# EDGAR Filing Document

**Accession Number:** 0000809707
**File Stem:** 0001752724-25-153740
**Filing Date:** 2025-6
**Character Count:** 2087723
**Document Hash:** 35cbbc6b332bdc8517475bb5ee77f498
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-153740.hdr.sgml**: 20250624

**ACCESSION NUMBER**: 0001752724-25-153740

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250624

**DATE AS OF CHANGE**: 20250624

**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:** 251068717

**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 LOW DURATION TOTAL RETURN FUND (Series ID: S000006855)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000018523 | Class A       | FLDAX           |
| C000064444 | Advisor Class | FLDZX           |
| C000120960 | Class C       | FLDCX           |
| C000128881 | Class R6      | FLRRX           |
| C000215060 | Class R       | FLPRX           |

## 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 Low Duration Total Return Fund

- **b. EDGAR series identifier (if any):** S000006855

- **c. LEI of Series:** H1JJYRV86MLGMEZLFG42

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

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

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2053876739.72

**Total Liabilities:** $97879059.15

**Net Assets:** $1955997680.57

**Delayed Delivery Securities:** $16231312.06

**Cash Not Reported:** $76889085.69

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -6104.22000000 | **1-Year:** -120932.32000000 | **5-Year:** -142543.78000000 | **10-Year:** -37478.60000000 | **30-Year:** -47228.22000000

