037-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6047637.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        629 | PA      | $0.04         | 0.00%             | 2034-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5565718.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1113 | PA      | $0.02         | 0.00%             | 2033-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4605063.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1320 | PA      | $0.00         | 0.00%             | 2033-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7288120.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3770 | PA      | $31.59        | 0.00%             | 2035-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7905583.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2887 | PA      | $1683.93      | 0.00%             | 2025-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5809849.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2395 | PA      | $0.25         | 0.00%             | 2034-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31418E5B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.01         | 0.00%             | 2054-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220245.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7854 | PA      | $7707.00      | 0.00%             | 2026-12-10      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128M7NJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      11109 | PA      | $11801.96     | 0.00%             | 2039-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174297080.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        936 | PA      | $938.17       | 0.00%             | 2026-02-05      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| Flynn Restaurant Group LP                                                       | Flynn Restaurant Group LP, First Lien, 2025 CME Term Loan                                         | CUSIP: 34410JAG6<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |     640638 | PA      | $643892.05    | 0.02%             | 2032-01-28      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6365762.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10292 | PA      | $0.70         | 0.00%             | 2034-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7656711.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2619 | PA      | $64.17        | 0.00%             | 2035-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6468011.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2262 | PA      | $0.03         | 0.00%             | 2034-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1999282.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3032 | PA      | $2977.46      | 0.00%             | 2026-11-08      | Fixed         | 31.18%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182980965.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5886 | PA      | $5941.03      | 0.00%             | 2026-11-22      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| F&G Annuities & Life, Inc.                                                      | F&G Annuities & Life, Inc.                                                                        | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2716279.80   | 0.09%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183762991.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7242 | PA      | $7316.74      | 0.00%             | 2026-12-07      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7845202.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2732 | PA      | $78.33        | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Elevation CLO Ltd.                                                              | Elevation CLO Ltd., Series 2018-10A, Class AR                                                     | CUSIP: 28623CAL5<br>LEI: 5493005Q4N14IP6ASK07 | Long             | ABS-CBDO         | CORP              | KY        |     718739 | PA      | $719521.87    | 0.02%             | 2031-10-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31384WKZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1563 | PA      | $1616.76      | 0.00%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6255252.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2186 | PA      | $0.16         | 0.00%             | 2034-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 15 Year                                                                               | CUSIP: 3132D6CE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     396691 | PA      | $380313.58    | 0.01%             | 2037-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1604924.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1757 | PA      | $1809.66      | 0.00%             | 2026-08-13      | Fixed         | 28.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6858335.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        705 | PA      | $0.69         | 0.00%             | 2035-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184066327.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4492 | PA      | $4515.28      | 0.00%             | 2026-12-31      | Fixed         | 14.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6692358.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1578 | PA      | $0.25         | 0.00%             | 2034-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Athene Global Funding                                                           | Athene Global Funding                                                                             | CUSIP: 04685A4S7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2935452.91   | 0.10%             | 2035-08-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                            | American Tower Corp.                                                                              | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $3989660.04   | 0.13%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183476845.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4271 | PA      | $4309.40      | 0.00%             | 2026-11-29      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2075060.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1953 | PA      | $583.94       | 0.00%             | 2026-11-18      | Fixed         | 26.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8081797.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        270 | PA      | $128.36       | 0.00%             | 2026-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7507182.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        724 | PA      | $7.21         | 0.00%             | 2035-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H0506B3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20000000 | PA      | $19941551.60  | 0.66%             | 2055-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                               | Chile Government Bond                                                                             | CUSIP: 168863EB0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     890000 | PA      | $911271.00    | 0.03%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6832199.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2706 | PA      | $1.57         | 0.00%             | 2035-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1616072.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1215 | PA      | $1200.61      | 0.00%             | 2026-08-24      | Fixed         | 24.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7495215.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5174 | PA      | $90.00        | 0.00%             | 2035-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991238529.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        247 | PA      | $248.68       | 0.00%             | 2026-01-16      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H0306B5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   22000000 | PA      | $19772500.00  | 0.66%             | 2055-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                               | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   77980000 | PA      | $50382390.63  | 1.67%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182469398.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8100 | PA      | $8290.92      | 0.00%             | 2027-05-05      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7990813.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        123 | PA      | $121.54       | 0.00%             | 2026-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7722120.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5862 | PA      | $150.94       | 0.00%             | 2035-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11339522.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7523 | PA      | $7874.62      | 0.00%             | 2027-02-21      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDIO                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        | -168300000 | PA      | $-914942.40   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1620151.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3558 | PA      | $3517.68      | 0.00%             | 2026-08-25      | Fixed         | 26.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6961097.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4906 | PA      | $3.94         | 0.00%             | 2035-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5148494.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        769 | PA      | $0.00         | 0.00%             | 2033-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1614110.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1170 | PA      | $1012.51      | 0.00%             | 2026-08-24      | Fixed         | 32.03%                | No            |                  3 | On Loan: No      |
| United Airlines, Inc.                                                           | United Airlines, Inc., First Lien, CME Term Loan, B                                               | CUSIP: 90932RAP9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |     185487 | PA      | $186232.41    | 0.01%             | 2031-02-24      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128MJF96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      81479 | PA      | $83833.57     | 0.00%             | 2037-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991359987.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-12-02      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                               | Compass Datacenters Issuer II LLC, Series 2024-2A, Class A1                                       | CUSIP: 20469AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1474000 | PA      | $1482081.65   | 0.05%             | 2049-08-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2221538.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5043 | PA      | $4980.10      | 0.00%             | 2026-12-10      | Fixed         | 17.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1699725.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        575 | PA      | $398.09       | 0.00%             | 2026-09-13      | Fixed         | 24.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991058306.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        505 | PA      | $503.14       | 0.00%             | 2027-07-11      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7585994.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8540 | PA      | $4791.49      | 0.00%             | 2035-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31296RH68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1825 | PA      | $1867.31      | 0.00%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                        | Lloyds Banking Group plc                                                                          | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    5300000 | PA      | $5497588.40   | 0.18%             | 2029-03-06      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6962536.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        252 | PA      | $0.94         | 0.00%             | 2035-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8038405.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        181 | PA      | $115.88       | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073933.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2622 | PA      | $403.28       | 0.00%             | 2027-04-18      | Fixed         | 20.06%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H0526B9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   33930000 | PA      | $34215110.74  | 1.14%             | 2055-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7067466.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1121 | PA      | $3.89         | 0.00%             | 2035-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31407YDC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     120977 | PA      | $125650.51    | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5917212.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1502 | PA      | $0.09         | 0.00%             | 2034-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991216706.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991593.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17024 | PA      | $16634.14     | 0.00%             | 2027-04-08      | Fixed         | 11.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855815.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2097 | PA      | $0.00         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BX Commercial Mortgage Trust                                                    | BX Commercial Mortgage Trust, Series 2021-VOLT, Class B                                           | CUSIP: 05609VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9533269 | PA      | $9529680.43   | 0.32%             | 2036-09-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10688549.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11881 | PA      | $12318.73     | 0.00%             | 2027-02-16      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6967101.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1945 | PA      | $329.21       | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1878185.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10261 | PA      | $10088.22     | 0.00%             | 2026-10-19      | Fixed         | 13.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6669028.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        981 | PA      | $0.12         | 0.00%             | 2034-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6812155.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2586 | PA      | $1.50         | 0.00%             | 2035-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5282925.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2496 | PA      | $0.00         | 0.00%             | 2033-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| American Electric Power Co., Inc.                                               | American Electric Power Co., Inc., Series D                                                       | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1104742.25   | 0.04%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                               | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14300000 | PA      | $10170316.44  | 0.34%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7164816.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1637 | PA      | $4.61         | 0.00%             | 2035-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613957.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3865 | PA      | $3810.94      | 0.00%             | 2027-01-24      | Fixed         | 19.33%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 3618N5MS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2919890 | PA      | $3012355.59   | 0.10%             | 2055-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2217757.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1217 | PA      | $1195.25      | 0.00%             | 2026-12-09      | Fixed         | 30.55%                | No            |                  3 | On Loan: No      |
| AGL CLO 14 Ltd.                                                                 | AGL CLO 14 Ltd., Series 2021-14A, Class AR                                                        | CUSIP: 00851WAL3<br>LEI: 254900G6P36ERQHAIS15 | Long             | ABS-CBDO         | CORP              | KY        |    7900000 | PA      | $7907792.90   | 0.26%             | 2034-12-02      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                                                | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2025133.58   | 0.07%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2220353.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1151 | PA      | $1131.88      | 0.00%             | 2026-12-10      | Fixed         | 29.92%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10580822.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10622 | PA      | $1497.72      | 0.00%             | 2027-02-22      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4657541.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        836 | PA      | $0.02         | 0.00%             | 2033-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6226015.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3446 | PA      | $0.22         | 0.00%             | 2034-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179U4B5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      20866 | PA      | $18865.53     | 0.00%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4586446.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5636 | PA      | $0.13         | 0.00%             | 2033-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183520272.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8820 | PA      | $178.72       | 0.00%             | 2026-12-07      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5324511.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        684 | PA      | $0.00         | 0.00%             | 2033-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991299072.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         18 | PA      | $17.99        | 0.00%             | 2030-10-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10374305.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4590 | PA      | $4629.67      | 0.00%             | 2026-10-05      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31376JNW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11634 | PA      | $11943.49     | 0.00%             | 2036-10-01      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617884.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        315 | PA      | $311.26       | 0.00%             | 2026-08-24      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12180444.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        832 | PA      | $834.08       | 0.00%             | 2027-04-04      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991252347.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-12-06      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2220958.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3266 | PA      | $3213.22      | 0.00%             | 2026-12-25      | Fixed         | 32.58%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991204138.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CoreLogic, Inc.                                                                 | CoreLogic, Inc., First Lien, Initial CME Term Loan                                                | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |     454991 | PA      | $455673.76    | 0.02%             | 2028-06-02      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705130.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        876 | PA      | $600.40       | 0.00%             | 2026-09-13      | Fixed         | 24.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5991306.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1478 | PA      | $0.00         | 0.00%             | 2034-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | U.S. Treasury 2 Year Notes                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       1503 | NC      | $-480092.30   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8077372.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3025 | PA      | $1110.32      | 0.00%             | 2026-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3133AUE53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   32314329 | PA      | $27554222.17  | 0.91%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1992347.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10591 | PA      | $10401.15     | 0.00%             | 2026-11-08      | Fixed         | 29.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6243419.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7274 | PA      | $0.22         | 0.00%             | 2034-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                               | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   88390000 | PA      | $50618812.19  | 1.68%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31390UA97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1901 | PA      | $1965.87      | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                                  | Weatherford International Ltd.                                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     775000 | PA      | $792539.04    | 0.03%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184032290.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7393 | PA      | $7395.22      | 0.00%             | 2026-12-21      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6746302.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1600 | PA      | $0.00         | 0.00%             | 2034-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5578293.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4171 | PA      | $0.10         | 0.00%             | 2033-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Endo Finance Holdings, Inc.                                                     | Endo Finance Holdings, Inc.                                                                       | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $848938.40    | 0.03%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                    | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6738537.00   | 0.22%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074857.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9653 | PA      | $688.13       | 0.00%             | 2027-09-18      | Fixed         | 16.11%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09094872.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4026 | PA      | $4044.35      | 0.00%             | 2027-04-01      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09759315.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6464 | PA      | $729.11       | 0.00%             | 2026-08-11      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5922077.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1538 | PA      | $0.01         | 0.00%             | 2034-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705037.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        978 | PA      | $956.75       | 0.00%             | 2027-07-13      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5960736.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9716 | PA      | $0.00         | 0.00%             | 2034-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4827165.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1298 | PA      | $0.00         | 0.00%             | 2033-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991111693.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08726744.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6113 | PA      | $6213.99      | 0.00%             | 2026-05-01      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6024496.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5106 | PA      | $0.00         | 0.00%             | 2034-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7220570.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1243 | PA      | $385.79       | 0.00%             | 2035-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Weekley Homes LLC / Weekley Finance Corp.                                       | Weekley Homes LLC / Weekley Finance Corp.                                                         | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2736753.32   | 0.09%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184211532.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18358 | PA      | $18447.78     | 0.00%             | 2027-10-28      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Neon Maple US Debt Mergersub, Inc.                                              | Neon Maple US Debt Mergersub, Inc., First Lien, CME Term Loan, B1                                 | CUSIP: N/A<br>LEI: 254900L3D6CI0XH2P605       | Long             | LON              | CORP              | US        |     447146 | PA      | $448114.06    | 0.01%             | 2031-11-17      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| Starwood Property Mortgage LLC                                                  | Starwood Property Mortgage LLC, First Lien, CME Term Loan, B5                                     | CUSIP: 85570DAM4<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              | CORP              | US        |     248128 | PA      | $248128.13    | 0.01%             | 2030-01-02      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2214174.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        300 | PA      | $294.96       | 0.00%             | 2026-12-09      | Fixed         | 23.38%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10365188.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3702 | PA      | $3747.41      | 0.00%             | 2026-10-17      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10512737.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5740 | PA      | $5912.61      | 0.00%             | 2026-10-25      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                  | Southern Co. Gas Capital Corp.                                                                    | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2059747.96   | 0.07%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4604000.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8181 | PA      | $0.11         | 0.00%             | 2033-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDIO                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |  115500000 | PA      | $1114524.24   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                               | Cigna Group (The)                                                                                 | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6686950.08   | 0.22%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182814285.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8004 | PA      | $7968.51      | 0.00%             | 2026-11-02      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5574770.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5784 | PA      | $0.00         | 0.00%             | 2033-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Great Outdoors Group LLC                                                        | Great Outdoors Group LLC, First Lien, CME Term Loan, B                                            | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |     127429 | PA      | $127588.30    | 0.00%             | 2032-01-23      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5050370.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17390 | PA      | $0.00         | 0.00%             | 2033-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| WWEX Uni Topco Holdings LLC                                                     | WWEX Uni Topco Holdings LLC, First Lien, Initial CME Term Loan                                    | CUSIP: 00435UAF5<br>LEI: 254900XFGYPZZSG8I385 | Long             | LON              | CORP              | US        |     267224 | PA      | $267072.67    | 0.01%             | 2028-07-26      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7645813.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        946 | PA      | $9.82         | 0.00%             | 2035-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5564465.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3809 | PA      | $0.00         | 0.00%             | 2033-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08924259.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9048 | PA      | $9180.38      | 0.00%             | 2026-09-29      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6951159.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5681 | PA      | $4.63         | 0.00%             | 2035-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CIM Trust                                                                       | CIM Trust, Series 2019-INV2, Class A3                                                             | CUSIP: 12554TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1353076 | PA      | $1284073.26   | 0.04%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4985573.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3505 | PA      | $0.00         | 0.00%             | 2033-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1613124.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6722 | PA      | $4847.88      | 0.00%             | 2027-01-24      | Fixed         | 26.60%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10689192.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10377 | PA      | $10491.55     | 0.00%             | 2026-11-16      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2070593.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8078 | PA      | $7923.76      | 0.00%             | 2027-04-18      | Fixed         | 17.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2214897.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5825 | PA      | $5718.09      | 0.00%             | 2026-12-09      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073937.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4582 | PA      | $4530.76      | 0.00%             | 2027-09-18      | Fixed         | 18.46%                | No            |                  3 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                                  | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   13500000 | PA      | $13890153.51  | 0.46%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2220653.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2091 | PA      | $2051.16      | 0.00%             | 2026-12-10      | Fixed         | 22.15%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, 30 Year                                                                                   | CUSIP: 36225AWL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        163 | PA      | $165.63       | 0.00%             | 2027-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8037451.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        312 | PA      | $234.29       | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander SA                                                                                | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    3600000 | PA      | $3270664.08   | 0.11%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2216867.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2504 | PA      | $117.66       | 0.00%             | 2026-12-09      | Fixed         | 31.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5067639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8253 | PA      | $0.00         | 0.00%             | 2033-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5003760.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2712 | PA      | $0.00         | 0.00%             | 2033-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6944346.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        341 | PA      | $0.55         | 0.00%             | 2035-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America Corp.                                                           | Bank of America Corp.                                                                             | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10449977.50  | 0.35%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.                                        | Project Alpha Intermediate Holding, Inc., First Lien, Second Amendment Refinancing CME Term Loan  | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     280451 | PA      | $280850.69    | 0.01%             | 2030-10-28      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09096348.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4465 | PA      | $4528.26      | 0.00%             | 2026-06-28      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1646096.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1586 | PA      | $1604.15      | 0.00%             | 2026-10-28      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613683.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1835 | PA      | $316.29       | 0.00%             | 2026-08-24      | Fixed         | 16.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219145.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         27 | PA      | $26.69        | 0.00%             | 2026-12-10      | Fixed         | 21.86%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31418EGH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4720634.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7932 | PA      | $0.13         | 0.00%             | 2033-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5778865.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1883 | PA      | $0.00         | 0.00%             | 2034-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5472730.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3743 | PA      | $0.32         | 0.00%             | 2033-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1659238.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1994 | PA      | $1988.51      | 0.00%             | 2026-11-15      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5129089.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5922 | PA      | $0.00         | 0.00%             | 2033-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5051339.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1372 | PA      | $0.02         | 0.00%             | 2033-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6869515.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7609 | PA      | $11.86        | 0.00%             | 2035-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8059705.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4403 | PA      | $3912.13      | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CVS Health Corp.                                                                | CVS Health Corp.                                                                                  | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    2161000 | PA      | $2195907.56   | 0.07%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4810447.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2379 | PA      | $0.16         | 0.00%             | 2033-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991422733.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-12-10      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11798862.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4408 | PA      | $4479.75      | 0.00%             | 2027-02-09      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36208NZC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1254 | PA      | $1262.05      | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8195426.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1193 | PA      | $861.97       | 0.00%             | 2026-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6986458.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        107 | PA      | $0.13         | 0.00%             | 2035-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5074780.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1174 | PA      | $0.00         | 0.00%             | 2033-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220935.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2975 | PA      | $2907.53      | 0.00%             | 2026-12-10      | Fixed         | 8.04%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1877218.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3243 | PA      | $3199.24      | 0.00%             | 2026-10-19      | Fixed         | 28.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4928279.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        991 | PA      | $0.00         | 0.00%             | 2033-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11307937.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5909 | PA      | $5963.78      | 0.00%             | 2026-11-08      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31411BGL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8314 | PA      | $8630.50      | 0.00%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31407YAR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     178118 | PA      | $184997.98    | 0.01%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6165760.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2769 | PA      | $0.03         | 0.00%             | 2034-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                               | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6470000 | PA      | $6034791.44   | 0.20%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7626562.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        563 | PA      | $367.25       | 0.00%             | 2035-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183866613.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3100 | PA      | $3178.19      | 0.00%             | 2026-12-07      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6860790.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4246 | PA      | $8.51         | 0.00%             | 2035-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4905084.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1810 | PA      | $0.53         | 0.00%             | 2033-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991110444.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-11-21      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5109124.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        519 | PA      | $0.05         | 0.00%             | 2033-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United Airlines, Inc.                                                           | United Airlines, Inc.                                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     118793 | PA      | $118621.94    | 0.00%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5002851.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2134 | PA      | $0.02         | 0.00%             | 2033-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6933459.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2173 | PA      | $2.40         | 0.00%             | 2035-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2025-R01, Class 1M1                              | CUSIP: 20755JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2185140 | PA      | $2188454.80   | 0.07%             | 2045-01-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5092572.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4043 | PA      | $0.00         | 0.00%             | 2033-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5575354.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1643 | PA      | $0.07         | 0.00%             | 2033-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of Colombia                                                            | Colombia Government Bond                                                                          | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1800000 | PA      | $1583280.00   | 0.05%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128L3WM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      48508 | PA      | $49898.81     | 0.00%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4901767.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4562 | PA      | $0.00         | 0.00%             | 2033-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4606063.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2752 | PA      | $0.11         | 0.00%             | 2033-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7699696.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18110 | PA      | $348.97       | 0.00%             | 2035-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                             | GS Mortgage-Backed Securities Trust, Series 2025-HE1, Class A1                                    | CUSIP: 36272NAA2<br>LEI: 254900RIVK2GCJ08H839 | Long             | ABS-MBS          | CORP              | US        |    2917854 | PA      | $2928108.33   | 0.10%             | 2055-10-25      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8217448.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1594 | PA      | $23.76        | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5720995.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        383 | PA      | $0.02         | 0.00%             | 2034-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5741942.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5645 | PA      | $0.00         | 0.00%             | 2034-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183287259.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3166 | PA      | $3179.59      | 0.00%             | 2026-11-16      | Fixed         | 18.19%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09291173.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4494 | PA      | $4525.24      | 0.00%             | 2026-08-15      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| New Economy Assets Phase 1 Sponsor LLC                                          | New Economy Assets - Phase 1 Sponsor LLC, Series 2021-1, Class A1                                 | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19400000 | PA      | $16429285.76  | 0.55%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                       | Vistra Operations Co. LLC                                                                         | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9905668.40   | 0.33%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd.                                                              | Wellfleet CLO Ltd., Series 2021-3A, Class AR                                                      | CUSIP: 94951JAJ9<br>LEI: 254900E0WT1R93N8OQ24 | Long             | ABS-CBDO         | CORP              | KY        |   12000000 | PA      | $12014622.93  | 0.40%             | 2035-01-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173277936.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2823 | PA      | $2839.30      | 0.00%             | 2025-12-31      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6567760.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        653 | PA      | $0.07         | 0.00%             | 2034-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1613481.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3629 | PA      | $3676.71      | 0.00%             | 2026-08-11      | Fixed         | 19.78%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140QNCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7919647.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         76 | PA      | $2.18         | 0.00%             | 2025-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7394034.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15218 | PA      | $190.03       | 0.00%             | 2035-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4931407.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        758 | PA      | $0.00         | 0.00%             | 2033-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5027200.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        811 | PA      | $0.02         | 0.00%             | 2033-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2072786.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4051 | PA      | $3990.09      | 0.00%             | 2026-11-18      | Fixed         | 22.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1996355.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3403 | PA      | $3338.31      | 0.00%             | 2026-11-08      | Fixed         | 10.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5593696.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16651 | PA      | $0.33         | 0.00%             | 2033-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31418EZ52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2054-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5583691.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1683 | PA      | $0.00         | 0.00%             | 2033-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184033235.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11370 | PA      | $9394.05      | 0.00%             | 2027-05-24      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7882492.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3288 | PA      | $2526.16      | 0.00%             | 2025-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617795.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5947 | PA      | $5851.99      | 0.00%             | 2026-09-01      | Fixed         | 13.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1616581.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        671 | PA      | $664.76       | 0.00%             | 2026-08-24      | Fixed         | 16.94%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182424479.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10096 | PA      | $0.00         | 0.00%             | 2026-10-19      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2215830.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        380 | PA      | $372.93       | 0.00%             | 2026-12-09      | Fixed         | 23.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1991024.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        396 | PA      | $388.53       | 0.00%             | 2026-11-08      | Fixed         | 30.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2220221.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2383 | PA      | $2338.32      | 0.00%             | 2026-12-10      | Fixed         | 22.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7894130.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        238 | PA      | $213.84       | 0.00%             | 2025-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5271481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        872 | PA      | $0.14         | 0.00%             | 2033-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183304070.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11754 | PA      | $11814.79     | 0.00%             | 2026-11-30      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1615921.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7236 | PA      | $7156.80      | 0.00%             | 2027-01-25      | Fixed         | 28.40%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31384VVZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        902 | PA      | $941.36       | 0.00%             | 2030-04-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991153925.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-10-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7961501.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7741 | PA      | $5986.75      | 0.00%             | 2026-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5035879.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        757 | PA      | $0.08         | 0.00%             | 2033-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5802042.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      49428 | PA      | $0.00         | 0.00%             | 2034-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2020-47, Class ID                                                                    | CUSIP: 3136BAR55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15306203 | PA      | $3388390.81   | 0.11%             | 2050-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1706840.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10638 | PA      | $10459.89     | 0.00%             | 2026-09-13      | Fixed         | 26.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4901412.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        183 | PA      | $0.00         | 0.00%             | 2033-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FIGRE Trust                                                                     | FIGRE Trust, Series 2025-FL1, Class A1                                                            | CUSIP: 31684QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2297994 | PA      | $2303009.75   | 0.08%             | 2055-07-25      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220687.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        799 | PA      | $784.09       | 0.00%             | 2026-12-11      | Fixed         | 23.72%                | No            |                  3 | On Loan: No      |
| K2016470260 South Africa Ltd.                                                   | K2016470260 South Africa Ltd.                                                                     | CUSIP: N/A<br>LEI: 3789003E1C22310B3356       | Long             | DBT              | CORP              | ZA        |    1098025 | PA      | $0.00         | 0.00%             | 2022-12-31      | Fixed         | 25.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1880586.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2016 | PA      | $1993.90      | 0.00%             | 2026-10-19      | Fixed         | 15.78%                | No            |                  3 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC                                       | Oryx Midstream Services Permian Basin LLC, First Lien, Initial CME Term Loan                      | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |     491288 | PA      | $493100.62    | 0.02%             | 2028-10-05      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6526193.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1054 | PA      | $0.00         | 0.00%             | 2034-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5672716.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1598 | PA      | $0.22         | 0.00%             | 2034-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5581405.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1215 | PA      | $0.05         | 0.00%             | 2033-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183611528.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4465 | PA      | $4488.17      | 0.00%             | 2026-12-10      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7563453.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      42374 | PA      | $612.89       | 0.00%             | 2035-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7371632.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1258 | PA      | $9.10         | 0.00%             | 2035-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5128139.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1521 | PA      | $0.00         | 0.00%             | 2033-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6967045.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3977 | PA      | $7.88         | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8196839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6093 | PA      | $5836.21      | 0.00%             | 2026-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5216243.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2570 | PA      | $0.00         | 0.00%             | 2033-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12130498.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7262 | PA      | $7368.16      | 0.00%             | 2027-03-10      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7156753.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4816 | PA      | $17.57        | 0.00%             | 2035-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6593772.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7748 | PA      | $0.15         | 0.00%             | 2034-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5376799.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4624 | PA      | $0.00         | 0.00%             | 2033-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184421299.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2342 | PA      | $2362.81      | 0.00%             | 2026-12-23      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2222025.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3576 | PA      | $3510.41      | 0.00%             | 2026-12-10      | Fixed         | 24.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4990405.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1074 | PA      | $0.10         | 0.00%             | 2033-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1992732.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1612 | PA      | $1006.57      | 0.00%             | 2026-11-08      | Fixed         | 26.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705055.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        556 | PA      | $384.61       | 0.00%             | 2026-09-13      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31292HAX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2225 | PA      | $2311.14      | 0.00%             | 2030-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWL27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08902866.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8033 | PA      | $8376.80      | 0.00%             | 2026-09-23      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5672657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1819 | PA      | $0.03         | 0.00%             | 2034-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183641094.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3554 | PA      | $3680.05      | 0.00%             | 2026-12-14      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8051483.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1694 | PA      | $912.84       | 0.00%             | 2026-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2216231.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1344 | PA      | $1321.86      | 0.00%             | 2026-12-10      | Fixed         | 31.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5789379.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        150 | PA      | $0.08         | 0.00%             | 2034-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1614111.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2372 | PA      | $2342.91      | 0.00%             | 2026-08-24      | Fixed         | 23.36%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1653277.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7381 | PA      | $7390.43      | 0.00%             | 2026-12-10      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221097.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        679 | PA      | $667.32       | 0.00%             | 2026-12-10      | Fixed         | 19.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5493687.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1582 | PA      | $0.08         | 0.00%             | 2033-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7562885.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8387 | PA      | $81.14        | 0.00%             | 2035-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6526166.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        747 | PA      | $0.00         | 0.00%             | 2034-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8214068.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10142 | PA      | $3092.63      | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706931.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        337 | PA      | $331.05       | 0.00%             | 2026-09-13      | Fixed         | 24.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5262859.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6228 | PA      | $0.00         | 0.00%             | 2033-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991340317.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-11-30      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Benin Government International Bond                                             | Benin Government Bond                                                                             | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |    1310000 | PA      | $1414337.18   | 0.05%             | 2035-01-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7938776.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8317 | PA      | $336.50       | 0.00%             | 2025-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31385JPY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5692 | PA      | $5905.30      | 0.00%             | 2032-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Dawn Bidco LLC                                                                  | Dawn Bidco LLC, First Lien, CME Term Loan                                                         | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     458333 | PA      | $457350.21    | 0.02%             | 2032-10-07      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                               | Duke Energy Corp.                                                                                 | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2680026.50   | 0.09%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612389.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1559 | PA      | $1539.47      | 0.00%             | 2026-08-23      | Fixed         | 21.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6937431.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2039 | PA      | $2.01         | 0.00%             | 2035-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RealTruck Group, Inc.                                                           | RealTruck Group, Inc., First Lien, Initial CME Term Loan                                          | CUSIP: 89778PAG2<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |     672775 | PA      | $592882.69    | 0.02%             | 2028-01-31      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08924296.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9909 | PA      | $10390.13     | 0.00%             | 2026-07-30      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2075027.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1994 | PA      | $1965.06      | 0.00%             | 2026-11-18      | Fixed         | 25.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2218939.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1538 | PA      | $1512.71      | 0.00%             | 2026-12-10      | Fixed         | 31.36%                | No            |                  3 | On Loan: No      |
| Lummus Technology Holdings V LLC                                                | Lummus Technology Holdings V LLC, First Lien, Amendment No. 4 Refinancing CME Term Loan, B        | CUSIP: 45232UAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |          0 | PA      | $0.01         | 0.00%             | 2029-12-31      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                             | GS Mortgage-Backed Securities Trust, Series 2025-PJ8, Class A27                                   | CUSIP: 36272XBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1164518 | PA      | $1165069.95   | 0.04%             | 2056-02-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4632078.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21052 | PA      | $0.39         | 0.00%             | 2033-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7671923.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4283 | PA      | $161.58       | 0.00%             | 2035-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10482600.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4934 | PA      | $5034.23      | 0.00%             | 2027-06-30      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6945544.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        747 | PA      | $2.67         | 0.00%             | 2035-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991123245.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        341 | PA      | $279.76       | 0.00%             | 2026-08-23      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8186305.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4923 | PA      | $1522.31      | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Aker BP ASA                                                                     | Aker BP ASA                                                                                       | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    5400000 | PA      | $5212253.12   | 0.17%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184107590.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2445 | PA      | $2500.48      | 0.00%             | 2026-12-14      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991060314.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-10-09      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Time Warner Cable LLC                                                           | Time Warner Cable LLC                                                                             | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $5844496.77   | 0.19%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143037.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-01-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Hyundai Capital America                                                         | Hyundai Capital America                                                                           | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $5067780.21   | 0.17%             | 2032-06-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7106887.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14205 | PA      | $70.73        | 0.00%             | 2035-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1879198.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2800 | PA      | $2760.63      | 0.00%             | 2026-10-19      | Fixed         | 19.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6464819.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4031 | PA      | $0.00         | 0.00%             | 2034-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Gray Media, Inc.                                                                | Gray Media, Inc.                                                                                  | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     665000 | PA      | $651785.45    | 0.02%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Charter Next Generation, Inc.                                                   | Charter Next Generation, Inc., First Lien, 2024 Replacement CME Term Loan                         | CUSIP: 16125TAM4<br>LEI: 549300KRNU8RNVGYXG75 | Long             | LON              | CORP              | US        |     114860 | PA      | $115409.32    | 0.00%             | 2030-11-29      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F0426B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $974855.84    | 0.03%             | 2055-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073860.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        658 | PA      | $650.38       | 0.00%             | 2026-11-18      | Fixed         | 16.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1993049.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8414 | PA      | $8235.94      | 0.00%             | 2027-04-23      | Fixed         | 14.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1996228.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4176 | PA      | $4099.18      | 0.00%             | 2026-11-08      | Fixed         | 28.64%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1881398.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1043 | PA      | $776.50       | 0.00%             | 2026-10-19      | Fixed         | 18.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5098444.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4780 | PA      | $0.00         | 0.00%             | 2033-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5582638.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1582 | PA      | $0.03         | 0.00%             | 2033-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6149563.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2619 | PA      | $0.26         | 0.00%             | 2034-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Comcast Corp.                                                                   | Comcast Corp.                                                                                     | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   14700000 | PA      | $14771148.59  | 0.49%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1994627.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1614 | PA      | $1579.29      | 0.00%             | 2026-11-08      | Fixed         | 11.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991149756.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-19      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1990199.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8657 | PA      | $2263.01      | 0.00%             | 2027-04-08      | Fixed         | 27.43%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | U.S. Treasury 5 Year Notes                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -79 | NC      | $-13686.35    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183999420.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12536 | PA      | $10536.47     | 0.00%             | 2027-03-09      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991326633.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        269 | PA      | $276.45       | 0.00%             | 2026-12-19      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| California Buyer Ltd. / Atlantica Sustainable Infrastructure plc                | California Buyer Ltd. / Atlantica Sustainable Infrastructure plc                                  | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    3600000 | PA      | $3639596.40   | 0.12%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1620759.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1059 | PA      | $1046.95      | 0.00%             | 2026-08-25      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2219737.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1245 | PA      | $24.62        | 0.00%             | 2027-10-10      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991282646.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5122298.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1008 | PA      | $0.00         | 0.00%             | 2033-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7589431.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4982 | PA      | $708.44       | 0.00%             | 2035-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1880587.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1110 | PA      | $1098.23      | 0.00%             | 2026-10-19      | Fixed         | 18.12%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182810881.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2102 | PA      | $2152.81      | 0.00%             | 2026-11-02      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1614076.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2163 | PA      | $2131.22      | 0.00%             | 2026-08-24      | Fixed         | 14.66%                | No            |                  3 | On Loan: No      |
| Quikrete Holdings, Inc.                                                         | Quikrete Holdings, Inc.                                                                           | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     150000 | PA      | $156217.20    | 0.01%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612867.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        474 | PA      | $467.99       | 0.00%             | 2026-08-23      | Fixed         | 25.04%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140XLVV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                               | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10600000 | PA      | $7771539.04   | 0.26%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5715524.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1945 | PA      | $0.00         | 0.00%             | 2034-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11393205.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        148 | PA      | $147.25       | 0.00%             | 2027-01-08      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7461871.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11449 | PA      | $173.50       | 0.00%             | 2035-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                  | JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                                    | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    2500000 | PA      | $2337467.00   | 0.08%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10583684.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5655 | PA      | $5792.02      | 0.00%             | 2026-11-02      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Zekelman Industries, Inc.                                                       | Zekelman Industries, Inc., First Lien, 2024 CME Term Loan                                         | CUSIP: 98931YAD5<br>LEI: 549300S5LMRAKDWWI425 | Long             | LON              | CORP              | US        |     331900 | PA      | $332772.90    | 0.01%             | 2031-01-24      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| WestJet Loyalty LP                                                              | WestJet Loyalty LP, First Lien, Initial CME Term Loan                                             | CUSIP: C9763HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     531900 | PA      | $534394.61    | 0.02%             | 2031-02-14      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1873948.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3343 | PA      | $2554.15      | 0.00%             | 2026-10-19      | Fixed         | 25.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7926543.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3237 | PA      | $2311.87      | 0.00%             | 2025-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2072694.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1017 | PA      | $1001.95      | 0.00%             | 2026-11-18      | Fixed         | 20.25%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991212602.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-11-29      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8014047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6204 | PA      | $143.77       | 0.00%             | 2026-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Standard Building Solutions, Inc.                                               | Standard Building Solutions, Inc.                                                                 | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     825000 | PA      | $842026.35    | 0.03%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5788805.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20630 | PA      | $0.00         | 0.00%             | 2034-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5313526.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1853 | PA      | $0.00         | 0.00%             | 2033-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183768813.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4428 | PA      | $4433.91      | 0.00%             | 2026-12-02      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7503077.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5648 | PA      | $40.19        | 0.00%             | 2035-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4814556.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        616 | PA      | $0.02         | 0.00%             | 2033-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4581979.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2035 | PA      | $0.04         | 0.00%             | 2033-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074195.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2851 | PA      | $2803.29      | 0.00%             | 2026-11-24      | Fixed         | 15.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4757364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2804 | PA      | $0.12         | 0.00%             | 2033-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PulteGroup, Inc.                                                                | PulteGroup, Inc.                                                                                  | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6500000 | PA      | $7008506.90   | 0.23%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5702064.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1794 | PA      | $0.18         | 0.00%             | 2034-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5117310.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4690 | PA      | $0.00         | 0.00%             | 2033-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31406AGW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21011 | PA      | $21559.02     | 0.00%             | 2034-12-01      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4823342.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        714 | PA      | $0.00         | 0.00%             | 2033-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                  | Morgan Stanley Capital I Trust, Series 2021-L5, Class XA                                          | CUSIP: 61691YAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   40526383 | PA      | $1800052.24   | 0.06%             | 2054-05-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F0606B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   70090000 | PA      | $71681969.59  | 2.38%             | 2055-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Paint Intermediate III LLC                                                      | Paint Intermediate III LLC, First Lien, Initial CME Term Loan, B                                  | CUSIP: 69575EAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     473434 | PA      | $474084.56    | 0.02%             | 2031-10-09      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| Mesquite Energy, Inc.                                                           | Mesquite Energy, Inc., Escrow Account                                                             | CUSIP: 799ESCAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $15150.00     | 0.00%             | 2023-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128M4YH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      60338 | PA      | $62920.87     | 0.00%             | 2037-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1879248.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2338 | PA      | $2298.48      | 0.00%             | 2027-03-19      | Fixed         | 19.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5308374.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1834 | PA      | $0.04         | 0.00%             | 2033-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 15 Year                                                                               | CUSIP: 3132CXAK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3920706 | PA      | $3611380.61   | 0.12%             | 2037-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6527382.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8363 | PA      | $0.00         | 0.00%             | 2034-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Chobani LLC                                                                     | Chobani LLC, First Lien, CME Term Loan, B                                                         | CUSIP: 17026YAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     245377 | PA      | $246221.34    | 0.01%             | 2032-10-22      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31386UL91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        432 | PA      | $440.09       | 0.00%             | 2031-02-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6763456.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5352 | PA      | $1.66         | 0.00%             | 2034-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II                                                                                           | CUSIP: 36202K7A7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        737 | PA      | $735.93       | 0.00%             | 2026-10-20      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5381932.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        741 | PA      | $0.06         | 0.00%             | 2033-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1665054.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8963 | PA      | $4557.38      | 0.00%             | 2026-11-08      | Fixed         | 16.93%                | No            |                  3 | On Loan: No      |