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

- **3-Month:** -182.64000000 | **1-Year:** -118125.31000000 | **5-Year:** -32390.67000000 | **10-Year:** 6370.94000000 | **30-Year:** -14000.83000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000120960 | 0.62%                | 0.31%                | 0.57%                |
| Class ID C000215060 | 0.63%                | 0.21%                | 0.58%                |
| Class ID C000018523 | 0.76%                | 0.23%                | 0.60%                |
| Class ID C000064444 | 0.78%                | 0.25%                | 0.62%                |
| Class ID C000128881 | 0.78%                | 0.26%                | 0.62%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5189.12                 | $6249644.73                                |
| Month 2  | $1265796.27              | $-3184055.90                               |
| Month 3  | $144894.67               | $2336519.10                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| J.P. Morgan Mortgage Trust                                                      | J.P. Morgan Mortgage Trust, Series 2004-A1, Class 5A1                                             | CUSIP: 466247BT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14561 | PA      | $14569.87     | 0.00%             | 2034-02-25      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| BX Mortgage Trust                                                               | BX Mortgage Trust, Series 2021-PAC, Class A                                                       | CUSIP: 05609PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7517000 | PA      | $7459512.99   | 0.38%             | 2036-10-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2618539.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3012 | PA      | $2957.73      | 0.00%             | 2027-02-14      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15526033.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13283 | PA      | $2846.53      | 0.00%             | 2027-08-14      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31379MDU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18567 | PA      | $18858.69     | 0.00%             | 2038-05-01      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6854785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       954 | PA      | $143.26       | 0.00%             | 2035-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13836108.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19524 | PA      | $19953.87     | 0.00%             | 2027-05-31      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2096414.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2777 | PA      | $1836.55      | 0.00%             | 2027-04-22      | Fixed         | 14.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4271659.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       970 | PA      | $0.03         | 0.00%             | 2032-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Pass-Thru Trust III                                                     | Prosper Pass-Thru Trust III, Series 2020-PT2, Class A                                             | CUSIP: 74360NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6051 | PA      | $2533.04      | 0.00%             | 2026-04-15      | Variable      | 9.44%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6922314.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14464 | PA      | $179.22       | 0.00%             | 2035-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11877626.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19283 | PA      | $19625.07     | 0.00%             | 2027-04-14      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7485016.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1608 | PA      | $1499.94      | 0.00%             | 2025-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5414116.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15698 | PA      | $0.00         | 0.00%             | 2033-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8143502.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1674 | PA      | $1438.12      | 0.00%             | 2026-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7313394.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6942 | PA      | $976.21       | 0.00%             | 2025-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12410099.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4061 | PA      | $4102.63      | 0.00%             | 2026-03-15      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8180034.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7602 | PA      | $7229.57      | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Wells Fargo & Co.                                                               | Wells Fargo & Co.                                                                                 | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2990424.69   | 0.15%             | 2026-06-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2425055.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7390 | PA      | $7241.48      | 0.00%             | 2027-01-13      | Fixed         | 17.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7878318.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7531 | PA      | $7308.39      | 0.00%             | 2025-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7775162.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1662 | PA      | $1631.76      | 0.00%             | 2025-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7503865.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       524 | PA      | $309.98       | 0.00%             | 2025-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8177469.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1092 | PA      | $1037.02      | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6649272.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       412 | PA      | $1.72         | 0.00%             | 2034-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1885846.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9388 | PA      | $9203.30      | 0.00%             | 2026-10-20      | Fixed         | 13.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6624896.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9039 | PA      | $66.13        | 0.00%             | 2034-10-30      | 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        |   7484755 | PA      | $7445427.65   | 0.38%             | 2054-11-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                                     | Toll Brothers Finance Corp.                                                                       | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4162718.83   | 0.21%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1654475.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5645 | PA      | $5607.14      | 0.00%             | 2026-11-10      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2611504.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4033 | PA      | $3934.29      | 0.00%             | 2027-07-11      | Fixed         | 16.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2435136.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3999 | PA      | $3860.68      | 0.00%             | 2027-01-14      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15048537.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9864 | PA      | $10398.11     | 0.00%             | 2026-07-25      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2610518.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15354 | PA      | $15034.08     | 0.00%             | 2027-02-11      | Fixed         | 23.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7851807.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       229 | PA      | $225.21       | 0.00%             | 2025-12-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4868123.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       533 | PA      | $0.00         | 0.00%             | 2033-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7383018.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $21.00        | 0.00%             | 2025-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2434462.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       853 | PA      | $833.33       | 0.00%             | 2027-01-14      | Fixed         | 12.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2428454.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3451 | PA      | $3381.27      | 0.00%             | 2027-01-13      | Fixed         | 18.63%                | No            |                  3 | On Loan: No      |
| General Motors Financial Co., Inc.                                              | General Motors Financial Co., Inc.                                                                | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  13200000 | PA      | $12718095.06  | 0.65%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7586174.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2624 | PA      | $949.66       | 0.00%             | 2025-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7753723.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1709 | PA      | $1626.74      | 0.00%             | 2025-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8116537.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4943 | PA      | $4862.71      | 0.00%             | 2026-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2293602.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4530 | PA      | $4479.88      | 0.00%             | 2026-12-21      | Fixed         | 17.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2432136.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       734 | PA      | $52.43        | 0.00%             | 2027-01-14      | Fixed         | 30.97%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1755504.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4163 | PA      | $4101.12      | 0.00%             | 2027-04-11      | Fixed         | 10.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8078065.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       446 | PA      | $438.50       | 0.00%             | 2026-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2950525.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23628 | PA      | $23129.40     | 0.00%             | 2027-04-14      | Fixed         | 11.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6879546.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       216 | PA      | $2.49         | 0.00%             | 2035-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6485862.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13536 | PA      | $33.42        | 0.00%             | 2034-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16847088.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5877 | PA      | $6095.29      | 0.00%             | 2027-09-15      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7840042.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       356 | PA      | $315.85       | 0.00%             | 2025-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7960740.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54656 | PA      | $43966.00     | 0.00%             | 2026-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2296896.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1184 | PA      | $1157.83      | 0.00%             | 2026-12-22      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5784284.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5640 | PA      | $0.00         | 0.00%             | 2034-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7971514.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3454 | PA      | $143.60       | 0.00%             | 2026-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31371MAW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6979 | PA      | $7138.65      | 0.00%             | 2035-04-01      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15584156.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1538 | PA      | $1540.67      | 0.00%             | 2027-09-15      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6701550.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1306 | PA      | $10.19        | 0.00%             | 2034-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CITGO Petroleum Corp.                                                           | CITGO Petroleum Corp.                                                                             | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3385049.52   | 0.17%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7626246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2122 | PA      | $2021.13      | 0.00%             | 2025-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2286942.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1020 | PA      | $1002.73      | 0.00%             | 2026-12-21      | Fixed         | 22.51%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11861145.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8890 | PA      | $9028.47      | 0.00%             | 2027-02-22      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6320178.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3234 | PA      | $2.94         | 0.00%             | 2034-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2437526.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2142 | PA      | $2084.73      | 0.00%             | 2027-01-18      | Fixed         | 8.11%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31410GE25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13788 | PA      | $14030.43     | 0.00%             | 2037-04-01      | Variable      | 6.47%                 | No            |                  2 | 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        |   2992787 | PA      | $2936155.24   | 0.15%             | 2066-04-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8130671.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     67056 | PA      | $15723.76     | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1742750.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4236 | PA      | $4178.05      | 0.00%             | 2027-04-05      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7832097.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       892 | PA      | $880.67       | 0.00%             | 2025-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2604860.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2858 | PA      | $2800.62      | 0.00%             | 2027-02-10      | Fixed         | 26.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2089645.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4681 | PA      | $4648.05      | 0.00%             | 2026-11-22      | Fixed         | 31.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6492212.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11554 | PA      | $28.76        | 0.00%             | 2034-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2611366.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2311 | PA      | $2278.47      | 0.00%             | 2027-02-11      | Fixed         | 16.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6385666.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1880 | PA      | $3.56         | 0.00%             | 2034-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8037048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       595 | PA      | $588.41       | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2294827.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1629 | PA      | $1067.57      | 0.00%             | 2027-05-21      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                    | Bain Capital Credit CLO Ltd., Series 2022-2A, Class A1                                            | CUSIP: 05682GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2495678.80   | 0.13%             | 2035-04-22      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8136719.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6559 | PA      | $6456.16      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2611172.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1244 | PA      | $1213.66      | 0.00%             | 2027-02-11      | Fixed         | 10.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2423361.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2098 | PA      | $990.86       | 0.00%             | 2027-06-13      | Fixed         | 26.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8076658.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       870 | PA      | $307.60       | 0.00%             | 2026-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8191384.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       277 | PA      | $274.28       | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7016317.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       917 | PA      | $512.09       | 0.00%             | 2035-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8010303.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       339 | PA      | $313.56       | 0.00%             | 2026-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1656498.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3233 | PA      | $196.09       | 0.00%             | 2026-10-28      | Fixed         | 10.90%                | No            |                  3 | On Loan: No      |
| Connecticut Avenue Securities Trust                                             | Connecticut Avenue Securities Trust, Series 2025-R02, Class 1A1                                   | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    973041 | PA      | $969260.02    | 0.05%             | 2045-02-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6494237.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1303 | PA      | $5.43         | 0.00%             | 2034-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3414237.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2276 | PA      | $0.00         | 0.00%             | 2032-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17221012.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14401 | PA      | $14690.91     | 0.00%             | 2027-09-22      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2296434.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1140 | PA      | $1121.02      | 0.00%             | 2026-12-21      | Fixed         | 21.52%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13542298.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12173 | PA      | $12397.98     | 0.00%             | 2027-05-21      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31385Y2D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12867 | PA      | $12986.00     | 0.00%             | 2040-06-01      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1715428.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2125 | PA      | $2105.63      | 0.00%             | 2027-02-15      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7410973.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        81 | PA      | $66.74        | 0.00%             | 2025-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11872292.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8306 | PA      | $1765.21      | 0.00%             | 2027-04-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                         | AS Mileage Plan IP Ltd., First Lien, Initial CME Term Loan                                        | CUSIP: G0541TAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    295235 | PA      | $294774.78    | 0.02%             | 2031-10-01      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6441111.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       680 | PA      | $3.25         | 0.00%             | 2034-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7361057.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       554 | PA      | $420.58       | 0.00%             | 2025-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1752861.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4760 | PA      | $4682.99      | 0.00%             | 2027-04-06      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1887343.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       645 | PA      | $637.65       | 0.00%             | 2026-10-20      | Fixed         | 17.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6764422.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       533 | PA      | $172.54       | 0.00%             | 2034-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8173196.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9182 | PA      | $8888.70      | 0.00%             | 2026-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2048800.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1568 | PA      | $1074.52      | 0.00%             | 2026-11-15      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2435766.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4728 | PA      | $4604.53      | 0.00%             | 2027-01-28      | Fixed         | 10.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6762927.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1084 | PA      | $6.86         | 0.00%             | 2034-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3631012.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       702 | PA      | $0.00         | 0.00%             | 2032-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7791283.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       186 | PA      | $185.52       | 0.00%             | 2025-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8199561.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4114 | PA      | $3911.86      | 0.00%             | 2026-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1666464.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4016 | PA      | $4005.43      | 0.00%             | 2026-11-09      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5779587.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       969 | PA      | $0.00         | 0.00%             | 2034-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4499783.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       451 | PA      | $0.08         | 0.00%             | 2033-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7164732.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1870 | PA      | $940.67       | 0.00%             | 2035-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15869429.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3661 | PA      | $3824.75      | 0.00%             | 2026-07-10      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5790251.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2713 | PA      | $0.00         | 0.00%             | 2034-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7787720.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       509 | PA      | $289.02       | 0.00%             | 2025-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7825434.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       594 | PA      | $587.53       | 0.00%             | 2025-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15750146.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4930 | PA      | $5088.62      | 0.00%             | 2026-08-21      | Fixed         | 19.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13550190.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       425 | PA      | $426.57       | 0.00%             | 2035-05-16      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2438330.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1913 | PA      | $1883.67      | 0.00%             | 2027-01-18      | Fixed         | 31.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8179911.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $155.52       | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BAE Systems plc                                                                 | BAE Systems plc                                                                                   | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   3300000 | PA      | $3344354.87   | 0.17%             | 2027-03-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.                        | Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.                                          | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3200000 | PA      | $1475520.00   | 0.08%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16934495.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8720 | PA      | $8984.80      | 0.00%             | 2027-08-05      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7984217.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1793 | PA      | $541.89       | 0.00%             | 2026-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31385HFW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9858 | PA      | $9849.78      | 0.00%             | 2030-02-01      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                      | Verus Securitization Trust, Series 2024-4, Class A1                                               | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-MBS          | CORP              | US        |   1792512 | PA      | $1809143.41   | 0.09%             | 2069-06-25      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                             | Connecticut Avenue Securities Trust, Series 2024-R03, Class 2M1                                   | CUSIP: 207941AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1797128 | PA      | $1795144.91   | 0.09%             | 2044-03-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5996138.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2468 | PA      | $0.04         | 0.00%             | 2034-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5833649.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7646 | PA      | $0.41         | 0.00%             | 2034-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10173660.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6655 | PA      | $6700.31      | 0.00%             | 2025-08-19      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11737893.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5137 | PA      | $5388.01      | 0.00%             | 2026-12-18      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7811277.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2047 | PA      | $1794.12      | 0.00%             | 2025-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6632572.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4959 | PA      | $16.43        | 0.00%             | 2034-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7912230.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1360 | PA      | $1287.73      | 0.00%             | 2025-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2438451.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3798 | PA      | $590.20       | 0.00%             | 2027-01-18      | Fixed         | 24.73%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14811744.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18423 | PA      | $18798.92     | 0.00%             | 2027-07-19      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7967481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       541 | PA      | $421.17       | 0.00%             | 2026-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8056890.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1833 | PA      | $1567.84      | 0.00%             | 2026-02-05      | 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        |   1000000 | PA      | $1032171.62   | 0.05%             | 2028-05-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2949765.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5695 | PA      | $5616.94      | 0.00%             | 2027-04-14      | Fixed         | 28.19%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31410ECX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1569 | PA      | $1619.06      | 0.00%             | 2036-08-01      | Variable      | 7.59%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7243291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       961 | PA      | $690.08       | 0.00%             | 2035-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8159049.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8445 | PA      | $7125.55      | 0.00%             | 2026-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7027686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1246 | PA      | $300.09       | 0.00%             | 2035-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7764731.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3828 | PA      | $3476.25      | 0.00%             | 2025-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7827375.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1908 | PA      | $557.03       | 0.00%             | 2025-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7296575.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5163 | PA      | $118.21       | 0.00%             | 2025-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2616174.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       677 | PA      | $662.87       | 0.00%             | 2027-02-14      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Hess Midstream Operations LP                                                    | Hess Midstream Operations LP                                                                      | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $300881.10    | 0.02%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6536665.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $5.23         | 0.00%             | 2034-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7723857.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       681 | PA      | $129.84       | 0.00%             | 2025-10-25      | 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        |    618803 | PA      | $598072.99    | 0.03%             | 2029-11-01      | Variable      | 9.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6462554.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7562 | PA      | $10.29        | 0.00%             | 2034-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4905832.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6058 | PA      | $0.00         | 0.00%             | 2033-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8038752.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       944 | PA      | $922.24       | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4641955.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13703 | PA      | $0.00         | 0.00%             | 2033-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | Wells Fargo Commercial Mortgage Trust, Series 2016-C32, Class B                                   | CUSIP: 94989YBE2<br>LEI: 549300VOKB4Z9J8DIM89 | Long             | ABS-MBS          | CORP              | US        |   1308000 | PA      | $1291316.07   | 0.07%             | 2059-01-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8043584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1286 | PA      | $1273.89      | 0.00%             | 2026-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8076518.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3126 | PA      | $2945.40      | 0.00%             | 2026-02-10      | 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: 46590XAZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   4300000 | PA      | $4348323.40   | 0.22%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2570795.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4035 | PA      | $3894.64      | 0.00%             | 2027-02-11      | Fixed         | 6.48%                 | No            |                  3 | On Loan: No      |
| 24 Hour Fitness Worldwide, Inc.                                                 | 24 Hour Fitness Worldwide, Inc., First Lien, Exit CME Term Loan                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1328002 | PA      | $500211.88    | 0.03%             | 2025-12-29      | Variable      | 9.56%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7923259.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1054 | PA      | $1042.90      | 0.00%             | 2025-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6546312.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7082 | PA      | $22.20        | 0.00%             | 2034-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1886267.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4113 | PA      | $4043.06      | 0.00%             | 2026-10-20      | Fixed         | 17.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2604772.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11191 | PA      | $10890.28     | 0.00%             | 2027-02-10      | Fixed         | 7.89%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6567114.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1756 | PA      | $7.42         | 0.00%             | 2034-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2436660.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1985 | PA      | $1952.53      | 0.00%             | 2027-01-18      | Fixed         | 28.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8021721.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5439 | PA      | $5289.01      | 0.00%             | 2026-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14338698.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19925 | PA      | $6653.76      | 0.00%             | 2026-08-20      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7589106.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3875 | PA      | $3612.89      | 0.00%             | 2025-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5254769.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1097 | PA      | $0.00         | 0.00%             | 2033-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7385423.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1828 | PA      | $42.91        | 0.00%             | 2025-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7367489.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1709 | PA      | $200.72       | 0.00%             | 2025-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2048072.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5720 | PA      | $5573.44      | 0.00%             | 2027-04-15      | Fixed         | 11.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8157388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10616 | PA      | $5793.08      | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2426699.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5142 | PA      | $5026.27      | 0.00%             | 2027-01-25      | Fixed         | 13.25%                | No            |                  3 | On Loan: No      |
| Republic of Peru                                                                | Peru Government Bond                                                                              | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    800000 | PA      | $710061.59    | 0.04%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                                              | Nouryon Finance BV, First Lien, November 2024 Dollar CME Term Loan, B2                            | CUSIP: N8232NAM9<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    272882 | PA      | $271517.24    | 0.01%             | 2028-04-03      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas, Inc.                                                            | Hunter Douglas, Inc., First Lien, CME Term Loan, B1                                               | CUSIP: N8137FAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    469631 | PA      | $459163.35    | 0.02%             | 2032-01-16      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                      | Garda World Security Corp., First Lien, Twelfth Additional CME Term Loan                          | CUSIP: C4000KAG9<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    750000 | PA      | $744750.00    | 0.04%             | 2029-02-01      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4488928.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       703 | PA      | $0.01         | 0.00%             | 2033-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4993580.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       600 | PA      | $0.00         | 0.00%             | 2033-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2613285.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2290 | PA      | $2245.31      | 0.00%             | 2027-02-11      | Fixed         | 24.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7963378.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       763 | PA      | $728.06       | 0.00%             | 2026-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5624747.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1208 | PA      | $0.00         | 0.00%             | 2034-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7390664.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10504 | PA      | $186.05       | 0.00%             | 2025-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2027220.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       784 | PA      | $769.43       | 0.00%             | 2026-11-15      | Fixed         | 25.94%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1744502.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       375 | PA      | $376.00       | 0.00%             | 2035-04-30      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8165688.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11390 | PA      | $10825.27     | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2950992.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5957 | PA      | $5822.67      | 0.00%             | 2027-04-14      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2950412.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       504 | PA      | $8.64         | 0.00%             | 2027-04-14      | Fixed         | 30.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7412311.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       866 | PA      | $855.58       | 0.00%             | 2025-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5250706.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1023 | PA      | $0.00         | 0.00%             | 2033-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4514072.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1866 | PA      | $0.00         | 0.00%             | 2033-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2609734.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       860 | PA      | $844.92       | 0.00%             | 2027-12-16      | Fixed         | 31.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7992685.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       746 | PA      | $724.50       | 0.00%             | 2026-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11940530.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8048 | PA      | $8192.23      | 0.00%             | 2027-02-20      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Connecticut Avenue Securities Trust                                             | Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M1                                   | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2311066 | PA      | $2305045.03   | 0.12%             | 2044-02-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6770557.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1330 | PA      | $508.49       | 0.00%             | 2034-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14165096.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15398 | PA      | $15721.67     | 0.00%             | 2027-06-06      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7939609.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1484 | PA      | $1032.85      | 0.00%             | 2025-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7622967.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       633 | PA      | $532.01       | 0.00%             | 2025-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2948748.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2355 | PA      | $2330.54      | 0.00%             | 2027-04-14      | Fixed         | 17.23%                | 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        |   6495673 | PA      | $5817307.96   | 0.30%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8178348.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2331 | PA      | $2299.86      | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 155128973.LC.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6093 | PA      | $6087.86      | 0.00%             | 2034-07-25      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2426489.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4738 | PA      | $4611.20      | 0.00%             | 2027-01-13      | Fixed         | 7.81%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31385XKU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12589 | PA      | $12668.30     | 0.00%             | 2033-07-01      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2606798.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4447 | PA      | $4341.53      | 0.00%             | 2027-02-10      | Fixed         | 13.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7489754.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9715 | PA      | $6450.92      | 0.00%             | 2025-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2047226.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2160 | PA      | $2120.51      | 0.00%             | 2026-11-15      | Fixed         | 20.73%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1710332.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9911 | PA      | $310.23       | 0.00%             | 2027-03-24      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1683619.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3472 | PA      | $3474.95      | 0.00%             | 2034-12-30      | Fixed         | 12.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7690173.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1685 | PA      | $1330.37      | 0.00%             | 2025-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2613609.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5165 | PA      | $5060.10      | 0.00%             | 2027-02-12      | Fixed         | 25.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1884150.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       392 | PA      | $347.26       | 0.00%             | 2026-10-20      | Fixed         | 30.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6290969.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1070 | PA      | $1.45         | 0.00%             | 2034-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2047532.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2191 | PA      | $2148.09      | 0.00%             | 2026-11-15      | Fixed         | 21.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7461507.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21883 | PA      | $664.43       | 0.00%             | 2025-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4626904.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4667 | PA      | $0.00         | 0.00%             | 2033-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7301957.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $11.07        | 0.00%             | 2025-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14199304.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17414 | PA      | $17688.05     | 0.00%             | 2027-05-01      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14099769.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10354 | PA      | $10912.99     | 0.00%             | 2027-04-30      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Principal Life Global Funding II                                                | Principal Life Global Funding II                                                                  | CUSIP: 74256LFA2<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2012002.80   | 0.10%             | 2027-08-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5950325.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1266 | PA      | $0.03         | 0.00%             | 2034-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31386MLW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6510 | PA      | $6529.47      | 0.00%             | 2040-12-01      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31406PP52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41211 | PA      | $42139.49     | 0.00%             | 2035-04-01      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16074588.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8876 | PA      | $9293.93      | 0.00%             | 2027-08-15      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8058725.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       360 | PA      | $351.56       | 0.00%             | 2026-02-05      | 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        |    740000 | PA      | $730195.00    | 0.04%             | 2032-01-27      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8137669.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       803 | PA      | $796.75       | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                               | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23400000 | PA      | $28292136.60  | 1.45%             | 2026-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7644529.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       378 | PA      | $349.09       | 0.00%             | 2025-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2293082.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1580 | PA      | $1528.97      | 0.00%             | 2026-12-21      | Fixed         | 6.16%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7203363.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8775 | PA      | $399.02       | 0.00%             | 2035-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6182359.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1131 | PA      | $29.30        | 0.00%             | 2034-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5845026.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       716 | PA      | $0.01         | 0.00%             | 2034-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7023175.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       274 | PA      | $132.42       | 0.00%             | 2035-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8121851.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1825 | PA      | $1660.16      | 0.00%             | 2026-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7436351.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9358 | PA      | $226.32       | 0.00%             | 2025-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8031770.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1886 | PA      | $1552.02      | 0.00%             | 2026-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AbbVie, Inc.                                                                    | AbbVie, Inc.                                                                                      | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    810000 | PA      | $809684.75    | 0.04%             | 2025-05-14      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3760407.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3543 | PA      | $0.00         | 0.00%             | 2032-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2297499.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       603 | PA      | $159.33       | 0.00%             | 2026-12-22      | Fixed         | 30.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7759285.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1857 | PA      | $1731.83      | 0.00%             | 2025-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12408565.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11159 | PA      | $11626.02     | 0.00%             | 2027-03-19      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4790074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1864 | PA      | $0.00         | 0.00%             | 2033-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| American Airlines, Inc.                                                         | American Airlines, Inc., First Lien, Initial CME Term Loan                                        | CUSIP: 02376CBM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    736151 | PA      | $716981.18    | 0.04%             | 2029-06-04      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7501008.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1562 | PA      | $1252.26      | 0.00%             | 2025-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Connecticut Avenue Securities Trust                                             | Connecticut Avenue Securities Trust, Series 2024-R06, Class 1M1                                   | CUSIP: 20755RAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1112011 | PA      | $1110772.23   | 0.06%             | 2044-09-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3948363.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       386 | PA      | $0.03         | 0.00%             | 2032-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5662396.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       879 | PA      | $0.00         | 0.00%             | 2034-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8029887.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3207 | PA      | $2942.33      | 0.00%             | 2026-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7071249.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7885 | PA      | $246.25       | 0.00%             | 2035-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 3138EGBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    257905 | PA      | $267186.01    | 0.01%             | 2035-09-01      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8213301.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2428 | PA      | $2356.02      | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2096280.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4166 | PA      | $4093.76      | 0.00%             | 2026-11-22      | Fixed         | 19.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8027811.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       759 | PA      | $746.27       | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2612449.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4824 | PA      | $4723.81      | 0.00%             | 2027-02-11      | Fixed         | 20.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5554806.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1418 | PA      | $0.00         | 0.00%             | 2033-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2949561.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10668 | PA      | $10484.80     | 0.00%             | 2027-04-14      | Fixed         | 17.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7987855.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1362 | PA      | $123.47       | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6520131.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       769 | PA      | $140.14       | 0.00%             | 2034-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8077294.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4037 | PA      | $3967.35      | 0.00%             | 2026-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5610840.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7751 | PA      | $0.25         | 0.00%             | 2033-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5123250.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2209 | PA      | $0.00         | 0.00%             | 2033-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7101561.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27006 | PA      | $946.90       | 0.00%             | 2035-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7039769.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3945 | PA      | $723.63       | 0.00%             | 2035-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14215379.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9560 | PA      | $9801.96      | 0.00%             | 2027-06-26      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 15 Year                                                                               | CUSIP: 3132D6CT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9371057 | PA      | $8902888.40   | 0.46%             | 2037-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7092138.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5761 | PA      | $129.92       | 0.00%             | 2035-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8135336.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2153 | PA      | $2109.63      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2094764.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1078 | PA      | $1055.78      | 0.00%             | 2026-11-22      | Fixed         | 11.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7680242.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16681 | PA      | $200.92       | 0.00%             | 2025-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6985273.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2430 | PA      | $1088.79      | 0.00%             | 2035-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7727004.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3039 | PA      | $2449.18      | 0.00%             | 2025-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8196540.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1056 | PA      | $1048.70      | 0.00%             | 2026-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1654907.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4275 | PA      | $4341.43      | 0.00%             | 2026-11-12      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8125873.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       650 | PA      | $640.11       | 0.00%             | 2026-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7012805.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       522 | PA      | $95.89        | 0.00%             | 2035-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2296777.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4556 | PA      | $4479.36      | 0.00%             | 2026-12-22      | Fixed         | 21.40%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31385WVC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       843 | PA      | $847.80       | 0.00%             | 2027-09-01      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5894262.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6335 | PA      | $0.33         | 0.00%             | 2034-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6426793.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       568 | PA      | $0.67         | 0.00%             | 2034-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7656031.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1588 | PA      | $1393.04      | 0.00%             | 2025-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31404GL66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7706 | PA      | $7874.52      | 0.00%             | 2034-03-01      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                                   | Calpine Corp., First Lien, 2024 CME Term Loan                                                     | CUSIP: 13134MBW2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    299248 | PA      | $298389.28    | 0.02%             | 2031-01-31      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7786619.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4392 | PA      | $63.07        | 0.00%             | 2025-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5754674.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2696 | PA      | $0.06         | 0.00%             | 2034-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5934510.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       877 | PA      | $0.00         | 0.00%             | 2034-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7574871.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $72.41        | 0.00%             | 2025-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31414FS36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40675 | PA      | $42156.73     | 0.00%             | 2038-09-01      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7812133.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       959 | PA      | $928.13       | 0.00%             | 2025-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8198878.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2482 | PA      | $2398.25      | 0.00%             | 2026-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2950648.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       735 | PA      | $481.22       | 0.00%             | 2027-04-14      | Fixed         | 30.95%                | No            |                  3 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                               | SMBC Aviation Capital Finance DAC                                                                 | CUSIP: 78448TAN2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   6500000 | PA      | $6511808.36   | 0.33%             | 2030-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8209500.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       489 | PA      | $482.63       | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4862382.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5131 | PA      | $0.12         | 0.00%             | 2033-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7077757.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       332 | PA      | $217.07       | 0.00%             | 2035-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2438118.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4351 | PA      | $4284.16      | 0.00%             | 2027-01-18      | Fixed         | 31.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1715574.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2854 | PA      | $2805.39      | 0.00%             | 2026-09-15      | Fixed         | 25.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6032149.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1557 | PA      | $0.45         | 0.00%             | 2034-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2949079.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6879 | PA      | $6770.55      | 0.00%             | 2027-04-14      | Fixed         | 24.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15054747.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10102 | PA      | $10557.94     | 0.00%             | 2026-07-12      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5972193.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2834 | PA      | $0.00         | 0.00%             | 2034-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7911348.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       756 | PA      | $743.58       | 0.00%             | 2025-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31406A3K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33183 | PA      | $33995.94     | 0.00%             | 2034-12-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5742284.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5681 | PA      | $0.00         | 0.00%             | 2034-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2297949.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1760 | PA      | $1731.29      | 0.00%             | 2026-12-22      | Fixed         | 18.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7094575.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6559 | PA      | $4545.84      | 0.00%             | 2035-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2948803.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2181 | PA      | $2158.75      | 0.00%             | 2027-04-14      | Fixed         | 17.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5132890.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30012 | PA      | $0.00         | 0.00%             | 2033-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2432901.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7709 | PA      | $7441.29      | 0.00%             | 2027-11-14      | Fixed         | 6.93%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7920315.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       394 | PA      | $390.57       | 0.00%             | 2025-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3559884.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       616 | PA      | $0.00         | 0.00%             | 2032-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2951315.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3276 | PA      | $3202.49      | 0.00%             | 2027-09-14      | Fixed         | 9.91%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5937710.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9403 | PA      | $0.14         | 0.00%             | 2034-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8084848.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       588 | PA      | $491.94       | 0.00%             | 2026-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7964315.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1111 | PA      | $1102.11      | 0.00%             | 2026-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SLM Corp.                                                                       | SLM Corp.                                                                                         | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1033200.00   | 0.05%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15742698.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12334 | PA      | $12935.63     | 0.00%             | 2027-09-20      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8078281.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       755 | PA      | $12.41        | 0.00%             | 2026-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7466750.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4423 | PA      | $640.14       | 0.00%             | 2025-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LaserShip, Inc.                                                                 | LaserShip, Inc., First Lien, CME Term Loan, B1                                                    | CUSIP: 51809EAM7<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |    185004 | PA      | $91946.75     | 0.00%             | 2029-08-10      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6157670.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       895 | PA      | $0.32         | 0.00%             | 2034-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2608240.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5839 | PA      | $5727.71      | 0.00%             | 2027-02-11      | Fixed         | 28.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7957118.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5403 | PA      | $3618.85      | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                      | JPMBB Commercial Mortgage Securities Trust, Series 2015-C30, Class A5                             | CUSIP: 46644UBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1489228.20   | 0.08%             | 2048-07-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7257411.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       368 | PA      | $285.36       | 0.00%             | 2035-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6390840.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3830 | PA      | $7.34         | 0.00%             | 2034-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2094965.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2148 | PA      | $153.96       | 0.00%             | 2027-04-22      | Fixed         | 25.66%                | No            |                  3 | On Loan: No      |
| Var Energi ASA                                                                  | Var Energi ASA                                                                                    | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   4000000 | PA      | $4219750.00   | 0.22%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2437637.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       898 | PA      | $883.93       | 0.00%             | 2027-01-18      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7910334.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       942 | PA      | $915.39       | 0.00%             | 2025-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31406N6M1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2909 | PA      | $2936.55      | 0.00%             | 2035-04-01      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7896532.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6782 | PA      | $5299.66      | 0.00%             | 2025-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2949017.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1194 | PA      | $1169.91      | 0.00%             | 2027-04-14      | Fixed         | 15.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7863894.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3546 | PA      | $1020.08      | 0.00%             | 2025-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8184658.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3276 | PA      | $3186.01      | 0.00%             | 2026-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4563389.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3392 | PA      | $0.00         | 0.00%             | 2033-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Station Place Securitization Trust                                              | Station Place Securitization Trust, Series 2024-2, Class A                                        | CUSIP: 85770KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5004201.50   | 0.26%             | 2025-06-22      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                            | BBCMS Mortgage Trust, Series 2025-5C34, Class XA                                                  | CUSIP: 07337BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  60025000 | PA      | $3069012.22   | 0.16%             | 2058-05-15      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5438, Class FB                                                                      | CUSIP: 3137HF7C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6271887 | PA      | $6255354.80   | 0.32%             | 2054-08-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2048386.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4379 | PA      | $2915.67      | 0.00%             | 2026-11-15      | Fixed         | 16.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5322693.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       874 | PA      | $0.16         | 0.00%             | 2033-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7868834.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2780 | PA      | $836.95       | 0.00%             | 2025-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7920284.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1845 | PA      | $1456.28      | 0.00%             | 2025-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AssuredPartners, Inc.                                                           | AssuredPartners, Inc., First Lien, 2024 CME Term Loan                                             | CUSIP: 04621HAW3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |    430236 | PA      | $430752.37    | 0.02%             | 2031-02-14      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7890869.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2023 | PA      | $2003.60      | 0.00%             | 2025-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1657975.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $0.00         | 0.00%             | 2034-11-08      | Fixed         | 13.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7840060.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5094 | PA      | $3655.91      | 0.00%             | 2025-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                              | GM Financial Consumer Automobile Receivables Trust, Series 2024-1, Class A3                       | CUSIP: 36268GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11000000 | PA      | $11068765.40  | 0.57%             | 2028-12-18      | Fixed         | 4.85%                 | No            |                  2 | 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: 46590XAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2800000 | PA      | $2702902.61   | 0.14%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7733199.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5025 | PA      | $2589.86      | 0.00%             | 2025-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                             | Cushman & Wakefield US Borrower LLC, First Lien, 2024-3 CME Term Loan                             | CUSIP: 23340DAU6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    505700 | PA      | $506544.52    | 0.03%             | 2030-01-31      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6965888.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3314 | PA      | $1911.64      | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2610020.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2930 | PA      | $2865.80      | 0.00%             | 2027-02-11      | Fixed         | 20.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4189414.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       259 | PA      | $0.04         | 0.00%             | 2032-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7487544.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       448 | PA      | $419.66       | 0.00%             | 2025-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                               | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27000000 | PA      | $26315507.88  | 1.35%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15747887.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       565 | PA      | $566.29       | 0.00%             | 2026-08-20      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Citigroup, Inc.                                                                 | Citigroup, Inc.                                                                                   | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2599335.83   | 0.13%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8103950.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       452 | PA      | $430.49       | 0.00%             | 2026-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31407WTA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9549 | PA      | $9722.42      | 0.00%             | 2035-09-01      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                            | LHOME Mortgage Trust, Series 2025-RTL2, Class A1                                                  | CUSIP: 50206RAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    579000 | PA      | $583972.45    | 0.03%             | 2040-04-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1656576.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14242 | PA      | $14511.25     | 0.00%             | 2026-10-29      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| CNT Holdings I Corp.                                                            | CNT Holdings I Corp., First Lien, 2025 Replacement CME Term Loan                                  | CUSIP: 12656AAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    546370 | PA      | $544170.38    | 0.03%             | 2032-11-08      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7026048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       614 | PA      | $14.26        | 0.00%             | 2035-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2435960.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1703 | PA      | $246.03       | 0.00%             | 2027-01-18      | Fixed         | 5.66%                 | No            |                  3 | On Loan: No      |
| RR 14 Ltd.                                                                      | RR 14 Ltd., Series 2021-14A, Class A1                                                             | CUSIP: 74980PAA1<br>LEI: 54930006FTQV76P0VH16 | Long             | ABS-CBDO         | CORP              | KY        |  23418000 | PA      | $23424852.00  | 1.20%             | 2036-04-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2614143.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1628 | PA      | $1571.11      | 0.00%             | 2027-02-11      | Fixed         | 6.93%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6447640.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2396 | PA      | $9.27         | 0.00%             | 2034-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4623698.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4549 | PA      | $0.00         | 0.00%             | 2033-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5615484.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9295 | PA      | $0.32         | 0.00%             | 2034-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2605446.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1948 | PA      | $1919.38      | 0.00%             | 2027-02-10      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7450900.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2656 | PA      | $1827.99      | 0.00%             | 2025-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7594217.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1677 | PA      | $1268.45      | 0.00%             | 2025-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4866679.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1660 | PA      | $0.00         | 0.00%             | 2033-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2949738.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1104 | PA      | $1087.83      | 0.00%             | 2027-04-14      | Fixed         | 25.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5156676.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1284 | PA      | $0.03         | 0.00%             | 2033-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2083090.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       354 | PA      | $347.08       | 0.00%             | 2026-11-22      | Fixed         | 12.64%                | No            |                  3 | On Loan: No      |
| American Express Co.                                                            | American Express Co.                                                                              | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   6700000 | PA      | $6771687.59   | 0.35%             | 2027-04-23      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3849313.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       204 | PA      | $0.01         | 0.00%             | 2032-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6649665.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2943 | PA      | $31.09        | 0.00%             | 2034-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2294977.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1124 | PA      | $81.09        | 0.00%             | 2035-05-27      | Fixed         | 13.32%                | No            |                  3 | On Loan: No      |
| American Express Credit Account Master Trust                                    | American Express Credit Account Master Trust, Series 2023-1, Class A                              | CUSIP: 02582JJZ4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |  10380000 | PA      | $10449139.10  | 0.53%             | 2028-05-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5135982.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11822 | PA      | $1.06         | 0.00%             | 2033-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2608111.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8070 | PA      | $7897.44      | 0.00%             | 2027-02-10      | Fixed         | 23.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6499996.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       487 | PA      | $2.45         | 0.00%             | 2034-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31388RDD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22741 | PA      | $22943.81     | 0.00%             | 2031-11-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7899916.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6902 | PA      | $5344.96      | 0.00%             | 2025-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7938565.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3099 | PA      | $2171.27      | 0.00%             | 2025-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8151259.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1285 | PA      | $1272.62      | 0.00%             | 2026-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RGA Global Funding                                                              | RGA Global Funding                                                                                | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2166062.03   | 0.11%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7436008.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1540 | PA      | $957.47       | 0.00%             | 2025-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15597460.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16591 | PA      | $16904.69     | 0.00%             | 2027-06-16      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8159583.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3180 | PA      | $2691.01      | 0.00%             | 2026-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7899783.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2424 | PA      | $2326.55      | 0.00%             | 2025-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16724945.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11308 | PA      | $11349.31     | 0.00%             | 2027-08-03      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7751628.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30366 | PA      | $21099.39     | 0.00%             | 2025-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7240071.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       744 | PA      | $25.26        | 0.00%             | 2035-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31413GK90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3196 | PA      | $3242.33      | 0.00%             | 2037-08-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31407PJH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2976 | PA      | $3054.11      | 0.00%             | 2035-10-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8058225.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       124 | PA      | $117.59       | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6767980.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6752 | PA      | $53.61        | 0.00%             | 2034-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7220564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1109 | PA      | $25.08        | 0.00%             | 2035-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7478441.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1070 | PA      | $815.33       | 0.00%             | 2025-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31364SPW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1933 | PA      | $1891.29      | 0.00%             | 2030-09-01      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10235724.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2611 | PA      | $2614.58      | 0.00%             | 2026-08-20      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7347685.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       793 | PA      | $506.66       | 0.00%             | 2025-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8207190.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1308 | PA      | $1281.49      | 0.00%             | 2026-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5462926.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3148 | PA      | $0.07         | 0.00%             | 2033-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14194952.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10766 | PA      | $11166.93     | 0.00%             | 2027-06-20      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 188615522.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7965 | PA      | $7876.72      | 0.00%             | 2027-04-21      | Fixed         | 16.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8147356.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2558 | PA      | $2513.70      | 0.00%             | 2026-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5102362.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26662 | PA      | $0.00         | 0.00%             | 2033-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2435560.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9971 | PA      | $9724.45      | 0.00%             | 2027-01-14      | Fixed         | 10.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7629364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1018 | PA      | $954.80       | 0.00%             | 2025-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6977932.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1435 | PA      | $30.15        | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2604725.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1471 | PA      | $1435.42      | 0.00%             | 2027-02-10      | Fixed         | 13.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6020766.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1785 | PA      | $0.00         | 0.00%             | 2034-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2433061.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4496 | PA      | $594.30       | 0.00%             | 2027-06-14      | Fixed         | 9.38%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7051978.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       526 | PA      | $261.45       | 0.00%             | 2035-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2613943.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1204 | PA      | $1179.47      | 0.00%             | 2027-02-11      | Fixed         | 25.28%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14057334.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8090 | PA      | $8361.54      | 0.00%             | 2026-06-18      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4799750.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3222 | PA      | $0.00         | 0.00%             | 2033-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1687826.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5073 | PA      | $5026.49      | 0.00%             | 2027-01-12      | Fixed         | 12.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8144457.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1885 | PA      | $1771.47      | 0.00%             | 2026-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2608705.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7965 | PA      | $102.49       | 0.00%             | 2027-07-11      | Fixed         | 25.34%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31411YBZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13157 | PA      | $13410.76     | 0.00%             | 2037-04-01      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp.                                                      | Korea Electric Power Corp.                                                                        | CUSIP: 500631AX4<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |   2800000 | PA      | $2825811.52   | 0.14%             | 2026-04-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CF Industries, Inc.                                                             | CF Industries, Inc.                                                                               | CUSIP: 12527GAH6<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $2067347.01   | 0.11%             | 2026-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2298033.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7532 | PA      | $7411.20      | 0.00%             | 2026-12-22      | Fixed         | 21.61%                | 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        |    435548 | PA      | $432281.66    | 0.02%             | 2028-06-08      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7002610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17254 | PA      | $404.65       | 0.00%             | 2035-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8054227.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       401 | PA      | $391.49       | 0.00%             | 2026-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2607306.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1566 | PA      | $1534.55      | 0.00%             | 2027-02-10      | Fixed         | 26.66%                | No            |                  3 | On Loan: No      |
| CIM Trust                                                                       | CIM Trust, Series 2019-INV1, Class A1                                                             | CUSIP: 12555DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55766 | PA      | $53478.42     | 0.00%             | 2049-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588652.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $0.05         | 0.00%             | 2033-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4207561.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1742 | PA      | $0.00         | 0.00%             | 2032-11-25      | None          | 0.00%                 | No            |                  3 | 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        |    214682 | PA      | $214801.21    | 0.01%             | 2029-08-16      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2423719.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7907 | PA      | $1067.42      | 0.00%             | 2027-06-13      | Fixed         | 8.04%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 188528665.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3864 | PA      | $3914.75      | 0.00%             | 2027-04-25      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4006108.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3609 | PA      | $0.21         | 0.00%             | 2032-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7957948.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6556 | PA      | $6250.91      | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6785551.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1563 | PA      | $10.59        | 0.00%             | 2034-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31407BZK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6337 | PA      | $6495.80      | 0.00%             | 2035-07-01      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7229617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4248 | PA      | $87.44        | 0.00%             | 2035-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2406128.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       219 | PA      | $60.94        | 0.00%             | 2025-06-18      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4796271.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1575 | PA      | $0.42         | 0.00%             | 2033-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Voya CLO Ltd.                                                                   | Voya CLO Ltd., Series 2019-3A, Class AR                                                           | CUSIP: 92918FAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1956094 | PA      | $1956582.93   | 0.10%             | 2032-10-17      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2614310.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1293 | PA      | $1270.99      | 0.00%             | 2027-02-11      | Fixed         | 33.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14709072.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5258 | PA      | $5297.57      | 0.00%             | 2027-07-12      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2048749.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1247 | PA      | $1226.10      | 0.00%             | 2026-11-15      | Fixed         | 31.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7999509.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       565 | PA      | $556.72       | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7967005.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2414 | PA      | $2379.50      | 0.00%             | 2026-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2608113.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1315 | PA      | $1289.24      | 0.00%             | 2027-02-10      | Fixed         | 28.22%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 3136056A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         3 | PA      | $3.21         | 0.00%             | 2025-12-01      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8074973.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2486 | PA      | $1584.10      | 0.00%             | 2026-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1689608.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7690 | PA      | $7993.16      | 0.00%             | 2027-01-14      | Fixed         | 28.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7777130.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6909 | PA      | $99.64        | 0.00%             | 2025-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6286798.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3737 | PA      | $3.86         | 0.00%             | 2034-07-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8167742.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3232 | PA      | $3112.52      | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6122715.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45745 | PA      | $2.18         | 0.00%             | 2034-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7904369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       665 | PA      | $637.23       | 0.00%             | 2025-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BlueMountain CLO XXXI Ltd.                                                      | BlueMountain CLO XXXI Ltd., Series 2021-31A, Class A1                                             | CUSIP: 09631BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3130000 | PA      | $3124403.44   | 0.16%             | 2034-04-19      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2616432.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3718 | PA      | $3667.03      | 0.00%             | 2027-02-14      | Fixed         | 16.81%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14182518.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       758 | PA      | $759.16       | 0.00%             | 2025-06-18      | Fixed         | 7.84%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6653616.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1792 | PA      | $10.27        | 0.00%             | 2034-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1648681.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2165 | PA      | $2160.58      | 0.00%             | 2026-11-01      | Fixed         | 12.21%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14107541.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       408 | PA      | $408.98       | 0.00%             | 2025-06-28      | Fixed         | 10.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5075271.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1219 | PA      | $0.09         | 0.00%             | 2033-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7806681.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1283 | PA      | $1134.10      | 0.00%             | 2025-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2275119.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11710 | PA      | $11412.00     | 0.00%             | 2026-12-22      | Fixed         | 10.09%                | 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        |    469000 | PA      | $467449.82    | 0.02%             | 2028-02-11      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3297660.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       556 | PA      | $0.00         | 0.00%             | 2032-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2300319.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1622 | PA      | $1580.42      | 0.00%             | 2026-12-22      | Fixed         | 9.33%                 | No            |                  3 | On Loan: No      |
| Truist Financial Corp.                                                          | Truist Financial Corp.                                                                            | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   7400000 | PA      | $7562726.15   | 0.39%             | 2030-01-24      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3419699.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10480 | PA      | $0.01         | 0.00%             | 2032-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7653745.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3692 | PA      | $3341.25      | 0.00%             | 2025-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11743539.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8544 | PA      | $8840.08      | 0.00%             | 2026-12-23      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14688354.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13882 | PA      | $14146.57     | 0.00%             | 2027-06-04      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14688586.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14799 | PA      | $15152.76     | 0.00%             | 2027-07-19      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8107578.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4663 | PA      | $4449.52      | 0.00%             | 2026-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2047393.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3987 | PA      | $3935.62      | 0.00%             | 2026-11-15      | Fixed         | 14.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7692497.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       615 | PA      | $586.55       | 0.00%             | 2025-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7985368.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2466 | PA      | $1093.54      | 0.00%             | 2026-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2297392.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       820 | PA      | $808.83       | 0.00%             | 2026-12-22      | Fixed         | 29.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7348507.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2701 | PA      | $1868.72      | 0.00%             | 2025-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8205472.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6385 | PA      | $6016.04      | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7099846.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3026 | PA      | $1745.72      | 0.00%             | 2035-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1865153.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3204 | PA      | $3155.44      | 0.00%             | 2026-10-20      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6688197.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5403 | PA      | $30.70        | 0.00%             | 2034-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Home Partners of America Trust                                                  | Home Partners of America Trust, Series 2021-3, Class B                                            | CUSIP: 43730XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1355920 | PA      | $1251776.39   | 0.06%             | 2041-01-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8182662.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2793 | PA      | $2748.38      | 0.00%             | 2026-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4535094.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3355 | PA      | $0.00         | 0.00%             | 2033-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6139899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5390 | PA      | $0.59         | 0.00%             | 2034-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7201182.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       638 | PA      | $305.63       | 0.00%             | 2035-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11752109.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6364 | PA      | $956.57       | 0.00%             | 2026-12-23      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7921388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1538 | PA      | $1418.65      | 0.00%             | 2025-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2951012.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5107 | PA      | $4949.19      | 0.00%             | 2027-04-14      | Fixed         | 7.81%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7353683.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1229 | PA      | $44.86        | 0.00%             | 2025-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31410GMZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13485 | PA      | $13878.06     | 0.00%             | 2037-08-01      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7703768.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3043 | PA      | $2319.47      | 0.00%             | 2025-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7803043.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4362 | PA      | $4256.90      | 0.00%             | 2025-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991806681.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.06         | 0.00%             | 2030-02-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5867284.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4758 | PA      | $0.08         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7010131.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9760 | PA      | $5096.50      | 0.00%             | 2035-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2292250.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5585 | PA      | $5444.07      | 0.00%             | 2027-05-26      | Fixed         | 12.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4585539.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       643 | PA      | $0.00         | 0.00%             | 2033-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13914635.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11084 | PA      | $11584.94     | 0.00%             | 2027-06-10      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2605310.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3145 | PA      | $1443.03      | 0.00%             | 2027-02-10      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4229796.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2213 | PA      | $0.05         | 0.00%             | 2032-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14057653.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       573 | PA      | $573.76       | 0.00%             | 2025-06-20      | Fixed         | 10.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8120003.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3056 | PA      | $3011.50      | 0.00%             | 2026-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Galaxy XXVII CLO Ltd.                                                           | Galaxy XXVII CLO Ltd., Series 2018-27A, Class A                                                   | CUSIP: 36320UAC4<br>LEI: 549300GJYHKO4BDEN716 | Long             | ABS-CBDO         | CORP              | KY        |    350110 | PA      | $350753.25    | 0.02%             | 2031-05-16      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | U.S. Treasury Long Bonds                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -44 | NC      | $31215.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6003010.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1626 | PA      | $0.01         | 0.00%             | 2034-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3336181.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7935 | PA      | $0.15         | 0.00%             | 2032-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8146384.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10073 | PA      | $5725.38      | 0.00%             | 2026-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7575416.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1622 | PA      | $88.24        | 0.00%             | 2025-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31385HJD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       439 | PA      | $435.39       | 0.00%             | 2034-09-01      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6063093.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3406 | PA      | $0.00         | 0.00%             | 2034-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7987790.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2995 | PA      | $2401.56      | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6306494.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12186 | PA      | $14.77        | 0.00%             | 2034-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6646778.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3207 | PA      | $874.81       | 0.00%             | 2034-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Caterpillar Financial Services Corp.                                            | Caterpillar Financial Services Corp.                                                              | CUSIP: 14913R2C0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1098678.20   | 0.06%             | 2025-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                    | Exelon Corp.                                                                                      | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6924435.00   | 0.35%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1885346.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1099 | PA      | $1076.70      | 0.00%             | 2026-10-20      | Fixed         | 12.58%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2427919.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5005 | PA      | $4914.60      | 0.00%             | 2027-01-14      | Fixed         | 26.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991801416.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $8.80         | 0.00%             | 2030-02-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Pacific Gas and Electric Co.                                                    | Pacific Gas and Electric Co.                                                                      | CUSIP: 694308KS5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   6800000 | PA      | $6795629.50   | 0.35%             | 2025-09-04      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7643463.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       743 | PA      | $315.69       | 0.00%             | 2025-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7370441.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9362 | PA      | $612.62       | 0.00%             | 2025-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8205130.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1511 | PA      | $1414.52      | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2430606.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       682 | PA      | $671.26       | 0.00%             | 2027-01-14      | Fixed         | 20.16%                | 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        |     13844 | PA      | $6428.08      | 0.00%             | 2045-01-15      | Variable      | 16.27%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2430462.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9958 | PA      | $9694.05      | 0.00%             | 2027-01-14      | Fixed         | 8.40%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1720965.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1927 | PA      | $1914.00      | 0.00%             | 2027-02-15      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2049409.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5036 | PA      | $4949.97      | 0.00%             | 2026-11-15      | Fixed         | 31.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4681090.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1211 | PA      | $0.00         | 0.00%             | 2033-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7205732.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9704 | PA      | $6022.55      | 0.00%             | 2035-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31405KZ20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3066 | PA      | $3088.28      | 0.00%             | 2034-09-01      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8111735.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1721 | PA      | $1691.50      | 0.00%             | 2026-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4044447.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14344 | PA      | $0.36         | 0.00%             | 2032-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2951160.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1718 | PA      | $123.12       | 0.00%             | 2027-04-14      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31362J5B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        35 | PA      | $34.51        | 0.00%             | 2027-07-01      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7901578.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1958 | PA      | $631.19       | 0.00%             | 2025-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2436835.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7044 | PA      | $6909.58      | 0.00%             | 2027-01-18      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Honda Auto Receivables Owner Trust                                              | Honda Auto Receivables Owner Trust, Series 2023-3, Class A3                                       | CUSIP: 43815QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8070000 | PA      | $8129969.78   | 0.42%             | 2028-02-18      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8120195.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3494 | PA      | $3412.05      | 0.00%             | 2026-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cencosud SA                                                                     | Cencosud SA                                                                                       | CUSIP: 15132HAH4<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |   2900000 | PA      | $2869025.97   | 0.15%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14057201.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6302 | PA      | $6527.69      | 0.00%             | 2027-06-18      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7947625.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1914 | PA      | $1750.25      | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11934555.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8313 | PA      | $8666.79      | 0.00%             | 2026-09-22      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17418426.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7149 | PA      | $1810.48      | 0.00%             | 2027-09-26      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6213794.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3389 | PA      | $1.27         | 0.00%             | 2034-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31382UUW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3581 | PA      | $3591.33      | 0.00%             | 2028-12-01      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                  | DTE Energy Co.                                                                                    | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2223058.13   | 0.11%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Prosper Pass-Thru Trust III                                                     | Prosper Pass-Thru Trust III, Series 2020-PT3, Class A                                             | CUSIP: 74360NAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       513 | PA      | $357.81       | 0.00%             | 2026-05-15      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDS                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2080000 | PA      | $152691.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31385JFP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1592 | PA      | $1605.91      | 0.00%             | 2031-10-01      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1708223.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1713 | PA      | $1686.53      | 0.00%             | 2026-09-15      | Fixed         | 31.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7958842.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32022 | PA      | $30179.86     | 0.00%             | 2026-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hanesbrands, Inc.                                                               | Hanesbrands, Inc., First Lien, CME Term Loan, B                                                   | CUSIP: 410346AY6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    563849 | PA      | $560325.37    | 0.03%             | 2032-03-08      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8206615.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1730 | PA      | $1709.57      | 0.00%             | 2026-03-21      | None          | 0.00%                 | No            |                  3 | 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        |    175514 | PA      | $175250.99    | 0.01%             | 2031-03-26      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1665225.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3010 | PA      | $3049.41      | 0.00%             | 2026-11-14      | Fixed         | 19.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2436053.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19163 | PA      | $18735.89     | 0.00%             | 2027-01-18      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8142451.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       151 | PA      | $147.83       | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6767251.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       289 | PA      | $45.39        | 0.00%             | 2034-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8011152.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1513 | PA      | $963.21       | 0.00%             | 2026-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31414BLA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80189 | PA      | $82587.10     | 0.00%             | 2038-01-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7314028.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12817 | PA      | $801.45       | 0.00%             | 2025-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7963289.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1070 | PA      | $1041.04      | 0.00%             | 2026-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31385Y6D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10849 | PA      | $10960.75     | 0.00%             | 2030-11-01      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14346063.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15205 | PA      | $15788.44     | 0.00%             | 2027-08-27      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1715513.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15608 | PA      | $15246.50     | 0.00%             | 2027-02-15      | Fixed         | 13.27%                | No            |                  3 | On Loan: No      |
| Party City Holdco, Inc.                                                         | Party City Holdco, Inc.                                                                           | CUSIP: N/A<br>LEI: 549300BUAG9YASF5Q703       | Long             | EC               | CORP              | US        |        23 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8151036.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2082 | PA      | $2065.99      | 0.00%             | 2026-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6764876.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2247 | PA      | $756.19       | 0.00%             | 2034-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15653357.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4623 | PA      | $4761.91      | 0.00%             | 2027-07-04      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7982077.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1647 | PA      | $1489.43      | 0.00%             | 2026-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5075710.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2580 | PA      | $0.26         | 0.00%             | 2033-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Petronas Capital Ltd.                                                           | Petronas Capital Ltd.                                                                             | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |   4490000 | PA      | $4557920.27   | 0.23%             | 2031-01-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2610465.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8492 | PA      | $8221.68      | 0.00%             | 2027-02-11      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7219057.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1682 | PA      | $1337.85      | 0.00%             | 2035-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Medical Solutions Holdings, Inc.                                                | Medical Solutions Holdings, Inc., First Lien, CME Term Loan                                       | CUSIP: 58462QAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    353732 | PA      | $216169.14    | 0.01%             | 2028-11-01      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15589159.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8671 | PA      | $3115.00      | 0.00%             | 2027-10-22      | Fixed         | 26.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4413064.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       661 | PA      | $0.00         | 0.00%             | 2033-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2613750.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1333 | PA      | $1306.01      | 0.00%             | 2027-02-11      | Fixed         | 25.19%                | No            |                  3 | On Loan: No      |
| EAB Global, Inc.                                                                | EAB Global, Inc., First Lien, CME Term Loan                                                       | CUSIP: 26835CAC3<br>LEI: 254900WJRUVZKYEF1M36 | Long             | LON              | CORP              | US        |    514800 | PA      | $505950.59    | 0.03%             | 2030-08-16      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4873268.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6701 | PA      | $0.22         | 0.00%             | 2033-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8205034.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3113 | PA      | $3048.63      | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7957062.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1569 | PA      | $1519.42      | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2297741.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2285 | PA      | $2225.98      | 0.00%             | 2026-12-22      | Fixed         | 8.43%                 | No            |                  3 | On Loan: No      |
| RAAC Trust                                                                      | RAAC Trust, Series 2004-SP1, Class AII                                                            | CUSIP: 7609855V9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55934 | PA      | $55324.56     | 0.00%             | 2034-03-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5856105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $0.00         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6962075.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       391 | PA      | $7.40         | 0.00%             | 2035-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13483981.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6434 | PA      | $6674.13      | 0.00%             | 2027-05-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2299026.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1865 | PA      | $1816.42      | 0.00%             | 2026-12-22      | Fixed         | 7.03%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7423709.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12846 | PA      | $7690.01      | 0.00%             | 2025-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2432761.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1098 | PA      | $1085.17      | 0.00%             | 2027-01-14      | Fixed         | 21.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6220076.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3725 | PA      | $0.91         | 0.00%             | 2034-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7980290.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28119 | PA      | $22620.30     | 0.00%             | 2026-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2047240.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2387 | PA      | $2342.14      | 0.00%             | 2026-11-15      | Fixed         | 24.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6828179.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       187 | PA      | $72.18        | 0.00%             | 2035-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2296751.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2308 | PA      | $2248.57      | 0.00%             | 2026-12-22      | Fixed         | 9.09%                 | No            |                  3 | On Loan: No      |
| Tencent Holdings Ltd.                                                           | Tencent Holdings Ltd.                                                                             | CUSIP: 88032WAT3<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |   3000000 | PA      | $2946293.94   | 0.15%             | 2026-01-26      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                       | O'Reilly Automotive, Inc.                                                                         | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5097537.85   | 0.26%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3437194.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1490 | PA      | $0.00         | 0.00%             | 2032-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4280865.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7930 | PA      | $0.27         | 0.00%             | 2032-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7832019.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       254 | PA      | $245.97       | 0.00%             | 2025-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5330101.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1778 | PA      | $0.18         | 0.00%             | 2033-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Iron Mountain, Inc.                                                             | Iron Mountain, Inc.                                                                               | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    700000 | PA      | $674980.41    | 0.03%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8143555.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2710 | PA      | $2585.30      | 0.00%             | 2026-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                | GE HealthCare Technologies, Inc.                                                                  | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5144240.60   | 0.26%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2588879.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       616 | PA      | $594.75       | 0.00%             | 2027-02-11      | Fixed         | 7.55%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2949810.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6121 | PA      | $5994.67      | 0.00%             | 2027-04-14      | Fixed         | 13.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7826090.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       433 | PA      | $430.54       | 0.00%             | 2025-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5901715.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       491 | PA      | $0.21         | 0.00%             | 2034-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| EPIC Crude Services LP                                                          | EPIC Crude Services LP, First Lien, CME Term Loan                                                 | CUSIP: 29428XAG5<br>LEI: 549300FRS682IQ7J9S42 | Long             | LON              | CORP              | US        |    323178 | PA      | $323235.73    | 0.02%             | 2031-10-15      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31412EU61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7336 | PA      | $7375.00      | 0.00%             | 2037-05-01      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8049833.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       882 | PA      | $875.65       | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7141603.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2867 | PA      | $1442.81      | 0.00%             | 2035-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991830633.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2047068.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       377 | PA      | $370.09       | 0.00%             | 2026-11-15      | Fixed         | 12.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3344944.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       877 | PA      | $0.00         | 0.00%             | 2032-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2607986.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18997 | PA      | $18026.83     | 0.00%             | 2029-07-10      | Fixed         | 25.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8177540.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2034 | PA      | $1962.75      | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7730750.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32846 | PA      | $13920.38     | 0.00%             | 2025-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6611828.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3208 | PA      | $23.32        | 0.00%             | 2034-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5075922.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       309 | PA      | $0.04         | 0.00%             | 2033-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of Montreal                                                                | Bank of Montreal                                                                                  | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2700000 | PA      | $2703021.79   | 0.14%             | 2027-09-10      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2432353.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7851 | PA      | $7641.84      | 0.00%             | 2027-01-20      | Fixed         | 7.41%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8140201.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       881 | PA      | $855.88       | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7966867.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       591 | PA      | $115.22       | 0.00%             | 2026-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities, Series 2016-C01, Class 1M2                                    | CUSIP: 30711XBM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    262674 | PA      | $270949.93    | 0.01%             | 2028-08-25      | Floating      | 11.22%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5114631.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2038 | PA      | $0.00         | 0.00%             | 2033-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6850861.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       321 | PA      | $143.14       | 0.00%             | 2035-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14041540.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10255 | PA      | $10424.37     | 0.00%             | 2027-05-03      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6353710.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4027 | PA      | $1.76         | 0.00%             | 2034-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7196193.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2811 | PA      | $1594.34      | 0.00%             | 2035-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                                                      | Bio-Rad Laboratories, Inc.                                                                        | CUSIP: 090572AR9<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    900000 | PA      | $877872.92    | 0.04%             | 2027-03-15      | Fixed         | 3.30%                 | 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        |   1108486 | PA      | $1104207.55   | 0.06%             | 2048-08-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2431798.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5267 | PA      | $5095.06      | 0.00%             | 2027-01-14      | Fixed         | 6.68%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7025072.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       118 | PA      | $70.58        | 0.00%             | 2035-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2423715.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       536 | PA      | $527.21       | 0.00%             | 2027-01-13      | Fixed         | 32.57%                | No            |                  3 | On Loan: No      |
| CVS Health Corp.                                                                | CVS Health Corp.                                                                                  | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4752870.63   | 0.24%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11703116.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5708 | PA      | $5917.87      | 0.00%             | 2027-02-05      | Fixed         | 19.49%                | 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        |    161636 | PA      | $158568.47    | 0.01%             | 2028-04-20      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4655105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1842 | PA      | $0.00         | 0.00%             | 2033-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7441240.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3314 | PA      | $216.22       | 0.00%             | 2025-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2430692.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3830 | PA      | $3743.80      | 0.00%             | 2027-01-14      | Fixed         | 13.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7842544.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       180 | PA      | $178.53       | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2611149.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10111 | PA      | $9901.81      | 0.00%             | 2027-02-11      | Fixed         | 23.94%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1743968.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10529 | PA      | $10214.25     | 0.00%             | 2028-03-15      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2951862.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       905 | PA      | $891.29       | 0.00%             | 2027-04-28      | Fixed         | 25.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7941308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10108 | PA      | $8167.40      | 0.00%             | 2025-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2949268.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2317 | PA      | $2278.75      | 0.00%             | 2027-04-14      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6511415.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2844 | PA      | $13.92        | 0.00%             | 2034-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7220676.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1149 | PA      | $36.63        | 0.00%             | 2035-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13751462.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18025 | PA      | $18400.02     | 0.00%             | 2027-05-28      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                               | CUSIP: 912833QB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42300000 | PA      | $38579569.91  | 1.97%             | 2027-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2429622.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2199 | PA      | $2149.93      | 0.00%             | 2027-01-14      | Fixed         | 15.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4606526.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       462 | PA      | $0.01         | 0.00%             | 2033-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6630658.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       635 | PA      | $6.35         | 0.00%             | 2034-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DexKo Global, Inc.                                                              | DexKo Global, Inc., First Lien, Closing Date Dollar CME Term Loan                                 | CUSIP: 25213YAU9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    537820 | PA      | $497954.39    | 0.03%             | 2028-10-04      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7665229.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       180 | PA      | $168.21       | 0.00%             | 2025-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5053049.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       110 | PA      | $0.00         | 0.00%             | 2033-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7154002.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       578 | PA      | $276.64       | 0.00%             | 2035-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2295496.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1281 | PA      | $1262.67      | 0.00%             | 2026-12-21      | Fixed         | 31.18%                | No            |                  3 | On Loan: No      |
| Truist Financial Corp.                                                          | Truist Financial Corp.                                                                            | CUSIP: 89788MAJ1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   6800000 | PA      | $6839789.45   | 0.35%             | 2026-10-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7800202.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10005 | PA      | $166.90       | 0.00%             | 2025-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1752456.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3209 | PA      | $1745.67      | 0.00%             | 2027-04-05      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13849753.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15228 | PA      | $15478.59     | 0.00%             | 2027-05-20      | Fixed         | 9.34%                 | No            |                  3 | On Loan: No      |
| Cloudera, Inc.                                                                  | Cloudera, Inc., First Lien, Initial CME Term Loan                                                 | CUSIP: 74339VAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    636710 | PA      | $628355.89    | 0.03%             | 2028-10-09      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8145261.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3092 | PA      | $3053.81      | 0.00%             | 2026-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15739609.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2774 | PA      | $2778.27      | 0.00%             | 2025-08-07      | Fixed         | 8.74%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14865932.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10060 | PA      | $10440.20     | 0.00%             | 2026-07-15      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7729708.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       857 | PA      | $738.42       | 0.00%             | 2025-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5790156.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1282 | PA      | $0.11         | 0.00%             | 2034-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8075700.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2147 | PA      | $2122.70      | 0.00%             | 2026-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14188906.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10586 | PA      | $10832.08     | 0.00%             | 2027-06-17      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6696314.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4176 | PA      | $27.38        | 0.00%             | 2034-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2951548.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1383 | PA      | $1361.31      | 0.00%             | 2027-04-14      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8157766.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10678 | PA      | $6009.56      | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1742753.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6596 | PA      | $6488.44      | 0.00%             | 2027-04-05      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15137192.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8929 | PA      | $9073.75      | 0.00%             | 2027-07-15      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7462684.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1215 | PA      | $576.47       | 0.00%             | 2025-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1681000.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5265 | PA      | $4764.74      | 0.00%             | 2026-12-20      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2298544.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2065 | PA      | $2034.18      | 0.00%             | 2026-12-22      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8025582.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4240 | PA      | $4169.14      | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14865904.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14179 | PA      | $14465.29     | 0.00%             | 2026-07-23      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8038469.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1410 | PA      | $1387.05      | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Deutsche Bank AG                                                                | Deutsche Bank AG                                                                                  | CUSIP: 251526CQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   6600000 | PA      | $6598621.19   | 0.34%             | 2025-05-13      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2095277.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6897 | PA      | $6794.66      | 0.00%             | 2026-11-22      | Fixed         | 25.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2948840.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8152 | PA      | $8016.32      | 0.00%             | 2027-04-28      | Fixed         | 19.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5694516.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4108 | PA      | $0.00         | 0.00%             | 2034-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7590307.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13478 | PA      | $12638.00     | 0.00%             | 2025-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7839709.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1391 | PA      | $789.18       | 0.00%             | 2025-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12119826.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23439 | PA      | $23782.15     | 0.00%             | 2027-04-16      | Fixed         | 12.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2427445.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3166 | PA      | $3081.94      | 0.00%             | 2027-01-13      | Fixed         | 7.98%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8087504.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       869 | PA      | $772.76       | 0.00%             | 2026-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6484618.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4048 | PA      | $566.02       | 0.00%             | 2034-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6669152.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25018 | PA      | $124.29       | 0.00%             | 2034-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8170308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42796 | PA      | $34981.46     | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8118665.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11806 | PA      | $11583.99     | 0.00%             | 2026-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3953788.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6116 | PA      | $0.00         | 0.00%             | 2032-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4891549.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3445 | PA      | $0.10         | 0.00%             | 2033-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7389557.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       627 | PA      | $530.87       | 0.00%             | 2025-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5062108.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2002 | PA      | $0.00         | 0.00%             | 2033-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8158684.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28459 | PA      | $26315.71     | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5956226.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5662 | PA      | $0.00         | 0.00%             | 2034-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7860764.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3002 | PA      | $2950.98      | 0.00%             | 2025-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2427076.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3417 | PA      | $3327.95      | 0.00%             | 2027-01-13      | Fixed         | 9.69%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8129377.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4955 | PA      | $4843.32      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2424684.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2745 | PA      | $2687.51      | 0.00%             | 2027-01-13      | Fixed         | 20.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2949275.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2250 | PA      | $1325.72      | 0.00%             | 2027-09-14      | Fixed         | 14.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7824300.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2309 | PA      | $2259.70      | 0.00%             | 2025-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13512883.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       213 | PA      | $213.05       | 0.00%             | 2035-05-20      | Fixed         | 9.84%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2608712.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1783 | PA      | $1740.39      | 0.00%             | 2027-02-10      | Fixed         | 13.54%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14058523.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19729 | PA      | $20567.51     | 0.00%             | 2027-08-14      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7919425.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2326 | PA      | $1668.48      | 0.00%             | 2025-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3842781.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10067 | PA      | $0.79         | 0.00%             | 2032-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8053051.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       727 | PA      | $683.58       | 0.00%             | 2026-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6736022.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2969 | PA      | $26.03        | 0.00%             | 2034-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2950280.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2220 | PA      | $2198.21      | 0.00%             | 2027-04-14      | Fixed         | 18.73%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11694004.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19658 | PA      | $19949.22     | 0.00%             | 2026-12-23      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8207117.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1845 | PA      | $1758.61      | 0.00%             | 2026-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDIT                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  12100000 | PA      | $25035.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8146805.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5515 | PA      | $5389.15      | 0.00%             | 2026-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2297301.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2224 | PA      | $555.28       | 0.00%             | 2026-12-22      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| American Express Credit Account Master Trust                                    | American Express Credit Account Master Trust, Series 2022-2, Class A                              | CUSIP: 02582JJT8<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |  11100000 | PA      | $11094582.09  | 0.57%             | 2027-05-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Korea East-West Power Co. Ltd.                                                  | Korea East-West Power Co. Ltd.                                                                    | CUSIP: 5006EPAK7<br>LEI: 988400N0YW2A27V3D553 | Long             | DBT              | CORP              | KR        |   8500000 | PA      | $8497397.98   | 0.43%             | 2025-05-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 35 Ltd.                                             | Octagon Investment Partners 35 Ltd., Series 2018-1A, Class A1B                                    | CUSIP: 67591TAC4<br>LEI: 549300EBYXJ9QVMC7X31 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1997486.32   | 0.10%             | 2031-01-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                               | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1871562.50   | 0.10%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3411766.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5695 | PA      | $0.62         | 0.00%             | 2032-06-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7165960.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       609 | PA      | $273.52       | 0.00%             | 2035-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2292373.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       812 | PA      | $799.32       | 0.00%             | 2026-12-22      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7055970.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       786 | PA      | $16.50        | 0.00%             | 2035-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital One Financial Corp.                                                     | Capital One Financial Corp.                                                                       | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6867349.65   | 0.35%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1710686.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4777 | PA      | $4872.53      | 0.00%             | 2027-02-18      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5183474.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       575 | PA      | $0.00         | 0.00%             | 2033-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7631341.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4005 | PA      | $57.40        | 0.00%             | 2025-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2426856.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4450 | PA      | $4391.71      | 0.00%             | 2027-01-21      | Fixed         | 16.14%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7881129.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1149 | PA      | $1126.80      | 0.00%             | 2025-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8204568.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9077 | PA      | $8670.52      | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2047197.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4782 | PA      | $4694.41      | 0.00%             | 2026-11-15      | Fixed         | 21.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7863709.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       614 | PA      | $599.97       | 0.00%             | 2025-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                       | Ford Motor Credit Co. LLC                                                                         | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3171109.50   | 0.16%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7782030.