| Brown & Brown, Inc.                                                             | Brown & Brown, Inc.                                                                               | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    1605000 | PA      | $1652976.40   | 0.05%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09015317.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5560 | PA      | $886.01       | 0.00%             | 2026-07-22      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                      | J.P. Morgan Mortgage Trust, Series 2024-CES1, Class A1A                                           | CUSIP: 46658CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1449318 | PA      | $1459912.31   | 0.05%             | 2054-06-25      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183556398.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3091 | PA      | $3193.50      | 0.00%             | 2026-11-28      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1851771.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        834 | PA      | $816.97       | 0.00%             | 2026-10-19      | Fixed         | 9.22%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8142519.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12089 | PA      | $8240.97      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5138063.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13589 | PA      | $0.00         | 0.00%             | 2033-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183425358.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2406 | PA      | $2423.59      | 0.00%             | 2026-11-24      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| American Tower Corp.                                                            | American Tower Corp.                                                                              | CUSIP: 03027XCP3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    9700000 | PA      | $9973876.88   | 0.33%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10253670.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3128 | PA      | $3239.13      | 0.00%             | 2027-02-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183593989.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12367 | PA      | $12690.06     | 0.00%             | 2027-07-15      | Fixed         | 27.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183436461.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12312 | PA      | $10064.04     | 0.00%             | 2027-04-23      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8093036.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10658 | PA      | $144.84       | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5734473.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4239 | PA      | $0.00         | 0.00%             | 2034-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7693460.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        653 | PA      | $364.84       | 0.00%             | 2035-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179YHT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          0 | PA      | $0.00         | 0.00%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7884480.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4714 | PA      | $3483.39      | 0.00%             | 2025-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7312996.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2265 | PA      | $933.45       | 0.00%             | 2035-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991470545.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183710879.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10640 | PA      | $1899.76      | 0.00%             | 2027-05-06      | Fixed         | 19.95%                | No            |                  3 | On Loan: No      |
| Transcontinental Gas Pipe Line Co. LLC                                          | Transcontinental Gas Pipe Line Co. LLC                                                            | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4297062.60   | 0.14%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5955157.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        946 | PA      | $0.00         | 0.00%             | 2034-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11333811.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4851 | PA      | $4976.66      | 0.00%             | 2027-01-03      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5336855.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        660 | PA      | $0.00         | 0.00%             | 2033-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5655794.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        265 | PA      | $0.00         | 0.00%             | 2034-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7872643.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1258 | PA      | $1111.15      | 0.00%             | 2025-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hexion Holdings Corp.                                                           | Hexion Holdings Corp., First Lien, 2024 Refinancing CME Term Loan                                 | CUSIP: 00217XAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     273059 | PA      | $268475.89    | 0.01%             | 2029-03-15      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5122010.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        629 | PA      | $0.00         | 0.00%             | 2033-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6126498.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1036 | PA      | $0.05         | 0.00%             | 2034-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1998048.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        849 | PA      | $833.32       | 0.00%             | 2026-11-08      | Fixed         | 26.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5960150.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2473 | PA      | $0.00         | 0.00%             | 2034-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6548822.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1334 | PA      | $0.04         | 0.00%             | 2034-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4848471.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2931 | PA      | $0.00         | 0.00%             | 2033-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7886066.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21073 | PA      | $15226.69     | 0.00%             | 2025-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Albaugh LLC                                                                     | Albaugh LLC, First Lien, Initial CME Term Loan                                                    | CUSIP: 01260HAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     523855 | PA      | $517744.56    | 0.02%             | 2029-04-06      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11385154.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4997 | PA      | $5135.48      | 0.00%             | 2027-01-08      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5720196.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        869 | PA      | $0.00         | 0.00%             | 2034-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6369144.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10787 | PA      | $0.00         | 0.00%             | 2034-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705876.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        530 | PA      | $521.30       | 0.00%             | 2026-09-13      | Fixed         | 30.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1919784.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3717 | PA      | $3646.05      | 0.00%             | 2026-11-08      | Fixed         | 25.31%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWJP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2053-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H0406B4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13000000 | PA      | $12297289.94  | 0.41%             | 2055-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991045857.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-10      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5025377.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4937 | PA      | $0.00         | 0.00%             | 2033-08-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5900966.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1908 | PA      | $0.05         | 0.00%             | 2034-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31296JLK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3850 | PA      | $3950.69      | 0.00%             | 2033-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7217319.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18370 | PA      | $52.87        | 0.00%             | 2035-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5853687.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1153 | PA      | $0.00         | 0.00%             | 2034-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6823837.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8236 | PA      | $15.42        | 0.00%             | 2035-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217252.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        720 | PA      | $707.63       | 0.00%             | 2026-12-14      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6210528.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10451 | PA      | $0.00         | 0.00%             | 2034-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09726787.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3418 | PA      | $3459.75      | 0.00%             | 2026-08-24      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7763236.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4170 | PA      | $1874.00      | 0.00%             | 2035-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4593610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        881 | PA      | $0.00         | 0.00%             | 2033-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Rand Parent LLC                                                                 | Rand Parent LLC, First Lien, CME Term Loan, B                                                     | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     704777 | PA      | $693032.06    | 0.02%             | 2030-03-18      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6509194.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9768 | PA      | $0.00         | 0.00%             | 2034-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1875318.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1299 | PA      | $1277.56      | 0.00%             | 2026-10-19      | Fixed         | 10.07%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179WZA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     536263 | PA      | $482411.23    | 0.02%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183249731.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4018 | PA      | $4046.54      | 0.00%             | 2026-11-24      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| IQVIA, Inc.                                                                     | IQVIA, Inc.                                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4533004.10   | 0.15%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10768778.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10716 | PA      | $10852.63     | 0.00%             | 2026-11-18      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| McAfee Corp.                                                                    | McAfee Corp., First Lien, CME Term Loan, B1                                                       | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     328666 | PA      | $312916.60    | 0.01%             | 2029-03-01      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4815651.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        629 | PA      | $0.00         | 0.00%             | 2033-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Oaktree CLO Ltd.                                                                | Oaktree CLO Ltd., Series 2021-1A, Class A1R                                                       | CUSIP: 67402JAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3145000 | PA      | $3151238.85   | 0.10%             | 2038-01-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7963717.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        934 | PA      | $15.67        | 0.00%             | 2026-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.01         | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7895745.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        925 | PA      | $546.18       | 0.00%             | 2025-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8015845.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6104 | PA      | $4867.66      | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1995487.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1437 | PA      | $1417.58      | 0.00%             | 2026-11-18      | Fixed         | 15.52%                | No            |                  3 | On Loan: No      |
| T-Mobile USA, Inc.                                                              | T-Mobile USA, Inc.                                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11757598.56  | 0.39%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31385HJQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18908 | PA      | $18738.36     | 0.00%             | 2033-03-01      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5745525.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3073 | PA      | $0.00         | 0.00%             | 2034-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Benchmark Mortgage Trust                                                        | Benchmark Mortgage Trust, Series 2025-V14, Class XA                                               | CUSIP: 08164BAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   85823013 | PA      | $2568219.33   | 0.09%             | 2057-04-15      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5368153.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1070 | PA      | $0.01         | 0.00%             | 2033-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11305667.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8705 | PA      | $9101.88      | 0.00%             | 2026-12-27      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5292413.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7292 | PA      | $0.00         | 0.00%             | 2033-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617314.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        609 | PA      | $602.02       | 0.00%             | 2026-08-24      | Fixed         | 23.08%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283HRL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3276 | PA      | $3434.27      | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31384WLN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        204 | PA      | $211.17       | 0.00%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 181681556.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4255 | PA      | $4321.97      | 0.00%             | 2026-10-14      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1989899.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        867 | PA      | $849.79       | 0.00%             | 2026-11-08      | Fixed         | 22.28%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09708666.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5054 | PA      | $5217.94      | 0.00%             | 2026-08-15      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184382909.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5881 | PA      | $5912.49      | 0.00%             | 2026-12-21      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10692650.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4422 | PA      | $4463.52      | 0.00%             | 2026-10-08      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5066009.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5472 | PA      | $0.00         | 0.00%             | 2033-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Fiserv, Inc.                                                                    | Fiserv, Inc.                                                                                      | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6703712.73   | 0.22%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31418FNJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2976332 | PA      | $3008359.40   | 0.10%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1660986.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7302 | PA      | $7342.33      | 0.00%             | 2026-11-05      | Fixed         | 16.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8039538.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        200 | PA      | $195.12       | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Altar Bidco, Inc.                                                               | Altar Bidco, Inc., First Lien, CME Term Loan                                                      | CUSIP: 02090CAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     498711 | PA      | $492228.09    | 0.02%             | 2029-02-01      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                        | WESCO Distribution, Inc.                                                                          | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3620466.50   | 0.12%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31416VS21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1095784 | PA      | $1156214.57   | 0.04%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6864699.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         84 | PA      | $0.10         | 0.00%             | 2035-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12243989.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3520 | PA      | $3663.86      | 0.00%             | 2027-01-27      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6624836.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        266 | PA      | $0.03         | 0.00%             | 2034-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1620763.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1380 | PA      | $1364.21      | 0.00%             | 2026-08-25      | Fixed         | 23.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217530.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1540 | PA      | $1509.75      | 0.00%             | 2026-12-09      | Fixed         | 22.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6983553.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2540 | PA      | $5.52         | 0.00%             | 2035-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6962505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        367 | PA      | $52.08        | 0.00%             | 2035-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6963222.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1355 | PA      | $1.80         | 0.00%             | 2035-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| K2016470219 South Africa Ltd.                                                   | K2016470219 South Africa Ltd.                                                                     | CUSIP: N/A<br>LEI: 378900DECAC8CFA88345       | Long             | DBT              | CORP              | ZA        |    2492650 | PA      | $0.00         | 0.00%             | 2022-12-31      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5656603.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        271 | PA      | $0.00         | 0.00%             | 2034-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                               | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5000000 | PA      | $5062890.60   | 0.17%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183425539.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5909 | PA      | $5922.01      | 0.00%             | 2026-11-23      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5091416.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13871 | PA      | $0.00         | 0.00%             | 2033-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5553801.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15160 | PA      | $0.00         | 0.00%             | 2033-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BRAVO Residential Funding Trust                                                 | BRAVO Residential Funding Trust, Series 2024-CES1, Class A1A                                      | CUSIP: 10570NAA6<br>LEI: 254900UJENIYH5UEYD42 | Long             | ABS-O            | CORP              | US        |    2781795 | PA      | $2819671.64   | 0.09%             | 2054-04-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8029259.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        861 | PA      | $383.14       | 0.00%             | 2026-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6524458.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1541 | PA      | $0.02         | 0.00%             | 2034-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5249081.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1535 | PA      | $0.00         | 0.00%             | 2033-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128M4UE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      10892 | PA      | $11506.17     | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                                                      | Hess Corp.                                                                                        | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $6058973.02   | 0.20%             | 2033-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8025825.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3350 | PA      | $2598.90      | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7643287.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        555 | PA      | $265.90       | 0.00%             | 2035-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991274008.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7751484.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4718 | PA      | $2639.65      | 0.00%             | 2035-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09060458.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1098 | PA      | $1122.74      | 0.00%             | 2026-05-31      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183418746.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9166 | PA      | $9331.88      | 0.00%             | 2026-11-22      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7200476.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2032 | PA      | $7.72         | 0.00%             | 2035-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5827715.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3528 | PA      | $0.14         | 0.00%             | 2034-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991090906.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-11      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5096503.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9495 | PA      | $0.36         | 0.00%             | 2033-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8209877.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2439 | PA      | $2283.30      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                           | Public Service Enterprise Group, Inc.                                                             | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    2725000 | PA      | $2811378.36   | 0.09%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2215725.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1720 | PA      | $122.86       | 0.00%             | 2026-12-09      | Fixed         | 28.05%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31403DJR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21773 | PA      | $22376.07     | 0.00%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7113491.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1744 | PA      | $5.11         | 0.00%             | 2035-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Duke Energy Corp.                                                               | Duke Energy Corp.                                                                                 | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1991826.24   | 0.07%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                 | Goldman Sachs Group, Inc. (The)                                                                   | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $5965598.34   | 0.20%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Pacific Dental Services, Inc.                                                   | Pacific Dental Services, Inc., First Lien, CME Term Loan                                          | CUSIP: 69417WAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     207016 | PA      | $207670.44    | 0.01%             | 2031-03-17      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2075299.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1183 | PA      | $1170.69      | 0.00%             | 2026-11-18      | Fixed         | 17.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7188188.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        603 | PA      | $5.25         | 0.00%             | 2035-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7254093.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2380 | PA      | $10.97        | 0.00%             | 2035-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5069067.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12169 | PA      | $0.05         | 0.00%             | 2033-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5330620.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        262 | PA      | $0.00         | 0.00%             | 2033-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6829019.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2958 | PA      | $1.03         | 0.00%             | 2035-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6933558.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3195 | PA      | $8.64         | 0.00%             | 2035-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074102.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        878 | PA      | $866.05       | 0.00%             | 2026-11-18      | Fixed         | 27.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5143578.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        597 | PA      | $0.00         | 0.00%             | 2033-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Edelman Financial Engines Center LLC (The)                                      | Edelman Financial Engines Center LLC (The), First Lien, Initial CME Term Loan                     | CUSIP: 27943UAM8<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |     453986 | PA      | $456049.73    | 0.02%             | 2028-04-07      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991087378.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        271 | PA      | $74.77        | 0.00%             | 2026-11-15      | Fixed         | 21.36%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1630162.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12959 | PA      | $10900.91     | 0.00%             | 2027-08-22      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust, Series 2019-GC42, Class A2                                          | CUSIP: 36257UAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3648142 | PA      | $3551338.27   | 0.12%             | 2052-09-10      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991195763.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-11-24      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2221075.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1328 | PA      | $1305.45      | 0.00%             | 2026-12-10      | Fixed         | 30.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7116821.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28094 | PA      | $88.75        | 0.00%             | 2035-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Sound Point CLO XXII Ltd.                                                       | Sound Point CLO XXII Ltd., Series 2019-1A, Class ARR                                              | CUSIP: 83611KAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3614919 | PA      | $3618689.89   | 0.12%             | 2032-01-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Cotiviti, Inc.                                                                  | Cotiviti, Inc., First Lien, New CME Term Loan, B                                                  | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     311713 | PA      | $301063.18    | 0.01%             | 2031-05-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8047355.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        355 | PA      | $271.16       | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                               | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   51215000 | PA      | $37757058.27  | 1.25%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5553995.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        680 | PA      | $0.00         | 0.00%             | 2033-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8178311.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1906 | PA      | $1638.98      | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11304530.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15576 | PA      | $16160.60     | 0.00%             | 2026-11-24      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991066988.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5581964.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1682 | PA      | $0.54         | 0.00%             | 2033-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1672964.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3698 | PA      | $3831.53      | 0.00%             | 2026-12-15      | Fixed         | 28.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2211511.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24522 | PA      | $12084.94     | 0.00%             | 2027-05-10      | Fixed         | 12.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5698837.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8377 | PA      | $0.45         | 0.00%             | 2034-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8220835.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1374 | PA      | $891.70       | 0.00%             | 2026-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1652711.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3616 | PA      | $3672.63      | 0.00%             | 2026-11-09      | Fixed         | 16.20%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31418FQE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1380646 | PA      | $1374339.79   | 0.05%             | 2055-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10432641.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7862 | PA      | $8001.02      | 0.00%             | 2026-10-29      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1612198.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2669 | PA      | $2627.89      | 0.00%             | 2026-08-23      | Fixed         | 11.94%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09057834.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5222 | PA      | $2252.90      | 0.00%             | 2026-05-29      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1616362.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2142 | PA      | $2113.23      | 0.00%             | 2027-01-24      | Fixed         | 23.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5235201.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1059 | PA      | $0.00         | 0.00%             | 2033-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1876035.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1146 | PA      | $1128.14      | 0.00%             | 2026-10-19      | Fixed         | 20.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5517225.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        132 | PA      | $0.02         | 0.00%             | 2033-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6646196.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        345 | PA      | $0.05         | 0.00%             | 2034-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of Bulgaria                                                            | Bulgaria Government Bond                                                                          | CUSIP: N/A<br>LEI: 529900PG0XCL4LICL838       | Long             | DBT              | NUSS              | BG        |    1030000 | PA      | $1230360.14   | 0.04%             | 2032-09-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31411WYZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      57661 | PA      | $60065.92     | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5907307.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4223 | PA      | $0.08         | 0.00%             | 2034-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6000300.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2058 | PA      | $0.15         | 0.00%             | 2034-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4990927.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1216 | PA      | $0.00         | 0.00%             | 2033-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613599.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        660 | PA      | $652.00       | 0.00%             | 2026-08-24      | Fixed         | 25.21%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182220241.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2585 | PA      | $2662.86      | 0.00%             | 2026-10-14      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128M4J53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      10730 | PA      | $11307.41     | 0.00%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5993993.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        738 | PA      | $0.04         | 0.00%             | 2034-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1877299.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3589 | PA      | $3534.62      | 0.00%             | 2026-10-19      | Fixed         | 22.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991316297.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-11-22      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3133BC6N2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWLJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2054-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1989533.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        207 | PA      | $202.72       | 0.00%             | 2026-11-08      | Fixed         | 30.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8187994.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         28 | PA      | $27.50        | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7740952.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2949 | PA      | $65.11        | 0.00%             | 2035-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183585512.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7382 | PA      | $7484.49      | 0.00%             | 2026-11-30      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1650649.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2201 | PA      | $2231.16      | 0.00%             | 2026-10-31      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 21H0206B6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20940000 | PA      | $17422027.02  | 0.58%             | 2055-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143958.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-21      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1881431.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        492 | PA      | $485.26       | 0.00%             | 2026-10-19      | Fixed         | 24.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5534538.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3044 | PA      | $0.11         | 0.00%             | 2033-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706913.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1912 | PA      | $1878.08      | 0.00%             | 2026-09-13      | Fixed         | 20.18%                | No            |                  3 | On Loan: No      |