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       856 | PA      | $818.80       | 0.00%             | 2025-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2297702.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       594 | PA      | $587.46       | 0.00%             | 2026-12-22      | Fixed         | 16.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3452149.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       969 | PA      | $0.02         | 0.00%             | 2032-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Campbell's Co. (The)                                                            | Campbell's Co. (The)                                                                              | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3355184.75   | 0.17%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2614134.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5326 | PA      | $5224.61      | 0.00%             | 2027-02-11      | Fixed         | 28.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2048190.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5861 | PA      | $5747.68      | 0.00%             | 2026-11-15      | Fixed         | 23.66%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7914492.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       863 | PA      | $797.96       | 0.00%             | 2025-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities Corp.                            | Credit Suisse First Boston Mortgage Securities Corp., Series 2004-6, Class 3A1                    | CUSIP: 2254W0HE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100822 | PA      | $57525.81     | 0.00%             | 2038-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2096292.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3601 | PA      | $3541.64      | 0.00%             | 2026-11-22      | Fixed         | 18.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7799705.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       610 | PA      | $523.15       | 0.00%             | 2025-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5628952.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4403 | PA      | $0.00         | 0.00%             | 2034-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1886466.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5725 | PA      | $5628.39      | 0.00%             | 2026-10-20      | Fixed         | 20.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6965159.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7508 | PA      | $142.65       | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2024-98, Class FA                                                                    | CUSIP: 3136BUCU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9029898 | PA      | $9038520.12   | 0.46%             | 2053-12-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17250115.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3954 | PA      | $4016.47      | 0.00%             | 2027-09-09      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15007157.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8000 | PA      | $901.44       | 0.00%             | 2027-07-11      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14195378.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14816 | PA      | $15378.94     | 0.00%             | 2027-06-30      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15032228.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1911 | PA      | $1933.55      | 0.00%             | 2025-09-12      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Bally's Corp.                                                                   | Bally's Corp., First Lien, CME Term Loan, B                                                       | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |    748154 | PA      | $650269.63    | 0.03%             | 2028-10-02      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1700571.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4106 | PA      | $4058.77      | 0.00%             | 2026-01-24      | Fixed         | 18.11%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1744487.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $8.54         | 0.00%             | 2035-04-20      | Fixed         | 18.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7153341.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6870 | PA      | $325.23       | 0.00%             | 2035-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14930206.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5988 | PA      | $6090.52      | 0.00%             | 2027-07-14      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Citigroup, Inc.                                                                 | Citigroup, Inc.                                                                                   | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4161324.56   | 0.21%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8097837.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       127 | PA      | $126.72       | 0.00%             | 2026-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6781242.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1457 | PA      | $14.63        | 0.00%             | 2034-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15595170.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31489 | PA      | $3520.10      | 0.00%             | 2027-08-14      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2610047.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1593 | PA      | $1558.83      | 0.00%             | 2027-02-11      | Fixed         | 22.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8189382.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4717 | PA      | $4584.71      | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1674065.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7330 | PA      | $7609.97      | 0.00%             | 2026-12-16      | Fixed         | 27.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7603633.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1238 | PA      | $1196.44      | 0.00%             | 2025-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6265155.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6047 | PA      | $3.42         | 0.00%             | 2034-06-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14289803.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5156 | PA      | $5331.94      | 0.00%             | 2027-05-02      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2950042.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       845 | PA      | $836.01       | 0.00%             | 2027-04-14      | Fixed         | 16.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7600963.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4304 | PA      | $31.65        | 0.00%             | 2025-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31403DLF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20123 | PA      | $20639.66     | 0.00%             | 2036-05-01      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4992493.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1237 | PA      | $0.02         | 0.00%             | 2033-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2949486.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11625 | PA      | $11362.79     | 0.00%             | 2027-04-14      | Fixed         | 10.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8079002.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3315 | PA      | $1473.31      | 0.00%             | 2026-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6441614.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1140 | PA      | $189.31       | 0.00%             | 2034-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4481855.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1079 | PA      | $0.04         | 0.00%             | 2033-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2439081.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1636 | PA      | $417.02       | 0.00%             | 2025-11-27      | Fixed         | 9.27%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7009259.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3012 | PA      | $66.82        | 0.00%             | 2035-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8069555.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1364 | PA      | $1209.25      | 0.00%             | 2026-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7384366.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2246 | PA      | $52.89        | 0.00%             | 2025-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 188415292.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19861 | PA      | $19440.09     | 0.00%             | 2028-07-20      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| CPI Holdco B LLC                                                                | CPI Holdco B LLC, First Lien, First Amendment Incremental CME Term Loan                           | CUSIP: 1261MAAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    750000 | PA      | $747577.50    | 0.04%             | 2031-05-19      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5924210.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11933 | PA      | $1.75         | 0.00%             | 2034-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2436120.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1335 | PA      | $1318.49      | 0.00%             | 2027-01-18      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4556489.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2476 | PA      | $0.00         | 0.00%             | 2033-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14329001.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2882 | PA      | $3028.87      | 0.00%             | 2026-06-24      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                  | Jefferson Capital Holdings LLC                                                                    | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1678699.20   | 0.09%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| First Student Bidco, Inc.                                                       | First Student Bidco, Inc., First Lien, CME Term Loan, B                                           | CUSIP: 33718FAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    396432 | PA      | $395286.33    | 0.02%             | 2028-07-21      | Variable      | 6.80%                 | 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        |    890000 | PA      | $874692.18    | 0.04%             | 2049-05-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2429964.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2009 | PA      | $1956.12      | 0.00%             | 2027-01-14      | Fixed         | 9.01%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5420, Class CF                                                                      | CUSIP: 3137HD7J3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4493160 | PA      | $4503172.35   | 0.23%             | 2054-06-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6608828.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43918 | PA      | $102.31       | 0.00%             | 2034-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8143126.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13451 | PA      | $9002.65      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3988483.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6804 | PA      | $0.27         | 0.00%             | 2032-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8008015.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       750 | PA      | $738.82       | 0.00%             | 2026-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7971048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1159 | PA      | $582.61       | 0.00%             | 2026-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2436314.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3101 | PA      | $2998.36      | 0.00%             | 2027-01-18      | Fixed         | 6.73%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7162414.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       526 | PA      | $242.30       | 0.00%             | 2035-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7944826.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       263 | PA      | $260.97       | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6682727.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1719 | PA      | $509.45       | 0.00%             | 2034-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2949973.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3163 | PA      | $3110.79      | 0.00%             | 2027-04-16      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7212719.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3231 | PA      | $2275.58      | 0.00%             | 2035-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7673560.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1534 | PA      | $880.38       | 0.00%             | 2025-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1744484.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16383 | PA      | $16123.96     | 0.00%             | 2027-04-07      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Primo Brands Corp.                                                              | Primo Brands Corp., First Lien, 2025 Refinancing CME Term Loan                                    | CUSIP: 89678QAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    529570 | PA      | $526193.83    | 0.03%             | 2028-03-31      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2606754.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2076 | PA      | $2037.80      | 0.00%             | 2027-02-10      | Fixed         | 31.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4867691.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $0.00         | 0.00%             | 2033-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BRAVO Residential Funding Trust                                                 | BRAVO Residential Funding Trust, Series 2024-NQM3, Class A1                                       | CUSIP: 10569LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4667595 | PA      | $4706088.47   | 0.24%             | 2064-03-25      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8058016.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3190 | PA      | $3066.28      | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7487387.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3973 | PA      | $772.30       | 0.00%             | 2025-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2603425.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1784 | PA      | $1748.73      | 0.00%             | 2027-02-10      | Fixed         | 27.81%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 187991007.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3532 | PA      | $335.80       | 0.00%             | 2027-04-08      | Fixed         | 17.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8016211.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2578 | PA      | $30.35        | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2300374.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1340 | PA      | $1317.85      | 0.00%             | 2026-12-22      | Fixed         | 21.31%                | No            |                  3 | On Loan: No      |
| Prosper Pass-Thru Trust III                                                     | Prosper Pass-Thru Trust III, Series 2020-PT1, Class A                                             | CUSIP: 74360NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9101 | PA      | $5230.53      | 0.00%             | 2026-03-15      | Variable      | 8.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7942994.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       531 | PA      | $90.68        | 0.00%             | 2025-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6207369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       618 | PA      | $0.19         | 0.00%             | 2034-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2613392.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6392 | PA      | $6269.78      | 0.00%             | 2027-02-18      | Fixed         | 27.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31405QDY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1120 | PA      | $1129.16      | 0.00%             | 2034-07-01      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6414098.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3987 | PA      | $15.17        | 0.00%             | 2034-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15758289.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6675 | PA      | $7028.72      | 0.00%             | 2027-09-21      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7884719.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1342 | PA      | $1316.65      | 0.00%             | 2025-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2612816.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9620 | PA      | $9417.90      | 0.00%             | 2027-02-14      | Fixed         | 19.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7387507.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       261 | PA      | $212.33       | 0.00%             | 2025-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2615716.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1489 | PA      | $1461.98      | 0.00%             | 2027-02-21      | Fixed         | 30.71%                | 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        |       -11 | NC      | $-11931.13    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6025558.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       833 | PA      | $0.00         | 0.00%             | 2034-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7572492.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5503 | PA      | $116.35       | 0.00%             | 2025-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991806983.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $1.04         | 0.00%             | 2030-04-13      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8117025.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1536 | PA      | $1003.74      | 0.00%             | 2026-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7920505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3276 | PA      | $3234.56      | 0.00%             | 2025-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BMO Mortgage Trust                                                              | BMO Mortgage Trust, Series 2025-5C10, Class XA                                                    | CUSIP: 05615BAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  41291000 | PA      | $2374480.25   | 0.12%             | 2058-05-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2434635.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8359 | PA      | $8136.43      | 0.00%             | 2027-01-14      | Fixed         | 7.74%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6407824.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       460 | PA      | $0.75         | 0.00%             | 2034-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2048606.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4414 | PA      | $4325.34      | 0.00%             | 2026-11-15      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6155930.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9003 | PA      | $1.62         | 0.00%             | 2034-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15594246.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17101 | PA      | $17920.17     | 0.00%             | 2027-08-30      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7602169.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       693 | PA      | $436.54       | 0.00%             | 2025-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14840263.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16748 | PA      | $17095.52     | 0.00%             | 2027-12-08      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| BA Credit Card Trust                                                            | BA Credit Card Trust, Series 2022-A1, Class A1                                                    | CUSIP: 05522RDE5<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   3870000 | PA      | $3865014.67   | 0.20%             | 2027-11-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7068868.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1970 | PA      | $51.44        | 0.00%             | 2035-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8076684.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17668 | PA      | $16677.85     | 0.00%             | 2026-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                      | JPMDB Commercial Mortgage Securities Trust, Series 2017-C5, Class A4                              | CUSIP: 46590TAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2113089 | PA      | $2063212.23   | 0.11%             | 2050-03-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7275203.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4292 | PA      | $199.07       | 0.00%             | 2025-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5718687.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       187 | PA      | $0.07         | 0.00%             | 2034-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2047777.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1535 | PA      | $1504.76      | 0.00%             | 2026-11-15      | Fixed         | 22.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8200376.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1820 | PA      | $1713.69      | 0.00%             | 2026-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7406047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1167 | PA      | $420.94       | 0.00%             | 2025-07-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7946424.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1191 | PA      | $1166.70      | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UBS Group AG                                                                    | UBS Group AG                                                                                      | CUSIP: 225401AY4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $501438.84    | 0.03%             | 2026-07-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6270473.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3312 | PA      | $1.08         | 0.00%             | 2034-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                           | Clydesdale Acquisition Holdings, Inc., First Lien, 2025 Incremental Delayed Draw CME Term Loan, B | CUSIP: 18972FAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       305 | PA      | $302.61       | 0.00%             | 2032-04-01      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31378A3P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1669 | PA      | $1673.13      | 0.00%             | 2026-11-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15754423.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1426 | PA      | $1447.87      | 0.00%             | 2025-07-04      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7854629.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5775 | PA      | $5489.59      | 0.00%             | 2025-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8207243.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11179 | PA      | $10564.37     | 0.00%             | 2026-03-22      | None          | 0.00%                 | 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        |   1331072 | PA      | $1183274.87   | 0.06%             | 2049-02-20      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2612720.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       502 | PA      | $491.39       | 0.00%             | 2027-02-11      | Fixed         | 23.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4555245.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4885 | PA      | $0.00         | 0.00%             | 2033-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5830235.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10562 | PA      | $0.28         | 0.00%             | 2034-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2613480.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4947 | PA      | $4835.55      | 0.00%             | 2027-02-11      | Fixed         | 14.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7812863.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2065 | PA      | $2042.97      | 0.00%             | 2025-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Rio Tinto Finance USA plc                                                       | Rio Tinto Finance USA plc                                                                         | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   3420000 | PA      | $3473193.07   | 0.18%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2438349.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       573 | PA      | $563.95       | 0.00%             | 2027-01-18      | Fixed         | 30.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2951687.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5120 | PA      | $4975.96      | 0.00%             | 2027-04-14      | Fixed         | 7.49%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8125649.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       625 | PA      | $613.57       | 0.00%             | 2026-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1715518.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5479 | PA      | $5396.15      | 0.00%             | 2027-02-15      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2951427.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3583 | PA      | $3527.66      | 0.00%             | 2027-04-14      | Fixed         | 23.72%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                               | LendingClub Corp., 148165215.LC.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3498 | PA      | $0.00         | 0.00%             | 2034-05-15      | Fixed         | 15.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6868681.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       975 | PA      | $10.86        | 0.00%             | 2035-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3371556.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       698 | PA      | $0.06         | 0.00%             | 2032-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7790606.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       336 | PA      | $323.83       | 0.00%             | 2025-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14214629.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7421 | PA      | $7502.69      | 0.00%             | 2026-06-26      | Fixed         | 10.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7188015.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2620 | PA      | $39.12        | 0.00%             | 2035-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31404XE91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19926 | PA      | $20373.66     | 0.00%             | 2034-08-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8216619.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11671 | PA      | $11254.98     | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5474055.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1008 | PA      | $0.14         | 0.00%             | 2033-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2049153.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4275 | PA      | $4189.35      | 0.00%             | 2026-11-15      | Fixed         | 19.94%                | 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        |   7000000 | PA      | $6962816.02   | 0.36%             | 2034-07-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6362699.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42087 | PA      | $52.40        | 0.00%             | 2034-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2288385.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2032 | PA      | $1988.08      | 0.00%             | 2026-12-21      | Fixed         | 12.86%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8032755.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       127 | PA      | $110.41       | 0.00%             | 2026-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CCI Buyer, Inc.                                                                 | CCI Buyer, Inc., First Lien, Initial CME Term Loan                                                | CUSIP: 12510EAC1<br>LEI: 254900TMV7DAFRQALU04 | Long             | LON              | CORP              | US        |    514324 | PA      | $515172.71    | 0.03%             | 2027-12-17      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6571593.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12852 | PA      | $34.59        | 0.00%             | 2034-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7269871.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       939 | PA      | $619.44       | 0.00%             | 2025-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7673962.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5478 | PA      | $207.30       | 0.00%             | 2025-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6609650.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3296 | PA      | $27.83        | 0.00%             | 2034-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15558741.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24496 | PA      | $14056.09     | 0.00%             | 2027-09-12      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2288091.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4015 | PA      | $3930.60      | 0.00%             | 2026-12-22      | Fixed         | 12.04%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11694428.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1456 | PA      | $1463.12      | 0.00%             | 2026-12-22      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1887570.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1349 | PA      | $1326.45      | 0.00%             | 2026-10-20      | Fixed         | 22.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8075019.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       514 | PA      | $440.52       | 0.00%             | 2026-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2607120.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7856 | PA      | $7671.69      | 0.00%             | 2027-02-10      | Fixed         | 13.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2950464.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2231 | PA      | $2199.59      | 0.00%             | 2027-04-14      | Fixed         | 29.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7554908.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1478 | PA      | $476.42       | 0.00%             | 2025-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8081859.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       523 | PA      | $507.70       | 0.00%             | 2026-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2616072.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1977 | PA      | $1936.41      | 0.00%             | 2027-02-14      | Fixed         | 19.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7636576.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       224 | PA      | $165.08       | 0.00%             | 2025-09-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7005506.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18115 | PA      | $394.94       | 0.00%             | 2035-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588007.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16177 | PA      | $0.09         | 0.00%             | 2033-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1885177.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2448 | PA      | $2406.24      | 0.00%             | 2026-10-20      | Fixed         | 19.83%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31403GCQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5190 | PA      | $5353.55      | 0.00%             | 2033-09-01      | Variable      | 7.59%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6936577.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2714 | PA      | $572.02       | 0.00%             | 2035-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7053706.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1070 | PA      | $652.74       | 0.00%             | 2035-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1888552.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10277 | PA      | $10020.18     | 0.00%             | 2026-10-20      | Fixed         | 7.94%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15676938.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3763 | PA      | $3806.40      | 0.00%             | 2026-07-06      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2296795.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       760 | PA      | $750.00       | 0.00%             | 2026-12-22      | Fixed         | 30.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8184432.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4746 | PA      | $4653.44      | 0.00%             | 2026-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31410F3Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6896 | PA      | $7133.66      | 0.00%             | 2036-06-01      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8161519.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6681 | PA      | $6506.46      | 0.00%             | 2026-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7199286.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19004 | PA      | $656.41       | 0.00%             | 2035-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Citadel Securities LP                                                           | Citadel Securities LP, First Lien, 2024 CME Term Loan                                             | CUSIP: 17288YAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    521308 | PA      | $521216.55    | 0.03%             | 2031-10-31      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2612790.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6870 | PA      | $6711.33      | 0.00%             | 2027-02-11      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| AT&T, Inc.                                                                      | AT&T, Inc.                                                                                        | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6534729.04   | 0.33%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2429314.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       997 | PA      | $70.47        | 0.00%             | 2027-06-14      | Fixed         | 30.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7741295.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1832 | PA      | $582.91       | 0.00%             | 2025-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2300018.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2822 | PA      | $2786.28      | 0.00%             | 2026-12-22      | Fixed         | 31.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2295931.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5511 | PA      | $5324.71      | 0.00%             | 2026-12-21      | Fixed         | 5.90%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8169060.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       828 | PA      | $809.63       | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15584134.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13991 | PA      | $14228.07     | 0.00%             | 2027-08-03      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3521469.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3422 | PA      | $0.00         | 0.00%             | 2032-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13767273.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7759 | PA      | $7880.69      | 0.00%             | 2027-04-18      | Fixed         | 11.59%                | 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        |    248127 | PA      | $246799.09    | 0.01%             | 2031-02-21      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8168039.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2502 | PA      | $2458.91      | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31404QHG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40644 | PA      | $41059.64     | 0.00%             | 2034-05-01      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                       | OBX Trust, Series 2024-NQM2, Class A1                                                             | CUSIP: 67118HAA8<br>LEI: 254900OHTVKDKZL33I54 | Long             | ABS-MBS          | CORP              | US        |   1566111 | PA      | $1572344.28   | 0.08%             | 2063-12-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15045243.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11640 | PA      | $12103.43     | 0.00%             | 2027-08-10      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7351639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3152 | PA      | $97.26        | 0.00%             | 2025-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4315085.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       753 | PA      | $0.11         | 0.00%             | 2032-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7516624.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1678 | PA      | $118.28       | 0.00%             | 2025-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                               | LendingClub Corp., 166943124.LC.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       193 | PA      | $9.60         | 0.00%             | 2035-05-20      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2616269.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12680 | PA      | $12408.63     | 0.00%             | 2027-07-14      | Fixed         | 19.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7650571.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       167 | PA      | $117.46       | 0.00%             | 2025-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7922081.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6977 | PA      | $6606.27      | 0.00%             | 2025-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4925972.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7444 | PA      | $0.70         | 0.00%             | 2033-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6486219.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       389 | PA      | $1.11         | 0.00%             | 2034-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5179416.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2654 | PA      | $0.00         | 0.00%             | 2033-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8202154.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6242 | PA      | $6052.08      | 0.00%             | 2026-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1658917.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5261 | PA      | $5224.51      | 0.00%             | 2026-11-09      | Fixed         | 10.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6991196.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8279 | PA      | $141.07       | 0.00%             | 2035-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5803772.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       752 | PA      | $0.00         | 0.00%             | 2034-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7789785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1184 | PA      | $1170.09      | 0.00%             | 2025-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8084982.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2214 | PA      | $1420.45      | 0.00%             | 2026-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8006609.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       866 | PA      | $167.66       | 0.00%             | 2026-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7946958.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4192 | PA      | $701.03       | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8144201.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1655 | PA      | $1630.26      | 0.00%             | 2026-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BRAVO Residential Funding Trust                                                 | BRAVO Residential Funding Trust, Series 2023-NQM8, Class A1                                       | CUSIP: 10567MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2641055 | PA      | $2663280.21   | 0.14%             | 2063-10-25      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2950561.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       879 | PA      | $868.30       | 0.00%             | 2027-04-14      | Fixed         | 31.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8160689.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18464 | PA      | $17968.30     | 0.00%             | 2026-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6944390.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2510 | PA      | $63.36        | 0.00%             | 2035-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4710517.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3151 | PA      | $0.20         | 0.00%             | 2033-05-12      | 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        |   1585820 | PA      | $1582375.47   | 0.08%             | 2031-04-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2603194.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       318 | PA      | $313.05       | 0.00%             | 2025-07-10      | Fixed         | 9.76%                 | No            |                  3 | On Loan: No      |
| Knife River Corp.                                                               | Knife River Corp., First Lien, CME Term Loan, B                                                   | CUSIP: 49889LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     57300 | PA      | $57371.63     | 0.00%             | 2032-03-08      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2300266.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9181 | PA      | $8995.50      | 0.00%             | 2026-12-22      | Fixed         | 15.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4829812.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       291 | PA      | $0.03         | 0.00%             | 2033-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14188625.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10127 | PA      | $10326.61     | 0.00%             | 2027-06-20      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6014176.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $0.00         | 0.00%             | 2034-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6668833.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        91 | PA      | $24.37        | 0.00%             | 2034-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5862719.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4110 | PA      | $0.02         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6404445.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1220 | PA      | $2.65         | 0.00%             | 2034-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2298545.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6599 | PA      | $6504.04      | 0.00%             | 2026-12-22      | Fixed         | 26.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8122048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1743 | PA      | $1715.84      | 0.00%             | 2026-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2296638.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       460 | PA      | $452.70       | 0.00%             | 2026-12-22      | Fixed         | 23.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6645397.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3532 | PA      | $30.57        | 0.00%             | 2034-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14219059.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8727 | PA      | $8855.68      | 0.00%             | 2027-06-16      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2398372.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5174 | PA      | $5104.59      | 0.00%             | 2027-01-13      | Fixed         | 15.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7951311.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       537 | PA      | $92.86        | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2047282.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       579 | PA      | $570.17       | 0.00%             | 2026-11-15      | Fixed         | 16.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6938046.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2723 | PA      | $95.06        | 0.00%             | 2035-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2436458.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       948 | PA      | $930.83       | 0.00%             | 2027-01-18      | Fixed         | 23.16%                | No            |                  3 | On Loan: No      |
| Chromalloy Corp.                                                                | Chromalloy Corp., First Lien, CME Term Loan                                                       | CUSIP: 17110EAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    258050 | PA      | $254566.33    | 0.01%             | 2031-03-27      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2950277.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1905 | PA      | $1243.41      | 0.00%             | 2027-04-14      | Fixed         | 25.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3232249.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       828 | PA      | $0.00         | 0.00%             | 2032-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4600950.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       936 | PA      | $0.00         | 0.00%             | 2033-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6226503.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3035 | PA      | $1.62         | 0.00%             | 2034-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6969701.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11360 | PA      | $306.16       | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2615153.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6148 | PA      | $919.61       | 0.00%             | 2027-02-11      | Fixed         | 15.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2608032.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2959 | PA      | $2875.80      | 0.00%             | 2029-02-10      | Fixed         | 17.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2094888.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       583 | PA      | $570.78       | 0.00%             | 2026-11-22      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8024400.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1614 | PA      | $1589.16      | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3436460.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       585 | PA      | $0.00         | 0.00%             | 2032-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17143594.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5966 | PA      | $6048.64      | 0.00%             | 2026-09-07      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13811007.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12351 | PA      | $12552.45     | 0.00%             | 2027-05-21      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7937401.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       724 | PA      | $597.03       | 0.00%             | 2025-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6153219.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2899 | PA      | $5.85         | 0.00%             | 2034-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8158900.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3974 | PA      | $54.76        | 0.00%             | 2026-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Schlumberger Holdings Corp.                                                     | Schlumberger Holdings Corp.                                                                       | CUSIP: 806851AL5<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1682913.28   | 0.09%             | 2027-05-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7729519.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       817 | PA      | $283.62       | 0.00%             | 2025-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4990427.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       646 | PA      | $0.11         | 0.00%             | 2033-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2430601.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7265 | PA      | $7098.40      | 0.00%             | 2027-01-14      | Fixed         | 11.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6220695.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23011 | PA      | $9.99         | 0.00%             | 2034-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2049386.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2860 | PA      | $2801.90      | 0.00%             | 2027-04-15      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13628755.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5603 | PA      | $5827.97      | 0.00%             | 2027-05-28      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991854422.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       182 | PA      | $186.93       | 0.00%             | 2025-10-17      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2436823.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1957 | PA      | $1923.65      | 0.00%             | 2027-01-18      | Fixed         | 26.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7071928.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3053 | PA      | $1891.09      | 0.00%             | 2035-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7210899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25899 | PA      | $662.08       | 0.00%             | 2035-05-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6776064.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32762 | PA      | $14733.54     | 0.00%             | 2034-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2437164.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2832 | PA      | $1766.88      | 0.00%             | 2027-06-18      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8212774.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2336 | PA      | $1478.80      | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7807859.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       571 | PA      | $557.64       | 0.00%             | 2025-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7463744.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2247 | PA      | $1562.79      | 0.00%             | 2025-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7978787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       193 | PA      | $188.67       | 0.00%             | 2026-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1887062.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1930 | PA      | $1897.95      | 0.00%             | 2026-10-20      | Fixed         | 16.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4660611.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1867 | PA      | $0.00         | 0.00%             | 2033-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6971273.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       770 | PA      | $176.56       | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8143539.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1160 | PA      | $248.39       | 0.00%             | 2026-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7340672.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21574 | PA      | $1018.23      | 0.00%             | 2025-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13485505.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9871 | PA      | $10160.49     | 0.00%             | 2026-05-22      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7002426.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       595 | PA      | $285.87       | 0.00%             | 2035-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2934626.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3239 | PA      | $3170.74      | 0.00%             | 2027-04-14      | Fixed         | 10.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8038749.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       164 | PA      | $105.24       | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Flutter Financing BV                                                            | Flutter Financing BV, First Lien, 2024 Refinancing CME Term Loan, B                               | CUSIP: N3313EAG5<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    748106 | PA      | $738522.82    | 0.04%             | 2030-12-02      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6033308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2943 | PA      | $0.09         | 0.00%             | 2034-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8074346.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1213 | PA      | $1196.02      | 0.00%             | 2026-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3437850.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4084 | PA      | $0.00         | 0.00%             | 2032-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7316316.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7722 | PA      | $124.47       | 0.00%             | 2025-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8009940.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2706 | PA      | $1998.89      | 0.00%             | 2026-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Dominion Energy, Inc.                                                           | Dominion Energy, Inc., Series D                                                                   | CUSIP: 25746UCK3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1272733.25   | 0.07%             | 2026-08-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8032268.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3371 | PA      | $3283.77      | 0.00%             | 2026-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6941070.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       423 | PA      | $191.36       | 0.00%             | 2035-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8189691.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24259 | PA      | $23950.76     | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4839467.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1586 | PA      | $0.00         | 0.00%             | 2033-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14181617.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       762 | PA      | $765.12       | 0.00%             | 2025-06-19      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2950242.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1657 | PA      | $1634.53      | 0.00%             | 2028-02-14      | Fixed         | 24.53%                | No            |                  3 | On Loan: No      |
| Rain Carbon, Inc.                                                               | Rain Carbon, Inc.                                                                                 | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3257369.60   | 0.17%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1754274.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1647 | PA      | $1620.71      | 0.00%             | 2027-04-07      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2949108.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7368 | PA      | $7200.47      | 0.00%             | 2027-04-14      | Fixed         | 9.33%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2602901.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2582 | PA      | $2543.80      | 0.00%             | 2027-02-10      | Fixed         | 15.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7616218.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       385 | PA      | $282.49       | 0.00%             | 2025-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8061735.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1136 | PA      | $1124.61      | 0.00%             | 2026-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16065337.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1074 | PA      | $1083.18      | 0.00%             | 2025-12-14      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14881643.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11972 | PA      | $12267.45     | 0.00%             | 2027-07-21      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8035306.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       796 | PA      | $653.46       | 0.00%             | 2026-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1882558.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       703 | PA      | $691.37       | 0.00%             | 2026-10-20      | Fixed         | 25.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991803612.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $33.05        | 0.00%             | 2025-12-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991805184.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4877319.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1558 | PA      | $0.00         | 0.00%             | 2033-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11872702.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4635 | PA      | $4676.98      | 0.00%             | 2026-02-20      | Fixed         | 7.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5833277.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1687 | PA      | $0.00         | 0.00%             | 2034-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8213887.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3850 | PA      | $3595.92      | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6506509.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        21 | PA      | $0.13         | 0.00%             | 2034-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2434725.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1696 | PA      | $1668.02      | 0.00%             | 2027-01-14      | Fixed         | 31.06%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15010755.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6468 | PA      | $6621.35      | 0.00%             | 2025-10-23      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2617490.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22943 | PA      | $13915.41     | 0.00%             | 2027-07-21      | Fixed         | 27.91%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17115080.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4469 | PA      | $4522.91      | 0.00%             | 2026-09-13      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust, Series 2019-1, Class A1                                                | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4881327 | PA      | $4752554.24   | 0.24%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7936014.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17355 | PA      | $10004.87     | 0.00%             | 2025-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13608599.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4454 | PA      | $4476.48      | 0.00%             | 2025-09-23      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6973530.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1364 | PA      | $32.36        | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8079116.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       486 | PA      | $481.41       | 0.00%             | 2026-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7133597.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4453 | PA      | $2000.86      | 0.00%             | 2035-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7286404.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8291 | PA      | $4730.22      | 0.00%             | 2025-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31410KD27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49233 | PA      | $50164.47     | 0.00%             | 2034-05-01      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5099070.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       659 | PA      | $0.00         | 0.00%             | 2033-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1889370.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4183 | PA      | $4115.26      | 0.00%             | 2026-10-20      | Fixed         | 21.62%                | No            |                  3 | On Loan: No      |
| UGI Energy Services LLC                                                         | UGI Energy Services LLC, First Lien, Initial CME Term Loan                                        | CUSIP: 90276DAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    362489 | PA      | $362851.35    | 0.02%             | 2030-02-22      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6619927.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       270 | PA      | $74.29        | 0.00%             | 2034-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1887186.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       853 | PA      | $839.11       | 0.00%             | 2026-10-20      | Fixed         | 23.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2612001.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1343 | PA      | $1318.58      | 0.00%             | 2027-02-11      | Fixed         | 30.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991753187.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $1.09         | 0.00%             | 2030-02-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31403DHM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73187 | PA      | $75820.74     | 0.00%             | 2035-03-01      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2427875.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       471 | PA      | $462.77       | 0.00%             | 2027-01-13      | Fixed         | 30.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6865330.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1222 | PA      | $190.02       | 0.00%             | 2035-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC                                                                                             | CUSIP: 31300LS55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118752 | PA      | $121097.10    | 0.01%             | 2036-10-01      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6314524.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3531 | PA      | $357.55       | 0.00%             | 2034-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                           | Wells Fargo Commercial Mortgage Trust, Series 2015-C31, Class A4                                  | CUSIP: 94989WAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $1043405.69   | 0.05%             | 2048-11-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5019192.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10195 | PA      | $0.88         | 0.00%             | 2033-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2602456.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4020 | PA      | $3932.39      | 0.00%             | 2027-02-10      | Fixed         | 22.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5997621.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2321 | PA      | $0.06         | 0.00%             | 2034-04-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5532399.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1906 | PA      | $0.00         | 0.00%             | 2033-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shinhan Bank Co. Ltd.                                                           | Shinhan Bank Co. Ltd.                                                                             | CUSIP: 82460CAQ7<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |   6500000 | PA      | $6233750.77   | 0.32%             | 2026-10-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1688201.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4889 | PA      | $5079.94      | 0.00%             | 2027-01-12      | Fixed         | 24.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7988883.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4631 | PA      | $4571.74      | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7811989.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       467 | PA      | $122.92       | 0.00%             | 2025-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2287500.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3085 | PA      | $3035.92      | 0.00%             | 2026-12-21      | Fixed         | 25.45%                | 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        |    348393 | PA      | $340461.64    | 0.02%             | 2029-10-19      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7039967.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       331 | PA      | $193.69       | 0.00%             | 2035-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8027184.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13000 | PA      | $12623.85     | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7075884.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4223 | PA      | $98.64        | 0.00%             | 2035-04-03      | 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        |   1888830 | PA      | $1891395.92   | 0.10%             | 2068-02-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7656835.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9083 | PA      | $5722.58      | 0.00%             | 2025-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7564071.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5506 | PA      | $4122.26      | 0.00%             | 2025-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2602895.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6725 | PA      | $1432.61      | 0.00%             | 2027-07-10      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4171680.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3222 | PA      | $0.34         | 0.00%             | 2032-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1888517.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       942 | PA      | $929.24       | 0.00%             | 2026-10-20      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7876689.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5064 | PA      | $3307.88      | 0.00%             | 2025-12-10      | 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        |   4500000 | PA      | $4661239.19   | 0.24%             | 2029-07-06      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4561751.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3074 | PA      | $0.05         | 0.00%             | 2033-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7187139.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2571 | PA      | $58.68        | 0.00%             | 2035-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8129732.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       230 | PA      | $220.25       | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7242591.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       906 | PA      | $444.03       | 0.00%             | 2035-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6000204.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       175 | PA      | $0.04         | 0.00%             | 2034-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| EDP Finance BV                                                                  | EDP Finance BV                                                                                    | CUSIP: 26835PAH3<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |   6500000 | PA      | $6040171.28   | 0.31%             | 2028-01-24      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7915836.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3267 | PA      | $2583.71      | 0.00%             | 2025-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8194971.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     59365 | PA      | $50437.09     | 0.00%             | 2026-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2609551.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1336 | PA      | $1308.03      | 0.00%             | 2027-02-10      | Fixed         | 25.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7816313.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       710 | PA      | $697.85       | 0.00%             | 2025-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7767426.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1600 | PA      | $431.89       | 0.00%             | 2025-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2949682.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       901 | PA      | $883.63       | 0.00%             | 2027-09-14      | Fixed         | 25.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6942187.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2732 | PA      | $88.28        | 0.00%             | 2035-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7822550.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       530 | PA      | $334.58       | 0.00%             | 2025-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                                                | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3863958.85   | 0.20%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2298101.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1492 | PA      | $1475.30      | 0.00%             | 2026-12-22      | Fixed         | 15.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8036815.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1686 | PA      | $1676.92      | 0.00%             | 2026-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8184762.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       858 | PA      | $824.67       | 0.00%             | 2026-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7064997.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2134 | PA      | $65.25        | 0.00%             | 2035-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8152792.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4667 | PA      | $4560.18      | 0.00%             | 2026-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13826786.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1269 | PA      | $1272.33      | 0.00%             | 2026-06-03      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2932125.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5328 | PA      | $5262.26      | 0.00%             | 2027-04-18      | Fixed         | 30.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6607977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1603 | PA      | $5.15         | 0.00%             | 2034-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 188308390.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3336 | PA      | $3428.35      | 0.00%             | 2027-04-14      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8055953.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13693 | PA      | $13169.70     | 0.00%             | 2026-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7967288.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       299 | PA      | $297.20       | 0.00%             | 2026-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4606149.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2129 | PA      | $0.15         | 0.00%             | 2033-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5813539.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2195 | PA      | $0.16         | 0.00%             | 2034-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2423964.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4043 | PA      | $67.92        | 0.00%             | 2027-06-13      | Fixed         | 18.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2049063.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12377 | PA      | $12152.55     | 0.00%             | 2026-11-15      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2951348.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       345 | PA      | $339.48       | 0.00%             | 2025-09-14      | Fixed         | 13.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8075301.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2280 | PA      | $2230.58      | 0.00%             | 2026-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Fifth Third Bancorp                                                             | Fifth Third Bancorp                                                                               | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5982295.44   | 0.31%             | 2030-07-28      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2299939.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       560 | PA      | $552.64       | 0.00%             | 2026-12-22      | Fixed         | 30.93%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6777037.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1896 | PA      | $19.59        | 0.00%             | 2034-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2435811.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17362 | PA      | $16902.36     | 0.00%             | 2027-02-05      | Fixed         | 10.45%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2024-93, Class FD                                                                    | CUSIP: 3136BTK28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8888460 | PA      | $8853808.30   | 0.45%             | 2054-12-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7992794.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       402 | PA      | $393.29       | 0.00%             | 2026-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                 | Goldman Sachs Group, Inc. (The)                                                                   | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2696129.60   | 0.14%             | 2027-06-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| INEOS US Finance LLC                                                            | INEOS US Finance LLC, First Lien, 2030 Dollar CME Term Loan                                       | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    440767 | PA      | $413660.25    | 0.02%             | 2030-02-18      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                      | J.P. Morgan Mortgage Trust, Series 2024-HE3, Class A1                                             | CUSIP: 46658JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1786339 | PA      | $1787670.09   | 0.09%             | 2055-02-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2950334.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2290 | PA      | $2268.19      | 0.00%             | 2027-04-22      | Fixed         | 20.22%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1679392.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2883 | PA      | $2869.83      | 0.00%             | 2026-12-15      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2295310.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2877 | PA      | $2805.64      | 0.00%             | 2026-12-21      | Fixed         | 9.30%                 | No            |                  3 | On Loan: No      |
| American Home Mortgage Investment Trust                                         | American Home Mortgage Investment Trust, Series 2005-1, Class 6A                                  | CUSIP: 02660TDH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51070 | PA      | $50823.78     | 0.00%             | 2045-06-25      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                                  | Illumina, Inc.                                                                                    | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1600743.07   | 0.08%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2435208.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20568 | PA      | $19994.92     | 0.00%             | 2027-06-14      | Fixed         | 8.40%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17439783.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2311 | PA      | $2344.41      | 0.00%             | 2026-09-25      | Fixed         | 10.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7853646.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33245 | PA      | $27133.24     | 0.00%             | 2025-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2293707.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3399 | PA      | $3341.89      | 0.00%             | 2026-12-21      | Fixed         | 21.03%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 188256153.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3821 | PA      | $3068.26      | 0.00%             | 2027-12-12      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2294392.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9251 | PA      | $9101.71      | 0.00%             | 2026-12-21      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6245007.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       832 | PA      | $0.30         | 0.00%             | 2034-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7949460.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       648 | PA      | $560.63       | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2601898.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       714 | PA      | $699.39       | 0.00%             | 2027-02-10      | Fixed         | 24.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7914832.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       438 | PA      | $435.16       | 0.00%             | 2025-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2096631.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1849 | PA      | $1822.45      | 0.00%             | 2026-11-22      | Fixed         | 26.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7927377.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5780 | PA      | $5209.71      | 0.00%             | 2025-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14911217.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13894 | PA      | $14157.81     | 0.00%             | 2027-09-07      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14319615.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1733 | PA      | $1742.27      | 0.00%             | 2025-07-16      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8127529.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1006 | PA      | $986.83       | 0.00%             | 2026-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4125734.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4285 | PA      | $0.00         | 0.00%             | 2032-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8054360.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3807 | PA      | $3769.91      | 0.00%             | 2026-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3472489.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2604 | PA      | $0.00         | 0.00%             | 2032-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15591313.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8903 | PA      | $1825.00      | 0.00%             | 2027-08-19      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1708439.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3078 | PA      | $3129.53      | 0.00%             | 2027-03-09      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | Volkswagen Group of America Finance LLC                                                           | CUSIP: 928668CE0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   6700000 | PA      | $6730887.54   | 0.34%             | 2026-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7943096.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6989 | PA      | $3894.57      | 0.00%             | 2025-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6797317.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1406 | PA      | $241.84       | 0.00%             | 2034-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1979816.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1385 | PA      | $1361.16      | 0.00%             | 2026-11-15      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5845038.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       533 | PA      | $0.00         | 0.00%             | 2034-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2950858.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2601 | PA      | $2552.21      | 0.00%             | 2027-04-14      | Fixed         | 20.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8186943.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3070 | PA      | $1386.68      | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4882604.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4323 | PA      | $0.02         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2430067.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2540 | PA      | $2499.48      | 0.00%             | 2027-01-14      | Fixed         | 32.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2298149.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17204 | PA      | $16622.89     | 0.00%             | 2026-12-22      | Fixed         | 5.81%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10219598.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5529 | PA      | $5677.35      | 0.00%             | 2026-08-11      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Berlin Packaging LLC                                                            | Berlin Packaging LLC, First Lien, 2024-2 Replacement CME Term Loan                                | CUSIP: 08511LBC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    517403 | PA      | $514456.64    | 0.03%             | 2031-06-09      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991820840.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        92 | PA      | $6.34         | 0.00%             | 2025-11-13      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5627773.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1198 | PA      | $0.00         | 0.00%             | 2034-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7463345.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       238 | PA      | $235.47       | 0.00%             | 2025-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7050136.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3652 | PA      | $79.68        | 0.00%             | 2035-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                                                | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5198082.60   | 0.27%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13899643.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24622 | PA      | $25029.57     | 0.00%             | 2027-05-28      | Fixed         | 12.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8134964.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       447 | PA      | $391.30       | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2426247.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5900 | PA      | $5696.23      | 0.00%             | 2027-01-13      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4489974.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4041 | PA      | $0.17         | 0.00%             | 2033-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2095395.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       803 | PA      | $790.22       | 0.00%             | 2026-11-22      | Fixed         | 22.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2616852.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4186 | PA      | $4095.97      | 0.00%             | 2027-12-28      | Fixed         | 19.82%                | No            |                  3 | On Loan: No      |
| HSBC Holdings plc                                                               | HSBC Holdings plc                                                                                 | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   7600000 | PA      | $7149288.61   | 0.37%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7358768.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       291 | PA      | $195.51       | 0.00%             | 2025-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7610672.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1081 | PA      | $446.41       | 0.00%             | 2025-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7065185.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1401 | PA      | $854.99       | 0.00%             | 2035-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2043947.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1101 | PA      | $1080.81      | 0.00%             | 2026-11-15      | Fixed         | 25.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2261699.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1569 | PA      | $1528.73      | 0.00%             | 2026-12-22      | Fixed         | 10.41%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14868239.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6172 | PA      | $6273.58      | 0.00%             | 2027-07-12      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2434868.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4252 | PA      | $4107.08      | 0.00%             | 2027-01-14      | Fixed         | 6.25%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2295460.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13195 | PA      | $8855.05      | 0.00%             | 2026-12-21      | Fixed         | 23.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2581968.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5516 | PA      | $5364.82      | 0.00%             | 2027-07-10      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6867756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1352 | PA      | $21.17        | 0.00%             | 2035-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6163115.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9867 | PA      | $0.00         | 0.00%             | 2034-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8157914.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1234 | PA      | $1219.02      | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31404GV40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       181 | PA      | $186.66       | 0.00%             | 2034-01-01      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7408049.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1733 | PA      | $43.52        | 0.00%             | 2025-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991816717.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $39.63        | 0.00%             | 2025-06-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2436225.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       567 | PA      | $556.77       | 0.00%             | 2027-01-18      | Fixed         | 25.02%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2024-DNA3, Class M1                                               | CUSIP: 35564NEZ2<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | CORP              | US        |    929325 | PA      | $927959.80    | 0.05%             | 2044-10-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13767415.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8216 | PA      | $8464.43      | 0.00%             | 2027-05-21      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5768898.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1889 | PA      | $0.04         | 0.00%             | 2034-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1882812.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11937 | PA      | $1704.42      | 0.00%             | 2026-10-20      | Fixed         | 8.28%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1651286.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8498 | PA      | $0.00         | 0.00%             | 2026-11-05      | Fixed         | 24.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7889784.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2381 | PA      | $1007.84      | 0.00%             | 2025-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2427912.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       473 | PA      | $463.64       | 0.00%             | 2027-01-13      | Fixed         | 21.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2428819.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4621 | PA      | $4536.37      | 0.00%             | 2027-01-14      | Fixed         | 25.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8055225.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7823 | PA      | $7648.03      | 0.00%             | 2026-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8143379.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2813 | PA      | $2762.89      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1689314.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15184 | PA      | $15032.59     | 0.00%             | 2027-01-28      | Fixed         | 10.26%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31407FUZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4641 | PA      | $4786.33      | 0.00%             | 2035-08-01      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8014750.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3086 | PA      | $38.31        | 0.00%             | 2026-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6872268.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       539 | PA      | $111.86       | 0.00%             | 2035-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2609346.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12240 | PA      | $878.87       | 0.00%             | 2027-02-10      | Fixed         | 21.52%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31404CF54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       365 | PA      | $366.94       | 0.00%             | 2034-03-01      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8016304.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $105.46       | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1718952.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3532 | PA      | $3478.41      | 0.00%             | 2026-09-15      | Fixed         | 31.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31403CL33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9523 | PA      | $9595.78      | 0.00%             | 2033-10-01      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6512222.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2610 | PA      | $8.58         | 0.00%             | 2034-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Whatabrands LLC                                                                 | Whatabrands LLC, First Lien, 2024-2 Refinancing CME Term Loan. B                                  | CUSIP: 96244UAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    122300 | PA      | $121769.95    | 0.01%             | 2028-08-03      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7515364.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       811 | PA      | $734.45       | 0.00%             | 2025-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13521024.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8692 | PA      | $9168.96      | 0.00%             | 2027-05-28      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7506333.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       591 | PA      | $20.31        | 0.00%             | 2025-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31362GM40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2434 | PA      | $2409.49      | 0.00%             | 2028-01-01      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14371156.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       950 | PA      | $963.84       | 0.00%             | 2025-08-22      | Fixed         | 20.49%                | No            |                  3 | 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        |    565911 | PA      | $482439.13    | 0.02%             | 2028-03-30      | Variable      | 13.05%                | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11022562.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3127 | PA      | $3151.61      | 0.00%             | 2027-02-01      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3255010.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1659 | PA      | $0.00         | 0.00%             | 2032-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4618545.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2720 | PA      | $0.00         | 0.00%             | 2033-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cross Mortgage Trust                                                            | Cross Mortgage Trust, Series 2025-H3, Class A1                                                    | CUSIP: 22757EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1244000 | PA      | $1253279.87   | 0.06%             | 2070-05-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2436679.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2002 | PA      | $1949.37      | 0.00%             | 2027-01-18      | Fixed         | 8.80%                 | No            |                  3 | On Loan: No      |
| Hilcorp Energy I LP                                                             | Hilcorp Energy I LP, First Lien, Initial CME Term Loan                                            | CUSIP: 431319AH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    342857 | PA      | $338571.37    | 0.02%             | 2030-02-06      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                       | OBX Trust, Series 2024-NQM3, Class A1                                                             | CUSIP: 67118KAA1<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-MBS          | CORP              | US        |   1721343 | PA      | $1733877.30   | 0.09%             | 2063-12-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2951370.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6336 | PA      | $6244.14      | 0.00%             | 2027-09-14      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7963332.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       916 | PA      | $786.26       | 0.00%             | 2026-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8185099.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1791 | PA      | $1467.85      | 0.00%             | 2026-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4867627.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2052 | PA      | $0.00         | 0.00%             | 2033-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5754537.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       930 | PA      | $0.05         | 0.00%             | 2034-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6644138.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1010 | PA      | $4.86         | 0.00%             | 2034-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| L3Harris Technologies, Inc.                                                     | L3Harris Technologies, Inc.                                                                       | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    850000 | PA      | $863992.29    | 0.04%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31385WTD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10499 | PA      | $10617.19     | 0.00%             | 2032-11-01      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7729339.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       258 | PA      | $254.65       | 0.00%             | 2025-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8185266.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1717 | PA      | $1687.14      | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8173788.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1245 | PA      | $1217.90      | 0.00%             | 2026-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7870287.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       830 | PA      | $465.46       | 0.00%             | 2025-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Texas State University System                                                   | Texas State University System, Series 2019 B                                                      | CUSIP: 88278PZC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4825000 | PA      | $4760911.46   | 0.24%             | 2026-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2615345.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4084 | PA      | $3993.65      | 0.00%             | 2027-02-11      | Fixed         | 13.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8215435.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3991 | PA      | $3908.80      | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2606426.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1788 | PA      | $1751.46      | 0.00%             | 2027-02-16      | Fixed         | 26.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5528209.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9462 | PA      | $0.00         | 0.00%             | 2033-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2950216.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3056 | PA      | $3010.99      | 0.00%             | 2027-04-14      | Fixed         | 25.49%                | 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        |   2338652 | PA      | $2357599.88   | 0.12%             | 2068-12-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8188224.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17352 | PA      | $16764.45     | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                  | Teva Pharmaceutical Finance Netherlands III BV                                                    | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   2800000 | PA      | $2750365.52   | 0.14%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDI                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   4100000 | PA      | $33188.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thornburg Mortgage Securities Trust                                             | Thornburg Mortgage Securities Trust, Series 2004-3, Class A                                       | CUSIP: 885220FS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    199466 | PA      | $183052.88    | 0.01%             | 2034-09-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 188225211.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7902 | PA      | $7712.79      | 0.00%             | 2027-04-18      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5313405.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       546 | PA      | $0.00         | 0.00%             | 2033-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2950372.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4679 | PA      | $4631.96      | 0.00%             | 2027-04-14      | Fixed         | 18.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2423014.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11099 | PA      | $10809.33     | 0.00%             | 2027-01-13      | Fixed         | 10.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7605951.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2094 | PA      | $1048.31      | 0.00%             | 2025-09-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8000369.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16210 | PA      | $15331.06     | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7135706.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       608 | PA      | $7.42         | 0.00%             | 2035-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6941545.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3472 | PA      | $77.95        | 0.00%             | 2035-02-19      | None          | 0.00%                 | 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        |     60686 | NS      | $860.12       | 0.00%             |  |  |  | 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        |    701719 | PA      | $653594.80    | 0.03%             | 2029-06-29      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5738195.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       854 | PA      | $0.00         | 0.00%             | 2034-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2951084.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11328 | PA      | $6979.26      | 0.00%             | 2028-02-14      | Fixed         | 30.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2434796.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10137 | PA      | $9871.33      | 0.00%             | 2027-01-14      | Fixed         | 9.68%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8116260.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1691 | PA      | $1659.55      | 0.00%             | 2026-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8173833.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11072 | PA      | $10655.24     | 0.00%             | 2026-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| OBX Trust                                                                       | OBX Trust, Series 2021-J3, Class A4                                                               | CUSIP: 67448XAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    684672 | PA      | $613466.31    | 0.03%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7240370.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       538 | PA      | $399.81       | 0.00%             | 2035-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2602616.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22407 | PA      | $21880.72     | 0.00%             | 2027-02-10      | Fixed         | 14.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2047175.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       532 | PA      | $521.81       | 0.00%             | 2026-11-15      | Fixed         | 21.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5837836.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3875 | PA      | $0.00         | 0.00%             | 2034-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 164935272.LC.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1961 | PA      | $1973.74      | 0.00%             | 2035-05-21      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7490950.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4533 | PA      | $2832.25      | 0.00%             | 2025-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2612113.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4098 | PA      | $4013.65      | 0.00%             | 2027-02-11      | Fixed         | 20.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2617973.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3938 | PA      | $3863.01      | 0.00%             | 2027-02-14      | Fixed         | 26.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4579623.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30289 | PA      | $0.75         | 0.00%             | 2033-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7295038.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       641 | PA      | $576.77       | 0.00%             | 2025-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8202603.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12710 | PA      | $3816.38      | 0.00%             | 2026-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6408523.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5951 | PA      | $6.42         | 0.00%             | 2034-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2951255.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4618 | PA      | $4550.52      | 0.00%             | 2027-04-14      | Fixed         | 26.02%                | No            |                  3 | On Loan: No      |
| OneMain Finance Corp.                                                           | OneMain Finance Corp.                                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2008330.00   | 0.10%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7222126.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10174 | PA      | $233.77       | 0.00%             | 2035-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4267608.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4641 | PA      | $0.00         | 0.00%             | 2032-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7327011.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4808 | PA      | $76.76        | 0.00%             | 2025-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8206377.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2655 | PA      | $2476.66      | 0.00%             | 2026-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11904406.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8003 | PA      | $8127.17      | 0.00%             | 2027-02-19      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2246443.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       182 | PA      | $179.21       | 0.00%             | 2026-12-21      | Fixed         | 25.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3336690.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       486 | PA      | $0.24         | 0.00%             | 2032-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6967265.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21890 | PA      | $2972.16      | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2431627.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4714 | PA      | $4657.89      | 0.00%             | 2027-01-14      | Fixed         | 21.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2047468.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       673 | PA      | $660.98       | 0.00%             | 2026-11-15      | Fixed         | 30.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1705442.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2980 | PA      | $2929.78      | 0.00%             | 2026-09-15      | Fixed         | 26.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8157976.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       672 | PA      | $651.71       | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8128205.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13509 | PA      | $12788.69     | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4562273.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3405 | PA      | $0.18         | 0.00%             | 2033-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7723018.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       278 | PA      | $272.94       | 0.00%             | 2025-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2423280.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1155 | PA      | $82.77        | 0.00%             | 2035-01-13      | Fixed         | 26.88%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13529032.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18418 | PA      | $19160.51     | 0.00%             | 2027-05-20      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31410GM42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5056 | PA      | $5225.71      | 0.00%             | 2036-11-01      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3513483.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4792 | PA      | $0.00         | 0.00%             | 2032-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8162106.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5068 | PA      | $4922.10      | 0.00%             | 2026-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6598899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6856 | PA      | $46.86        | 0.00%             | 2034-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7377362.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8736 | PA      | $6391.89      | 0.00%             | 2025-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11942494.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8874 | PA      | $9201.77      | 0.00%             | 2027-02-19      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7884579.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       222 | PA      | $220.43       | 0.00%             | 2025-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6525021.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4842 | PA      | $490.76       | 0.00%             | 2034-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4968011.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       732 | PA      | $0.00         | 0.00%             | 2033-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8060490.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2045 | PA      | $1688.07      | 0.00%             | 2026-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2428748.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4484 | PA      | $4426.20      | 0.00%             | 2027-01-13      | Fixed         | 17.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2950010.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3088 | PA      | $2989.18      | 0.00%             | 2027-04-14      | Fixed         | 6.80%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8122024.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       518 | PA      | $476.46       | 0.00%             | 2026-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31409DT86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6906 | PA      | $7063.49      | 0.00%             | 2036-03-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2610184.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12917 | PA      | $12668.91     | 0.00%             | 2027-07-11      | Fixed         | 23.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7303557.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       702 | PA      | $101.44       | 0.00%             | 2025-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2950185.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3001 | PA      | $2960.41      | 0.00%             | 2027-04-14      | Fixed         | 32.24%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31403GC42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4025 | PA      | $4109.75      | 0.00%             | 2033-10-01      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2429579.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3240 | PA      | $417.61       | 0.00%             | 2027-06-14      | Fixed         | 8.83%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2615423.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8008 | PA      | $7856.37      | 0.00%             | 2027-02-11      | Fixed         | 28.85%                | No            |                  3 | On Loan: No      |
| Connecticut Avenue Securities Trust                                             | Connecticut Avenue Securities Trust, Series 2023-R08, Class 1M1                                   | CUSIP: 20755CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6843077 | PA      | $6856729.26   | 0.35%             | 2043-10-25      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2614826.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4238 | PA      | $4173.58      | 0.00%             | 2027-07-14      | Fixed         | 22.60%                | 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        |   1082000 | PA      | $1071358.53   | 0.05%             | 2047-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7965315.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       547 | PA      | $540.36       | 0.00%             | 2026-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7352007.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        82 | PA      | $72.37        | 0.00%             | 2025-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8138030.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1238 | PA      | $1197.23      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| New York Mortgage Trust                                                         | New York Mortgage Trust, Series 2005-3, Class M1                                                  | CUSIP: 649603AH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29359 | PA      | $28655.31     | 0.00%             | 2036-02-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4868930.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1648 | PA      | $0.00         | 0.00%             | 2033-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6985220.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       458 | PA      | $9.47         | 0.00%             | 2035-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6587383.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       549 | PA      | $1.63         | 0.00%             | 2034-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31405BD99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19820 | PA      | $20510.78     | 0.00%             | 2035-03-01      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4315019.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1296 | PA      | $0.00         | 0.00%             | 2032-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2616722.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2795 | PA      | $2735.09      | 0.00%             | 2027-02-14      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5801823.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       903 | PA      | $0.00         | 0.00%             | 2034-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital Corp.             | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1844000 | PA      | $1841653.53   | 0.09%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2435765.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       782 | PA      | $768.34       | 0.00%             | 2027-01-18      | Fixed         | 24.15%                | No            |                  3 | On Loan: No      |
| Edwards Lifesciences Corp.                                                      | Edwards Lifesciences Corp.                                                                        | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297874.64    | 0.02%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                                                                                           | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   5900000 | PA      | $5277024.02   | 0.27%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2421701.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11384 | PA      | $10953.75     | 0.00%             | 2027-11-13      | Fixed         | 5.91%                 | No            |                  3 | On Loan: No      |
| Tecta America Corp.                                                             | Tecta America Corp., First Lien, Closing Date CME Term Loan                                       | CUSIP: 87876GAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    214286 | PA      | $212723.48    | 0.01%             | 2032-02-18      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2429626.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1788 | PA      | $1764.99      | 0.00%             | 2027-01-14      | Fixed         | 16.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2610243.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3869 | PA      | $3812.53      | 0.00%             | 2027-02-11      | Fixed         | 15.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3260194.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       204 | PA      | $0.00         | 0.00%             | 2032-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7993734.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       873 | PA      | $165.75       | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15053109.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10240 | PA      | $10440.73     | 0.00%             | 2027-07-29      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7289262.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4382 | PA      | $73.68        | 0.00%             | 2025-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14923950.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6701 | PA      | $6818.27      | 0.00%             | 2027-07-08      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8185418.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5538 | PA      | $5390.74      | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7621824.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       365 | PA      | $308.29       | 0.00%             | 2025-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4662056.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40082 | PA      | $0.21         | 0.00%             | 2033-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2950811.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       609 | PA      | $600.21       | 0.00%             | 2027-04-14      | Fixed         | 25.09%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1660093.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1404 | PA      | $1393.10      | 0.00%             | 2026-11-10      | Fixed         | 10.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2294601.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23695 | PA      | $23312.33     | 0.00%             | 2026-12-21      | Fixed         | 24.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3435958.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2155 | PA      | $0.13         | 0.00%             | 2032-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5807048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       412 | PA      | $0.00         | 0.00%             | 2034-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8040839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       269 | PA      | $254.99       | 0.00%             | 2026-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2429267.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4493 | PA      | $4433.28      | 0.00%             | 2027-01-14      | Fixed         | 16.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4937358.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       640 | PA      | $0.02         | 0.00%             | 2033-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                               | LendingClub Corp., 149399946.LC.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8103 | PA      | $0.00         | 0.00%             | 2034-04-09      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2608552.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1506 | PA      | $1473.76      | 0.00%             | 2027-02-10      | Fixed         | 22.90%                | 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        |    103033 | PA      | $101981.10    | 0.01%             | 2031-08-04      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11742593.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       718 | PA      | $715.96       | 0.00%             | 2027-02-05      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4546342.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3208 | PA      | $0.00         | 0.00%             | 2033-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Verus Securitization Trust                                                      | Verus Securitization Trust, Series 2024-3, Class A1                                               | CUSIP: 92540MAA3<br>LEI: 2138005NRONUFED1TZ38 | Long             | ABS-MBS          | CORP              | US        |   2739904 | PA      | $2767596.48   | 0.14%             | 2069-04-25      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8168767.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3420 | PA      | $3339.01      | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15038725.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1361 | PA      | $1388.07      | 0.00%             | 2025-07-24      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2435641.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7106 | PA      | $453.14       | 0.00%             | 2027-01-18      | Fixed         | 9.42%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7788698.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       951 | PA      | $912.45       | 0.00%             | 2025-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7923176.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $13.87        | 0.00%             | 2025-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8189034.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1305 | PA      | $1281.79      | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Haleon US Capital LLC                                                           | Haleon US Capital LLC                                                                             | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   7700000 | PA      | $7584265.61   | 0.39%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7531841.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4449 | PA      | $3371.46      | 0.00%             | 2025-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2294373.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2178 | PA      | $2131.93      | 0.00%             | 2026-12-21      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6439475.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       709 | PA      | $2.72         | 0.00%             | 2034-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2094851.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19159 | PA      | $18961.63     | 0.00%             | 2026-11-22      | Fixed         | 18.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7691188.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8193 | PA      | $7239.49      | 0.00%             | 2025-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7752414.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       161 | PA      | $149.97       | 0.00%             | 2025-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8119966.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       508 | PA      | $500.81       | 0.00%             | 2026-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2095105.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9363 | PA      | $6242.32      | 0.00%             | 2026-11-22      | Fixed         | 17.31%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31409D4M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5506 | PA      | $5721.77      | 0.00%             | 2036-04-01      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 15 Year                                                                                     | CUSIP: 31419CAG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13034 | PA      | $12969.56     | 0.00%             | 2025-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15705647.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1540 | PA      | $1556.50      | 0.00%             | 2025-06-30      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5890652.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2944 | PA      | $0.00         | 0.00%             | 2034-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                  | Morgan Stanley Residential Mortgage Loan Trust, Series 2024-4, Class AF                           | CUSIP: 61777BBQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2616311 | PA      | $2587528.33   | 0.13%             | 2054-09-25      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5842217.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       755 | PA      | $0.03         | 0.00%             | 2034-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7836917.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       764 | PA      | $52.52        | 0.00%             | 2025-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7930670.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4326 | PA      | $3479.54      | 0.00%             | 2025-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4652170.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3326 | PA      | $0.11         | 0.00%             | 2033-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8100583.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3399 | PA      | $3318.93      | 0.00%             | 2026-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1709420.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5345 | PA      | $5443.67      | 0.00%             | 2027-02-16      | Fixed         | 21.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4878164.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1101 | PA      | $0.00         | 0.00%             | 2033-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6602960.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2073 | PA      | $7.03         | 0.00%             | 2034-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31405YPX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7295 | PA      | $7385.98      | 0.00%             | 2044-09-01      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5854302.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3389 | PA      | $0.31         | 0.00%             | 2034-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8206124.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4814 | PA      | $4727.96      | 0.00%             | 2026-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6126608.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4440 | PA      | $0.08         | 0.00%             | 2034-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2615937.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4804 | PA      | $4705.46      | 0.00%             | 2027-02-14      | Fixed         | 21.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7332055.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5783 | PA      | $4438.43      | 0.00%             | 2025-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5414769.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2336 | PA      | $0.00         | 0.00%             | 2033-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2425245.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       802 | PA      | $786.71       | 0.00%             | 2027-01-13      | Fixed         | 26.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6639552.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       182 | PA      | $19.11        | 0.00%             | 2034-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14025039.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7035 | PA      | $7371.53      | 0.00%             | 2027-06-19      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1700562.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8241 | PA      | $8156.22      | 0.00%             | 2027-01-20      | Fixed         | 15.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4717011.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8731 | PA      | $0.00         | 0.00%             | 2033-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8097628.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5157 | PA      | $5042.54      | 0.00%             | 2026-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CSAIL                                                                           | CSAIL Commercial Mortgage Trust, Series 2015-C2, Class AS                                         | CUSIP: 12634NAX6<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |   1221000 | PA      | $1214295.12   | 0.06%             | 2057-06-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2617298.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4358 | PA      | $4203.85      | 0.00%             | 2027-02-14      | Fixed         | 5.10%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11742538.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10963 | PA      | $11160.73     | 0.00%             | 2026-12-15      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13725984.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14766 | PA      | $15033.16     | 0.00%             | 2027-05-17      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4990812.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3319 | PA      | $0.00         | 0.00%             | 2033-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7967990.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5274 | PA      | $4311.54      | 0.00%             | 2026-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6057856.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4257 | PA      | $0.27         | 0.00%             | 2034-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5557572.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1381 | PA      | $0.00         | 0.00%             | 2033-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8212645.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1624 | PA      | $1490.10      | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4968065.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9113 | PA      | $0.45         | 0.00%             | 2033-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8191487.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1224 | PA      | $1191.50      | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13963648.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11403 | PA      | $11790.79     | 0.00%             | 2026-06-19      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7568291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       414 | PA      | $387.40       | 0.00%             | 2025-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4589242.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       488 | PA      | $0.00         | 0.00%             | 2033-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2424761.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2124 | PA      | $2071.24      | 0.00%             | 2027-01-13      | Fixed         | 8.01%                 | No            |                  3 | On Loan: No      |
| OBX Trust                                                                       | OBX Trust, Series 2024-NQM4, Class A1                                                             | CUSIP: 67118TAA2<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-MBS          | CORP              | US        |   1110230 | PA      | $1117569.30   | 0.06%             | 2064-01-25      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4534513.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       304 | PA      | $0.00         | 0.00%             | 2033-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7838689.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29481 | PA      | $21925.03     | 0.00%             | 2025-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2948170.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3823 | PA      | $3759.67      | 0.00%             | 2027-04-14      | Fixed         | 21.44%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31411FVW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8819 | PA      | $8942.36      | 0.00%             | 2037-09-01      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8139439.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       980 | PA      | $814.65       | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7951847.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38780 | PA      | $26886.66     | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15234987.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16459 | PA      | $16881.80     | 0.00%             | 2027-08-27      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Kedrion SpA                                                                     | Kedrion SpA                                                                                       | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |    700000 | PA      | $671565.85    | 0.03%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3616837.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1256 | PA      | $0.02         | 0.00%             | 2032-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2951384.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1449 | PA      | $1427.85      | 0.00%             | 2027-04-14      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31403DMB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27496 | PA      | $28337.76     | 0.00%             | 2036-05-01      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13623936.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19137 | PA      | $19437.11     | 0.00%             | 2027-06-03      | Fixed         | 9.34%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | U.S. Treasury 10 Year Notes                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -245 | NC      | $-425269.77   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Securities Corp.                                                    | BNP Paribas Securities Corp.                                                                      | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | Long             | RA               | CORP              | US        |  47862411 | PA      | $47862410.67  | 2.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                                              | Wand NewCo 3, Inc., First Lien, Initial CME Term Loan                                             | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    741035 | PA      | $731979.50    | 0.04%             | 2031-01-30      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                               | Wells Fargo & Co.                                                                                 | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2601873.07   | 0.13%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6215032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3341 | PA      | $3.95         | 0.00%             | 2034-06-13      | None          | 0.00%                 | 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        |   2500000 | PA      | $2494537.74   | 0.13%             | 2031-07-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16019364.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17119 | PA      | $17808.74     | 0.00%             | 2027-08-28      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 188123636.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3265 | PA      | $3263.04      | 0.00%             | 2035-04-13      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                       | Ford Motor Credit Co. LLC                                                                         | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3385763.08   | 0.17%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11890774.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16018 | PA      | $16230.22     | 0.00%             | 2027-01-06      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2423407.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1110 | PA      | $1090.66      | 0.00%             | 2027-01-13      | Fixed         | 30.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2294127.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       854 | PA      | $34.25        | 0.00%             | 2035-05-21      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2048411.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1440 | PA      | $1402.60      | 0.00%             | 2026-11-15      | Fixed         | 8.56%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11741994.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7396 | PA      | $7653.46      | 0.00%             | 2026-12-16      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2949492.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2545 | PA      | $2507.70      | 0.00%             | 2027-04-14      | Fixed         | 25.47%                | 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        |   4705000 | PA      | $4294917.85   | 0.22%             | 2050-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8098194.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       611 | PA      | $590.15       | 0.00%             | 2026-02-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31401HGE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2011 | PA      | $2052.55      | 0.00%             | 2033-06-01      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31402VRV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14175 | PA      | $14433.34     | 0.00%             | 2033-09-01      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1717453.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16579 | PA      | $16170.79     | 0.00%             | 2026-09-15      | Fixed         | 9.30%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14227617.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5516 | PA      | $5800.04      | 0.00%             | 2027-06-25      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2294540.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       432 | PA      | $31.14        | 0.00%             | 2026-12-21      | Fixed         | 16.91%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12270281.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8866 | PA      | $9011.70      | 0.00%             | 2027-03-20      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Organon & Co.                                                                   | Organon & Co., First Lien, 2024 Refinancing Dollar CME Term Loan                                  | CUSIP: 68621XAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    663484 | PA      | $636944.97    | 0.03%             | 2031-05-19      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2048596.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2393 | PA      | $2342.36      | 0.00%             | 2026-11-15      | Fixed         | 15.55%                | No            |                  3 | On Loan: No      |
| Honda Auto Receivables Owner Trust                                              | Honda Auto Receivables Owner Trust, Series 2024-1, Class A2                                       | CUSIP: 437918AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2478190 | PA      | $2480569.99   | 0.13%             | 2026-09-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2424441.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       222 | PA      | $218.78       | 0.00%             | 2027-01-13      | Fixed         | 8.96%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1882034.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2160 | PA      | $567.46       | 0.00%             | 2026-10-20      | Fixed         | 17.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5293954.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       344 | PA      | $0.00         | 0.00%             | 2033-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6196734.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1042 | PA      | $0.64         | 0.00%             | 2034-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7353412.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $52.83        | 0.00%             | 2025-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd.      | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd.                        | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2655000 | PA      | $2665484.60   | 0.14%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5181201.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6478 | PA      | $0.00         | 0.00%             | 2033-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Glencore Funding LLC                                                            | Glencore Funding LLC                                                                              | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3335000 | PA      | $3369419.77   | 0.17%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8111574.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2835 | PA      | $2170.97      | 0.00%             | 2026-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8040978.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       387 | PA      | $382.53       | 0.00%             | 2026-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2047288.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       223 | PA      | $219.40       | 0.00%             | 2026-11-15      | Fixed         | 11.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2298677.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1361 | PA      | $856.83       | 0.00%             | 2026-12-22      | Fixed         | 6.71%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5949246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2143 | PA      | $0.13         | 0.00%             | 2034-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7771470.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2832 | PA      | $2150.67      | 0.00%             | 2025-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4763575.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1338 | PA      | $0.10         | 0.00%             | 2033-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Surgery Center Holdings, Inc.                                                   | Surgery Center Holdings, Inc., First Lien, 2024 Refinancing CME Term Loan                         | CUSIP: 86880NBB8<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |     31923 | PA      | $31872.75     | 0.00%             | 2030-12-19      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3311752.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       252 | PA      | $0.00         | 0.00%             | 2032-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5374200.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7532 | PA      | $0.00         | 0.00%             | 2033-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2604537.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8604 | PA      | $8299.71      | 0.00%             | 2027-02-10      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2096144.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6304 | PA      | $6201.90      | 0.00%             | 2026-11-22      | Fixed         | 19.54%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15327014.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12240 | PA      | $12413.95     | 0.00%             | 2026-08-14      | Fixed         | 9.24%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2610795.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       540 | PA      | $530.09       | 0.00%             | 2027-02-11      | Fixed         | 30.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2611326.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5105 | PA      | $4992.32      | 0.00%             | 2027-12-11      | Fixed         | 18.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2950964.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4649 | PA      | $4551.25      | 0.00%             | 2027-04-14      | Fixed         | 11.19%                | No            |                  3 | On Loan: No      |