| CSTL Commercial Mortgage Trust                                                  | CSTL Commercial Mortgage Trust, Series 2025-GATE2, Class A                                        | CUSIP: 12676JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4581000 | PA      | $4586726.25   | 0.15%             | 2042-11-10      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1645613.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3760 | PA      | $3763.59      | 0.00%             | 2026-11-20      | Fixed         | 12.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588868.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2471 | PA      | $0.08         | 0.00%             | 2033-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPMorgan Chase & Co.                                                                              | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1550138.12   | 0.05%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7508857.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        374 | PA      | $5.46         | 0.00%             | 2035-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, 30 Year                                                                                   | CUSIP: 36225BNR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3788 | PA      | $3960.32      | 0.00%             | 2031-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991352807.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWJY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.01         | 0.00%             | 2053-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | Wells Fargo Commercial Mortgage Trust, Series 2016-LC24, Class AS                                 | CUSIP: 95000HBH4<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-MBS          | CORP              | US        |    3440000 | PA      | $3370540.21   | 0.11%             | 2049-10-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1880702.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5938 | PA      | $1529.11      | 0.00%             | 2027-03-19      | Fixed         | 9.87%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7994523.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1678 | PA      | $1225.65      | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1997930.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2216 | PA      | $160.66       | 0.00%             | 2027-04-08      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183339903.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4926 | PA      | $0.00         | 0.00%             | 2034-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                              | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     350000 | PA      | $395186.05    | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 15 Year                                                                               | CUSIP: 3132D6B33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5832933.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        871 | PA      | $0.03         | 0.00%             | 2034-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| A-AP Buyer, Inc.                                                                | A-AP Buyer, Inc., First Lien, Initial CME Term Loan                                               | CUSIP: 00036FAB0<br>LEI: 254900BOO8W9IR1VYO11 | Long             | LON              | CORP              | US        |     213574 | PA      | $213840.77    | 0.01%             | 2031-09-09      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8137489.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      34354 | PA      | $688.14       | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183915427.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5953 | PA      | $0.00         | 0.00%             | 2034-12-08      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7450843.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        141 | PA      | $2.49         | 0.00%             | 2035-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC                                                                                             | CUSIP: 3128JRH82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     113958 | PA      | $112842.91    | 0.00%             | 2027-11-01      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283HTE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        813 | PA      | $851.08       | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183495228.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1979 | PA      | $2007.91      | 0.00%             | 2026-12-07      | Fixed         | 20.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6537870.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        219 | PA      | $0.00         | 0.00%             | 2034-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5308440.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1850 | PA      | $0.00         | 0.00%             | 2033-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ESAB Corp.                                                                      | ESAB Corp.                                                                                        | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     800000 | PA      | $819691.20    | 0.03%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Cimpress USA, Inc.                                                              | Cimpress USA, Inc., First Lien, 2024-2 Refinancing CME Term Loan, B1                              | CUSIP: N2014AAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     461599 | PA      | $463136.30    | 0.02%             | 2028-05-17      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6997762.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        191 | PA      | $0.12         | 0.00%             | 2035-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BAT Capital Corp.                                                               | BAT Capital Corp.                                                                                 | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2223531.07   | 0.07%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6833495.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        378 | PA      | $0.83         | 0.00%             | 2035-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $30628.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5871100.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19844 | PA      | $0.00         | 0.00%             | 2034-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8204408.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        644 | PA      | $245.63       | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7924133.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2072 | PA      | $1219.01      | 0.00%             | 2025-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2194261.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3265 | PA      | $3223.09      | 0.00%             | 2026-12-10      | Fixed         | 15.71%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10157026.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3811 | PA      | $3852.12      | 0.00%             | 2026-10-05      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7371839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1078 | PA      | $13.14        | 0.00%             | 2035-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1613874.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2235 | PA      | $2254.51      | 0.00%             | 2026-08-12      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179XBP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7451527 | PA      | $6212676.91   | 0.21%             | 2052-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31418EXU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12358611 | PA      | $12517643.45  | 0.42%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1992970.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4240 | PA      | $4182.84      | 0.00%             | 2026-11-08      | Fixed         | 16.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5145611.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        415 | PA      | $0.00         | 0.00%             | 2033-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4606932.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2572 | PA      | $0.00         | 0.00%             | 2033-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5566977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4680 | PA      | $0.06         | 0.00%             | 2033-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991401151.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-12-17      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6735811.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1795 | PA      | $1.15         | 0.00%             | 2034-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991505343.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-12-18      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8062730.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         49 | PA      | $46.74        | 0.00%             | 2026-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5243643.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3274 | PA      | $0.00         | 0.00%             | 2033-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Societe Generale SA                                                             | Societe Generale SA                                                                               | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   10800000 | PA      | $10628857.80  | 0.35%             | 2027-06-09      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7855437.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        481 | PA      | $425.80       | 0.00%             | 2025-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Indicor LLC                                                                     | Indicor LLC, First Lien, Dollar CME Term Loan, D                                                  | CUSIP: 77669LAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     444148 | PA      | $446049.07    | 0.01%             | 2029-11-22      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5908792.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3835 | PA      | $0.00         | 0.00%             | 2034-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7391592.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2035-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2218127.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3488 | PA      | $3422.87      | 0.00%             | 2026-12-09      | Fixed         | 24.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4624796.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        457 | PA      | $0.00         | 0.00%             | 2033-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11791248.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12420 | PA      | $12591.56     | 0.00%             | 2027-02-11      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182381955.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1272 | PA      | $1318.18      | 0.00%             | 2026-10-20      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                  | JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                                    | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    2000000 | PA      | $1918060.20   | 0.06%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5155863.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10908 | PA      | $0.00         | 0.00%             | 2033-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221701.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2713 | PA      | $2678.11      | 0.00%             | 2027-05-10      | Fixed         | 19.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991220521.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-11-26      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| FirstCash, Inc.                                                                 | FirstCash, Inc.                                                                                   | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4986612.72   | 0.17%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7458281.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3185 | PA      | $378.06       | 0.00%             | 2035-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991049842.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-09-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Caesars Entertainment, Inc.                                                     | Caesars Entertainment, Inc., First Lien, 2023 Incremental CME Term Loan, B                        | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |     215040 | PA      | $213986.96    | 0.01%             | 2030-02-06      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                    | AbbVie, Inc.                                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2898644.01   | 0.10%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8099621.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12315 | PA      | $6986.94      | 0.00%             | 2026-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2070988.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1013 | PA      | $999.24       | 0.00%             | 2026-11-18      | Fixed         | 13.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7459192.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2982 | PA      | $13.19        | 0.00%             | 2035-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                                                | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $9758859.23   | 0.32%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5796654.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23973 | PA      | $0.28         | 0.00%             | 2034-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Octagon Investment Partners 45 Ltd.                                             | Octagon Investment Partners 45 Ltd., Series 2019-1A, Class A1RR                                   | CUSIP: 67577MBA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9975000 | PA      | $9983478.75   | 0.33%             | 2035-04-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31404TQ55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      53799 | PA      | $55835.17     | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5074113.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      38422 | PA      | $0.72         | 0.00%             | 2033-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7536249.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4101 | PA      | $53.74        | 0.00%             | 2035-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RGA Global Funding                                                              | RGA Global Funding                                                                                | CUSIP: 76209PAD5<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    6900000 | PA      | $7193671.11   | 0.24%             | 2031-01-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2215557.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        815 | PA      | $800.16       | 0.00%             | 2026-12-09      | Fixed         | 25.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1989334.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6683 | PA      | $4158.85      | 0.00%             | 2026-11-08      | Fixed         | 21.32%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31411HN97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1039 | PA      | $1077.14      | 0.00%             | 2037-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2075204.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1625 | PA      | $1601.33      | 0.00%             | 2026-11-18      | Fixed         | 25.29%                | No            |                  3 | On Loan: No      |
| Lummus Technology Holdings V LLC                                                | Lummus Technology Holdings V LLC, First Lien, Add-on CME Term Loan, B                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     396127 | PA      | $394146.23    | 0.01%             | 2029-12-31      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6696092.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1280 | PA      | $0.07         | 0.00%             | 2034-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2213701.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        951 | PA      | $934.43       | 0.00%             | 2026-12-09      | Fixed         | 19.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8150842.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12085 | PA      | $309.72       | 0.00%             | 2026-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7209211.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14325 | PA      | $128.54       | 0.00%             | 2035-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7261087.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1742 | PA      | $18.93        | 0.00%             | 2035-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 15 Year                                                                                     | CUSIP: 3140XHB71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.01         | 0.00%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6123772.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4168 | PA      | $0.25         | 0.00%             | 2034-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617008.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        776 | PA      | $765.60       | 0.00%             | 2026-08-24      | Fixed         | 21.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5128160.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2113 | PA      | $0.00         | 0.00%             | 2033-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FIGRE Trust                                                                     | FIGRE Trust, Series 2025-HE5, Class A                                                             | CUSIP: 31684MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1909102 | PA      | $1918411.91   | 0.06%             | 2055-08-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7930283.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        170 | PA      | $104.83       | 0.00%             | 2025-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1614645.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1408 | PA      | $101.95       | 0.00%             | 2027-01-24      | Fixed         | 22.79%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7972343.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2050 | PA      | $1332.21      | 0.00%             | 2026-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5115942.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25309 | PA      | $0.00         | 0.00%             | 2033-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4848703.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1526 | PA      | $0.01         | 0.00%             | 2033-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7303458.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1975 | PA      | $771.33       | 0.00%             | 2035-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1613143.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4797 | PA      | $4735.24      | 0.00%             | 2026-08-23      | Fixed         | 19.39%                | No            |                  3 | On Loan: No      |
| Truist Financial Corp.                                                          | Truist Financial Corp.                                                                            | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    4950000 | PA      | $5351350.90   | 0.18%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991034169.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-11-10      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Specialty Building Products Holdings LLC                                        | Specialty Building Products Holdings LLC, First Lien, Initial CME Term Loan                       | CUSIP: 84748EAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     342308 | PA      | $329159.65    | 0.01%             | 2028-10-16      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| Brand Industrial Services, Inc.                                                 | Brand Industrial Services, Inc., First Lien, CME Term Loan, C                                     | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |     344975 | PA      | $306165.20    | 0.01%             | 2030-08-01      | Variable      | 8.80%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                           | Elevance Health, Inc.                                                                             | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7031432.24   | 0.23%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| California Municipal Finance Authority                                          | California Municipal Finance Authority, Series 2020                                               | CUSIP: 13049GAA8<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |    9360000 | PA      | $6485946.48   | 0.22%             | 2035-10-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6878142.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1481 | PA      | $1.41         | 0.00%             | 2035-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08988851.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2092 | PA      | $2098.30      | 0.00%             | 2025-12-01      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4861177.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        526 | PA      | $0.00         | 0.00%             | 2033-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6884701.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        810 | PA      | $22.95        | 0.00%             | 2035-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991418120.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        161 | PA      | $11.22        | 0.00%             | 2027-07-13      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991128908.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-22      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                                 | Regeneron Pharmaceuticals, Inc.                                                                   | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $6655371.53   | 0.22%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31410FFF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30266 | PA      | $30911.01     | 0.00%             | 2036-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7326147.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        365 | PA      | $3.28         | 0.00%             | 2035-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991223479.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        192 | PA      | $111.93       | 0.00%             | 2029-03-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31390LWE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2118 | PA      | $2190.84      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes                                            | Truist Bank Auto Credit-Linked Notes, Series 2025-1, Class B                                      | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4495946 | PA      | $4495083.29   | 0.15%             | 2033-09-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074193.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2433 | PA      | $2391.87      | 0.00%             | 2026-11-18      | Fixed         | 12.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7196348.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11631 | PA      | $62.99        | 0.00%             | 2035-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5782195.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1128 | PA      | $0.07         | 0.00%             | 2034-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183437929.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10839 | PA      | $10988.42     | 0.00%             | 2027-06-30      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5892236.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        756 | PA      | $0.00         | 0.00%             | 2034-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5297679.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4327 | PA      | $0.23         | 0.00%             | 2033-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                                                | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4330858.80   | 0.14%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1605623.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3146 | PA      | $3175.35      | 0.00%             | 2026-09-15      | Fixed         | 16.64%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31418FLR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2977581 | PA      | $3009621.18   | 0.10%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                          | First Brands Group LLC, First Lien, 2021 CME Term Loan                                            | CUSIP: 31935HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     748008 | PA      | $249086.56    | 0.01%             | 2027-03-30      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7722271.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        735 | PA      | $449.20       | 0.00%             | 2035-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Allied Universal Holdco LLC                                                     | Allied Universal Holdco LLC, First Lien, Amendment No. 7 Replacement USD CME Term Loan            | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |      95141 | PA      | $95634.41     | 0.00%             | 2032-08-20      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074536.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1627 | PA      | $1599.24      | 0.00%             | 2026-11-18      | Fixed         | 12.35%                | No            |                  3 | On Loan: No      |
| Kleopatra Finco SARL                                                            | Kleopatra Finco SARL, First Lien, USD CME Term Loan, B                                            | CUSIP: L5841WAC2<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      40883 | PA      | $36452.13     | 0.00%             | 2025-11-27      | Variable      | 13.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08114000.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6491 | PA      | $6553.86      | 0.00%             | 2026-11-10      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991267430.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-11-28      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6811743.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1083 | PA      | $29.81        | 0.00%             | 2035-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6319360.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5121 | PA      | $0.29         | 0.00%             | 2034-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31403AN35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13871 | PA      | $14022.24     | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7669086.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        877 | PA      | $494.04       | 0.00%             | 2035-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217516.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        510 | PA      | $500.77       | 0.00%             | 2026-12-09      | Fixed         | 24.76%                | No            |                  3 | On Loan: No      |
| Asurion LLC                                                                     | Asurion LLC, First Lien, New CME Term Loan, B10                                                   | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      68418 | PA      | $68588.71     | 0.00%             | 2028-08-21      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8038230.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2891 | PA      | $1792.19      | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1864741.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1630 | PA      | $1612.13      | 0.00%             | 2026-10-19      | Fixed         | 16.15%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36213VMK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2655 | PA      | $2700.69      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6036390.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        356 | PA      | $0.04         | 0.00%             | 2034-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5796633.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2959 | PA      | $0.00         | 0.00%             | 2034-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183485184.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1675 | PA      | $1688.62      | 0.00%             | 2026-11-23      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| APi Group DE, Inc.                                                              | APi Group DE, Inc., First Lien, 2021 Incremental CME Term Loan                                    | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |      91832 | PA      | $92038.91     | 0.00%             | 2029-01-03      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31407ERW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     450082 | PA      | $467189.06    | 0.02%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31411KE74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        557 | PA      | $570.93       | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705881.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1686 | PA      | $1659.06      | 0.00%             | 2026-09-13      | Fixed         | 30.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5793198.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14656 | PA      | $0.00         | 0.00%             | 2034-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7770019.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2669 | PA      | $1893.53      | 0.00%             | 2035-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31412LB74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10186 | PA      | $10579.78     | 0.00%             | 2037-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10622691.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3337 | PA      | $3433.72      | 0.00%             | 2026-10-02      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5319254.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        875 | PA      | $0.00         | 0.00%             | 2033-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| TransDigm, Inc.                                                                 | TransDigm, Inc., First Lien, CME Term Loan, K                                                     | CUSIP: 89364MCF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     425000 | PA      | $425824.50    | 0.01%             | 2030-03-22      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991804.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2267 | PA      | $2225.33      | 0.00%             | 2026-11-08      | Fixed         | 14.89%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183434269.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2961 | PA      | $121.45       | 0.00%             | 2026-11-30      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Republic of Panama                                                              | Panama Government Bond                                                                            | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1650000 | PA      | $1830675.00   | 0.06%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1679077.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6092 | PA      | $6116.81      | 0.00%             | 2026-12-15      | Fixed         | 15.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5398394.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        777 | PA      | $0.00         | 0.00%             | 2033-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6747235.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3203 | PA      | $0.68         | 0.00%             | 2034-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2075040.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3721 | PA      | $3656.50      | 0.00%             | 2026-11-18      | Fixed         | 11.45%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                               | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   27300000 | PA      | $22776837.99  | 0.76%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                    | DaVita, Inc.                                                                                      | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1555515.00   | 0.05%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6214190.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        610 | PA      | $0.04         | 0.00%             | 2034-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| OBX Trust                                                                       | OBX Trust, Series 2025-J2, Class AF                                                               | CUSIP: 67122EAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2911779 | PA      | $2913376.48   | 0.10%             | 2055-09-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3469270 | PA      | $3006327.04   | 0.10%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2222524.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        959 | PA      | $942.06       | 0.00%             | 2026-12-10      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| FIGRE Trust                                                                     | FIGRE Trust, Series 2025-HE4, Class A                                                             | CUSIP: 31684PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1057832 | PA      | $1063879.11   | 0.04%             | 2055-07-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4818987.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2640 | PA      | $0.07         | 0.00%             | 2033-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6425168.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4759 | PA      | $0.16         | 0.00%             | 2034-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8050572.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3832 | PA      | $78.54        | 0.00%             | 2026-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219336.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2666 | PA      | $2606.22      | 0.00%             | 2026-12-10      | Fixed         | 7.29%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6419039.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13386 | PA      | $0.10         | 0.00%             | 2034-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1995404.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2251 | PA      | $2219.97      | 0.00%             | 2026-11-08      | Fixed         | 14.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4628862.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8296 | PA      | $0.24         | 0.00%             | 2033-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7255214.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2026 | PA      | $12.99        | 0.00%             | 2035-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1619610.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1117 | PA      | $1103.66      | 0.00%             | 2026-08-25      | Fixed         | 17.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1881555.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1824 | PA      | $1796.59      | 0.00%             | 2026-10-19      | Fixed         | 17.31%                | No            |                  3 | On Loan: No      |