| Iron Mountain, Inc.                                                             | Iron Mountain, Inc.                                                                               | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1973478.00   | 0.10%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16906029.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6163 | PA      | $6296.01      | 0.00%             | 2027-09-17      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13337231.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1667 | PA      | $1672.54      | 0.00%             | 2025-08-17      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Clarios Global LP                                                               | Clarios Global LP, First Lien, Amendment No. 6 Dollar CME Term Loan                               | CUSIP: C8000CAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    769941 | PA      | $756147.37    | 0.04%             | 2032-01-28      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2048610.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3209 | PA      | $3156.37      | 0.00%             | 2026-11-15      | Fixed         | 31.92%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4138127.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2987 | PA      | $0.00         | 0.00%             | 2032-11-09      | 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: N/A                  | Long             | LON              | CORP              | US        |    250000 | PA      | $249582.50    | 0.01%             | 2030-07-19      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6696188.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2272 | PA      | $716.56       | 0.00%             | 2034-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7618925.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       136 | PA      | $129.23       | 0.00%             | 2025-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12032996.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3641 | PA      | $3692.28      | 0.00%             | 2026-05-22      | Fixed         | 12.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5162594.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       508 | PA      | $0.00         | 0.00%             | 2033-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7028576.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $0.42         | 0.00%             | 2035-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5836241.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4473 | PA      | $0.19         | 0.00%             | 2034-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8048215.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       451 | PA      | $446.64       | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7697053.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2059 | PA      | $1545.92      | 0.00%             | 2025-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8051738.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       649 | PA      | $616.41       | 0.00%             | 2026-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2610903.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12132 | PA      | $11922.46     | 0.00%             | 2027-02-11      | Fixed         | 34.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2435644.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6312 | PA      | $6201.23      | 0.00%             | 2027-01-18      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| BRAVO Residential Funding Trust                                                 | BRAVO Residential Funding Trust, Series 2024-NQM2, Class A1                                       | CUSIP: 10569KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1014484 | PA      | $1023142.03   | 0.05%             | 2064-02-25      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4746441.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1214 | PA      | $0.00         | 0.00%             | 2033-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8135499.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2517 | PA      | $2301.22      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7860603.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       723 | PA      | $675.80       | 0.00%             | 2025-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8196327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2858 | PA      | $1753.46      | 0.00%             | 2026-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6704732.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3627 | PA      | $15.36        | 0.00%             | 2034-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7380824.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1279 | PA      | $28.05        | 0.00%             | 2025-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Caesars Entertainment, Inc.                                                     | Caesars Entertainment, Inc.                                                                       | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3142172.56   | 0.16%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7883010.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2900 | PA      | $2833.48      | 0.00%             | 2025-12-11      | 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        |   5300000 | PA      | $5469384.93   | 0.28%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6499048.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6099 | PA      | $741.55       | 0.00%             | 2034-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7479216.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       910 | PA      | $764.53       | 0.00%             | 2025-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7802938.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2732 | PA      | $2381.15      | 0.00%             | 2025-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1753719.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4932 | PA      | $4859.99      | 0.00%             | 2027-04-07      | Fixed         | 14.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7047886.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       393 | PA      | $102.19       | 0.00%             | 2035-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Medline Borrower LP                                                             | Medline Borrower LP, First Lien, Dollar Incremental CME Term Loan                                 | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-10-23      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12396734.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21674 | PA      | $21957.50     | 0.00%             | 2027-02-03      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6777288.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19254 | PA      | $125.92       | 0.00%             | 2034-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8221817.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9457 | PA      | $9331.57      | 0.00%             | 2026-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6452451.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3082 | PA      | $16.42        | 0.00%             | 2034-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6935560.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1794 | PA      | $37.44        | 0.00%             | 2035-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8116985.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1341 | PA      | $1162.29      | 0.00%             | 2026-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Star Holding LLC                                                                | Star Holding LLC, First Lien, CME Term Loan, B                                                    | CUSIP: 85512FAC2<br>LEI: 254900BDGPE9N1WAKD59 | Long             | LON              | CORP              | US        |    748120 | PA      | $709405.07    | 0.04%             | 2031-07-18      | Variable      | 8.82%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                            | American Airlines Pass-Through Trust, Series 2016-2, Class AA                                     | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     31475 | PA      | $29944.09     | 0.00%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7025124.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2364 | PA      | $1105.89      | 0.00%             | 2035-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8166594.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11112 | PA      | $11002.96     | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8048248.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16671 | PA      | $10479.29     | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6957334.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       455 | PA      | $78.45        | 0.00%             | 2035-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8004401.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       860 | PA      | $802.41       | 0.00%             | 2026-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15425472.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20183 | PA      | $4033.99      | 0.00%             | 2027-07-02      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5473313.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       665 | PA      | $0.02         | 0.00%             | 2033-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5929107.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4507 | PA      | $0.13         | 0.00%             | 2034-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6694527.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1022 | PA      | $343.21       | 0.00%             | 2034-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5600497.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       130 | PA      | $0.00         | 0.00%             | 2033-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31402CXP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        13 | PA      | $12.94        | 0.00%             | 2032-06-01      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7650544.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       143 | PA      | $116.72       | 0.00%             | 2025-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7481878.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2953 | PA      | $227.03       | 0.00%             | 2025-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991798251.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.08         | 0.00%             | 2030-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4342268.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3769 | PA      | $0.22         | 0.00%             | 2032-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1649350.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5693 | PA      | $5823.37      | 0.00%             | 2026-10-28      | Fixed         | 18.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8124611.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5922 | PA      | $5820.96      | 0.00%             | 2026-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14909153.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2567 | PA      | $2585.93      | 0.00%             | 2025-07-21      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7947566.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2585 | PA      | $618.54       | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1718497.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1042 | PA      | $1026.37      | 0.00%             | 2026-09-15      | Fixed         | 32.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8159278.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2485 | PA      | $2445.72      | 0.00%             | 2026-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7684768.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5303 | PA      | $5267.46      | 0.00%             | 2025-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2428658.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6472 | PA      | $470.35       | 0.00%             | 2027-06-13      | Fixed         | 22.41%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31402LPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8617 | PA      | $8711.00      | 0.00%             | 2043-06-01      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6620227.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26251 | PA      | $133.32       | 0.00%             | 2034-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8185869.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10186 | PA      | $10060.28     | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2612243.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       949 | PA      | $931.42       | 0.00%             | 2027-02-11      | Fixed         | 29.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6706540.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5175 | PA      | $47.40        | 0.00%             | 2034-11-26      | 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        |   1663148 | PA      | $1130940.72   | 0.06%             | 2026-10-07      | Variable      | 10.42%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1885417.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2191 | PA      | $2156.79      | 0.00%             | 2026-10-20      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4832246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $0.00         | 0.00%             | 2033-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4679063.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2470 | PA      | $0.00         | 0.00%             | 2033-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2300108.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       663 | PA      | $654.29       | 0.00%             | 2026-12-22      | Fixed         | 31.04%                | No            |                  3 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                               | Alliant Holdings Intermediate LLC, First Lien, Initial CME Term Loan                              | CUSIP: 01881UAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    748120 | PA      | $743796.16    | 0.04%             | 2031-09-19      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6017671.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1081 | PA      | $0.00         | 0.00%             | 2034-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2606882.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3584 | PA      | $3499.57      | 0.00%             | 2027-02-10      | Fixed         | 13.95%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1704399.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19769 | PA      | $10999.22     | 0.00%             | 2027-11-03      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8222785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3558 | PA      | $3484.30      | 0.00%             | 2026-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2618241.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4928 | PA      | $4841.65      | 0.00%             | 2027-02-14      | Fixed         | 31.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7541816.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       698 | PA      | $555.57       | 0.00%             | 2025-08-28      | 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        |    413521 | PA      | $326681.59    | 0.02%             | 2028-03-03      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4622912.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12026 | PA      | $0.00         | 0.00%             | 2033-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3320535.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13177 | PA      | $0.00         | 0.00%             | 2032-05-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2615221.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4929 | PA      | $4822.94      | 0.00%             | 2027-02-11      | Fixed         | 21.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8210420.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6162 | PA      | $6047.94      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13682302.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5232 | PA      | $5424.83      | 0.00%             | 2027-04-15      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4829826.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2529 | PA      | $0.09         | 0.00%             | 2033-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2293501.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2774 | PA      | $2701.00      | 0.00%             | 2026-12-21      | Fixed         | 7.39%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7726791.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2036 | PA      | $699.23       | 0.00%             | 2025-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5255302.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19141 | PA      | $0.00         | 0.00%             | 2033-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2395761.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14399 | PA      | $14111.86     | 0.00%             | 2027-01-13      | Fixed         | 22.53%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8077232.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1209 | PA      | $1152.60      | 0.00%             | 2026-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7105417.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2672 | PA      | $1709.91      | 0.00%             | 2035-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14330285.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5277 | PA      | $5304.24      | 0.00%             | 2027-05-15      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13957398.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4256 | PA      | $521.01       | 0.00%             | 2025-06-01      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6567237.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18447 | PA      | $43.09        | 0.00%             | 2034-10-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2944042.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8721 | PA      | $8537.32      | 0.00%             | 2027-04-14      | Fixed         | 12.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6492780.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14698 | PA      | $1016.48      | 0.00%             | 2034-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6777417.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       526 | PA      | $231.29       | 0.00%             | 2034-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7378054.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1012 | PA      | $665.28       | 0.00%             | 2025-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2433321.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1004 | PA      | $986.01       | 0.00%             | 2027-01-14      | Fixed         | 26.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3629212.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       316 | PA      | $0.02         | 0.00%             | 2032-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7923570.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2990 | PA      | $2957.54      | 0.00%             | 2025-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2949215.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8517 | PA      | $8242.52      | 0.00%             | 2027-04-14      | Fixed         | 6.84%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8172584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3118 | PA      | $3095.28      | 0.00%             | 2026-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                               | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 105000000 | PA      | $99257812.50  | 5.07%             | 2027-03-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2609619.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1545 | PA      | $1516.67      | 0.00%             | 2027-02-11      | Fixed         | 30.92%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13484916.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11002 | PA      | $11255.27     | 0.00%             | 2027-06-19      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1742747.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5541 | PA      | $4570.38      | 0.00%             | 2027-04-15      | Fixed         | 14.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5820697.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1220 | PA      | $0.00         | 0.00%             | 2034-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2603700.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1505 | PA      | $1484.46      | 0.00%             | 2027-07-10      | Fixed         | 31.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6443707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35282 | PA      | $99.91        | 0.00%             | 2034-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15544956.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8953 | PA      | $9170.82      | 0.00%             | 2027-08-15      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7648074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1647 | PA      | $1371.16      | 0.00%             | 2025-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2047187.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7031 | PA      | $6894.45      | 0.00%             | 2026-11-15      | Fixed         | 22.10%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13628676.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6405 | PA      | $6566.75      | 0.00%             | 2027-05-27      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2434814.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1007 | PA      | $972.19       | 0.00%             | 2027-01-14      | Fixed         | 6.49%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2096356.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       457 | PA      | $450.25       | 0.00%             | 2026-11-22      | Fixed         | 25.27%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14937680.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7100 | PA      | $7198.83      | 0.00%             | 2027-07-21      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1886189.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1858 | PA      | $299.71       | 0.00%             | 2026-10-20      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDI                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   8700000 | PA      | $-211801.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7890802.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1590 | PA      | $439.19       | 0.00%             | 2025-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6728590.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2208 | PA      | $12.99        | 0.00%             | 2034-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31410GFX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8618 | PA      | $8837.07      | 0.00%             | 2035-06-01      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7927767.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2195 | PA      | $2169.76      | 0.00%             | 2025-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2429979.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1206 | PA      | $1174.64      | 0.00%             | 2027-01-14      | Fixed         | 9.08%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2433923.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4236 | PA      | $4141.92      | 0.00%             | 2027-01-14      | Fixed         | 13.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8046718.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2330 | PA      | $340.38       | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7988632.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10072 | PA      | $6554.74      | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7898972.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9218 | PA      | $8583.67      | 0.00%             | 2025-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1885766.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11705 | PA      | $11471.10     | 0.00%             | 2026-10-20      | Fixed         | 12.47%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8166181.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1632 | PA      | $1019.13      | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6585824.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       632 | PA      | $2.62         | 0.00%             | 2034-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6901684.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2747 | PA      | $61.41        | 0.00%             | 2035-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3233993.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       355 | PA      | $0.07         | 0.00%             | 2032-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2614677.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3020 | PA      | $2034.65      | 0.00%             | 2027-02-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2951735.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1452 | PA      | $322.23       | 0.00%             | 2025-09-14      | Fixed         | 15.61%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12270370.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11903 | PA      | $12014.62     | 0.00%             | 2026-02-10      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14160424.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10091 | PA      | $10692.50     | 0.00%             | 2027-07-19      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4923842.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1929 | PA      | $0.00         | 0.00%             | 2033-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7163945.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3045 | PA      | $98.34        | 0.00%             | 2035-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                               | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  56800000 | PA      | $57015218.61  | 2.91%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8053068.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       762 | PA      | $141.99       | 0.00%             | 2026-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8099786.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6882 | PA      | $5966.83      | 0.00%             | 2026-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31403UYK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1098 | PA      | $1113.77      | 0.00%             | 2033-11-01      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31402LGC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5679 | PA      | $5721.24      | 0.00%             | 2033-09-01      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7783136.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       504 | PA      | $501.98       | 0.00%             | 2025-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31409XZZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20792 | PA      | $21376.43     | 0.00%             | 2036-02-01      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5922874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9877 | PA      | $0.00         | 0.00%             | 2034-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4863679.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16205 | PA      | $0.00         | 0.00%             | 2033-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6919873.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1223 | PA      | $271.02       | 0.00%             | 2035-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5597324.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       341 | PA      | $0.00         | 0.00%             | 2033-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5951713.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1763 | PA      | $0.00         | 0.00%             | 2034-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6479843.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2419 | PA      | $15.15        | 0.00%             | 2034-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5871974.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       354 | PA      | $0.00         | 0.00%             | 2034-03-01      | None          | 0.00%                 | No            |                  3 | 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        |   3789428 | PA      | $3720400.84   | 0.19%             | 2037-10-19      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7931938.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1074 | PA      | $644.76       | 0.00%             | 2025-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5154060.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       494 | PA      | $0.00         | 0.00%             | 2033-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1752882.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2377 | PA      | $2338.35      | 0.00%             | 2027-04-06      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16070360.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16951 | PA      | $17487.02     | 0.00%             | 2026-07-10      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Banijay Entertainment SAS                                                       | Banijay Entertainment SAS, First Lien, CME Term Loan, B3                                          | CUSIP: F6456UAE3<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |    138481 | PA      | $137903.27    | 0.01%             | 2028-03-01      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7703447.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2208 | PA      | $2012.35      | 0.00%             | 2025-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16071674.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6317 | PA      | $6566.22      | 0.00%             | 2027-08-26      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7721341.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1402 | PA      | $1205.17      | 0.00%             | 2025-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5316290.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       884 | PA      | $0.08         | 0.00%             | 2033-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2949972.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2591 | PA      | $2506.67      | 0.00%             | 2027-04-14      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2295880.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1147 | PA      | $1117.66      | 0.00%             | 2026-12-21      | Fixed         | 8.72%                 | No            |                  3 | On Loan: No      |
| Carrier Global Corp.                                                            | Carrier Global Corp.                                                                              | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4856503.80   | 0.25%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8139490.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1735 | PA      | $1442.33      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31409VAS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160812 | PA      | $165933.55    | 0.01%             | 2036-02-01      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                      | Mars, Inc.                                                                                        | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   7805000 | PA      | $7903154.20   | 0.40%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7631309.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1001 | PA      | $834.24       | 0.00%             | 2025-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6620476.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18146 | PA      | $71.86        | 0.00%             | 2034-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2607597.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1078 | PA      | $1055.89      | 0.00%             | 2027-02-10      | Fixed         | 21.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6706486.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1318 | PA      | $16.83        | 0.00%             | 2034-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8137939.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       998 | PA      | $975.79       | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31410SXP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2107 | PA      | $2166.92      | 0.00%             | 2036-06-01      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance, Inc.                                           | Acrisure LLC / Acrisure Finance, Inc.                                                             | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $930670.20    | 0.05%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7078893.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13551 | PA      | $294.60       | 0.00%             | 2035-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2950021.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4746 | PA      | $4647.31      | 0.00%             | 2027-04-28      | Fixed         | 11.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2428444.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2678 | PA      | $2643.14      | 0.00%             | 2027-01-13      | Fixed         | 16.71%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 188303635.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6681 | PA      | $5294.44      | 0.00%             | 2027-06-21      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8185709.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3038 | PA      | $2991.70      | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15743821.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4958 | PA      | $5249.96      | 0.00%             | 2026-08-20      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| LaserShip, Inc.                                                                 | LaserShip, Inc., First Lien, CME Term Loan, D                                                     | CUSIP: 51809EAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    133968 | PA      | $20137.41     | 0.00%             | 2029-08-10      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1676714.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14177 | PA      | $14070.66     | 0.00%             | 2026-12-21      | Fixed         | 12.62%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31402HZX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        90 | PA      | $91.61        | 0.00%             | 2033-10-01      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7935542.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2784 | PA      | $2766.11      | 0.00%             | 2025-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8155013.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3271 | PA      | $3212.01      | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Altria Group, Inc.                                                              | Altria Group, Inc.                                                                                | CUSIP: 02209SBH5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4198374.05   | 0.21%             | 2025-05-06      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6276874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1212 | PA      | $32.23        | 0.00%             | 2034-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7487324.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       278 | PA      | $251.36       | 0.00%             | 2025-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6423702.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19955 | PA      | $21.49        | 0.00%             | 2034-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6634481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3060 | PA      | $11.54        | 0.00%             | 2034-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13800465.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6147 | PA      | $6442.38      | 0.00%             | 2027-05-20      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5518301.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22861 | PA      | $0.76         | 0.00%             | 2033-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7775920.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2192 | PA      | $1500.31      | 0.00%             | 2025-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| COLT Mortgage Loan Trust                                                        | COLT Mortgage Loan Trust, Series 2024-INV1, Class A1                                              | CUSIP: 12672RAA0<br>LEI: 213800D3JCL6LSBI3544 | Long             | ABS-MBS          | CORP              | US        |   1171718 | PA      | $1178302.10   | 0.06%             | 2068-12-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8162814.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       349 | PA      | $328.53       | 0.00%             | 2026-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5262459.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       220 | PA      | $0.04         | 0.00%             | 2033-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2300702.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22102 | PA      | $21536.49     | 0.00%             | 2027-10-22      | Fixed         | 15.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5719839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7877 | PA      | $0.00         | 0.00%             | 2034-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Discover Card Execution Note Trust                                              | Discover Card Execution Note Trust, Series 2022-A3, Class A3                                      | CUSIP: 254683CW3<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |  18930000 | PA      | $18887615.73  | 0.97%             | 2027-07-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991803773.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-11      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7903379.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8216 | PA      | $6418.51      | 0.00%             | 2025-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2612964.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5396 | PA      | $5270.14      | 0.00%             | 2027-02-11      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2096279.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       585 | PA      | $577.07       | 0.00%             | 2026-11-22      | Fixed         | 30.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8202121.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1426 | PA      | $1246.06      | 0.00%             | 2026-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4819764.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1186 | PA      | $0.00         | 0.00%             | 2033-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31412BTV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1091 | PA      | $1122.54      | 0.00%             | 2034-04-01      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7309149.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17102 | PA      | $448.40       | 0.00%             | 2025-06-12      | 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        |    520000 | PA      | $471367.00    | 0.02%             | 2030-12-19      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31384V7K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2092 | PA      | $2094.62      | 0.00%             | 2040-10-01      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2615913.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4337 | PA      | $946.85       | 0.00%             | 2027-07-14      | Fixed         | 19.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8016338.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1284 | PA      | $1041.91      | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 188450442.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13770 | PA      | $13280.67     | 0.00%             | 2027-04-21      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7774857.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       772 | PA      | $762.77       | 0.00%             | 2025-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7486242.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1227 | PA      | $917.17       | 0.00%             | 2025-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7963702.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3008 | PA      | $2950.92      | 0.00%             | 2026-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8107733.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29365 | PA      | $27948.51     | 0.00%             | 2026-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6983938.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1734 | PA      | $1110.35      | 0.00%             | 2035-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7856445.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5776 | PA      | $5508.35      | 0.00%             | 2025-12-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16036383.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4826 | PA      | $4974.90      | 0.00%             | 2026-08-13      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2296775.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2113 | PA      | $2080.27      | 0.00%             | 2026-12-22      | Fixed         | 23.90%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16640720.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19107 | PA      | $19370.67     | 0.00%             | 2026-09-18      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6047820.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       649 | PA      | $0.14         | 0.00%             | 2034-05-02      | None          | 0.00%                 | 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        |    668209 | PA      | $661570.67    | 0.03%             | 2030-05-31      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15594751.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11536 | PA      | $11692.79     | 0.00%             | 2026-08-14      | Fixed         | 10.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7836366.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11059 | PA      | $7683.36      | 0.00%             | 2025-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6516725.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3769 | PA      | $12.61        | 0.00%             | 2034-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6514021.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1519 | PA      | $280.60       | 0.00%             | 2034-09-21      | 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: N/A                  | Long             | LON              | CORP              | US        |    580976 | PA      | $576984.65    | 0.03%             | 2032-04-01      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16637870.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6358 | PA      | $6454.49      | 0.00%             | 2026-09-18      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Lloyds Banking Group plc                                                        | Lloyds Banking Group plc                                                                          | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   8400000 | PA      | $8532932.44   | 0.44%             | 2027-08-07      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7652433.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33294 | PA      | $6875.73      | 0.00%             | 2025-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2047279.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3895 | PA      | $3817.71      | 0.00%             | 2026-11-15      | Fixed         | 20.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8164341.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2692 | PA      | $2616.87      | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2404751.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8873 | PA      | $8703.78      | 0.00%             | 2027-01-13      | Fixed         | 24.81%                | No            |                  3 | On Loan: No      |
| Bayer US Finance LLC                                                            | Bayer US Finance LLC                                                                              | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3336981.98   | 0.17%             | 2029-01-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7285781.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       683 | PA      | $487.05       | 0.00%             | 2025-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7882679.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1016 | PA      | $1009.54      | 0.00%             | 2025-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Jane Street Group LLC                                                           | Jane Street Group LLC, First Lien, Extended CME Term Loan                                         | CUSIP: 47077DAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    517729 | PA      | $511332.59    | 0.03%             | 2031-12-15      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2612579.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2217 | PA      | $522.42       | 0.00%             | 2027-02-11      | Fixed         | 13.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6141598.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3417 | PA      | $0.00         | 0.00%             | 2034-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8126365.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28369 | PA      | $26966.99     | 0.00%             | 2026-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2297604.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       708 | PA      | $697.06       | 0.00%             | 2026-12-22      | Fixed         | 24.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7966727.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1806 | PA      | $1755.42      | 0.00%             | 2026-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4582331.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5425 | PA      | $0.43         | 0.00%             | 2033-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2616788.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6492 | PA      | $6371.17      | 0.00%             | 2027-02-14      | Fixed         | 28.08%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31388GPT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14054 | PA      | $14286.07     | 0.00%             | 2031-09-01      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991793801.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $0.59         | 0.00%             | 2030-02-17      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2425371.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1049 | PA      | $1031.16      | 0.00%             | 2027-01-13      | Fixed         | 30.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3366564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       120 | PA      | $0.03         | 0.00%             | 2032-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                    | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1159543.68   | 0.06%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4581333.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3759 | PA      | $1.08         | 0.00%             | 2033-04-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2951261.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       994 | PA      | $978.08       | 0.00%             | 2027-04-14      | Fixed         | 25.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2048978.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4576 | PA      | $4492.07      | 0.00%             | 2026-11-15      | Fixed         | 25.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7885722.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       118 | PA      | $116.69       | 0.00%             | 2025-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Credit Agricole SA                                                              | Credit Agricole SA                                                                                | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   4455000 | PA      | $4520367.77   | 0.23%             | 2029-01-09      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8145432.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10836 | PA      | $10630.90     | 0.00%             | 2026-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5110232.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4917 | PA      | $0.00         | 0.00%             | 2033-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8016797.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1090 | PA      | $1075.48      | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5065553.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11144 | PA      | $0.00         | 0.00%             | 2033-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2435037.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5460 | PA      | $5314.67      | 0.00%             | 2027-01-18      | Fixed         | 7.47%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2948932.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       738 | PA      | $723.28       | 0.00%             | 2027-04-14      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7790447.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1724 | PA      | $649.87       | 0.00%             | 2025-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5627076.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7284 | PA      | $0.07         | 0.00%             | 2034-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17272402.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18781 | PA      | $19414.83     | 0.00%             | 2027-08-05      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31384WAP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2 | PA      | $2.12         | 0.00%             | 2029-01-01      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7981527.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2627 | PA      | $1832.18      | 0.00%             | 2026-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Goldman Sachs Bank USA                                                          | Goldman Sachs Bank USA                                                                            | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   6800000 | PA      | $6846632.63   | 0.35%             | 2027-03-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7915632.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1928 | PA      | $1855.95      | 0.00%             | 2025-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Xcel Energy, Inc.                                                               | Xcel Energy, Inc.                                                                                 | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6584444.79   | 0.34%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8203611.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10722 | PA      | $10426.31     | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7750529.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2570 | PA      | $1923.64      | 0.00%             | 2025-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2613884.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1906 | PA      | $1865.26      | 0.00%             | 2027-02-11      | Fixed         | 18.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6961761.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1819 | PA      | $1008.50      | 0.00%             | 2035-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4079086.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3779 | PA      | $0.16         | 0.00%             | 2032-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8162740.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4711 | PA      | $1462.01      | 0.00%             | 2026-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2294105.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6286 | PA      | $6192.78      | 0.00%             | 2026-12-21      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7192505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       704 | PA      | $25.32        | 0.00%             | 2035-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7919475.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       702 | PA      | $652.93       | 0.00%             | 2025-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2435410.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6976 | PA      | $6877.03      | 0.00%             | 2027-06-14      | Fixed         | 17.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6007073.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $0.01         | 0.00%             | 2034-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2604033.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4734 | PA      | $4634.28      | 0.00%             | 2027-02-25      | Fixed         | 19.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8091618.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6945 | PA      | $6792.03      | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5600512.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8322 | PA      | $0.00         | 0.00%             | 2033-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7150208.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       594 | PA      | $354.35       | 0.00%             | 2035-04-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2293261.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       556 | PA      | $547.57       | 0.00%             | 2026-12-21      | Fixed         | 30.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2300162.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       549 | PA      | $530.40       | 0.00%             | 2026-12-22      | Fixed         | 5.78%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2024402.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5723 | PA      | $5632.71      | 0.00%             | 2026-12-06      | Fixed         | 24.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8207669.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1187 | PA      | $1165.59      | 0.00%             | 2026-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14057284.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18743 | PA      | $19064.52     | 0.00%             | 2027-04-23      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Lonza Group AG                                                                  | Lonza Group AG, First Lien, USD CME Term Loan, B                                                  | CUSIP: L4780EAC8<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    748125 | PA      | $686404.69    | 0.04%             | 2028-07-03      | Variable      | 8.32%                 | No            |                  2 | 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        |    766710 | PA      | $693680.69    | 0.04%             | 2026-02-09      | Variable      | 9.23%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7516400.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1265 | PA      | $1124.30      | 0.00%             | 2025-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14143499.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18436 | PA      | $19024.01     | 0.00%             | 2027-07-07      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Waste Management, Inc.                                                          | Waste Management, Inc.                                                                            | CUSIP: 94106LBZ1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984711.59    | 0.05%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6161916.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3028 | PA      | $0.39         | 0.00%             | 2034-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2951247.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       607 | PA      | $597.09       | 0.00%             | 2027-04-14      | Fixed         | 25.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2949050.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8261 | PA      | $8136.45      | 0.00%             | 2027-04-20      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6996992.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26963 | PA      | $550.62       | 0.00%             | 2035-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| US Anesthesia Partners, Inc.                                                    | US Anesthesia Partners, Inc., First Lien, Initial CME Term Loan                                   | CUSIP: 90350HAL3<br>LEI: 549300J001GMNRO7SQ51 | Long             | LON              | CORP              | US        |    538696 | PA      | $533880.12    | 0.03%             | 2028-10-02      | Variable      | 8.69%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8101006.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5425 | PA      | $5183.92      | 0.00%             | 2026-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4612864.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       831 | PA      | $0.03         | 0.00%             | 2033-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2297460.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23198 | PA      | $22817.91     | 0.00%             | 2026-12-22      | Fixed         | 22.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1714570.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3886 | PA      | $3817.02      | 0.00%             | 2027-07-15      | Fixed         | 27.72%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6521243.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2252 | PA      | $15.29        | 0.00%             | 2034-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7736449.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       485 | PA      | $304.17       | 0.00%             | 2025-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7386407.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3396 | PA      | $3194.83      | 0.00%             | 2025-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7383092.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1063 | PA      | $894.44       | 0.00%             | 2025-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2436019.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2207 | PA      | $2148.34      | 0.00%             | 2027-01-18      | Fixed         | 8.91%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5155680.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       521 | PA      | $0.04         | 0.00%             | 2033-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14225512.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5412 | PA      | $5583.15      | 0.00%             | 2027-06-07      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| AZZ, Inc.                                                                       | AZZ, Inc., First Lien, Initial CME Term Loan                                                      | CUSIP: 00247NAG7<br>LEI: 549300HD1X2NFLWPYC83 | Long             | LON              | CORP              | US        |    331694 | PA      | $331984.50    | 0.02%             | 2029-05-14      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4413957.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       356 | PA      | $0.00         | 0.00%             | 2033-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14147815.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       902 | PA      | $909.57       | 0.00%             | 2026-01-18      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7254728.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4959 | PA      | $4006.36      | 0.00%             | 2035-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2423642.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2072 | PA      | $2035.38      | 0.00%             | 2027-01-22      | Fixed         | 28.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8041672.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       839 | PA      | $697.21       | 0.00%             | 2026-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6602728.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $0.44         | 0.00%             | 2034-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2293310.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       918 | PA      | $905.12       | 0.00%             | 2026-12-21      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14177752.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14392 | PA      | $7728.94      | 0.00%             | 2027-08-15      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2426279.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2196 | PA      | $2163.17      | 0.00%             | 2027-06-13      | Fixed         | 17.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4586510.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6337 | PA      | $0.00         | 0.00%             | 2033-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4603785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2545 | PA      | $0.12         | 0.00%             | 2033-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5855717.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1319 | PA      | $0.08         | 0.00%             | 2034-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Pacific Gas and Electric Co.                                                    | Pacific Gas and Electric Co.                                                                      | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4852851.35   | 0.25%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7649087.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9266 | PA      | $2232.14      | 0.00%             | 2025-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6958559.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14245 | PA      | $6545.48      | 0.00%             | 2035-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2047988.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3937 | PA      | $3868.11      | 0.00%             | 2026-11-15      | Fixed         | 29.50%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31411SNF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6934 | PA      | $7113.41      | 0.00%             | 2037-02-01      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                  | Hyundai Auto Receivables Trust, Series 2023-B, Class A3                                           | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3536498 | PA      | $3561180.31   | 0.18%             | 2028-04-17      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7403313.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       851 | PA      | $816.38       | 0.00%             | 2025-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2950367.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5825 | PA      | $5773.30      | 0.00%             | 2027-04-16      | Fixed         | 22.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7875074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2664 | PA      | $2118.26      | 0.00%             | 2025-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31405VHD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2733 | PA      | $2732.91      | 0.00%             | 2034-07-01      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| K2016470219 South Africa Ltd.                                                   | K2016470219 South Africa Ltd., Class A                                                            | CUSIP: N/A<br>LEI: 378900DECAC8CFA88345       | Long             | EC               | CORP              | ZA        |  12326925 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1692458.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2074 | PA      | $2035.56      | 0.00%             | 2027-02-15      | Fixed         | 22.21%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16931630.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4371 | PA      | $2077.37      | 0.00%             | 2025-09-17      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7846983.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       703 | PA      | $670.78       | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991941107.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $11.74        | 0.00%             | 2030-05-12      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8011419.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1844 | PA      | $1803.86      | 0.00%             | 2026-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7172761.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8118 | PA      | $4876.47      | 0.00%             | 2035-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4831455.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1012 | PA      | $0.00         | 0.00%             | 2033-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7287857.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       301 | PA      | $278.47       | 0.00%             | 2025-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1888117.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1799 | PA      | $1770.36      | 0.00%             | 2026-10-20      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14688717.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4360 | PA      | $4418.03      | 0.00%             | 2026-07-18      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8140131.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1566 | PA      | $1535.23      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UTEX Industries, Inc.                                                           | UTEX Industries, Inc.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      9228 | NS      | $412470.92    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Bank of New York Mellon (The)                                                   | Bank of New York Mellon (The)                                                                     | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3195173.33   | 0.16%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14870900.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7421 | PA      | $7561.72      | 0.00%             | 2026-07-19      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2046704.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5536 | PA      | $5393.67      | 0.00%             | 2026-11-15      | Fixed         | 9.53%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6280869.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4517 | PA      | $4.54         | 0.00%             | 2034-07-05      | None          | 0.00%                 | 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        |   1800000 | PA      | $1850941.94   | 0.09%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6780703.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       154 | PA      | $68.91        | 0.00%             | 2034-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7729363.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4204 | PA      | $3984.94      | 0.00%             | 2025-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 15 Year                                                                               | CUSIP: 3132D6CU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9738717 | PA      | $9391111.06   | 0.48%             | 2037-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12361627.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10470 | PA      | $10617.10     | 0.00%             | 2027-03-07      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5122398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5431 | PA      | $0.00         | 0.00%             | 2033-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8123064.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6530 | PA      | $6410.79      | 0.00%             | 2026-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5254554.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5092 | PA      | $0.11         | 0.00%             | 2033-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6545807.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2423 | PA      | $12.65        | 0.00%             | 2034-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16335329.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10097 | PA      | $10282.27     | 0.00%             | 2027-09-20      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31417JBG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5308 | PA      | $5430.31      | 0.00%             | 2038-09-01      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 18-R Ltd.                                           | Octagon Investment Partners 18-R Ltd., Series 2018-18A, Class A1A                                 | CUSIP: 67576FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    293363 | PA      | $293896.42    | 0.02%             | 2031-04-16      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6235160.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6431 | PA      | $2.31         | 0.00%             | 2034-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7308932.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       130 | PA      | $83.17        | 0.00%             | 2025-06-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7903036.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1191 | PA      | $1180.42      | 0.00%             | 2025-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7372112.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4946 | PA      | $82.07        | 0.00%             | 2025-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7782728.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12151 | PA      | $7121.24      | 0.00%             | 2025-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14066107.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19138 | PA      | $19472.45     | 0.00%             | 2027-06-19      | Fixed         | 9.34%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2438805.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4539 | PA      | $4421.15      | 0.00%             | 2027-01-18      | Fixed         | 9.71%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2949405.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13215 | PA      | $2668.55      | 0.00%             | 2027-09-14      | Fixed         | 16.41%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31406GLR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4223 | PA      | $4257.58      | 0.00%             | 2035-02-01      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Gogo Intermediate Holdings LLC                                                  | Gogo Intermediate Holdings LLC, First Lien, Initial CME Term Loan                                 | CUSIP: 38046JAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $475155.00    | 0.02%             | 2028-05-01      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 188072484.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3084 | PA      | $0.00         | 0.00%             | 2027-04-08      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Coronado Finance Pty. Ltd.                                                      | Coronado Finance Pty. Ltd.                                                                        | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |   1100000 | PA      | $751976.50    | 0.04%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2295430.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6872 | PA      | $4557.88      | 0.00%             | 2026-12-21      | Fixed         | 18.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7050168.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3331 | PA      | $1962.49      | 0.00%             | 2035-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2949815.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8852 | PA      | $0.00         | 0.00%             | 2027-09-15      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2614897.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1746 | PA      | $1711.20      | 0.00%             | 2027-02-11      | Fixed         | 25.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5848518.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       389 | PA      | $0.02         | 0.00%             | 2034-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7382858.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4780 | PA      | $2264.91      | 0.00%             | 2025-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Verus Securitization Trust                                                      | Verus Securitization Trust, Series 2023-INV2, Class A1                                            | CUSIP: 92540BAA7<br>LEI: 213800D3C9UXVQ7TZF09 | Long             | ABS-MBS          | CORP              | US        |    754885 | PA      | $761410.74    | 0.04%             | 2068-08-25      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16078255.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10859 | PA      | $11219.50     | 0.00%             | 2026-08-26      | Fixed         | 19.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2047237.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2575 | PA      | $2508.28      | 0.00%             | 2026-11-15      | Fixed         | 9.32%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2614986.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $154.03       | 0.00%             | 2027-02-11      | Fixed         | 14.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4095538.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3487 | PA      | $0.00         | 0.00%             | 2032-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8064969.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       371 | PA      | $370.74       | 0.00%             | 2026-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7066194.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28131 | PA      | $1004.03      | 0.00%             | 2035-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8220573.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4309 | PA      | $4222.65      | 0.00%             | 2026-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2296049.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2160 | PA      | $2136.39      | 0.00%             | 2026-12-21      | Fixed         | 17.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7336967.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4561 | PA      | $134.24       | 0.00%             | 2025-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2602032.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4063 | PA      | $4012.65      | 0.00%             | 2027-07-10      | Fixed         | 31.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8165388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11611 | PA      | $9092.59      | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2047358.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2191 | PA      | $2148.48      | 0.00%             | 2026-11-15      | Fixed         | 21.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6943108.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1826 | PA      | $32.18        | 0.00%             | 2035-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31403CZ95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18668 | PA      | $19186.20     | 0.00%             | 2035-09-01      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7935404.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1822 | PA      | $1461.01      | 0.00%             | 2025-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Froneri International Ltd.                                                      | Froneri International Ltd., First Lien, CME Term Loan, B4                                         | CUSIP: G3679YAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    506083 | PA      | $503152.51    | 0.03%             | 2031-09-30      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7951787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       997 | PA      | $6.63         | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4872677.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3275 | PA      | $0.00         | 0.00%             | 2033-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8042258.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5410 | PA      | $4852.14      | 0.00%             | 2026-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5598446.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       607 | PA      | $0.00         | 0.00%             | 2033-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16811535.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17277 | PA      | $18008.79     | 0.00%             | 2026-08-03      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6631472.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3298 | PA      | $10.16        | 0.00%             | 2034-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2434345.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3390 | PA      | $3309.56      | 0.00%             | 2027-01-14      | Fixed         | 9.69%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31409A5J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       240 | PA      | $245.17       | 0.00%             | 2036-03-01      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4627946.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       189 | PA      | $0.00         | 0.00%             | 2033-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6767536.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12363 | PA      | $4081.99      | 0.00%             | 2034-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2293030.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1351 | PA      | $833.01       | 0.00%             | 2027-10-21      | Fixed         | 8.80%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31410GHC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       471 | PA      | $483.17       | 0.00%             | 2035-09-01      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                    | American Express Credit Account Master Trust, Series 2022-3, Class A                              | CUSIP: 02582JJV3<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |  18235000 | PA      | $18191916.17  | 0.93%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2422250.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1534 | PA      | $1504.77      | 0.00%             | 2027-01-13      | Fixed         | 25.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7919297.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1562 | PA      | $1409.83      | 0.00%             | 2025-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4079838.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6825 | PA      | $0.00         | 0.00%             | 2032-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5972346.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       594 | PA      | $0.46         | 0.00%             | 2034-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6147217.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       462 | PA      | $0.01         | 0.00%             | 2034-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2616245.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9422 | PA      | $9294.20      | 0.00%             | 2027-02-14      | Fixed         | 18.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2298159.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1480 | PA      | $1460.94      | 0.00%             | 2026-12-22      | Fixed         | 31.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2601501.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2345 | PA      | $2295.51      | 0.00%             | 2027-02-11      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8157291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       664 | PA      | $582.94       | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4955556.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1340 | PA      | $0.00         | 0.00%             | 2033-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Clover Holdings 2 LLC                                                           | Clover Holdings 2 LLC, First Lien, Initial CME Term Loan                                          | CUSIP: 18914DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    102930 | PA      | $102929.53    | 0.01%             | 2031-12-09      | Variable      | 8.29%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6548112.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3856 | PA      | $7.86         | 0.00%             | 2034-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2606747.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4921 | PA      | $4815.36      | 0.00%             | 2027-02-10      | Fixed         | 23.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7945780.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1008 | PA      | $995.07       | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                              | CHS/Community Health Systems, Inc.                                                                | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $2984682.75   | 0.15%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                                              | Honda Auto Receivables Owner Trust, Series 2023-4, Class A3                                       | CUSIP: 438123AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7010000 | PA      | $7107918.48   | 0.36%             | 2028-06-21      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2434046.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4293 | PA      | $4200.93      | 0.00%             | 2027-01-15      | Fixed         | 17.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8058927.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29835 | PA      | $28892.07     | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31410F3M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       156 | PA      | $157.95       | 0.00%             | 2037-04-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6352903.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2446 | PA      | $3.64         | 0.00%             | 2034-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31377CP64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1581 | PA      | $1577.40      | 0.00%             | 2026-02-01      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2617627.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       874 | PA      | $857.10       | 0.00%             | 2027-02-14      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2425791.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1679 | PA      | $1649.34      | 0.00%             | 2027-01-13      | Fixed         | 29.41%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14083608.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4344 | PA      | $4401.59      | 0.00%             | 2027-06-06      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2618649.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6461 | PA      | $6337.88      | 0.00%             | 2027-07-14      | Fixed         | 24.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2610259.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3153 | PA      | $229.16       | 0.00%             | 2027-02-11      | Fixed         | 6.78%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7390815.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       234 | PA      | $160.11       | 0.00%             | 2025-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2611253.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4793 | PA      | $4727.60      | 0.00%             | 2027-02-11      | Fixed         | 19.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8194919.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       913 | PA      | $869.56       | 0.00%             | 2026-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7811381.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3009 | PA      | $2693.45      | 0.00%             | 2025-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2608510.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       804 | PA      | $787.35       | 0.00%             | 2027-02-10      | Fixed         | 25.00%                | No            |                  3 | On Loan: No      |
| First Student Bidco, Inc.                                                       | First Student Bidco, Inc., First Lien, Initial CME Term Loan, C                                   | CUSIP: 33718FAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    121232 | PA      | $120882.06    | 0.01%             | 2028-07-21      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5833923.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3357 | PA      | $0.00         | 0.00%             | 2034-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5394107.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       101 | PA      | $0.05         | 0.00%             | 2033-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Verus Securitization Trust                                                      | Verus Securitization Trust, Series 2024-INV1, Class A1                                            | CUSIP: 92540FAA8<br>LEI: 9845000FE754F4AE7E70 | Long             | ABS-MBS          | CORP              | US        |    654097 | PA      | $659768.20    | 0.03%             | 2069-03-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2095646.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       504 | PA      | $499.23       | 0.00%             | 2026-11-22      | Fixed         | 21.32%                | No            |                  3 | On Loan: No      |
| Connecticut Avenue Securities Trust                                             | Connecticut Avenue Securities Trust, Series 2025-R03, Class 2A1                                   | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1816000 | PA      | $1823945.00   | 0.09%             | 2045-03-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15493477.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7511 | PA      | $7659.26      | 0.00%             | 2026-08-20      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7256609.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       534 | PA      | $349.14       | 0.00%             | 2035-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2950575.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1581 | PA      | $1561.20      | 0.00%             | 2027-04-14      | Fixed         | 31.06%                | No            |                  3 | On Loan: No      |
| Amcor Flexibles North America, Inc.                                             | Amcor Flexibles North America, Inc.                                                               | CUSIP: 02344AAD0<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1583380.23   | 0.08%             | 2030-03-17      | Fixed         | 5.10%                 | 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        |   1000000 | PA      | $967388.71    | 0.05%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8100318.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1200 | PA      | $1191.64      | 0.00%             | 2026-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7905223.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4537 | PA      | $4466.88      | 0.00%             | 2025-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2094159.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4044 | PA      | $3979.31      | 0.00%             | 2026-11-22      | Fixed         | 20.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7518814.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2502 | PA      | $1917.49      | 0.00%             | 2025-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8116380.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       219 | PA      | $217.67       | 0.00%             | 2026-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6448382.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3929 | PA      | $560.71       | 0.00%             | 2034-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 187548960.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9738 | PA      | $9470.75      | 0.00%             | 2027-04-25      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1646915.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6097 | PA      | $6331.08      | 0.00%             | 2026-10-29      | Fixed         | 16.10%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13485109.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6462 | PA      | $6810.97      | 0.00%             | 2027-05-27      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7861082.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       166 | PA      | $163.81       | 0.00%             | 2025-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BRAVO Residential Funding Trust                                                 | BRAVO Residential Funding Trust, Series 2023-NQM4, Class A1                                       | CUSIP: 10569YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5172477 | PA      | $5203427.80   | 0.27%             | 2063-05-25      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7577672.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2606 | PA      | $2513.06      | 0.00%             | 2025-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7873357.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3006 | PA      | $2873.48      | 0.00%             | 2025-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31411UL74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1151 | PA      | $1172.31      | 0.00%             | 2037-04-01      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2049034.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2563 | PA      | $2529.53      | 0.00%             | 2026-11-15      | Fixed         | 15.15%                | No            |                  3 | On Loan: No      |
| Deutsche Bank Securities Inc.                                                   | Deutsche Bank Securities Inc.                                                                     | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | Long             | RA               | CORP              | US        |   8804144 | PA      | $8804144.03   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6529506.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       313 | PA      | $2.13         | 0.00%             | 2034-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6768384.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       357 | PA      | $120.30       | 0.00%             | 2034-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5843755.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5701 | PA      | $0.00         | 0.00%             | 2034-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31391SSW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3096 | PA      | $3163.62      | 0.00%             | 2032-12-01      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14200239.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19079 | PA      | $19367.09     | 0.00%             | 2027-06-06      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2425940.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7278 | PA      | $7037.42      | 0.00%             | 2027-01-13      | Fixed         | 5.96%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8026166.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28069 | PA      | $27296.96     | 0.00%             | 2026-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2299447.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1023 | PA      | $276.46       | 0.00%             | 2026-12-22      | Fixed         | 24.64%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7868727.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       884 | PA      | $876.12       | 0.00%             | 2025-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7212155.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       847 | PA      | $680.33       | 0.00%             | 2035-05-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7863771.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1674 | PA      | $1346.04      | 0.00%             | 2025-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7942328.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2917 | PA      | $28.49        | 0.00%             | 2025-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7813267.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       476 | PA      | $211.23       | 0.00%             | 2025-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3573904.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2469 | PA      | $0.00         | 0.00%             | 2032-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31400FEQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10762 | PA      | $11031.95     | 0.00%             | 2033-07-01      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 3138XP2F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48731 | PA      | $49850.45     | 0.00%             | 2044-02-01      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8034084.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9341 | PA      | $9034.60      | 0.00%             | 2026-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2293989.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1536 | PA      | $397.78       | 0.00%             | 2026-12-21      | Fixed         | 24.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8029246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27501 | PA      | $13223.97     | 0.00%             | 2026-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6554172.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       370 | PA      | $1.93         | 0.00%             | 2034-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2437428.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1618 | PA      | $1576.76      | 0.00%             | 2027-01-18      | Fixed         | 9.23%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8084910.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       260 | PA      | $258.53       | 0.00%             | 2026-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13628761.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3341 | PA      | $3364.46      | 0.00%             | 2027-09-23      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7869279.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       223 | PA      | $153.61       | 0.00%             | 2025-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3210332.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4369 | PA      | $0.08         | 0.00%             | 2032-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2438645.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2237 | PA      | $2209.77      | 0.00%             | 2027-06-26      | Fixed         | 31.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7874211.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       158 | PA      | $136.09       | 0.00%             | 2025-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6681781.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6908 | PA      | $34.82        | 0.00%             | 2034-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8178732.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11734 | PA      | $10545.26     | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5565348.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8568 | PA      | $0.24         | 0.00%             | 2033-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2298689.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7378 | PA      | $7296.96      | 0.00%             | 2026-12-22      | Fixed         | 15.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8205214.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3155 | PA      | $3091.35      | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7957265.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2918 | PA      | $2378.08      | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7798391.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       976 | PA      | $874.70       | 0.00%             | 2025-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2435458.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2980 | PA      | $2930.16      | 0.00%             | 2027-11-14      | Fixed         | 28.74%                | No            |                  3 | On Loan: No      |
| First Eagle Holdings, Inc.                                                      | First Eagle Holdings, Inc., First Lien, CME Term Loan, B2                                         | CUSIP: 05554JAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    346500 | PA      | $346042.62    | 0.02%             | 2029-03-05      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7508579.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17194 | PA      | $11675.45     | 0.00%             | 2025-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cia Securitizadora de Creditos Financeiros Vert-Fintech                         | Cia Securitizadora de Creditos Financeiros Vert-Fintech, Series 12                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BR        |   7676000 | PA      | $0.00         | 0.00%             | 2024-02-14      | Floating      | 14.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6169587.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3516 | PA      | $0.33         | 0.00%             | 2034-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7728035.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4537 | PA      | $4482.20      | 0.00%             | 2025-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 188186124.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4471 | PA      | $4306.37      | 0.00%             | 2027-11-12      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1694575.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8803 | PA      | $8725.29      | 0.00%             | 2027-01-13      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11939491.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6792 | PA      | $6994.76      | 0.00%             | 2027-01-08      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2950220.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1113 | PA      | $1096.92      | 0.00%             | 2027-04-14      | Fixed         | 26.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7135103.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       543 | PA      | $352.76       | 0.00%             | 2035-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                            | American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                                              | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    433333 | PA      | $430807.01    | 0.02%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6448059.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5140 | PA      | $17.00        | 0.00%             | 2034-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12032886.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5045 | PA      | $5211.04      | 0.00%             | 2027-03-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2293386.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3695 | PA      | $3632.52      | 0.00%             | 2026-12-21      | Fixed         | 22.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6892716.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15393 | PA      | $141.11       | 0.00%             | 2035-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7934586.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1974 | PA      | $1755.22      | 0.00%             | 2025-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7170354.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3490 | PA      | $2144.90      | 0.00%             | 2035-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6788053.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1148 | PA      | $10.13        | 0.00%             | 2034-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5813279.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2311 | PA      | $0.00         | 0.00%             | 2034-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7466589.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7091 | PA      | $154.95       | 0.00%             | 2025-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5974110.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       760 | PA      | $0.00         | 0.00%             | 2034-04-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America Corp.                                                           | Bank of America Corp.                                                                             | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5874522.12   | 0.30%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5160593.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14722 | PA      | $0.32         | 0.00%             | 2033-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2616546.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       996 | PA      | $983.05       | 0.00%             | 2025-07-14      | Fixed         | 9.84%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14938376.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7708 | PA      | $7851.36      | 0.00%             | 2027-07-21      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31402QX48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5503 | PA      | $5594.44      | 0.00%             | 2035-01-01      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1693289.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5294 | PA      | $5209.30      | 0.00%             | 2027-12-21      | Fixed         | 12.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8210715.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       948 | PA      | $931.34       | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6826936.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1253 | PA      | $15.92        | 0.00%             | 2035-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SK Hynix, Inc.                                                                  | SK Hynix, Inc.                                                                                    | CUSIP: 78392BAB3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   9900000 | PA      | $9674948.75   | 0.49%             | 2026-01-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                                       | Banijay Entertainment SAS                                                                         | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |   2569773 | PA      | $2636252.15   | 0.13%             | 2029-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Acuren Holdings, Inc.                                                           | Acuren Holdings, Inc., First Lien, Amendment No. 1 CME Term Loan                                  | CUSIP: 00036YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2031-07-30      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7955770.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11019 | PA      | $10843.19     | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6796725.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13083 | PA      | $188.11       | 0.00%             | 2034-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7860273.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1312 | PA      | $1269.99      | 0.00%             | 2025-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Radiology Partners, Inc.                                                        | Radiology Partners, Inc., First Lien, CME Term Loan, B                                            | CUSIP: 75041EAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    526749 | PA      | $510880.70    | 0.03%             | 2029-01-31      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                              | T-Mobile USA, Inc.                                                                                | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2844831.85   | 0.15%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7993784.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5283 | PA      | $3769.00      | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Fifth Third Bank NA                                                             | Fifth Third Bank NA                                                                               | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2445386.23   | 0.13%             | 2028-01-28      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1689350.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $116.95       | 0.00%             | 2035-01-14      | Fixed         | 14.89%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 187514926.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4244 | PA      | $4330.86      | 0.00%             | 2027-04-11      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Octagon 56 Ltd.                                                                 | Octagon 56 Ltd., Series 2021-1A, Class A                                                          | CUSIP: 67577EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15029538.78  | 0.77%             | 2034-10-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3436486.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       376 | PA      | $0.00         | 0.00%             | 2032-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2435514.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4579 | PA      | $4493.61      | 0.00%             | 2027-01-14      | Fixed         | 24.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2434928.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2186 | PA      | $2138.41      | 0.00%             | 2027-01-14      | Fixed         | 15.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8136604.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3695 | PA      | $3566.26      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3234758.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       637 | PA      | $0.00         | 0.00%             | 2032-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2292945.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1653 | PA      | $1074.66      | 0.00%             | 2027-10-21      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| OBX Trust                                                                       | OBX Trust, Series 2018-1, Class A2                                                                | CUSIP: 67112FAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520769 | PA      | $509152.32    | 0.03%             | 2057-06-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                                 | CHL Mortgage Pass-Through Trust, Series 2004-11, Class 2A1                                        | CUSIP: 12669FA86<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470215 | PA      | $442350.97    | 0.02%             | 2034-07-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6163558.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       676 | PA      | $4.49         | 0.00%             | 2034-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6985204.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $47.41        | 0.00%             | 2035-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7647640.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5142 | PA      | $119.94       | 0.00%             | 2025-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4142060.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1222 | PA      | $0.00         | 0.00%             | 2032-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5575033.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1017 | PA      | $0.08         | 0.00%             | 2033-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8007128.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3808 | PA      | $3760.89      | 0.00%             | 2026-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7276109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       908 | PA      | $607.34       | 0.00%             | 2025-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Equinor ASA                                                                     | Equinor ASA                                                                                       | CUSIP: 29446MAJ1<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |   5400000 | PA      | $5301143.66   | 0.27%             | 2026-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp.                                                  | Empire State Development Corp., Series 2019 B                                                     | CUSIP: 64985TDQ1<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |   1920000 | PA      | $1890364.22   | 0.10%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31410F4H5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14760 | PA      | $15133.27     | 0.00%             | 2037-03-01      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2294220.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2467 | PA      | $2413.92      | 0.00%             | 2026-12-21      | Fixed         | 13.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4877302.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       624 | PA      | $0.04         | 0.00%             | 2033-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6526856.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       362 | PA      | $90.51        | 0.00%             | 2034-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2047884.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5218 | PA      | $5088.95      | 0.00%             | 2026-11-15      | Fixed         | 7.92%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7461437.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1125 | PA      | $689.20       | 0.00%             | 2025-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17193229.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8204 | PA      | $8374.94      | 0.00%             | 2027-09-22      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7991684.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3067 | PA      | $501.44       | 0.00%             | 2026-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6614501.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3498 | PA      | $24.35        | 0.00%             | 2034-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2617283.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2896 | PA      | $2840.01      | 0.00%             | 2027-02-14      | Fixed         | 25.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2296458.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5505 | PA      | $5443.06      | 0.00%             | 2027-06-06      | Fixed         | 30.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6236427.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10363 | PA      | $4.11         | 0.00%             | 2034-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7185609.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2902 | PA      | $1539.82      | 0.00%             | 2035-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2438751.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2858 | PA      | $2805.04      | 0.00%             | 2027-01-18      | Fixed         | 22.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6884806.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       382 | PA      | $5.82         | 0.00%             | 2035-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6234555.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1536 | PA      | $0.44         | 0.00%             | 2034-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6986211.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2111 | PA      | $23.76        | 0.00%             | 2035-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8072352.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1584 | PA      | $1555.59      | 0.00%             | 2026-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31409VJ20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26316 | PA      | $27034.73     | 0.00%             | 2036-07-01      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8074285.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $7.95         | 0.00%             | 2026-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4465207.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3432 | PA      | $0.22         | 0.00%             | 2033-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31405WAC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11570 | PA      | $11599.38     | 0.00%             | 2034-06-01      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7378849.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       627 | PA      | $581.23       | 0.00%             | 2025-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7790216.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6182 | PA      | $5193.96      | 0.00%             | 2025-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2609196.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2909 | PA      | $2847.62      | 0.00%             | 2027-02-10      | Fixed         | 20.26%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities, Series 2015-C03, Class 1M2                                    | CUSIP: 30711XBB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   1754748 | PA      | $1766015.39   | 0.09%             | 2025-07-25      | Floating      | 9.47%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16681815.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9810 | PA      | $9940.51      | 0.00%             | 2026-09-16      | Fixed         | 8.24%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4630473.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       336 | PA      | $0.00         | 0.00%             | 2033-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15723564.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2249 | PA      | $2287.70      | 0.00%             | 2027-09-21      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2048500.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13351 | PA      | $1762.78      | 0.00%             | 2027-09-15      | Fixed         | 14.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8035327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       641 | PA      | $636.37       | 0.00%             | 2026-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1716991.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14600 | PA      | $0.00         | 0.00%             | 2027-02-22      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31404SLM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7619 | PA      | $7820.38      | 0.00%             | 2034-06-01      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8151728.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4919 | PA      | $4819.17      | 0.00%             | 2026-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7585646.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2998 | PA      | $25.01        | 0.00%             | 2025-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8207712.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       629 | PA      | $576.63       | 0.00%             | 2026-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Peer Holding III BV                                                             | Peer Holding III BV, First Lien, CME Term Loan, B5B                                               | CUSIP: N6872NAN6<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    490523 | PA      | $489144.80    | 0.03%             | 2031-07-01      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6015922.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2381 | PA      | $0.16         | 0.00%             | 2034-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7088413.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       185 | PA      | $6.19         | 0.00%             | 2035-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of Nova Scotia (The)                                                       | Bank of Nova Scotia (The)                                                                         | CUSIP: 06418BAE8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   7000000 | PA      | $6839178.01   | 0.35%             | 2027-03-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8191343.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       209 | PA      | $208.35       | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7788398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       419 | PA      | $399.56       | 0.00%             | 2025-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2614922.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4955 | PA      | $4837.30      | 0.00%             | 2027-02-11      | Fixed         | 13.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7269980.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7466 | PA      | $4569.45      | 0.00%             | 2025-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991959965.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-02-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Ontario Gaming GTA LP                                                           | Ontario Gaming GTA LP, First Lien, CME Term Loan, B                                               | CUSIP: C6907UAB7<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |    110141 | PA      | $106864.12    | 0.01%             | 2030-08-01      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2951449.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14497 | PA      | $14217.34     | 0.00%             | 2027-04-14      | Fixed         | 17.19%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1689323.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1515 | PA      | $1575.41      | 0.00%             | 2027-01-14      | Fixed         | 26.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7944951.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       688 | PA      | $191.30       | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2438087.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20935 | PA      | $9435.80      | 0.00%             | 2027-02-01      | Fixed         | 9.91%                 | No            |                  3 | On Loan: No      |
| Sunoco LP                                                                       | Sunoco LP                                                                                         | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2058236.00   | 0.11%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8151554.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2809 | PA      | $2404.51      | 0.00%             | 2026-03-04      | None          | 0.00%                 | 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        |   2027774 | PA      | $2020900.08   | 0.10%             | 2032-07-23      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7753500.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1329 | PA      | $1295.45      | 0.00%             | 2025-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5172784.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6176 | PA      | $0.12         | 0.00%             | 2033-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6769991.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9490 | PA      | $67.76        | 0.00%             | 2034-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2431137.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3042 | PA      | $467.18       | 0.00%             | 2027-01-14      | Fixed         | 29.79%                | No            |                  3 | On Loan: No      |
| Scientific Games Holdings LP                                                    | Scientific Games Holdings LP, First Lien, 2024 Refinancing Dollar CME Term Loan                   | CUSIP: 80875CAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    502489 | PA      | $498719.83    | 0.03%             | 2029-04-04      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6026398.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2245 | PA      | $0.00         | 0.00%             | 2034-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7970899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8001 | PA      | $168.72       | 0.00%             | 2026-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4549725.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3736 | PA      | $0.96         | 0.00%             | 2033-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14324970.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8099 | PA      | $8542.53      | 0.00%             | 2027-06-12      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5989761.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       125 | PA      | $0.01         | 0.00%             | 2034-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7910287.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1783 | PA      | $1378.11      | 0.00%             | 2025-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United Airlines Pass-Through Trust                                              | United Airlines Pass-Through Trust, Series 2020-1, Class B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    149569 | PA      | $149063.96    | 0.01%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2296544.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2074 | PA      | $2030.26      | 0.00%             | 2026-12-22      | Fixed         | 14.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5110450.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4298 | PA      | $0.17         | 0.00%             | 2033-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16728029.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3696 | PA      | $3880.57      | 0.00%             | 2026-09-09      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7874157.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1555 | PA      | $1520.54      | 0.00%             | 2025-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6425796.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       408 | PA      | $53.98        | 0.00%             | 2034-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14187476.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13965 | PA      | $14372.01     | 0.00%             | 2027-05-01      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6151254.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33491 | PA      | $66.89        | 0.00%             | 2034-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31385WZU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3940 | PA      | $4043.72      | 0.00%             | 2040-04-01      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2298829.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2576 | PA      | $2535.31      | 0.00%             | 2026-12-22      | Fixed         | 22.17%                | No            |                  3 | On Loan: No      |
| Connect Finco SARL / Connect US Finco LLC                                       | Connect Finco SARL / Connect US Finco LLC                                                         | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $936718.50    | 0.05%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6574116.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1449 | PA      | $4.46         | 0.00%             | 2034-10-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5027172.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $0.12         | 0.00%             | 2033-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7889618.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4445 | PA      | $3006.55      | 0.00%             | 2025-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                                             | Nissan Auto Receivables Owner Trust, Series 2023-A, Class A3                                      | CUSIP: 65480WAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12007558 | PA      | $12030988.34  | 0.62%             | 2027-11-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8149454.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4608 | PA      | $4516.48      | 0.00%             | 2026-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7278667.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       282 | PA      | $193.07       | 0.00%             | 2025-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPMorgan Chase & Co.                                                                              | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3661204.54   | 0.19%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7326891.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       931 | PA      | $718.88       | 0.00%             | 2025-06-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7946604.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       507 | PA      | $504.65       | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3432767.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1841 | PA      | $0.04         | 0.00%             | 2032-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3849333.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8085 | PA      | $0.00         | 0.00%             | 2032-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7716286.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1544 | PA      | $1418.14      | 0.00%             | 2025-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2299568.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       940 | PA      | $928.29       | 0.00%             | 2025-06-06      | Fixed         | 21.13%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15702332.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5824 | PA      | $5957.67      | 0.00%             | 2027-08-15      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8080597.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1068 | PA      | $966.03       | 0.00%             | 2026-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4519611.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12933 | PA      | $0.27         | 0.00%             | 2033-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7443306.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       583 | PA      | $14.36        | 0.00%             | 2025-07-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2951153.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1199 | PA      | $1179.97      | 0.00%             | 2027-04-14      | Fixed         | 25.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4880109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10497 | PA      | $0.42         | 0.00%             | 2033-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6621448.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16563 | PA      | $2959.96      | 0.00%             | 2034-10-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1716175.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3874 | PA      | $3807.83      | 0.00%             | 2026-09-15      | Fixed         | 19.72%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991834564.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       286 | PA      | $20.29        | 0.00%             | 2030-02-13      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2609816.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7871 | PA      | $7718.67      | 0.00%             | 2027-02-11      | Fixed         | 27.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2617103.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3544 | PA      | $3470.32      | 0.00%             | 2027-02-14      | Fixed         | 18.14%                | No            |                  3 | On Loan: No      |
| CSMC Trust                                                                      | CSMC Trust, Series 2014-IVR3, Class A1                                                            | CUSIP: 12648TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    252150 | PA      | $236329.86    | 0.01%             | 2044-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7509291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       161 | PA      | $155.75       | 0.00%             | 2025-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BX Commercial Mortgage Trust                                                    | BX Commercial Mortgage Trust, Series 2021-VOLT, Class A                                           | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5430000 | PA      | $5381781.60   | 0.28%             | 2036-09-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2034466.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1266 | PA      | $1242.52      | 0.00%             | 2026-11-15      | Fixed         | 24.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2949894.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2376 | PA      | $354.25       | 0.00%             | 2027-04-14      | Fixed         | 31.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2951595.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3210 | PA      | $3133.14      | 0.00%             | 2027-09-14      | Fixed         | 10.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2617800.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2388 | PA      | $2331.32      | 0.00%             | 2027-02-14      | Fixed         | 13.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2294842.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2271 | PA      | $2231.85      | 0.00%             | 2026-12-21      | Fixed         | 21.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2429892.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       936 | PA      | $918.42       | 0.00%             | 2027-01-14      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7106931.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       699 | PA      | $428.62       | 0.00%             | 2035-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 188277503.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5445 | PA      | $5511.83      | 0.00%             | 2027-04-22      | Fixed         | 23.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7425251.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3001 | PA      | $2637.42      | 0.00%             | 2025-07-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6624855.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       780 | PA      | $2.40         | 0.00%             | 2034-10-29      | 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        |      7276 | PA      | $5815.12      | 0.00%             | 2045-04-17      | Variable      | 16.12%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5156338.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2755 | PA      | $0.00         | 0.00%             | 2033-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4345972.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       457 | PA      | $0.24         | 0.00%             | 2032-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2293969.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7432 | PA      | $7312.30      | 0.00%             | 2027-05-21      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4383604.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2916 | PA      | $0.20         | 0.00%             | 2032-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5641349.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1084 | PA      | $0.00         | 0.00%             | 2034-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1888130.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       613 | PA      | $604.98       | 0.00%             | 2026-10-20      | Fixed         | 31.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2299056.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2660 | PA      | $2617.08      | 0.00%             | 2026-12-22      | Fixed         | 22.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7251914.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4096 | PA      | $149.36       | 0.00%             | 2035-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8060190.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6747 | PA      | $3210.77      | 0.00%             | 2026-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7442087.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       681 | PA      | $14.87        | 0.00%             | 2025-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1886674.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2094 | PA      | $2064.14      | 0.00%             | 2026-10-20      | Fixed         | 31.35%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991826312.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $0.23         | 0.00%             | 2030-02-13      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7640033.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       492 | PA      | $463.15       | 0.00%             | 2025-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4981810.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       904 | PA      | $0.00         | 0.00%             | 2033-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2296913.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4101 | PA      | $3056.38      | 0.00%             | 2026-12-22      | Fixed         | 12.48%                | 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        |    571135 | PA      | $469715.98    | 0.02%             | 2028-03-06      | Variable      | 8.56%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2430189.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2992 | PA      | $2937.79      | 0.00%             | 2027-01-14      | Fixed         | 25.96%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17244225.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11067 | PA      | $11240.46     | 0.00%             | 2027-09-09      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6992507.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       999 | PA      | $645.21       | 0.00%             | 2035-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7884810.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1095 | PA      | $23.18        | 0.00%             | 2025-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8173168.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       554 | PA      | $531.81       | 0.00%             | 2026-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7113376.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       844 | PA      | $18.88        | 0.00%             | 2035-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2432124.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18935 | PA      | $18279.97     | 0.00%             | 2027-01-14      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6200609.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1061 | PA      | $0.34         | 0.00%             | 2034-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1886617.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7660 | PA      | $7503.21      | 0.00%             | 2029-03-20      | Fixed         | 19.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8119327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7155 | PA      | $5717.49      | 0.00%             | 2026-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14867189.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1257 | PA      | $1267.09      | 0.00%             | 2025-07-26      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8003598.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6589 | PA      | $6494.31      | 0.00%             | 2026-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6936776.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       645 | PA      | $309.23       | 0.00%             | 2035-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2426907.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19144 | PA      | $18798.44     | 0.00%             | 2027-01-13      | Fixed         | 29.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6514949.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6188 | PA      | $19.58        | 0.00%             | 2034-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8073755.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18505 | PA      | $13173.09     | 0.00%             | 2026-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4925548.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16715 | PA      | $0.00         | 0.00%             | 2033-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2432337.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6235 | PA      | $6164.11      | 0.00%             | 2027-01-14      | Fixed         | 25.36%                | No            |                  3 | On Loan: No      |
| Radar Bidco SARL                                                                | Radar Bidco SARL, First Lien, USD CME Term Loan, B2                                               | CUSIP: L7781HAD1<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    208852 | PA      | $205718.79    | 0.01%             | 2031-04-04      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15037668.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6924 | PA      | $7288.51      | 0.00%             | 2027-09-23      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31406YCY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1568 | PA      | $1598.80      | 0.00%             | 2035-07-01      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8150196.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5043 | PA      | $4967.79      | 0.00%             | 2026-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6319933.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14196 | PA      | $9.89         | 0.00%             | 2034-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2951725.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2282 | PA      | $2251.27      | 0.00%             | 2027-04-28      | Fixed         | 27.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4880571.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14651 | PA      | $0.35         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7974543.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       293 | PA      | $291.62       | 0.00%             | 2026-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3612313.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3994 | PA      | $0.00         | 0.00%             | 2032-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8069182.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       745 | PA      | $736.17       | 0.00%             | 2026-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6671137.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3947 | PA      | $32.25        | 0.00%             | 2034-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6546599.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       729 | PA      | $4.94         | 0.00%             | 2034-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2611559.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1834 | PA      | $1797.44      | 0.00%             | 2027-02-11      | Fixed         | 26.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7930304.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4069 | PA      | $3961.60      | 0.00%             | 2025-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7787628.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       408 | PA      | $326.68       | 0.00%             | 2025-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2951691.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1558 | PA      | $111.18       | 0.00%             | 2025-09-28      | Fixed         | 20.36%                | No            |                  3 | On Loan: No      |
| Paramount Global                                                                | Paramount Global                                                                                  | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $5043339.81   | 0.26%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16599721.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4012 | PA      | $4037.32      | 0.00%             | 2027-09-19      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8162991.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4095 | PA      | $3952.73      | 0.00%             | 2026-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6731578.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11760 | PA      | $57.12        | 0.00%             | 2034-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6985777.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       755 | PA      | $10.87        | 0.00%             | 2035-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Evergreen Acqco 1 LP                                                            | Evergreen Acqco 1 LP, First Lien, Initial CME Term Loan                                           | CUSIP: 30015FAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    230688 | PA      | $229726.48    | 0.01%             | 2028-04-26      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31406DJH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13433 | PA      | $13586.55     | 0.00%             | 2034-11-01      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2429755.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6906 | PA      | $6762.61      | 0.00%             | 2027-01-14      | Fixed         | 19.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7983412.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1741 | PA      | $424.51       | 0.00%             | 2026-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4991412.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1244 | PA      | $0.18         | 0.00%             | 2033-08-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| COLT Mortgage Loan Trust                                                        | COLT Mortgage Loan Trust, Series 2024-1, Class A1                                                 | CUSIP: 19688TAA3<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |   2907551 | PA      | $2916357.04   | 0.15%             | 2069-02-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                      | Allison Transmission, Inc.                                                                        | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2161355.90   | 0.11%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7758233.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2373 | PA      | $1575.47      | 0.00%             | 2025-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5901096.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8515 | PA      | $0.00         | 0.00%             | 2034-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2609019.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2555 | PA      | $2502.35      | 0.00%             | 2027-02-10      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14166988.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       387 | PA      | $386.96       | 0.00%             | 2025-06-09      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6993196.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2107 | PA      | $405.08       | 0.00%             | 2035-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17331723.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6164 | PA      | $6254.51      | 0.00%             | 2026-09-25      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8044027.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18719 | PA      | $18310.66     | 0.00%             | 2026-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1695334.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4810 | PA      | $4790.50      | 0.00%             | 2027-01-14      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2094908.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28879 | PA      | $28472.09     | 0.00%             | 2027-04-22      | Fixed         | 29.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7124204.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       545 | PA      | $14.15        | 0.00%             | 2035-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Entain plc                                                                      | Entain plc, First Lien, CME Term Loan, B3                                                         | CUSIP: 36270BAC6<br>LEI: N/A                  | Long             | LON              | CORP              | IM        |    198500 | PA      | $198664.76    | 0.01%             | 2029-10-31      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7764994.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       441 | PA      | $439.34       | 0.00%             | 2025-11-07      | 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        |     15000 | PA      | $14691.15     | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KKR CLO 43 Ltd.                                                                 | KKR CLO 43 Ltd., Series 2022-43A, Class A1R                                                       | CUSIP: 48255UAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3250000 | PA      | $3257656.45   | 0.17%             | 2036-01-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12412441.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17556 | PA      | $17888.91     | 0.00%             | 2027-03-22      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4548999.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4823 | PA      | $0.00         | 0.00%             | 2033-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5821573.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1346 | PA      | $0.02         | 0.00%             | 2034-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31413ESG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11112 | PA      | $11414.98     | 0.00%             | 2037-06-01      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2298568.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3769 | PA      | $3716.94      | 0.00%             | 2026-12-22      | Fixed         | 28.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8205332.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1426 | PA      | $1398.96      | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7969797.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       805 | PA      | $795.09       | 0.00%             | 2026-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8206288.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2984 | PA      | $2930.29      | 0.00%             | 2026-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2424580.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12707 | PA      | $12528.90     | 0.00%             | 2027-06-13      | Fixed         | 31.20%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17433516.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14735 | PA      | $15197.02     | 0.00%             | 2027-09-12      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8223787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3088 | PA      | $3026.71      | 0.00%             | 2026-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Delta Air Lines, Inc. / SkyMiles IP Ltd.                                        | Delta Air Lines, Inc. / SkyMiles IP Ltd.                                                          | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    767500 | PA      | $760606.60    | 0.04%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2615183.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5253 | PA      | $5127.24      | 0.00%             | 2027-02-11      | Fixed         | 12.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2047067.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10958 | PA      | $10792.66     | 0.00%             | 2027-09-15      | Fixed         | 21.22%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15589148.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4642 | PA      | $4707.34      | 0.00%             | 2026-10-08      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2951887.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       430 | PA      | $30.83        | 0.00%             | 2025-09-14      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7797027.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8147 | PA      | $4885.69      | 0.00%             | 2025-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SunSource Borrower LLC                                                          | SunSource Borrower LLC, First Lien, First Refinancing CME Term Loan                               | CUSIP: 12508KAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    640677 | PA      | $619322.93    | 0.03%             | 2031-03-25      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8066423.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1372 | PA      | $1354.03      | 0.00%             | 2026-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5667327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22164 | PA      | $0.63         | 0.00%             | 2034-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4080547.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1952 | PA      | $0.10         | 0.00%             | 2032-10-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7372242.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6038 | PA      | $4136.99      | 0.00%             | 2025-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7472376.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1721 | PA      | $1444.51      | 0.00%             | 2025-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7960195.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1267 | PA      | $1208.31      | 0.00%             | 2026-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2423451.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       523 | PA      | $513.95       | 0.00%             | 2027-01-13      | Fixed         | 30.19%                | No            |                  3 | On Loan: No      |