| Radian Mortgage Capital Trust                                                   | Radian Mortgage Capital Trust, Series 2025-J3, Class A25                                          | CUSIP: 75024RBP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1801466 | PA      | $1807056.13   | 0.06%             | 2055-12-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7461398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        454 | PA      | $232.53       | 0.00%             | 2035-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7881388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        408 | PA      | $227.33       | 0.00%             | 2025-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6389131.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18484 | PA      | $0.26         | 0.00%             | 2034-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7377915.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2442 | PA      | $19.26        | 0.00%             | 2035-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Jane Street Group / JSG Finance, Inc.                                           | Jane Street Group / JSG Finance, Inc.                                                             | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1171201.40   | 0.04%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1880129.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1111 | PA      | $854.88       | 0.00%             | 2026-10-19      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7529703.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3770 | PA      | $33.71        | 0.00%             | 2035-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11104135.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2241 | PA      | $2245.25      | 0.00%             | 2026-01-03      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                                    | CUSIP: 36295QGR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2922 | PA      | $3077.89      | 0.00%             | 2038-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2218351.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        282 | PA      | $276.86       | 0.00%             | 2026-12-09      | Fixed         | 14.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4707828.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         69 | PA      | $0.06         | 0.00%             | 2033-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09812236.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3945 | PA      | $3981.59      | 0.00%             | 2026-08-26      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7924288.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3735 | PA      | $99.53        | 0.00%             | 2025-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5324505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        732 | PA      | $0.07         | 0.00%             | 2033-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183799901.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3172 | PA      | $3186.08      | 0.00%             | 2026-12-06      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5574449.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8365 | PA      | $0.33         | 0.00%             | 2033-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2222111.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2084 | PA      | $319.38       | 0.00%             | 2026-12-10      | Fixed         | 18.10%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1654496.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2689 | PA      | $2685.12      | 0.00%             | 2026-11-10      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182863664.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        326 | PA      | $0.00         | 0.00%             | 2034-11-17      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10209954.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3055 | PA      | $3100.77      | 0.00%             | 2026-09-23      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Voya CLO Ltd.                                                                   | Voya CLO Ltd., Series 2020-1A, Class ARR                                                          | CUSIP: 92918EAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   15000000 | PA      | $15011912.40  | 0.50%             | 2034-07-16      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1616132.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        316 | PA      | $312.69       | 0.00%             | 2026-08-24      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                        | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2020-2, Class PT                 | CUSIP: 21056TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2932 | PA      | $2558.89      | 0.00%             | 2045-03-15      | Variable      | 16.26%                | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31391XH93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29949 | PA      | $30209.61     | 0.00%             | 2032-10-01      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991057788.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220236.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6176 | PA      | $6060.05      | 0.00%             | 2026-12-10      | Fixed         | 11.73%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 15 Year                                                                               | CUSIP: 3132D6CM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     534772 | PA      | $512691.54    | 0.02%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4867919.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6047 | PA      | $0.00         | 0.00%             | 2033-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5069032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4912 | PA      | $0.00         | 0.00%             | 2033-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7193396.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1121 | PA      | $3.06         | 0.00%             | 2035-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7291331.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1300 | PA      | $7.00         | 0.00%             | 2035-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7891807.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1579 | PA      | $923.07       | 0.00%             | 2025-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10213964.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4353 | PA      | $4472.03      | 0.00%             | 2026-08-18      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2221919.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1829 | PA      | $1797.04      | 0.00%             | 2026-12-10      | Fixed         | 19.66%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10158390.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8471 | PA      | $8553.57      | 0.00%             | 2026-09-21      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11317083.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4365 | PA      | $4520.78      | 0.00%             | 2027-03-03      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC                       | Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC                                         | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2670400.20   | 0.09%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10291582.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5109 | PA      | $5220.61      | 0.00%             | 2026-10-09      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5002638.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1671 | PA      | $0.15         | 0.00%             | 2033-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2215729.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5795 | PA      | $5681.14      | 0.00%             | 2027-05-09      | Fixed         | 25.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4609493.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1353 | PA      | $0.00         | 0.00%             | 2033-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183590285.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8912 | PA      | $7488.67      | 0.00%             | 2027-07-16      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1705224.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5608 | PA      | $5510.18      | 0.00%             | 2026-09-13      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1650998.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4096 | PA      | $4085.15      | 0.00%             | 2026-11-05      | Fixed         | 12.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5857271.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5828 | PA      | $0.00         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Novelis Corp.                                                                   | Novelis Corp.                                                                                     | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     930000 | PA      | $943043.25    | 0.03%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09238269.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9422 | PA      | $9524.75      | 0.00%             | 2026-06-28      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5775630.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3070 | PA      | $0.10         | 0.00%             | 2034-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of the Philippines                                                     | Philippines Government Bond                                                                       | CUSIP: 718286DG9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    1870000 | PA      | $1993333.42   | 0.07%             | 2035-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5629056.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1056 | PA      | $0.00         | 0.00%             | 2034-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182185437.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7634 | PA      | $7672.41      | 0.00%             | 2027-10-29      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140XKJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991268970.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-11-18      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183970462.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1059 | PA      | $1097.97      | 0.00%             | 2026-12-09      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5114309.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        906 | PA      | $0.00         | 0.00%             | 2033-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7467174.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1084 | PA      | $15.59        | 0.00%             | 2035-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Quikrete Holdings, Inc.                                                         | Quikrete Holdings, Inc., First Lien, CME Term Loan, B2                                            | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     116028 | PA      | $116295.03    | 0.00%             | 2029-03-19      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184064152.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14835 | PA      | $1285.64      | 0.00%             | 2028-10-13      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1866351.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        754 | PA      | $742.80       | 0.00%             | 2026-10-19      | Fixed         | 22.85%                | No            |                  3 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                     | Bank Gospodarstwa Krajowego                                                                       | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |     940000 | PA      | $983368.38    | 0.03%             | 2033-05-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8194482.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10066 | PA      | $6994.05      | 0.00%             | 2026-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31403FNF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17087 | PA      | $17273.09     | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31407NRE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      48316 | PA      | $50048.04     | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991139342.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-12-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Flash Charm, Inc.                                                               | Flash Charm, Inc., First Lien, CME Term Loan, B2                                                  | CUSIP: 45168RAT0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     350735 | PA      | $314345.81    | 0.01%             | 2028-03-02      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1706882.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1187 | PA      | $1172.13      | 0.00%             | 2026-09-13      | Fixed         | 17.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7280624.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1131 | PA      | $104.09       | 0.00%             | 2035-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4655501.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3366 | PA      | $0.07         | 0.00%             | 2033-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31413DD61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12203 | PA      | $12674.88     | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                               | American Electric Power Co., Inc., Series C                                                       | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    3265000 | PA      | $3273900.39   | 0.11%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1658550.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3873 | PA      | $3861.27      | 0.00%             | 2026-11-02      | Fixed         | 9.45%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1991890.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1091 | PA      | $1071.61      | 0.00%             | 2026-11-08      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                             | Citigroup Commercial Mortgage Trust, Series 2016-P4, Class A2                                     | CUSIP: 29429EAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1954820 | PA      | $1943710.78   | 0.06%             | 2049-07-10      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Spectris                                                                        | Spectris plc, First Lien, CME Term Loan                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      35608 | PA      | $35741.75     | 0.00%             | 2032-09-24      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991140034.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-02-24      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1615073.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1233 | PA      | $0.00         | 0.00%             | 2026-09-03      | Fixed         | 30.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2198465.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2190 | PA      | $2144.59      | 0.00%             | 2027-05-09      | Fixed         | 24.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7667343.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1280 | PA      | $17.21        | 0.00%             | 2035-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5832876.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        888 | PA      | $0.05         | 0.00%             | 2034-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| EquipmentShare.com, Inc.                                                        | EquipmentShare.com, Inc.                                                                          | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1121578.41   | 0.04%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                              | General Motors Financial Co., Inc.                                                                | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     980000 | PA      | $977804.62    | 0.03%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1877933.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        667 | PA      | $656.56       | 0.00%             | 2026-10-19      | Fixed         | 16.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6666031.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1690 | PA      | $0.00         | 0.00%             | 2034-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Benchmark Mortgage Trust                                                        | Benchmark Mortgage Trust, Series 2020-B17, Class A2                                               | CUSIP: 08162MAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4702207 | PA      | $4448708.92   | 0.15%             | 2053-03-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8062731.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12872 | PA      | $12191.54     | 0.00%             | 2026-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31412XSX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22008 | PA      | $22858.75     | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5876942.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11879 | PA      | $0.00         | 0.00%             | 2034-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6541945.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6200 | PA      | $0.33         | 0.00%             | 2034-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3471911 | PA      | $3008612.84   | 0.10%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2071863.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1479 | PA      | $1459.69      | 0.00%             | 2027-04-18      | Fixed         | 19.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1994443.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3460 | PA      | $3395.43      | 0.00%             | 2026-11-08      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                  | Morgan Stanley Capital I Trust, Series 2016-BNK2, Class A4                                        | CUSIP: 61690YBU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2266000 | PA      | $2212754.89   | 0.07%             | 2049-11-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10916969.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3685 | PA      | $3792.01      | 0.00%             | 2027-01-08      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11335385.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1109 | PA      | $1111.35      | 0.00%             | 2026-09-04      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5884756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        787 | PA      | $0.00         | 0.00%             | 2034-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174084354.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2643 | PA      | $2642.08      | 0.00%             | 2026-01-26      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6538002.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1103 | PA      | $0.00         | 0.00%             | 2034-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1999817.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1932 | PA      | $1894.73      | 0.00%             | 2026-11-08      | Fixed         | 23.27%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 15 Year                                                                               | CUSIP: 3133L8KH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.01         | 0.00%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09778451.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8079 | PA      | $8355.78      | 0.00%             | 2026-11-20      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4866709.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1837 | PA      | $0.13         | 0.00%             | 2033-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                         | AS Mileage Plan IP Ltd., First Lien, Initial CME Term Loan                                        | CUSIP: G0541TAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     552550 | PA      | $555312.65    | 0.02%             | 2031-10-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1996843.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3269 | PA      | $3206.13      | 0.00%             | 2026-11-08      | Fixed         | 24.19%                | No            |                  3 | On Loan: No      |
| Cogent Communications Group LLC / Cogent Finance, Inc.                          | Cogent Communications Group LLC / Cogent Finance, Inc.                                            | CUSIP: 19240WAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     900000 | PA      | $860592.87    | 0.03%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings, Inc.                                                           | WEC US Holdings, Inc., First Lien, Initial CME Term Loan                                          | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |     106069 | PA      | $106434.16    | 0.00%             | 2031-01-27      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6047712.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8819 | PA      | $1.38         | 0.00%             | 2034-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Southern Veterinary Partners LLC                                                | Southern Veterinary Partners LLC, First Lien, 2025 New CME Term Loan                              | CUSIP: 84410HAQ3<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |     250000 | PA      | $250122.51    | 0.01%             | 2031-12-04      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2217603.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1899 | PA      | $1874.82      | 0.00%             | 2026-12-09      | Fixed         | 17.91%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11355890.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12333 | PA      | $12484.80     | 0.00%             | 2027-01-07      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Aggreko Holdings, Inc.                                                          | Aggreko Holdings, Inc., First Lien, 2025 Amended USD CME Term Loan                                | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | LU        |      63184 | PA      | $63658.67     | 0.00%             | 2031-05-21      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7115476.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6351 | PA      | $13.94        | 0.00%             | 2035-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5243677.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        199 | PA      | $0.00         | 0.00%             | 2033-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10710819.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2448 | PA      | $2459.14      | 0.00%             | 2027-01-09      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| StoneX Group, Inc.                                                              | StoneX Group, Inc.                                                                                | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |     700000 | PA      | $741973.40    | 0.02%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31407YEJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     134913 | PA      | $140123.89    | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7351853.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5993 | PA      | $70.88        | 0.00%             | 2035-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991269532.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         67 | PA      | $4.65         | 0.00%             | 2026-01-05      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10839237.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        539 | PA      | $539.88       | 0.00%             | 2035-11-15      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1613781.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         82 | PA      | $80.67        | 0.00%             | 2027-06-24      | Fixed         | 20.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1994793.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4472 | PA      | $4383.35      | 0.00%             | 2027-09-08      | Fixed         | 11.10%                | No            |                  3 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                                        | SCIH Salt Holdings, Inc., First Lien, Incremental CME Term Loan, B1                               | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     648310 | PA      | $651515.46    | 0.02%             | 2029-01-31      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Revvity, Inc.                                                                   | Revvity, Inc.                                                                                     | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1572653.36   | 0.05%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2220551.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        596 | PA      | $582.87       | 0.00%             | 2026-12-10      | Fixed         | 8.19%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991480124.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-11-18      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| WRKCo, Inc.                                                                     | WRKCo, Inc.                                                                                       | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4189845.69   | 0.14%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7254528.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2827 | PA      | $20.84        | 0.00%             | 2035-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11277041.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10687 | PA      | $11236.99     | 0.00%             | 2027-04-30      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| NCL Corp. Ltd.                                                                  | NCL Corp. Ltd.                                                                                    | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     600000 | PA      | $616911.60    | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5743913.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14974 | PA      | $0.36         | 0.00%             | 2034-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8143486.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4836 | PA      | $67.41        | 0.00%             | 2026-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31418ELU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183430694.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10593 | PA      | $0.00         | 0.00%             | 2026-11-23      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6140493.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        186 | PA      | $0.04         | 0.00%             | 2034-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183987324.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5583 | PA      | $5729.39      | 0.00%             | 2026-12-09      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5655805.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9103 | PA      | $0.00         | 0.00%             | 2034-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 181832576.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8067 | PA      | $8344.01      | 0.00%             | 2026-10-21      | Fixed         | 27.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11266733.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7257 | PA      | $7349.22      | 0.00%             | 2026-12-30      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182763696.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4950 | PA      | $5075.58      | 0.00%             | 2026-11-01      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6143114.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1454 | PA      | $0.00         | 0.00%             | 2034-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991120297.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1095 | PA      | $837.10       | 0.00%             | 2027-03-23      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DM2M6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991118360.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-11-19      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7387351.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1437 | PA      | $18.62        | 0.00%             | 2035-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4935340.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         81 | PA      | $0.02         | 0.00%             | 2033-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7811350.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1178 | PA      | $870.43       | 0.00%             | 2035-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182419678.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8818 | PA      | $8957.49      | 0.00%             | 2027-04-25      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5756660.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17332 | PA      | $0.34         | 0.00%             | 2034-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Owens Corning                                                                   | Owens Corning                                                                                     | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6373543.74   | 0.21%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7375109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      55481 | PA      | $10530.67     | 0.00%             | 2035-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5442439.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1242 | PA      | $0.00         | 0.00%             | 2033-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America Corp.                                                           | Bank of America Corp.                                                                             | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6700000 | PA      | $6232953.32   | 0.21%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183010490.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6457 | PA      | $6418.89      | 0.00%             | 2026-11-08      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182373053.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5794 | PA      | $5899.80      | 0.00%             | 2026-10-22      | Fixed         | 20.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5294931.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        875 | PA      | $0.21         | 0.00%             | 2033-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5068585.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2845 | PA      | $0.08         | 0.00%             | 2033-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 15 Year                                                                                     | CUSIP: 31418FFX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     490267 | PA      | $475155.95    | 0.02%             | 2039-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4967874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6630 | PA      | $0.00         | 0.00%             | 2033-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDIO                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |  168300000 | PA      | $1624021.04   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3133KLWQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3796685 | PA      | $3083054.34   | 0.10%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1876421.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2567 | PA      | $2525.23      | 0.00%             | 2027-03-27      | Fixed         | 26.08%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09379010.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4861 | PA      | $4985.01      | 0.00%             | 2026-07-04      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO Bank NV                                                                                  | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    2500000 | PA      | $2544648.45   | 0.08%             | 2027-09-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6786396.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6516 | PA      | $10.11        | 0.00%             | 2034-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31298YYH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      28860 | PA      | $29916.57     | 0.00%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7377495.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4729 | PA      | $2133.88      | 0.00%             | 2035-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 15 Year                                                                               | CUSIP: 3132D6BZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     346675 | PA      | $332366.18    | 0.01%             | 2037-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5769375.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2824 | PA      | $0.15         | 0.00%             | 2034-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Boston Scientific Corp.                                                         | Boston Scientific Corp.                                                                           | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5634244.14   | 0.19%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5149258.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2200 | PA      | $0.00         | 0.00%             | 2033-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183731402.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5209 | PA      | $5301.92      | 0.00%             | 2026-12-13      | Fixed         | 19.44%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10776411.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8933 | PA      | $9026.88      | 0.00%             | 2026-12-09      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183867910.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5223 | PA      | $5369.72      | 0.00%             | 2026-12-07      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7587356.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2162 | PA      | $39.08        | 0.00%             | 2035-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1876728.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4103 | PA      | $4041.56      | 0.00%             | 2026-10-19      | Fixed         | 23.57%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991218283.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3301 | PA      | $2295.45      | 0.00%             | 2027-06-27      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7633493.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        549 | PA      | $379.36       | 0.00%             | 2035-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7617327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20647 | PA      | $13263.39     | 0.00%             | 2035-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5312989.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        886 | PA      | $0.00         | 0.00%             | 2033-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7518279.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        848 | PA      | $10.74        | 0.00%             | 2035-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1606587.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10861 | PA      | $10697.62     | 0.00%             | 2026-08-23      | Fixed         | 14.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1992891.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2129 | PA      | $2088.21      | 0.00%             | 2026-11-08      | Fixed         | 10.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4649299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        109 | PA      | $0.00         | 0.00%             | 2033-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1877594.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1081 | PA      | $1065.67      | 0.00%             | 2026-10-19      | Fixed         | 24.95%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184013288.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8583 | PA      | $8882.78      | 0.00%             | 2027-04-10      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5824064.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16472 | PA      | $0.00         | 0.00%             | 2034-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Metropolitan Life Global Funding I                                              | Metropolitan Life Global Funding I                                                                | CUSIP: 592179KF1<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   10300000 | PA      | $10517495.73  | 0.35%             | 2028-01-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1645256.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2159 | PA      | $2182.12      | 0.00%             | 2026-10-27      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4931889.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1469 | PA      | $0.09         | 0.00%             | 2033-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CSL Finance plc                                                                 | CSL Finance plc                                                                                   | CUSIP: 12661PAC3<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    6500000 | PA      | $6404465.41   | 0.21%             | 2032-04-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8050308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3444 | PA      | $2108.91      | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8209494.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2245 | PA      | $1954.77      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8101696.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1959 | PA      | $1764.81      | 0.00%             | 2026-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2214689.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1224 | PA      | $1200.54      | 0.00%             | 2026-12-09      | Fixed         | 24.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706147.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1394 | PA      | $1369.92      | 0.00%             | 2026-09-13      | Fixed         | 23.21%                | No            |                  3 | On Loan: No      |
| UBS Group AG                                                                    | UBS Group AG                                                                                      | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    6500000 | PA      | $6727175.65   | 0.22%             | 2030-02-08      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2217138.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2270 | PA      | $2246.67      | 0.00%             | 2026-12-09      | Fixed         | 32.58%                | No            |                  3 | On Loan: No      |
| DaVita, Inc.                                                                    | DaVita, Inc.                                                                                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4736100.39   | 0.16%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2074643.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5180 | PA      | $5088.95      | 0.00%             | 2026-11-18      | Fixed         | 10.22%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182412380.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2957 | PA      | $3019.46      | 0.00%             | 2026-11-01      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8208651.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1258 | PA      | $982.70       | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140QNQ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                 | BRAVO Residential Funding Trust, Series 2019-2, Class A3                                          | CUSIP: 10568LAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2292169 | PA      | $2203830.61   | 0.07%             | 2044-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991036718.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-11-11      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 15 Year                                                                                     | CUSIP: 3140XGDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31379MEJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2353 | PA      | $2434.83      | 0.00%             | 2028-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8162406.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3360 | PA      | $45.21        | 0.00%             | 2026-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4638327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8661 | PA      | $0.27         | 0.00%             | 2033-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5772616.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10404 | PA      | $0.00         | 0.00%             | 2034-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8078299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1275 | PA      | $25.67        | 0.00%             | 2026-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183095344.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11062 | PA      | $11175.41     | 0.00%             | 2026-11-24      | Fixed         | 13.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2070708.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4989 | PA      | $4881.82      | 0.00%             | 2026-11-18      | Fixed         | 7.71%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1614751.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3427 | PA      | $3383.42      | 0.00%             | 2026-08-24      | Fixed         | 17.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4836929.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6637 | PA      | $0.00         | 0.00%             | 2033-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1657476.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4172 | PA      | $4190.15      | 0.00%             | 2026-11-01      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8190250.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1240 | PA      | $1213.98      | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31413B4V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15058 | PA      | $15672.60     | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31383JQK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3172 | PA      | $3294.03      | 0.00%             | 2029-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991298103.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-01-22      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991284608.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        142 | PA      | $0.00         | 0.00%             | 2030-10-04      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5914346.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        208 | PA      | $0.00         | 0.00%             | 2034-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182925771.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15255 | PA      | $15569.35     | 0.00%             | 2027-05-12      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5805490.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        629 | PA      | $0.00         | 0.00%             | 2034-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1992549.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3424 | PA      | $3357.97      | 0.00%             | 2026-11-08      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219804.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1906 | PA      | $138.85       | 0.00%             | 2027-07-10      | Fixed         | 10.44%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11779303.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2950 | PA      | $2963.90      | 0.00%             | 2027-02-11      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Wells Fargo & Co.                                                               | Wells Fargo & Co.                                                                                 | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7831862.40   | 0.26%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1878489.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        585 | PA      | $438.33       | 0.00%             | 2026-10-19      | Fixed         | 30.93%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10315402.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8017 | PA      | $8484.07      | 0.00%             | 2027-05-30      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074265.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2994 | PA      | $2954.70      | 0.00%             | 2026-11-18      | Fixed         | 29.67%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991047307.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Home Partners of America Trust                                                  | Home Partners of America Trust, Series 2021-2, Class B                                            | CUSIP: 43732VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15225275 | PA      | $14829707.42  | 0.49%             | 2026-12-17      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                                    | MH Sub I LLC, First Lien, 2024 December New CME Term Loan                                         | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     315969 | PA      | $255460.79    | 0.01%             | 2031-12-31      | Variable      | 8.21%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7485386.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6846 | PA      | $68.13        | 0.00%             | 2035-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182932552.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4472 | PA      | $3594.35      | 0.00%             | 2026-11-19      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613838.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        211 | PA      | $208.23       | 0.00%             | 2026-08-24      | Fixed         | 13.27%                | No            |                  3 | On Loan: No      |
| San Bernardino Community College District                                       | San Bernardino Community College District, Series 2021                                            | CUSIP: 796720PN4<br>LEI: 549300Y4FPTEP3EQZ007 | Long             | DBT              | MUN               | US        |   20405000 | PA      | $15763764.40  | 0.52%             | 2041-08-01      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| ConnectWise LLC                                                                 | ConnectWise LLC, First Lien, Initial CME Term Loan                                                | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     201923 | PA      | $202463.21    | 0.01%             | 2028-09-29      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| Zais CLO 18 Ltd.                                                                | Zais CLO 18 Ltd., Series 2022-18A, Class A1R                                                      | CUSIP: 98885NAS2<br>LEI: 549300PRQCSTFU7VEI08 | Long             | ABS-CBDO         | CORP              | KY        |   10500000 | PA      | $10502625.00  | 0.35%             | 2037-10-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                              | Southern Co. (The), Series A                                                                      | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   10500000 | PA      | $10257450.32  | 0.34%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7777312.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        496 | PA      | $12.29        | 0.00%             | 2035-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991176181.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          2 | PA      | $2.14         | 0.00%             | 2030-09-23      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                                    | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     542000 | PA      | $568691.09    | 0.02%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2071288.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1468 | PA      | $1452.55      | 0.00%             | 2027-04-18      | Fixed         | 18.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5878878.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        429 | PA      | $0.00         | 0.00%             | 2034-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Ares LXV CLO Ltd.                                                               | Ares LXV CLO Ltd., Series 2022-65A, Class A1R                                                     | CUSIP: 04019FAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   14850000 | PA      | $14850000.00  | 0.49%             | 2034-07-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128M4YJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      72257 | PA      | $76762.75     | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1654759.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1276 | PA      | $1272.03      | 0.00%             | 2026-11-19      | Fixed         | 11.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5270493.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1448 | PA      | $0.03         | 0.00%             | 2033-11-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1605896.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9060 | PA      | $7050.83      | 0.00%             | 2026-08-23      | Fixed         | 25.03%                | No            |                  3 | On Loan: No      |
| Openlane, Inc.                                                                  | Openlane, Inc., First Lien, 2025 Incremental CME Term Loan                                        | CUSIP: 68373AAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     250000 | PA      | $250625.00    | 0.01%             | 2032-10-01      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4725524.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19384 | PA      | $1.22         | 0.00%             | 2033-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5472763.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2711 | PA      | $0.10         | 0.00%             | 2033-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991025029.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         31 | PA      | $17.35        | 0.00%             | 2030-11-09      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6000281.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        394 | PA      | $0.04         | 0.00%             | 2034-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162286.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991055480.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-11-08      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5167520.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        792 | PA      | $0.03         | 0.00%             | 2033-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hertz Corp. (The)                                                               | Hertz Corp. (The), First Lien, Initial CME Term Loan, B                                           | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |     187997 | PA      | $156440.89    | 0.01%             | 2028-06-30      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 50 Ltd.                                      | Neuberger Berman Loan Advisers CLO 50 Ltd., Series 2022-50A, Class AR                             | CUSIP: 64134VAQ9<br>LEI: 549300UMYON6L2REF246 | Long             | ABS-CBDO         | CORP              | JE        |    2525000 | PA      | $2526257.26   | 0.08%             | 2036-07-23      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1879016.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9788 | PA      | $714.22       | 0.00%             | 2027-03-19      | Fixed         | 10.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6878251.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15208 | PA      | $25.35        | 0.00%             | 2035-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GoldenTree Loan Management US CLO 11 Ltd.                                       | GoldenTree Loan Management US CLO 11 Ltd., Series 2021-11A, Class AR                              | CUSIP: 38138KAL4<br>LEI: 549300TMEEKUOKVHYV65 | Long             | ABS-CBDO         | CORP              | KY        |   15590000 | PA      | $15601731.00  | 0.52%             | 2034-10-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184114198.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7923 | PA      | $7973.21      | 0.00%             | 2026-12-14      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | Burlington Northern Santa Fe LLC                                                                  | CUSIP: 12189TAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3459986.45   | 0.11%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4903860.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2263 | PA      | $0.06         | 0.00%             | 2033-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09708684.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12212 | PA      | $12633.98     | 0.00%             | 2026-08-24      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7794833.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         88 | PA      | $50.27        | 0.00%             | 2035-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7726762.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3409 | PA      | $47.58        | 0.00%             | 2035-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10480296.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        494 | PA      | $497.17       | 0.00%             | 2026-02-12      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11800371.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7716 | PA      | $1320.79      | 0.00%             | 2027-10-10      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Verus Securitization Trust                                                      | Verus Securitization Trust, Series 2023-6, Class A1                                               | CUSIP: 92539XAA2<br>LEI: 984500915DDB7T2ACA27 | Long             | ABS-MBS          | CORP              | US        |     544741 | PA      | $550781.41    | 0.02%             | 2068-09-25      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140XKG20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29917107 | PA      | $27607908.02  | 0.92%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                          | Merrill Lynch Mortgage Investors Trust, Series 2003-A, Class 1A                                   | CUSIP: 589929F94<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      57695 | PA      | $56262.66     | 0.00%             | 2028-03-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991226484.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        175 | PA      | $12.43        | 0.00%             | 2030-08-10      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991262392.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-11-16      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Central Parent LLC                                                              | Central Parent LLC, First Lien, 2024 Refinancing CME Term Loan                                    | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     762300 | PA      | $630018.08    | 0.02%             | 2029-07-06      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7527745.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        201 | PA      | $3.42         | 0.00%             | 2035-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6776773.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      57840 | PA      | $1.34         | 0.00%             | 2034-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| 24 Hour Fitness Worldwide, Inc.                                                 | 24 Hour Fitness Worldwide, Inc.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      83833 | NS      | $3562.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183699303.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7144 | PA      | $0.00         | 0.00%             | 2026-12-02      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31404WVM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1853 | PA      | $1939.68      | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6261595.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26584 | PA      | $2.08         | 0.00%             | 2034-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Carnival Corp.                                                                  | Carnival Corp.                                                                                    | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    1800000 | PA      | $1855170.00   | 0.06%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8165070.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        200 | PA      | $199.47       | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 15 Year                                                                               | CUSIP: 3132D6BX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2985647 | PA      | $2809891.84   | 0.09%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991418802.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         96 | PA      | $21.13        | 0.00%             | 2028-02-10      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09708763.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4192 | PA      | $4282.15      | 0.00%             | 2026-08-10      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 172960729.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7286 | PA      | $0.00         | 0.00%             | 2025-12-19      | Fixed         | 14.02%                | No            |                  3 | On Loan: No      |
| Dominican Republic                                                              | Dominican Republic Government Bond                                                                | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1200000 | PA      | $1281780.00   | 0.04%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2216795.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5702 | PA      | $5581.60      | 0.00%             | 2027-05-09      | Fixed         | 26.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073684.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2476 | PA      | $2423.14      | 0.00%             | 2026-11-18      | Fixed         | 7.58%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11789582.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5271 | PA      | $1812.46      | 0.00%             | 2027-02-11      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| First Student Bidco, Inc.                                                       | First Student Bidco, Inc., First Lien, CME Term Loan, C                                           | CUSIP: 33718FAP5<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |     125490 | PA      | $125788.21    | 0.00%             | 2030-08-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1994293.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        519 | PA      | $509.85       | 0.00%             | 2026-11-08      | Fixed         | 30.31%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31402RDF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      45920 | PA      | $48316.68     | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4928795.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18247 | PA      | $0.00         | 0.00%             | 2033-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7176877.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1630 | PA      | $126.94       | 0.00%             | 2035-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2005-122, Class FN                                                                   | CUSIP: 31394VEX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     362660 | PA      | $359393.95    | 0.01%             | 2036-01-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                | CVS Health Corp.                                                                                  | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5140769.45   | 0.17%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2070592.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        293 | PA      | $289.11       | 0.00%             | 2026-11-18      | Fixed         | 31.39%                | No            |                  3 | On Loan: No      |
| Radar Bidco SARL                                                                | Radar Bidco SARL, First Lien, CME Term Loan, B3                                                   | CUSIP: L7781HAE9<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     187767 | PA      | $189410.00    | 0.01%             | 2031-04-04      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7855369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3143 | PA      | $84.02        | 0.00%             | 2025-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6935864.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2480 | PA      | $201.00       | 0.00%             | 2035-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Amgen, Inc.                                                                     | Amgen, Inc.                                                                                       | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   14300000 | PA      | $14811668.73  | 0.49%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6622368.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2757 | PA      | $0.06         | 0.00%             | 2034-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hyundai Capital America                                                         | Hyundai Capital America                                                                           | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1644340.48   | 0.05%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31385HJ45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8146 | PA      | $8092.82      | 0.00%             | 2033-06-01      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183238822.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6757 | PA      | $6749.68      | 0.00%             | 2026-11-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3133KNGQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7296106.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        659 | PA      | $3.75         | 0.00%             | 2035-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283HSW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3412 | PA      | $3562.87      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5936987.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        631 | PA      | $0.00         | 0.00%             | 2034-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5564400.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4180 | PA      | $0.22         | 0.00%             | 2033-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6424077.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3020 | PA      | $0.03         | 0.00%             | 2034-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7097160.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        773 | PA      | $3.07         | 0.00%             | 2035-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991143330.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-09      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8007319.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12785 | PA      | $168.28       | 0.00%             | 2026-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09447903.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11064 | PA      | $2449.12      | 0.00%             | 2027-06-30      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6584579.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        136 | PA      | $0.04         | 0.00%             | 2034-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Sedgwick Claims Management Services, Inc.                                       | Sedgwick Claims Management Services, Inc., First Lien, 2024 CME Term Loan                         | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |     309694 | PA      | $309974.77    | 0.01%             | 2031-07-31      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7619618.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2757 | PA      | $37.41        | 0.00%             | 2035-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991102474.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2500 | PA      | $2452.39      | 0.00%             | 2028-11-16      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182999628.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3641 | PA      | $3661.62      | 0.00%             | 2026-11-15      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184040777.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4594 | PA      | $889.50       | 0.00%             | 2027-04-24      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7692666.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        364 | PA      | $178.46       | 0.00%             | 2035-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Venture 41 CLO Ltd.                                                             | Venture 41 CLO Ltd., Series 2021-41A, Class A1RR                                                  | CUSIP: 92326JAW2<br>LEI: 549300Q6VG2813TG2830 | Long             | ABS-CBDO         | CORP              | KY        |    5450000 | PA      | $5455704.90   | 0.18%             | 2034-01-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7687178.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        908 | PA      | $575.10       | 0.00%             | 2035-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183618524.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8035 | PA      | $8325.73      | 0.00%             | 2026-11-30      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2218003.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        594 | PA      | $582.47       | 0.00%             | 2026-12-09      | Fixed         | 23.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7587250.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        750 | PA      | $14.81        | 0.00%             | 2035-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1613128.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12441 | PA      | $12287.37     | 0.00%             | 2026-08-24      | Fixed         | 21.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1410769.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        998 | PA      | $980.42       | 0.00%             | 2026-07-09      | Fixed         | 17.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5808150.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1070 | PA      | $0.00         | 0.00%             | 2034-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991322358.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-03-23      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1876658.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1226 | PA      | $1209.71      | 0.00%             | 2026-11-11      | Fixed         | 27.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5644959.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10493 | PA      | $0.32         | 0.00%             | 2034-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                      | J.P. Morgan Mortgage Trust, Series 2021-15, Class A4                                              | CUSIP: 46654TAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5963929 | PA      | $5341386.54   | 0.18%             | 2052-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                      | Air Canada, First Lien, CME Term Loan                                                             | CUSIP: C0102MAS4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |      87611 | PA      | $87928.37     | 0.00%             | 2031-03-21      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6601765.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2098 | PA      | $0.00         | 0.00%             | 2034-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7016321.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      38547 | PA      | $101.40       | 0.00%             | 2035-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Delek US Holdings, Inc.                                                         | Delek US Holdings, Inc., First Lien, CME Term Loan, B                                             | CUSIP: 24664GAF8<br>LEI: 5493003O53JMENV1N385 | Long             | LON              | CORP              | US        |     448846 | PA      | $448915.72    | 0.01%             | 2029-11-09      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7828520.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2729 | PA      | $52.92        | 0.00%             | 2035-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991357205.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-12-11      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31411EL96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     129100 | PA      | $132675.48    | 0.00%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F0626B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   54000000 | PA      | $55924613.46  | 1.86%             | 2055-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31406C6X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     254380 | PA      | $251838.52    | 0.01%             | 2033-08-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                      | JPMBB Commercial Mortgage Securities Trust, Series 2016-C1, Class A5                              | CUSIP: 46645LAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4544765 | PA      | $4532395.97   | 0.15%             | 2049-03-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6814032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        673 | PA      | $1.14         | 0.00%             | 2035-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7121176.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3277 | PA      | $11.42        | 0.00%             | 2035-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1997293.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1500 | PA      | $881.09       | 0.00%             | 2026-11-08      | Fixed         | 14.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8208433.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3727 | PA      | $81.55        | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7224046.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10340 | PA      | $1059.15      | 0.00%             | 2035-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183239325.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6598 | PA      | $0.00         | 0.00%             | 2026-11-16      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 15 Year                                                                                     | CUSIP: 31418ECV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7957892.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1916 | PA      | $937.53       | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8119560.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8595 | PA      | $144.35       | 0.00%             | 2026-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1992016.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19628 | PA      | $3008.73      | 0.00%             | 2027-04-08      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2070830.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1745 | PA      | $9.13         | 0.00%             | 2026-11-18      | Fixed         | 31.00%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31406M3E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     113840 | PA      | $115370.15    | 0.00%             | 2035-04-01      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7957811.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        337 | PA      | $5.83         | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183369356.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1691 | PA      | $1712.99      | 0.00%             | 2026-11-29      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Synopsys, Inc.                                                                  | Synopsys, Inc.                                                                                    | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $5515081.67   | 0.18%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12236483.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13874 | PA      | $14262.81     | 0.00%             | 2027-03-13      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182737896.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6096 | PA      | $6204.42      | 0.00%             | 2026-11-15      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5696224.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4134 | PA      | $0.00         | 0.00%             | 2034-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Asurion LLC                                                                     | Asurion LLC, Second Lien, New CME Term Loan, B4                                                   | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     113780 | PA      | $108794.16    | 0.00%             | 2029-01-19      | Variable      | 9.33%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2073759.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        434 | PA      | $323.87       | 0.00%             | 2026-11-18      | Fixed         | 25.15%                | No            |                  3 | On Loan: No      |
| Southern Gas Corridor CJSC                                                      | Southern Gas Corridor CJSC                                                                        | CUSIP: N/A<br>LEI: 213800DG58KG59XY6318       | Long             | DBT              | NUSS              | AZ        |    1250000 | PA      | $1263717.45   | 0.04%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4839716.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        727 | PA      | $0.00         | 0.00%             | 2033-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                               | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18050000 | PA      | $18298187.50  | 0.61%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDIT                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   16900000 | PA      | $988463.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5034542.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3605 | PA      | $0.00         | 0.00%             | 2033-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7518657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1292 | PA      | $683.53       | 0.00%             | 2035-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5571610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10025 | PA      | $0.08         | 0.00%             | 2033-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7528450.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        316 | PA      | $3.27         | 0.00%             | 2035-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Franklin Institutional U.S. Government Money Market Fund                        | Franklin Institutional U.S. Government Money Market Fund                                          | CUSIP: 457756500<br>LEI: 549300M4TP89K77LG374 | Long             | STIV             | RF                | US        |   51896906 | NS      | $51896905.52  | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6788880.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        372 | PA      | $0.00         | 0.00%             | 2034-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5474033.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1011 | PA      | $0.00         | 0.00%             | 2033-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6366494.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        403 | PA      | $0.06         | 0.00%             | 2034-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2218260.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2353 | PA      | $2309.42      | 0.00%             | 2026-12-09      | Fixed         | 25.70%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183287872.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3057 | PA      | $3125.80      | 0.00%             | 2026-11-18      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7657540.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2992 | PA      | $677.33       | 0.00%             | 2035-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                    | Avolon Holdings Funding Ltd.                                                                      | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    3265000 | PA      | $3281683.11   | 0.11%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6244954.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8954 | PA      | $0.00         | 0.00%             | 2034-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5780239.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7900 | PA      | $0.00         | 0.00%             | 2034-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1615354.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5212 | PA      | $5152.06      | 0.00%             | 2027-01-24      | Fixed         | 31.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5564739.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4014 | PA      | $0.48         | 0.00%             | 2033-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Rocket Cos., Inc.                                                               | Rocket Cos., Inc.                                                                                 | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1121203.50   | 0.04%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6270889.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1378 | PA      | $0.00         | 0.00%             | 2034-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4999801.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7631 | PA      | $0.19         | 0.00%             | 2033-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8023989.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4836 | PA      | $2334.64      | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5383396.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        105 | PA      | $0.04         | 0.00%             | 2033-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183253428.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6720 | PA      | $6979.73      | 0.00%             | 2026-11-17      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182337953.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4387 | PA      | $4416.20      | 0.00%             | 2026-10-17      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4606489.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12498 | PA      | $0.00         | 0.00%             | 2033-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7974096.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7166 | PA      | $79.66        | 0.00%             | 2026-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5539742.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3222 | PA      | $0.22         | 0.00%             | 2033-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183067587.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6070 | PA      | $6144.94      | 0.00%             | 2026-12-02      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183676944.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1888 | PA      | $1895.26      | 0.00%             | 2026-12-01      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1649653.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1759 | PA      | $1778.86      | 0.00%             | 2026-10-28      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| Cheniere Energy, Inc.                                                           | Cheniere Energy, Inc.                                                                             | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1696712.47   | 0.06%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1659142.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2656 | PA      | $2662.21      | 0.00%             | 2026-12-29      | Fixed         | 14.60%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10127112.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3406 | PA      | $3455.07      | 0.00%             | 2026-08-21      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8032785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        241 | PA      | $233.79       | 0.00%             | 2026-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2215319.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1353 | PA      | $1325.77      | 0.00%             | 2026-12-09      | Fixed         | 21.51%                | No            |                  3 | On Loan: No      |
| Citigroup, Inc.                                                                 | Citigroup, Inc.                                                                                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7379271.52   | 0.25%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6297788.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        884 | PA      | $0.09         | 0.00%             | 2034-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hess Midstream Operations LP                                                    | Hess Midstream Operations LP                                                                      | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5700000 | PA      | $5910689.10   | 0.20%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6836010.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3628 | PA      | $2.42         | 0.00%             | 2035-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6010749.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1573 | PA      | $0.00         | 0.00%             | 2034-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| COLT Mortgage Loan Trust                                                        | COLT Mortgage Loan Trust, Series 2022-4, Class A1                                                 | CUSIP: 19685GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2427251 | PA      | $2420496.77   | 0.08%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10244251.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11812 | PA      | $12349.27     | 0.00%             | 2027-09-28      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991298110.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-12-15      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5135989.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6343 | PA      | $0.00         | 0.00%             | 2033-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6943747.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15422 | PA      | $4.93         | 0.00%             | 2035-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1656207.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12994 | PA      | $13125.49     | 0.00%             | 2027-05-27      | Fixed         | 23.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5917893.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14136 | PA      | $0.59         | 0.00%             | 2034-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991304451.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-12-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1995371.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1082 | PA      | $1062.13      | 0.00%             | 2026-11-08      | Fixed         | 12.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4606620.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        668 | PA      | $0.00         | 0.00%             | 2033-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5184669.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3872 | PA      | $0.18         | 0.00%             | 2033-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5145759.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11012 | PA      | $0.85         | 0.00%             | 2033-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Zegona Finance plc                                                              | Zegona Finance plc                                                                                | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    5400000 | PA      | $5753586.60   | 0.19%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2213576.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1193 | PA      | $1172.98      | 0.00%             | 2026-12-09      | Fixed         | 22.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7693971.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8978 | PA      | $224.75       | 0.00%             | 2035-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140XJCW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5894049.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5935 | PA      | $0.13         | 0.00%             | 2034-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991148239.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        207 | PA      | $184.40       | 0.00%             | 2026-09-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4626040.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5792 | PA      | $0.23         | 0.00%             | 2033-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5927683.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4609 | PA      | $0.00         | 0.00%             | 2034-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183721314.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5167 | PA      | $5191.13      | 0.00%             | 2026-12-03      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5045876.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6187 | PA      | $0.00         | 0.00%             | 2033-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6864423.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8861 | PA      | $9.74         | 0.00%             | 2035-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8076225.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        881 | PA      | $831.33       | 0.00%             | 2026-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6502765.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2342 | PA      | $0.00         | 0.00%             | 2034-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7407628.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        707 | PA      | $8.60         | 0.00%             | 2035-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6937698.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1399 | PA      | $3.67         | 0.00%             | 2035-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Highline Aftermarket Acquisition LLC                                            | Highline Aftermarket Acquisition LLC, First Lien, 2025-1 CME Term Loan                            | CUSIP: 43110HAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     124756 | PA      | $125302.70    | 0.00%             | 2030-02-13      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09029834.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2280 | PA      | $2308.22      | 0.00%             | 2026-06-18      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2075442.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3199 | PA      | $3146.95      | 0.00%             | 2027-04-18      | Fixed         | 22.23%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10214566.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5429 | PA      | $5551.41      | 0.00%             | 2026-08-18      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4675113.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        163 | PA      | $0.00         | 0.00%             | 2033-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991043973.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-08      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5471332.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12560 | PA      | $0.25         | 0.00%             | 2033-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1881295.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2344 | PA      | $710.90       | 0.00%             | 2026-10-19      | Fixed         | 16.28%                | No            |                  3 | On Loan: No      |
| Oracle Corp.                                                                    | Oracle Corp.                                                                                      | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8206355.79   | 0.27%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7895685.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        172 | PA      | $157.93       | 0.00%             | 2025-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7858529.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1491 | PA      | $919.16       | 0.00%             | 2025-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7589355.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1086 | PA      | $20.09        | 0.00%             | 2035-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5093886.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2277 | PA      | $0.07         | 0.00%             | 2033-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Newell Brands, Inc.                                                             | Newell Brands, Inc.                                                                               | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      75000 | PA      | $70687.50     | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10352432.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4374 | PA      | $4409.22      | 0.00%             | 2026-09-01      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                     | Toronto-Dominion Bank (The)                                                                       | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   12000000 | PA      | $12139641.60  | 0.40%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                 | Goldman Sachs Group, Inc. (The)                                                                   | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13497319.65  | 0.45%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                   | Uniform Mortgage-Backed Securities                                                                | CUSIP: 01F0226B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27280000 | PA      | $23165602.03  | 0.77%             | 2055-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                               | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   39300000 | PA      | $26532105.57  | 0.88%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184253510.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4459 | PA      | $0.00         | 0.00%             | 2035-08-21      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 3140XFHM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                       | Rio Tinto Finance USA plc                                                                         | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    9700000 | PA      | $10006134.72  | 0.33%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173604231.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        814 | PA      | $809.46       | 0.00%             | 2026-01-12      | Fixed         | 14.02%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08739403.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3352 | PA      | $3383.75      | 0.00%             | 2026-03-21      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1871080.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1429 | PA      | $1408.61      | 0.00%             | 2026-10-19      | Fixed         | 18.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1621068.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1585 | PA      | $113.63       | 0.00%             | 2026-08-25      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| Invesco CLO Ltd.                                                                | Invesco CLO Ltd., Series 2021-2A, Class AR                                                        | CUSIP: 46149MAL0<br>LEI: 54930008KRIBK4JIR608 | Long             | ABS-CBDO         | CORP              | KY        |   14850000 | PA      | $14853712.50  | 0.49%             | 2034-07-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991105230.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1995866.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1137 | PA      | $1116.58      | 0.00%             | 2026-11-22      | Fixed         | 29.41%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182400546.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1939 | PA      | $1967.03      | 0.00%             | 2026-10-20      | Fixed         | 20.44%                | No            |                  3 | On Loan: No      |
| KnowBe4, Inc.                                                                   | KnowBe4, Inc., First Lien, CME Term Loan                                                          | CUSIP: 49925TAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     281250 | PA      | $281250.00    | 0.01%             | 2032-07-23      | Variable      | 7.59%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8000256.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5956 | PA      | $210.89       | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Republic of South Africa                                                        | South Africa Government Bond                                                                      | CUSIP: 836205AW4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1190000 | PA      | $1204842.48   | 0.04%             | 2027-09-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7902529.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2424 | PA      | $1817.79      | 0.00%             | 2025-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11194668.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7797 | PA      | $7922.93      | 0.00%             | 2027-03-03      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Soliant Lower Intermediate LLC                                                  | Soliant Lower Intermediate LLC, First Lien, Initial CME Term Loan                                 | CUSIP: 83421EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     118467 | PA      | $109434.32    | 0.00%             | 2031-07-18      | Variable      | 7.79%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5805398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2828 | PA      | $0.17         | 0.00%             | 2034-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2217553.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1834 | PA      | $1801.38      | 0.00%             | 2026-12-28      | Fixed         | 16.03%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31404JLV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      48556 | PA      | $49957.62     | 0.00%             | 2034-02-01      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                           | NextEra Energy Capital Holdings, Inc.                                                             | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    7370000 | PA      | $7691434.07   | 0.26%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5581220.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2766 | PA      | $0.00         | 0.00%             | 2033-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1600527.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4570 | PA      | $4493.53      | 0.00%             | 2027-06-24      | Fixed         | 20.35%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 15 Year                                                                                     | CUSIP: 31418EHA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     401316 | PA      | $384745.56    | 0.01%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4625048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        871 | PA      | $0.04         | 0.00%             | 2033-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10756762.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8522 | PA      | $8619.46      | 0.00%             | 2026-11-21      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183809680.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10650 | PA      | $10547.86     | 0.00%             | 2026-12-15      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Signia Aerospace LLC                                                            | Signia Aerospace LLC, First Lien, CME Term Loan                                                   | CUSIP: 82670NAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     296859 | PA      | $297602.98    | 0.01%             | 2031-12-11      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2070733.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1015 | PA      | $1000.46      | 0.00%             | 2026-11-18      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7587494.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        400 | PA      | $261.22       | 0.00%             | 2035-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8050775.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        523 | PA      | $353.72       | 0.00%             | 2026-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7839910.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4316 | PA      | $1994.17      | 0.00%             | 2035-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6641603.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1337 | PA      | $0.01         | 0.00%             | 2034-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CPM Holdings, Inc.                                                              | CPM Holdings, Inc., First Lien, Initial CME Term Loan                                             | CUSIP: 12620BAR1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     319361 | PA      | $318762.02    | 0.01%             | 2028-09-28      | Variable      | 8.63%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DQGL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   44655846 | PA      | $36621636.28  | 1.22%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8106732.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17428 | PA      | $13244.80     | 0.00%             | 2026-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2210120.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1099 | PA      | $1080.12      | 0.00%             | 2026-12-10      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183333541.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6160 | PA      | $6201.31      | 0.00%             | 2026-11-22      | Fixed         | 14.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8124329.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23671 | PA      | $638.28       | 0.00%             | 2026-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6631659.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2159 | PA      | $0.23         | 0.00%             | 2034-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Viper Energy Partners LLC                                                       | Viper Energy Partners LLC                                                                         | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    2194000 | PA      | $2238779.54   | 0.07%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2215565.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1768 | PA      | $1735.04      | 0.00%             | 2026-12-09      | Fixed         | 13.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6506259.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5850 | PA      | $0.53         | 0.00%             | 2034-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2071149.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7301 | PA      | $7222.92      | 0.00%             | 2026-11-18      | Fixed         | 16.73%                | No            |                  3 | On Loan: No      |
| Playtika Holding Corp.                                                          | Playtika Holding Corp., First Lien, CME Term Loan, B1                                             | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |     440400 | PA      | $431513.18    | 0.01%             | 2028-03-13      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7659875.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        291 | PA      | $137.85       | 0.00%             | 2035-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7724116.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        636 | PA      | $379.96       | 0.00%             | 2035-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7822908.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20456 | PA      | $2183.60      | 0.00%             | 2035-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5891388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3614 | PA      | $0.00         | 0.00%             | 2034-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6271434.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        674 | PA      | $0.00         | 0.00%             | 2034-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617016.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3926 | PA      | $3887.51      | 0.00%             | 2026-08-24      | Fixed         | 15.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6215457.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        302 | PA      | $0.00         | 0.00%             | 2034-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Kodiak Gas Services LLC                                                         | Kodiak Gas Services LLC                                                                           | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     250000 | PA      | $257615.00    | 0.01%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2075077.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        796 | PA      | $782.40       | 0.00%             | 2026-11-18      | Fixed         | 11.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1881256.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2860 | PA      | $2811.20      | 0.00%             | 2026-10-19      | Fixed         | 11.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6548015.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2395 | PA      | $0.00         | 0.00%             | 2034-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                               | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   35800000 | PA      | $24529992.10  | 0.81%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7490860.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10209 | PA      | $56.78        | 0.00%             | 2035-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8025368.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         12 | PA      | $7.58         | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Verde Purchaser LLC                                                             | Verde Purchaser LLC, First Lien, Second Refinancing CME Term Loan                                 | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |     438516 | PA      | $422310.92    | 0.01%             | 2030-11-30      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2222196.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1138 | PA      | $183.82       | 0.00%             | 2026-12-10      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 312931PG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     386805 | PA      | $390670.91    | 0.01%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31402YRF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3587 | PA      | $3678.94      | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                      | Baxter International, Inc.                                                                        | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $6559198.88   | 0.22%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184283202.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2607 | PA      | $2657.82      | 0.00%             | 2026-12-20      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31407NQ22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        203 | PA      | $210.37       | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184358622.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4234 | PA      | $4361.77      | 0.00%             | 2026-12-21      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| San Bernardino Community College District                                       | San Bernardino Community College District, Series 2021                                            | CUSIP: 796720PQ7<br>LEI: 549300Y4FPTEP3EQZ007 | Long             | DBT              | MUN               | US        |   11880000 | PA      | $8151056.89   | 0.27%             | 2049-08-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219230.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3465 | PA      | $3420.20      | 0.00%             | 2026-12-10      | Fixed         | 15.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6501410.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2005 | PA      | $0.23         | 0.00%             | 2034-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991270303.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-12-15      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Maximus, Inc.                                                                   | Maximus, Inc., First Lien, CME Term Loan, B                                                       | CUSIP: 57779FAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     201378 | PA      | $202301.72    | 0.01%             | 2031-05-30      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| SHRN Trust                                                                      | SHRN Trust, Series 2025-MF18, Class A                                                             | CUSIP: 82556AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4562000 | PA      | $4567926.04   | 0.15%             | 2040-10-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                         | Quikrete Holdings, Inc., First Lien, CME Term Loan, B3                                            | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     274483 | PA      | $275126.43    | 0.01%             | 2032-02-10      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31411NL54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10502 | PA      | $10884.93     | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1876835.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        284 | PA      | $280.16       | 0.00%             | 2026-10-19      | Fixed         | 19.58%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3484073 | PA      | $3019168.87   | 0.10%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183540100.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2958 | PA      | $0.00         | 0.00%             | 2026-11-30      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6784616.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13566 | PA      | $0.67         | 0.00%             | 2034-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7606959.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        438 | PA      | $5.84         | 0.00%             | 2035-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| OBX Trust                                                                       | OBX Trust, Series 2024-NQM8, Class A1                                                             | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-MBS          | CORP              | US        |    2881719 | PA      | $2919141.89   | 0.10%             | 2064-05-25      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1609138.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3413 | PA      | $3412.33      | 0.00%             | 2026-08-17      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10765319.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1957 | PA      | $1976.35      | 0.00%             | 2026-11-11      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31410YZQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        330 | PA      | $340.56       | 0.00%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5504334.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2881 | PA      | $0.07         | 0.00%             | 2033-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991162953.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        158 | PA      | $151.78       | 0.00%             | 2028-01-27      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6027397.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1633 | PA      | $0.00         | 0.00%             | 2034-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Acrisure LLC                                                                    | Acrisure LLC, First Lien, CME Term Loan, B6                                                       | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |     478071 | PA      | $478370.01    | 0.02%             | 2030-11-06      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283HJ48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        940 | PA      | $983.37       | 0.00%             | 2031-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6993229.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1553 | PA      | $2.67         | 0.00%             | 2035-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Brown & Brown, Inc.                                                             | Brown & Brown, Inc.                                                                               | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $4902800.71   | 0.16%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706223.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4621 | PA      | $2989.73      | 0.00%             | 2026-09-13      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1614273.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3389 | PA      | $3328.15      | 0.00%             | 2027-01-24      | Fixed         | 14.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1997312.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        356 | PA      | $350.02       | 0.00%             | 2026-11-08      | Fixed         | 30.32%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11946533.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1586 | PA      | $1590.85      | 0.00%             | 2026-03-01      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| CACI International, Inc.                                                        | CACI International, Inc.                                                                          | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     450000 | PA      | $468436.50    | 0.02%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                       | Williams Cos., Inc. (The)                                                                         | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3056847.71   | 0.10%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991103237.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-18      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Watco Cos. LLC / Watco Finance Corp.                                            | Watco Cos. LLC / Watco Finance Corp.                                                              | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      80000 | PA      | $82955.60     | 0.00%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4993884.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2371 | PA      | $0.00         | 0.00%             | 2033-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11335531.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5890 | PA      | $6063.38      | 0.00%             | 2027-01-10      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DNNC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.01         | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4850020.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        156 | PA      | $0.00         | 0.00%             | 2033-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| EURO                                                                            | EURO                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |          7 | OU      | $7.79         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6140691.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3669 | PA      | $0.00         | 0.00%             | 2034-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7894898.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1313 | PA      | $35.98        | 0.00%             | 2025-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31407SQM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1357 | PA      | $1387.25      | 0.00%             | 2032-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6987258.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1351 | PA      | $2.20         | 0.00%             | 2035-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Santander UK Group Holdings plc                                                 | Santander UK Group Holdings plc                                                                   | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    6500000 | PA      | $6394292.19   | 0.21%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                                 | JH North America Holdings, Inc.                                                                   | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     175000 | PA      | $178598.88    | 0.01%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31388LQM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13473 | PA      | $13937.85     | 0.00%             | 2031-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8207770.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2680 | PA      | $59.81        | 0.00%             | 2026-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10606291.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        600 | PA      | $601.68       | 0.00%             | 2027-01-28      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991174170.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-25      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| TransDigm, Inc.                                                                 | TransDigm, Inc.                                                                                   | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     140000 | PA      | $142366.42    | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128KFUZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        777 | PA      | $817.32       | 0.00%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                  | DTE Energy Co.                                                                                    | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    6700000 | PA      | $6814770.67   | 0.23%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09132903.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5357 | PA      | $4523.90      | 0.00%             | 2026-10-31      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPMorgan Chase & Co.                                                                              | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   17100000 | PA      | $17272051.48  | 0.57%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183966000.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1782 | PA      | $1845.06      | 0.00%             | 2026-12-09      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7216608.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        177 | PA      | $0.81         | 0.00%             | 2035-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174293135.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3024 | PA      | $3018.97      | 0.00%             | 2026-02-04      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Asurion LLC                                                                     | Asurion LLC, First Lien, New CME Term Loan, B11                                                   | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     335793 | PA      | $337319.38    | 0.01%             | 2028-08-21      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991180.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1036 | PA      | $1021.95      | 0.00%             | 2026-11-08      | Fixed         | 17.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7105122.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3498 | PA      | $14.05        | 0.00%             | 2035-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6570382.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8264 | PA      | $0.00         | 0.00%             | 2034-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BRAVO Residential Funding Trust                                                 | BRAVO Residential Funding Trust, Series 2023-NQM6, Class A1                                       | CUSIP: 10569DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1085780 | PA      | $1095795.04   | 0.04%             | 2063-09-25      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09780659.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6642 | PA      | $6720.19      | 0.00%             | 2026-08-10      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5330352.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4757 | PA      | $0.00         | 0.00%             | 2033-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8191128.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5311 | PA      | $4953.72      | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AI Aqua Merger Sub, Inc.                                                        | AI Aqua Merger Sub, Inc., First Lien, 2025 Refinancing CME Term Loan, B                           | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |     164761 | PA      | $165306.51    | 0.01%             | 2028-07-31      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5853107.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1186 | PA      | $0.12         | 0.00%             | 2034-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3133BBTU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                                   | BHP Billiton Finance USA Ltd.                                                                     | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    6500000 | PA      | $6773624.20   | 0.22%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1615250.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        454 | PA      | $448.39       | 0.00%             | 2026-08-24      | Fixed         | 30.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5065231.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7752 | PA      | $0.00         | 0.00%             | 2033-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6627196.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        191 | PA      | $0.00         | 0.00%             | 2034-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7555997.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1560 | PA      | $28.00        | 0.00%             | 2035-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991119833.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        615 | PA      | $440.71       | 0.00%             | 2027-02-20      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| 1011778 BC ULC                                                                  | 1011778 BC ULC, First Lien, CME Term Loan, B5                                                     | CUSIP: C6901LAM9<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |     342481 | PA      | $341962.34    | 0.01%             | 2030-09-20      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184144008.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5652 | PA      | $5673.45      | 0.00%             | 2026-12-14      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 182406475.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2868 | PA      | $0.00         | 0.00%             | 2034-11-03      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Millrose Properties, Inc.                                                       | Millrose Properties, Inc.                                                                         | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     375000 | PA      | $377126.25    | 0.01%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6024650.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1830 | PA      | $0.00         | 0.00%             | 2034-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8163239.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1574 | PA      | $923.62       | 0.00%             | 2026-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09789653.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4626 | PA      | $4788.55      | 0.00%             | 2026-08-10      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7919109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1937 | PA      | $1313.21      | 0.00%             | 2025-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283HJM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        683 | PA      | $714.09       | 0.00%             | 2031-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2075148.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1133 | PA      | $1120.14      | 0.00%             | 2026-11-18      | Fixed         | 14.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991058895.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2023-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991098433.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-02-12      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1994027.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        973 | PA      | $956.23       | 0.00%             | 2026-11-08      | Fixed         | 31.13%                | No            |                  3 | On Loan: No      |
| Cengage Learning, Inc.                                                          | Cengage Learning, Inc., First Lien, 2024 Refinancing CME Term Loan                                | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |     146939 | PA      | $145240.26    | 0.00%             | 2031-03-24      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1395.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09355512.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2816 | PA      | $2865.87      | 0.00%             | 2026-06-29      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6577330.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1583 | PA      | $0.07         | 0.00%             | 2034-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-08847606.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5623 | PA      | $5652.07      | 0.00%             | 2026-06-04      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991182716.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         94 | PA      | $81.35        | 0.00%             | 2026-05-26      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705598.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        732 | PA      | $722.81       | 0.00%             | 2026-09-21      | Fixed         | 17.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2215010.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        677 | PA      | $669.09       | 0.00%             | 2026-12-09      | Fixed         | 21.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8204347.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        696 | PA      | $660.57       | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128L0SJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17762 | PA      | $18475.39     | 0.00%             | 2037-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                             | Viking Cruises Ltd.                                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     870000 | PA      | $884956.69    | 0.03%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                        | EquipmentShare.com, Inc.                                                                          | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    5090000 | PA      | $5134741.10   | 0.17%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4962054.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8398 | PA      | $0.81         | 0.00%             | 2033-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7573833.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        113 | PA      | $72.94        | 0.00%             | 2035-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2221564.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1463 | PA      | $922.02       | 0.00%             | 2026-12-10      | Fixed         | 30.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5986301.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1805 | PA      | $0.00         | 0.00%             | 2034-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8156889.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1237 | PA      | $570.46       | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1618616.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2490 | PA      | $2460.03      | 0.00%             | 2026-08-25      | Fixed         | 21.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4993377.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1027 | PA      | $0.01         | 0.00%             | 2033-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5504275.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1678 | PA      | $0.02         | 0.00%             | 2033-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184142978.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4776 | PA      | $4810.82      | 0.00%             | 2026-12-28      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09940038.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6631 | PA      | $6860.58      | 0.00%             | 2027-01-29      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Dermatology Intermediate Holdings III, Inc.                                     | Dermatology Intermediate Holdings III, Inc., First Lien, Initial CME Term Loan                    | CUSIP: 24982LAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     311695 | PA      | $295199.71    | 0.01%             | 2029-03-26      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                                    | MH Sub I LLC (Micro Holding Corp.), First Lien, CME Term Loan                                     | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     466827 | PA      | $425748.62    | 0.01%             | 2028-05-03      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991113469.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-11-21      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7851095.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17054 | PA      | $9214.96      | 0.00%             | 2025-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1990756.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2973 | PA      | $2907.73      | 0.00%             | 2026-11-08      | Fixed         | 7.18%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2024-82, Class FE                                                                    | CUSIP: 3136BTGC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11962101 | PA      | $11957501.78  | 0.40%             | 2054-11-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5582775.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        565 | PA      | $0.01         | 0.00%             | 2033-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4660081.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        422 | PA      | $0.02         | 0.00%             | 2033-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8049639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2226 | PA      | $893.90       | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1619311.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1344 | PA      | $1332.07      | 0.00%             | 2026-08-25      | Fixed         | 16.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1995379.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1989 | PA      | $1952.67      | 0.00%             | 2026-11-08      | Fixed         | 15.15%                | No            |                  3 | On Loan: No      |
| INEOS US Petrochem LLC                                                          | INEOS US Petrochem LLC, First Lien, New CME Term Loan, B1                                         | CUSIP: G4770MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     114828 | PA      | $96072.86     | 0.00%             | 2029-04-02      | Variable      | 8.31%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11277516.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8191 | PA      | $8454.18      | 0.00%             | 2027-01-18      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5778637.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        745 | PA      | $0.00         | 0.00%             | 2034-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UTEX Industries, Inc.                                                           | UTEX Industries, Inc.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |        415 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7637460.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3871 | PA      | $53.43        | 0.00%             | 2035-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5893120.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3245 | PA      | $0.00         | 0.00%             | 2034-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4891423.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3072 | PA      | $0.19         | 0.00%             | 2033-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 31283H6F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3424 | PA      | $3522.58      | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2214500.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14877 | PA      | $3526.91      | 0.00%             | 2027-10-09      | Fixed         | 18.31%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-09201816.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1984 | PA      | $2058.72      | 0.00%             | 2026-06-28      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7601738.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        147 | PA      | $85.50        | 0.00%             | 2035-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4744012.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2527 | PA      | $0.04         | 0.00%             | 2033-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6464461.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        634 | PA      | $0.01         | 0.00%             | 2034-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7804032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11301 | PA      | $3356.39      | 0.00%             | 2035-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Benchmark Mortgage Trust                                                        | Benchmark Mortgage Trust, Series 2025-V13, Class XA                                               | CUSIP: 08164ABA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   47837000 | PA      | $1506138.38   | 0.05%             | 2058-02-15      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5795334.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2288 | PA      | $0.00         | 0.00%             | 2034-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                               | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   33300000 | PA      | $32877246.18  | 1.09%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1879834.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6092 | PA      | $5989.07      | 0.00%             | 2026-10-19      | Fixed         | 11.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8162625.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1162 | PA      | $1011.61      | 0.00%             | 2026-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5614043.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        260 | PA      | $0.15         | 0.00%             | 2034-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6013463.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5991 | PA      | $0.16         | 0.00%             | 2034-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6275869.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8494 | PA      | $0.00         | 0.00%             | 2034-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                               | Compass Datacenters Issuer II LLC, Series 2025-2A, Class A1                                       | CUSIP: 20469CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6539000 | PA      | $6561513.78   | 0.22%             | 2050-11-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1617363.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1935 | PA      | $1917.64      | 0.00%             | 2026-08-24      | Fixed         | 23.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5587763.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6170 | PA      | $0.27         | 0.00%             | 2033-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991267836.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-11-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2074803.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3770 | PA      | $3730.78      | 0.00%             | 2026-11-18      | Fixed         | 18.88%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11799543.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1272 | PA      | $1280.27      | 0.00%             | 2026-04-12      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991115984.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-12-18      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991266262.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1305 | PA      | $742.02       | 0.00%             | 2028-12-16      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1879167.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        283 | PA      | $278.86       | 0.00%             | 2026-10-19      | Fixed         | 25.80%                | No            |                  3 | On Loan: No      |
| Surgery Center Holdings, Inc.                                                   | Surgery Center Holdings, Inc., First Lien, 2025 Refinancing CME Term Loan                         | CUSIP: 86880NBD4<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |      16669 | PA      | $16731.54     | 0.00%             | 2030-12-19      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Romania                                                                         | Romania Government Bond                                                                           | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    1900000 | PA      | $1866219.31   | 0.06%             | 2027-02-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991255805.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2028-01-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Core & Main LP                                                                  | Core & Main LP, First Lien, CME Term Loan, D                                                      | CUSIP: 40416VAG0<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |     328412 | PA      | $329027.81    | 0.01%             | 2028-07-27      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust                                              | Barclays Commercial Mortgage Trust, Series 2019-C3, Class A2                                      | CUSIP: 05550MAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2796613 | PA      | $2756878.22   | 0.09%             | 2052-05-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184298012.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1666 | PA      | $1677.94      | 0.00%             | 2026-12-30      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| LCM 34 Ltd.                                                                     | LCM 34 Ltd., Series 34A, Class A1R                                                                | CUSIP: 50203CAL7<br>LEI: 54930038DJKYPKSVRB29 | Long             | ABS-CBDO         | CORP              | KY        |   12500000 | PA      | $12503125.00  | 0.42%             | 2034-10-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5097173.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        729 | PA      | $0.00         | 0.00%             | 2033-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7653005.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         28 | PA      | $15.98        | 0.00%             | 2035-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6062202.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3703 | PA      | $0.16         | 0.00%             | 2034-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183877324.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12444 | PA      | $12465.43     | 0.00%             | 2026-12-06      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6220236.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        668 | PA      | $0.00         | 0.00%             | 2034-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Symphony CLO XXIII Ltd.                                                         | Symphony CLO XXIII Ltd., Series 2020-23A, Class AR2                                               | CUSIP: 87167NDL6<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |    4490465 | PA      | $4492950.62   | 0.15%             | 2034-01-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Dryden 68 CLO Ltd.                                                              | Dryden 68 CLO Ltd., Series 2019-68A, Class ARR                                                    | CUSIP: 26252QAS1<br>LEI: 254900MX6QAMC9XBAB53 | Long             | ABS-CBDO         | CORP              | KY        |   10600000 | PA      | $10610523.78  | 0.35%             | 2035-07-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7443538.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1231 | PA      | $631.57       | 0.00%             | 2035-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1989606.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1169 | PA      | $1153.81      | 0.00%             | 2026-11-08      | Fixed         | 16.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7604419.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        212 | PA      | $4.49         | 0.00%             | 2035-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1706179.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        372 | PA      | $366.54       | 0.00%             | 2026-09-13      | Fixed         | 25.28%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6516876.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3687 | PA      | $0.00         | 0.00%             | 2034-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| HCA, Inc.                                                                       | HCA, Inc.                                                                                         | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1660000 | PA      | $1650181.90   | 0.05%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | DTRS                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   32100000 | PA      | $130105.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1880423.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2889 | PA      | $2843.20      | 0.00%             | 2027-03-19      | Fixed         | 25.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6978300.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21968 | PA      | $67.13        | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Citigroup, Inc.                                                                 | Citigroup, Inc.                                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   16100000 | PA      | $14715091.20  | 0.49%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5992494.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         30 | PA      | $0.04         | 0.00%             | 2034-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cross Mortgage Trust                                                            | Cross Mortgage Trust, Series 2024-H1, Class A1                                                    | CUSIP: 22757AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     863300 | PA      | $870899.20    | 0.03%             | 2068-12-25      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6867693.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7462 | PA      | $11.40        | 0.00%             | 2035-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991237888.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         30 | PA      | $30.55        | 0.00%             | 2030-11-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 184198353.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12659 | PA      | $4963.03      | 0.00%             | 2026-12-15      | Fixed         | 14.01%                | No            |                  3 | On Loan: No      |
| Valaris Ltd.                                                                    | Valaris Ltd.                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |       2435 | NS      | $136652.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp.                                                                 | Starbucks Corp.                                                                                   | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2308950.55   | 0.08%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7622285.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2465 | PA      | $46.56        | 0.00%             | 2035-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7766724.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1464 | PA      | $874.60       | 0.00%             | 2035-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDIT                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   31300000 | PA      | $751852.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7584863.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14320 | PA      | $178.59       | 0.00%             | 2035-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8003194.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3277 | PA      | $2726.89      | 0.00%             | 2026-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183391565.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2133 | PA      | $2195.32      | 0.00%             | 2026-11-19      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4964207.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        872 | PA      | $0.06         | 0.00%             | 2033-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100486.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2027-12-19      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities Trust, Series 2017-C06, Class 2M2                              | CUSIP: 30711XSX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    1559477 | PA      | $1585571.69   | 0.05%             | 2030-02-25      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1880356.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1064 | PA      | $1049.03      | 0.00%             | 2027-03-19      | Fixed         | 28.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6791327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        647 | PA      | $0.43         | 0.00%             | 2034-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bombardier, Inc.                                                                | Bombardier, Inc.                                                                                  | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     975000 | PA      | $1024723.08   | 0.03%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11395641.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2177 | PA      | $2180.97      | 0.00%             | 2026-11-14      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2219745.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        880 | PA      | $865.84       | 0.00%             | 2026-12-10      | Fixed         | 31.03%                | No            |                  3 | On Loan: No      |
| CIM Trust                                                                       | CIM Trust, Series 2018-INV1, Class A4                                                             | CUSIP: 12553XAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     853467 | PA      | $803537.10    | 0.03%             | 2048-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1852548 | PA      | $1666513.98   | 0.06%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073150.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4154 | PA      | $4066.48      | 0.00%             | 2026-11-18      | Fixed         | 9.42%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31371JPX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        630 | PA      | $654.19       | 0.00%             | 2030-09-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 15 Year                                                                               | CUSIP: 3132D6BR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.01         | 0.00%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7905884.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        624 | PA      | $398.87       | 0.00%             | 2025-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4790013.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        130 | PA      | $0.10         | 0.00%             | 2033-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Buckhorn Park CLO Ltd.                                                          | Buckhorn Park CLO Ltd., Series 2019-1A, Class ARR                                                 | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4120000 | PA      | $4123295.17   | 0.14%             | 2034-07-18      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.00         | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                       | Corebridge Global Funding                                                                         | CUSIP: 00138CAV0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3558351.97   | 0.12%             | 2028-09-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991089483.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        136 | PA      | $135.34       | 0.00%             | 2028-11-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2073949.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1396 | PA      | $1372.06      | 0.00%             | 2026-11-18      | Fixed         | 13.85%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12222310.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19441 | PA      | $20283.57     | 0.00%             | 2027-09-21      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Motorola Solutions, Inc.                                                        | Motorola Solutions, Inc.                                                                          | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   16800000 | PA      | $15410426.64  | 0.51%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust                                                                     | BANK5 Trust, Series 2025-5YR17, Class AS                                                          | CUSIP: 06211GAP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2797000 | PA      | $2890609.44   | 0.10%             | 2058-11-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10682190.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5755 | PA      | $5969.40      | 0.00%             | 2026-10-09      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5670099.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1442 | PA      | $0.00         | 0.00%             | 2034-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7237384.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5724 | PA      | $31.03        | 0.00%             | 2035-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8195862.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1615 | PA      | $1599.30      | 0.00%             | 2026-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2025-DNA1, Class A1                                               | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |    2783125 | PA      | $2787195.04   | 0.09%             | 2045-01-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 36 Ltd.                                             | Octagon Investment Partners 36 Ltd., Series 2018-1A, Class A1                                     | CUSIP: 67591UAC1<br>LEI: 549300S890TBOLY1D042 | Long             | ABS-CBDO         | CORP              | KY        |    3040899 | PA      | $3042454.01   | 0.10%             | 2031-04-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183524584.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2603 | PA      | $2627.80      | 0.00%             | 2026-11-26      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2045168.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        573 | PA      | $564.94       | 0.00%             | 2026-11-18      | Fixed         | 25.61%                | No            |                  3 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                               | Corp. Nacional del Cobre de Chile                                                                 | CUSIP: 21987BBC1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |    1160000 | PA      | $1114362.47   | 0.04%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8164748.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        925 | PA      | $734.20       | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991146278.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2024-11-27      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183805030.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12571 | PA      | $9837.77      | 0.00%             | 2027-06-16      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6501697.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        372 | PA      | $0.00         | 0.00%             | 2034-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Kodiak Gas Services LLC                                                         | Kodiak Gas Services LLC                                                                           | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1461185.03   | 0.05%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5047833.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3738 | PA      | $0.00         | 0.00%             | 2033-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3133KNQU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          0 | PA      | $0.02         | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10525907.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5302 | PA      | $1884.19      | 0.00%             | 2026-09-15      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 183726564.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14973 | PA      | $0.00         | 0.00%             | 2026-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991100555.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        131 | PA      | $132.76       | 0.00%             | 2030-11-20      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991118441.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2029-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Octagon Investment Partners 36 Ltd.                                             | Octagon Investment Partners 36 Ltd., Series 2018-1A, Class A2                                     | CUSIP: 67591UAE7<br>LEI: 549300S890TBOLY1D042 | Long             | ABS-CBDO         | CORP              | KY        |    8500000 | PA      | $8505546.59   | 0.28%             | 2031-04-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5823402.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16653 | PA      | $0.00         | 0.00%             | 2034-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Angel Oak Mortgage Trust                                                        | Angel Oak Mortgage Trust, Series 2025-HB1, Class A1                                               | CUSIP: 034936AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1796660 | PA      | $1809780.39   | 0.06%             | 2055-02-25      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Efesto Bidco SpA Efesto US LLC                                                  | Efesto Bidco SpA Efesto US LLC, Series XR                                                         | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    1100000 | PA      | $1099120.00   | 0.04%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11391376.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11191 | PA      | $11698.76     | 0.00%             | 2027-03-31      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1615164.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2288 | PA      | $2326.63      | 0.00%             | 2026-08-13      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8215377.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8091 | PA      | $214.11       | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5531634.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16877 | PA      | $0.00         | 0.00%             | 2033-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1988462.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1862 | PA      | $1837.77      | 0.00%             | 2026-11-08      | Fixed         | 20.81%                | No            |                  3 | On Loan: No      |
| Golden State Foods                                                              | Golden State Foods LLC, First Lien, Initial CME Term Loan                                         | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     151021 | PA      | $151781.13    | 0.01%             | 2031-12-04      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1991281.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        684 | PA      | $671.97       | 0.00%             | 2026-11-08      | Fixed         | 20.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7792716.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        426 | PA      | $339.78       | 0.00%             | 2035-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6453792.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10859 | PA      | $0.95         | 0.00%             | 2034-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1703542.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8914 | PA      | $5763.73      | 0.00%             | 2026-09-13      | Fixed         | 31.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6719237.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4055 | PA      | $1.13         | 0.00%             | 2034-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |

### Signature

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

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

**Signature:** Monica Krogh

**Name of Signer:** Monica Krogh

**Title:** Assistant Treasurer