| Broadstreet Partners, Inc.                                                      | Broadstreet Partners, Inc., First Lien, 2024 CME Term Loan, B                                     | CUSIP: 11132VAY5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    513740 | PA      | $511964.92    | 0.03%             | 2031-06-16      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7967637.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3680 | PA      | $3389.16      | 0.00%             | 2026-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2616093.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3960 | PA      | $3889.67      | 0.00%             | 2027-02-14      | Fixed         | 29.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2427221.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1961 | PA      | $142.79       | 0.00%             | 2027-06-13      | Fixed         | 9.21%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4981564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       474 | PA      | $0.00         | 0.00%             | 2033-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2607843.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3935 | PA      | $553.85       | 0.00%             | 2027-02-10      | Fixed         | 18.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7951324.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       294 | PA      | $291.84       | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1888979.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7387 | PA      | $7256.80      | 0.00%             | 2026-10-20      | Fixed         | 20.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7566716.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2181 | PA      | $1656.68      | 0.00%             | 2025-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14192027.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9240 | PA      | $9355.87      | 0.00%             | 2026-06-19      | Fixed         | 9.84%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8199241.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5805 | PA      | $5593.55      | 0.00%             | 2026-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7622855.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       496 | PA      | $455.83       | 0.00%             | 2025-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II                                                                                           | CUSIP: 36202KZN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       314 | PA      | $313.26       | 0.00%             | 2026-04-20      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15811836.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14479 | PA      | $14996.47     | 0.00%             | 2027-08-20      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1885184.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6185 | PA      | $6098.81      | 0.00%             | 2026-10-20      | Fixed         | 29.51%                | No            |                  3 | On Loan: No      |
| Philip Morris International, Inc.                                               | Philip Morris International, Inc.                                                                 | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   7700000 | PA      | $7840656.21   | 0.40%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4455128.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2253 | PA      | $0.06         | 0.00%             | 2033-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 155983239.LC.FTS.B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9360 | PA      | $900.92       | 0.00%             | 2035-05-09      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6955514.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2666 | PA      | $41.67        | 0.00%             | 2035-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10229823.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5283 | PA      | $5561.91      | 0.00%             | 2027-01-26      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4510936.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3094 | PA      | $0.00         | 0.00%             | 2033-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14212766.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       480 | PA      | $476.20       | 0.00%             | 2027-06-07      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2616333.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15630 | PA      | $15264.00     | 0.00%             | 2027-02-14      | Fixed         | 13.75%                | No            |                  3 | On Loan: No      |
| Discover Card Execution Note Trust                                              | Discover Card Execution Note Trust, Series 2023-A2, Class A                                       | CUSIP: 254683CZ6<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |  10380000 | PA      | $10458998.03  | 0.53%             | 2028-06-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                                                     | HOMES Trust, Series 2024-NQM1, Class A1                                                           | CUSIP: 40390TAA8<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |   1063041 | PA      | $1069178.56   | 0.05%             | 2069-07-25      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7365025.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1862 | PA      | $1411.69      | 0.00%             | 2025-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7891927.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       450 | PA      | $154.28       | 0.00%             | 2025-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2611103.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2219 | PA      | $2188.12      | 0.00%             | 2027-02-11      | Fixed         | 17.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8097446.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1637 | PA      | $1619.84      | 0.00%             | 2026-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5144732.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2684 | PA      | $0.04         | 0.00%             | 2033-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13768424.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10728 | PA      | $11105.77     | 0.00%             | 2026-08-19      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2951535.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10167 | PA      | $10059.44     | 0.00%             | 2027-04-14      | Fixed         | 17.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7262080.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     56215 | PA      | $593.85       | 0.00%             | 2035-05-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                     | RHP Hotel Properties LP / RHP Finance Corp.                                                       | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1149482.28   | 0.06%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5584916.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3248 | PA      | $0.07         | 0.00%             | 2033-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31419DYC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22258 | PA      | $22609.06     | 0.00%             | 2040-08-01      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4352239.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       620 | PA      | $0.64         | 0.00%             | 2032-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Kaseya, Inc.                                                                    | Kaseya, Inc., First Lien, Initial CME Term Loan                                                   | CUSIP: 48578AAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    729955 | PA      | $725783.47    | 0.04%             | 2032-03-05      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7032162.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       565 | PA      | $14.50        | 0.00%             | 2035-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7858474.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2174 | PA      | $2136.20      | 0.00%             | 2025-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2046912.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1885 | PA      | $136.22       | 0.00%             | 2026-11-15      | Fixed         | 23.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991889627.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $1.37         | 0.00%             | 2030-02-14      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31413JZE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5220 | PA      | $5393.79      | 0.00%             | 2037-09-01      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991818026.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $24.39        | 0.00%             | 2026-02-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5918667.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       495 | PA      | $0.00         | 0.00%             | 2034-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991804214.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3612013.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3513 | PA      | $0.00         | 0.00%             | 2032-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8035047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1905 | PA      | $1850.74      | 0.00%             | 2026-01-29      | None          | 0.00%                 | No            |                  3 | 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        |    134193 | PA      | $133989.52    | 0.01%             | 2031-12-11      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Starwood Property Mortgage LLC                                                  | Starwood Property Mortgage LLC, First Lien, CME Term Loan, B4                                     | CUSIP: 85570DAL6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    249375 | PA      | $249376.25    | 0.01%             | 2030-01-02      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16827842.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13570 | PA      | $13779.79     | 0.00%             | 2027-08-03      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13744711.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4630 | PA      | $4856.62      | 0.00%             | 2027-04-15      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2049419.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       438 | PA      | $429.79       | 0.00%             | 2026-11-15      | Fixed         | 25.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2611260.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12690 | PA      | $5344.32      | 0.00%             | 2027-12-11      | Fixed         | 17.12%                | No            |                  3 | On Loan: No      |
| BX Trust                                                                        | BX Trust, Series 2022-IND, Class A                                                                | CUSIP: 05609WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6095858 | PA      | $6100210.31   | 0.31%             | 2037-04-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7469860.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5369 | PA      | $348.45       | 0.00%             | 2025-08-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6960597.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       166 | PA      | $83.65        | 0.00%             | 2035-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5941408.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4263 | PA      | $0.00         | 0.00%             | 2034-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31411HGN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40909 | PA      | $41980.68     | 0.00%             | 2037-03-01      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5930081.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1383 | PA      | $0.00         | 0.00%             | 2034-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14077334.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12461 | PA      | $12658.22     | 0.00%             | 2027-06-20      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588819.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1320 | PA      | $0.03         | 0.00%             | 2033-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3433089.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       396 | PA      | $0.00         | 0.00%             | 2032-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2429972.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1032 | PA      | $1014.41      | 0.00%             | 2027-01-14      | Fixed         | 28.92%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16899367.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2886 | PA      | $2910.90      | 0.00%             | 2025-11-30      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6463733.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1252 | PA      | $240.28       | 0.00%             | 2034-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2296294.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       687 | PA      | $536.36       | 0.00%             | 2026-12-21      | Fixed         | 19.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2425948.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3548 | PA      | $3483.64      | 0.00%             | 2027-01-13      | Fixed         | 27.28%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31407B2L2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11823 | PA      | $12071.01     | 0.00%             | 2035-07-01      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6046375.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3150 | PA      | $0.00         | 0.00%             | 2034-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6525421.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       181 | PA      | $0.51         | 0.00%             | 2034-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7767768.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3685 | PA      | $3507.29      | 0.00%             | 2025-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14202174.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6424 | PA      | $6540.74      | 0.00%             | 2027-06-20      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6468636.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10598 | PA      | $17.63        | 0.00%             | 2034-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6827188.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       145 | PA      | $19.98        | 0.00%             | 2035-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2611548.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       810 | PA      | $408.35       | 0.00%             | 2027-02-11      | Fixed         | 30.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4794467.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $0.00         | 0.00%             | 2033-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17104731.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10575 | PA      | $10795.63     | 0.00%             | 2027-09-21      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 187899660.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11435 | PA      | $11546.85     | 0.00%             | 2027-04-29      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| NatWest Group plc                                                               | NatWest Group plc                                                                                 | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $9671781.30   | 0.49%             | 2027-06-14      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5980004.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14671 | PA      | $0.00         | 0.00%             | 2034-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7999493.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       312 | PA      | $298.60       | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2617614.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12629 | PA      | $3064.68      | 0.00%             | 2027-02-14      | Fixed         | 28.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5779612.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3348 | PA      | $0.00         | 0.00%             | 2034-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3572652.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       758 | PA      | $0.08         | 0.00%             | 2032-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                        | PNC Financial Services Group, Inc. (The)                                                          | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2029661.68   | 0.10%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8199065.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4006 | PA      | $3697.08      | 0.00%             | 2026-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7573382.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       258 | PA      | $256.62       | 0.00%             | 2025-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2296095.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4639 | PA      | $4562.88      | 0.00%             | 2026-12-26      | Fixed         | 23.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8185844.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       343 | PA      | $332.80       | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4925184.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2723 | PA      | $0.00         | 0.00%             | 2033-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7583634.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2611 | PA      | $2216.35      | 0.00%             | 2025-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991811876.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $3.31         | 0.00%             | 2026-05-12      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6135248.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8060 | PA      | $0.00         | 0.00%             | 2034-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8205366.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3638 | PA      | $3262.58      | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2294359.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25638 | PA      | $25234.02     | 0.00%             | 2026-12-22      | Fixed         | 31.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2435389.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       518 | PA      | $509.49       | 0.00%             | 2027-01-14      | Fixed         | 28.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7478694.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6882 | PA      | $3588.91      | 0.00%             | 2025-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7868506.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       433 | PA      | $422.49       | 0.00%             | 2025-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2425992.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2085 | PA      | $2014.29      | 0.00%             | 2027-01-13      | Fixed         | 7.55%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1888999.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2025 | PA      | $1991.65      | 0.00%             | 2026-10-20      | Fixed         | 23.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7154213.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       811 | PA      | $39.91        | 0.00%             | 2035-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6308429.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       715 | PA      | $1.12         | 0.00%             | 2034-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6988972.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       339 | PA      | $195.47       | 0.00%             | 2035-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6552779.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       365 | PA      | $67.58        | 0.00%             | 2034-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1884398.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3627 | PA      | $3583.99      | 0.00%             | 2027-03-20      | Fixed         | 30.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8065273.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       667 | PA      | $664.39       | 0.00%             | 2026-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7057637.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7456 | PA      | $4721.49      | 0.00%             | 2035-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31402KUP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       794 | PA      | $814.69       | 0.00%             | 2033-09-01      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7408322.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8489 | PA      | $179.65       | 0.00%             | 2025-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8193280.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1300 | PA      | $1209.42      | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7646577.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6691 | PA      | $5817.51      | 0.00%             | 2025-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11750555.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1349 | PA      | $1368.87      | 0.00%             | 2026-02-06      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                               | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14200000 | PA      | $14318148.40  | 0.73%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14548332.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4817 | PA      | $4868.62      | 0.00%             | 2027-01-05      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7631476.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1206 | PA      | $1113.93      | 0.00%             | 2025-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7786961.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5018 | PA      | $4928.29      | 0.00%             | 2025-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14174847.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1216 | PA      | $1218.21      | 0.00%             | 2026-06-15      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7916594.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       662 | PA      | $638.53       | 0.00%             | 2025-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2434481.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1787 | PA      | $1748.24      | 0.00%             | 2027-01-14      | Fixed         | 6.18%                 | No            |                  3 | On Loan: No      |
| CWABS Asset-Backed Certificates Trust                                           | CWABS Asset-Backed Certificates Trust, Series 2004-1, Class M1                                    | CUSIP: 126671Z25<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22643 | PA      | $23113.34     | 0.00%             | 2034-03-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31406LZ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       799 | PA      | $823.13       | 0.00%             | 2034-12-01      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6427509.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4726 | PA      | $12.87        | 0.00%             | 2034-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31391USA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       606 | PA      | $615.99       | 0.00%             | 2033-01-01      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                         | GA Global Funding Trust                                                                           | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   7200000 | PA      | $7167301.49   | 0.37%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2425681.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12455 | PA      | $12174.64     | 0.00%             | 2027-01-13      | Fixed         | 11.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8147615.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6429 | PA      | $6276.08      | 0.00%             | 2026-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14178173.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11867 | PA      | $12127.81     | 0.00%             | 2027-08-26      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4540937.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6282 | PA      | $0.00         | 0.00%             | 2033-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7885691.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       971 | PA      | $900.36       | 0.00%             | 2025-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14192654.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       642 | PA      | $645.12       | 0.00%             | 2025-07-25      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6314730.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3074 | PA      | $2.16         | 0.00%             | 2034-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2950395.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13319 | PA      | $13218.36     | 0.00%             | 2027-09-14      | Fixed         | 28.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7985441.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3153 | PA      | $3076.77      | 0.00%             | 2026-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2609505.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       910 | PA      | $890.09       | 0.00%             | 2027-02-11      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2435572.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2185 | PA      | $2122.76      | 0.00%             | 2027-01-18      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5096286.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       250 | PA      | $0.05         | 0.00%             | 2033-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                                   | Fortress Intermediate 3, Inc., First Lien, Initial CME Term Loan                                  | CUSIP: 34966LAB0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |    744701 | PA      | $730737.55    | 0.04%             | 2031-06-27      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7583811.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2434 | PA      | $1168.58      | 0.00%             | 2025-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6964955.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       213 | PA      | $121.24       | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31385XQE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2061 | PA      | $2052.85      | 0.00%             | 2033-05-01      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Flynn Restaurant Group LP                                                       | Flynn Restaurant Group LP, First Lien, 2025 CME Term Loan                                         | CUSIP: 34410JAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    643857 | PA      | $630377.76    | 0.03%             | 2032-01-28      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2094890.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6192 | PA      | $6127.16      | 0.00%             | 2026-11-22      | Fixed         | 17.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7161885.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6709 | PA      | $309.23       | 0.00%             | 2035-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7874225.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2379 | PA      | $2339.71      | 0.00%             | 2025-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6828951.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1369 | PA      | $554.68       | 0.00%             | 2035-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12268807.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11447 | PA      | $11592.79     | 0.00%             | 2027-02-01      | Fixed         | 10.99%                | 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        |    850000 | PA      | $866765.03    | 0.04%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6674450.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18581 | PA      | $109.24       | 0.00%             | 2034-11-17      | 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             | EP               | CORP              | US        |     59023 | NS      | $2508.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1752913.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4942 | PA      | $4885.64      | 0.00%             | 2027-04-11      | Fixed         | 15.50%                | 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        |   2390087 | PA      | $2384927.70   | 0.12%             | 2031-10-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8040298.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13130 | PA      | $12456.38     | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31416BK49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    230915 | PA      | $238246.48    | 0.01%             | 2036-02-01      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7232291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       867 | PA      | $590.02       | 0.00%             | 2035-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11743712.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8953 | PA      | $9426.65      | 0.00%             | 2027-06-22      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8156908.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3330 | PA      | $3292.79      | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31385BBB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15268 | PA      | $15178.04     | 0.00%             | 2030-04-01      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7985251.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2811 | PA      | $2760.91      | 0.00%             | 2026-01-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2432969.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5167 | PA      | $5078.50      | 0.00%             | 2027-01-14      | Fixed         | 29.06%                | No            |                  3 | On Loan: No      |
| Netflix, Inc.                                                                   | Netflix, Inc.                                                                                     | CUSIP: 64110LAY2<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3093860.85   | 0.16%             | 2025-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31411FWL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5406 | PA      | $5530.13      | 0.00%             | 2037-10-01      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2433055.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1445 | PA      | $1411.57      | 0.00%             | 2027-01-14      | Fixed         | 10.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2610510.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       951 | PA      | $934.02       | 0.00%             | 2027-02-11      | Fixed         | 33.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2948733.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3793 | PA      | $3706.81      | 0.00%             | 2027-09-14      | Fixed         | 13.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8060653.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18770 | PA      | $15707.60     | 0.00%             | 2026-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2528315.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4725 | PA      | $4597.74      | 0.00%             | 2027-02-10      | Fixed         | 7.51%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6672511.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       927 | PA      | $6.02         | 0.00%             | 2034-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2949925.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5765 | PA      | $5686.03      | 0.00%             | 2027-09-14      | Fixed         | 17.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6916843.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4830 | PA      | $56.05        | 0.00%             | 2035-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7924093.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18694 | PA      | $16356.22     | 0.00%             | 2025-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5807339.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7842 | PA      | $0.00         | 0.00%             | 2034-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6604504.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       453 | PA      | $1.64         | 0.00%             | 2034-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3869455.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7514 | PA      | $0.00         | 0.00%             | 2032-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1886121.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1355 | PA      | $1312.32      | 0.00%             | 2026-10-20      | Fixed         | 7.36%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2293727.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       745 | PA      | $734.90       | 0.00%             | 2026-12-21      | Fixed         | 31.05%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4333949.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1348 | PA      | $0.00         | 0.00%             | 2032-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5325004.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1379 | PA      | $0.00         | 0.00%             | 2033-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6240208.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5830 | PA      | $1.33         | 0.00%             | 2034-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5744108.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       995 | PA      | $0.05         | 0.00%             | 2034-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Waystar Technologies, Inc.                                                      | Waystar Technologies, Inc., First Lien, Initial CME Term Loan                                     | CUSIP: 63939WAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    103741 | PA      | $103481.85    | 0.01%             | 2029-10-22      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5734498.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1621 | PA      | $0.18         | 0.00%             | 2034-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8135734.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11151 | PA      | $10053.91     | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7243596.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2000 | PA      | $949.80       | 0.00%             | 2035-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7423619.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2791 | PA      | $2152.81      | 0.00%             | 2025-07-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7643773.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5918 | PA      | $323.70       | 0.00%             | 2025-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6853678.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4528 | PA      | $22.41        | 0.00%             | 2035-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United Airlines, Inc.                                                           | United Airlines, Inc., First Lien, CME Term Loan, B                                               | CUSIP: 90932RAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    225493 | PA      | $225247.67    | 0.01%             | 2031-02-24      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8080681.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3558 | PA      | $2831.24      | 0.00%             | 2026-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6707571.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3725 | PA      | $33.42        | 0.00%             | 2034-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14193365.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6764 | PA      | $7120.74      | 0.00%             | 2026-06-20      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31404B5Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105806 | PA      | $106459.71    | 0.01%             | 2034-05-01      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1888251.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1702 | PA      | $53.63        | 0.00%             | 2027-03-20      | Fixed         | 14.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6609985.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1113 | PA      | $6.47         | 0.00%             | 2034-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3944713.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16717 | PA      | $0.06         | 0.00%             | 2032-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4871945.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5985 | PA      | $0.06         | 0.00%             | 2033-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8191413.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1023 | PA      | $918.81       | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1755513.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3200 | PA      | $3316.04      | 0.00%             | 2027-04-20      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2614605.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2311 | PA      | $565.22       | 0.00%             | 2027-02-11      | Fixed         | 20.34%                | No            |                  3 | On Loan: No      |
| Mesquite Energy, Inc.                                                           | Mesquite Energy, Inc., Escrow Account                                                             | CUSIP: 799ESCAH1<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $38000.00     | 0.00%             | 2021-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7509746.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       914 | PA      | $442.45       | 0.00%             | 2025-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5954057.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10357 | PA      | $0.00         | 0.00%             | 2034-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31405TZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1239 | PA      | $1250.48      | 0.00%             | 2034-08-01      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                             | Connecticut Avenue Securities Trust, Series 2024-R05, Class 2M1                                   | CUSIP: 20754XAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1483913 | PA      | $1482829.68   | 0.08%             | 2044-07-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7745293.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       336 | PA      | $317.10       | 0.00%             | 2025-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8177238.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       494 | PA      | $490.40       | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17430483.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14388 | PA      | $14616.65     | 0.00%             | 2027-09-13      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6815496.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23295 | PA      | $243.69       | 0.00%             | 2035-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5739159.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13484 | PA      | $0.79         | 0.00%             | 2034-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1754277.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1803 | PA      | $0.00         | 0.00%             | 2027-04-11      | Fixed         | 25.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7866803.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7300 | PA      | $7140.20      | 0.00%             | 2025-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2604262.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2541 | PA      | $2487.74      | 0.00%             | 2027-02-10      | Fixed         | 24.39%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6385845.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       326 | PA      | $0.46         | 0.00%             | 2034-08-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8149846.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1865 | PA      | $1811.26      | 0.00%             | 2026-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8075041.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2207 | PA      | $2143.17      | 0.00%             | 2026-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2539854.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2064 | PA      | $2034.82      | 0.00%             | 2027-02-11      | Fixed         | 15.78%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 188575150.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9244 | PA      | $0.00         | 0.00%             | 2027-04-30      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2615636.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12298 | PA      | $12118.46     | 0.00%             | 2027-02-11      | Fixed         | 14.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7531240.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1304 | PA      | $819.32       | 0.00%             | 2025-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15741986.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16777 | PA      | $17128.73     | 0.00%             | 2027-08-21      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7596132.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15381 | PA      | $113.41       | 0.00%             | 2025-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2610030.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1888 | PA      | $1851.22      | 0.00%             | 2027-02-11      | Fixed         | 27.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2296379.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5276 | PA      | $1421.96      | 0.00%             | 2026-12-22      | Fixed         | 26.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991763663.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $7.68         | 0.00%             | 2025-09-13      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14280430.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7171 | PA      | $7531.45      | 0.00%             | 2026-06-25      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8122746.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3524 | PA      | $3206.85      | 0.00%             | 2026-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17117415.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11242 | PA      | $11378.69     | 0.00%             | 2026-08-06      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7593321.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3989 | PA      | $64.67        | 0.00%             | 2025-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8119126.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6926 | PA      | $5715.86      | 0.00%             | 2026-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2300474.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1554 | PA      | $1534.44      | 0.00%             | 2027-05-27      | Fixed         | 25.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8214992.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3091 | PA      | $2954.90      | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Aramark Services, Inc.                                                          | Aramark Services, Inc., First Lien, CME Term Loan, B8                                             | CUSIP: 03852JAV3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     69217 | PA      | $69325.26     | 0.00%             | 2030-06-24      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5925246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3145 | PA      | $0.61         | 0.00%             | 2034-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7205388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4440 | PA      | $2278.50      | 0.00%             | 2035-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6174665.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       517 | PA      | $0.21         | 0.00%             | 2034-05-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2949368.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1375 | PA      | $1359.78      | 0.00%             | 2027-04-14      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6244041.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       154 | PA      | $0.03         | 0.00%             | 2034-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4907500.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4190 | PA      | $0.16         | 0.00%             | 2033-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2949763.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3147 | PA      | $3083.04      | 0.00%             | 2027-04-14      | Fixed         | 14.31%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7931303.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3256 | PA      | $2085.31      | 0.00%             | 2025-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6849472.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       946 | PA      | $384.36       | 0.00%             | 2035-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Metropolitan Life Global Funding I                                              | Metropolitan Life Global Funding I                                                                | CUSIP: 59217GFC8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6989498.25   | 0.36%             | 2025-08-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7964871.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2304 | PA      | $1727.18      | 0.00%             | 2026-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2428740.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2271 | PA      | $38.36        | 0.00%             | 2027-01-13      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6157661.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       955 | PA      | $0.36         | 0.00%             | 2034-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2602160.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3763 | PA      | $3673.39      | 0.00%             | 2027-02-10      | Fixed         | 13.05%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31416B4E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1452 | PA      | $1486.89      | 0.00%             | 2037-05-01      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 413, Class F23                                                                      | CUSIP: 3133Q3LF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4230263 | PA      | $4221106.55   | 0.22%             | 2054-05-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7994306.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3803 | PA      | $3744.67      | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5305068.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     77744 | PA      | $0.05         | 0.00%             | 2033-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7478989.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       871 | PA      | $480.60       | 0.00%             | 2025-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2429477.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5576 | PA      | $5429.40      | 0.00%             | 2027-01-14      | Fixed         | 8.93%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8193347.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1259 | PA      | $1242.06      | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 188053341.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2857 | PA      | $2881.82      | 0.00%             | 2027-04-08      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7781489.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2183 | PA      | $669.05       | 0.00%             | 2025-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12389833.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5558 | PA      | $5742.37      | 0.00%             | 2027-03-07      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7668700.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1857 | PA      | $42.19        | 0.00%             | 2025-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6786832.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2824 | PA      | $928.92       | 0.00%             | 2034-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6785072.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1478 | PA      | $14.75        | 0.00%             | 2034-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Gray Media, Inc.                                                                | Gray Media, Inc., First Lien, CME Term Loan, D                                                    | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |    425216 | PA      | $393999.01    | 0.02%             | 2028-12-01      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31411AK61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13076 | PA      | $13346.35     | 0.00%             | 2036-11-01      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4463189.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2140 | PA      | $0.06         | 0.00%             | 2033-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CoreLogic, Inc.                                                                 | CoreLogic, Inc., First Lien, Initial CME Term Loan                                                | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |    748062 | PA      | $739803.41    | 0.04%             | 2028-06-02      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2606964.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       504 | PA      | $492.90       | 0.00%             | 2027-02-10      | Fixed         | 23.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2094660.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5269 | PA      | $5199.60      | 0.00%             | 2026-11-22      | Fixed         | 31.22%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1752438.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5622 | PA      | $0.00         | 0.00%             | 2027-04-05      | Fixed         | 18.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7745686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3147 | PA      | $2966.56      | 0.00%             | 2025-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16079598.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11536 | PA      | $11908.05     | 0.00%             | 2027-08-14      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6496902.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6581 | PA      | $13.57        | 0.00%             | 2034-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6643893.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1563 | PA      | $126.88       | 0.00%             | 2034-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7749545.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       734 | PA      | $706.29       | 0.00%             | 2025-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31376SEX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3063 | PA      | $3069.08      | 0.00%             | 2027-04-01      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7725121.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $63.38        | 0.00%             | 2025-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13417402.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7703 | PA      | $8111.77      | 0.00%             | 2027-05-26      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7128660.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1168 | PA      | $339.09       | 0.00%             | 2035-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14087177.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8982 | PA      | $9350.34      | 0.00%             | 2027-05-02      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6021277.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4902 | PA      | $0.00         | 0.00%             | 2034-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6952811.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       553 | PA      | $288.61       | 0.00%             | 2035-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31407WSS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4893 | PA      | $5035.14      | 0.00%             | 2035-09-01      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5983711.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       170 | PA      | $0.04         | 0.00%             | 2034-04-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2426770.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7051 | PA      | $6906.09      | 0.00%             | 2027-01-13      | Fixed         | 20.84%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8093270.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7239 | PA      | $6069.39      | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1716174.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9792 | PA      | $9599.65      | 0.00%             | 2027-07-15      | Fixed         | 24.20%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31410EFD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3284 | PA      | $3363.20      | 0.00%             | 2036-08-01      | Variable      | 7.64%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6405166.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19913 | PA      | $53.04        | 0.00%             | 2034-08-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| HSBC Securities (USA) Inc.                                                      | HSBC Securities (USA) Inc.                                                                        | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Long             | RA               | CORP              | US        |  15315655 | PA      | $15315654.69  | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2296911.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       555 | PA      | $547.67       | 0.00%             | 2026-12-22      | Fixed         | 31.17%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4704761.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1417 | PA      | $0.04         | 0.00%             | 2033-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6686240.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       873 | PA      | $3.85         | 0.00%             | 2034-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1745348.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13896 | PA      | $13680.94     | 0.00%             | 2027-04-08      | Fixed         | 10.40%                | No            |                  3 | On Loan: No      |
| Petco Health & Wellness Co., Inc.                                               | Petco Health & Wellness Co., Inc., First Lien, Initial CME Term Loan                              | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |    750000 | PA      | $656647.50    | 0.03%             | 2028-03-03      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                                | Sands China Ltd.                                                                                  | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   3400000 | PA      | $3207417.88   | 0.16%             | 2027-03-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14529813.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21165 | PA      | $21970.75     | 0.00%             | 2027-07-23      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1688043.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4714 | PA      | $4678.99      | 0.00%             | 2026-12-20      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4789346.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6004 | PA      | $0.10         | 0.00%             | 2033-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2296037.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2223 | PA      | $2184.54      | 0.00%             | 2026-12-21      | Fixed         | 22.38%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13720484.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18757 | PA      | $19048.92     | 0.00%             | 2027-05-15      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2293764.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8508 | PA      | $5350.63      | 0.00%             | 2026-12-21      | Fixed         | 6.23%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11461331.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4840 | PA      | $4875.30      | 0.00%             | 2025-12-25      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8049787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       574 | PA      | $534.01       | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6728467.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $41.95        | 0.00%             | 2034-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7284558.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       288 | PA      | $231.12       | 0.00%             | 2025-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5329785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1629 | PA      | $0.00         | 0.00%             | 2033-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7551427.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       145 | PA      | $142.89       | 0.00%             | 2025-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2096054.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1667 | PA      | $462.78       | 0.00%             | 2026-11-22      | Fixed         | 27.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7936873.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       863 | PA      | $801.89       | 0.00%             | 2025-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| OBX Trust                                                                       | OBX Trust, Series 2023-NQM10, Class A1                                                            | CUSIP: 67449CAA9<br>LEI: 254900O44XNRXAW7W466 | Long             | ABS-MBS          | CORP              | US        |   4275939 | PA      | $4315981.87   | 0.22%             | 2063-10-25      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2616127.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1705 | PA      | $1673.26      | 0.00%             | 2027-02-14      | Fixed         | 27.61%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2024-54, Class FC                                                                    | CUSIP: 3136BSSC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7431461 | PA      | $7447020.89   | 0.38%             | 2054-08-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                                                        | Great Outdoors Group LLC, First Lien, CME Term Loan, B                                            | CUSIP: 07014QAP6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    244043 | PA      | $239222.80    | 0.01%             | 2032-01-23      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4682306.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19587 | PA      | $0.43         | 0.00%             | 2033-05-08      | 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: N/A                  | Long             | LON              | CORP              | US        |    757375 | PA      | $735755.32    | 0.04%             | 2028-07-26      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6556061.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $0.46         | 0.00%             | 2034-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2616908.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2644 | PA      | $2596.88      | 0.00%             | 2027-02-14      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7938737.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       309 | PA      | $307.74       | 0.00%             | 2025-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6708125.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1147 | PA      | $5.07         | 0.00%             | 2034-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5478, Class FK                                                                      | CUSIP: 3137HHSG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8636974 | PA      | $8621145.43   | 0.44%             | 2054-02-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2606144.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1324 | PA      | $1299.07      | 0.00%             | 2027-02-10      | Fixed         | 12.19%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31387YB36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52445 | PA      | $53275.02     | 0.00%             | 2031-09-01      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14202404.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24877 | PA      | $25332.65     | 0.00%             | 2027-06-20      | Fixed         | 12.09%                | No            |                  3 | On Loan: No      |
| K2016470219 South Africa Ltd.                                                   | K2016470219 South Africa Ltd., Class B                                                            | CUSIP: N/A<br>LEI: 378900DECAC8CFA88345       | Long             | EC               | CORP              | ZA        |   1226701 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2615143.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2471 | PA      | $2401.87      | 0.00%             | 2027-07-11      | Fixed         | 13.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8209515.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6454 | PA      | $6284.28      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2948773.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2615 | PA      | $2578.44      | 0.00%             | 2027-04-14      | Fixed         | 27.56%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1749361.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6494 | PA      | $6388.63      | 0.00%             | 2027-04-05      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8050517.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6454 | PA      | $6115.24      | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2942965.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5519 | PA      | $5437.04      | 0.00%             | 2027-04-14      | Fixed         | 25.22%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4656767.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2269 | PA      | $0.00         | 0.00%             | 2033-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1751899.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2363 | PA      | $2361.95      | 0.00%             | 2026-01-20      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2612166.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2283 | PA      | $2235.11      | 0.00%             | 2027-02-11      | Fixed         | 13.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7466901.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5514 | PA      | $3666.88      | 0.00%             | 2025-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2604813.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3614 | PA      | $3540.01      | 0.00%             | 2027-02-10      | Fixed         | 25.83%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 188223031.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19874 | PA      | $13209.67     | 0.00%             | 2028-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16061296.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9211 | PA      | $9644.14      | 0.00%             | 2027-10-27      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7707263.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11690 | PA      | $196.79       | 0.00%             | 2025-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6641178.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3481 | PA      | $35.19        | 0.00%             | 2034-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8010097.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4379 | PA      | $4291.96      | 0.00%             | 2026-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7602291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26123 | PA      | $374.03       | 0.00%             | 2025-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5146188.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6760 | PA      | $0.00         | 0.00%             | 2033-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8162270.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11292 | PA      | $10594.60     | 0.00%             | 2026-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Studio City Finance Ltd.                                                        | Studio City Finance Ltd.                                                                          | CUSIP: 86389QAE2<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |   1392000 | PA      | $1390666.32   | 0.07%             | 2025-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2607609.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1751 | PA      | $1705.15      | 0.00%             | 2027-07-10      | Fixed         | 15.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8122603.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2283 | PA      | $2241.17      | 0.00%             | 2026-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2430735.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3255 | PA      | $3189.31      | 0.00%             | 2027-01-14      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11940575.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4548 | PA      | $4792.99      | 0.00%             | 2027-03-21      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6906391.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       543 | PA      | $123.78       | 0.00%             | 2035-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2427644.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       989 | PA      | $962.19       | 0.00%             | 2027-01-13      | Fixed         | 7.93%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6581222.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       596 | PA      | $2.90         | 0.00%             | 2034-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8203095.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5393 | PA      | $5255.72      | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6963451.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1876 | PA      | $41.05        | 0.00%             | 2035-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7277957.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1696 | PA      | $59.31        | 0.00%             | 2025-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8063859.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6995 | PA      | $6919.18      | 0.00%             | 2026-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6448554.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1900 | PA      | $4.79         | 0.00%             | 2034-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991835626.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       122 | PA      | $124.80       | 0.00%             | 2026-04-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2950306.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11054 | PA      | $10826.54     | 0.00%             | 2027-04-14      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8100881.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       180 | PA      | $174.01       | 0.00%             | 2026-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6980139.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3089 | PA      | $601.97       | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7912392.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       329 | PA      | $298.10       | 0.00%             | 2025-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31414DDT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23622 | PA      | $24307.48     | 0.00%             | 2038-04-01      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14108165.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10580 | PA      | $11009.40     | 0.00%             | 2027-06-18      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4309215.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2829 | PA      | $0.06         | 0.00%             | 2032-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7667780.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1331 | PA      | $1036.86      | 0.00%             | 2025-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12414817.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7482 | PA      | $7590.03      | 0.00%             | 2026-08-26      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15398960.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23039 | PA      | $23466.87     | 0.00%             | 2027-08-15      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6262497.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8184 | PA      | $2.61         | 0.00%             | 2034-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7054573.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9702 | PA      | $6272.67      | 0.00%             | 2035-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2605594.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1433 | PA      | $1402.90      | 0.00%             | 2027-02-10      | Fixed         | 25.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8112188.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2512 | PA      | $2442.40      | 0.00%             | 2026-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8073414.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7902 | PA      | $1446.86      | 0.00%             | 2026-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2437139.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       202 | PA      | $166.27       | 0.00%             | 2025-11-18      | Fixed         | 5.87%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4612909.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2565 | PA      | $0.68         | 0.00%             | 2033-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2950602.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       885 | PA      | $871.02       | 0.00%             | 2027-04-14      | Fixed         | 25.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8139109.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2131 | PA      | $330.19       | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7644282.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1481 | PA      | $1303.83      | 0.00%             | 2025-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Simply Good Foods USA, Inc.                                                     | Simply Good Foods USA, Inc., First Lien, Initial CME Term Loan                                    | CUSIP: 04761PAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-03-17      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2096115.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1432 | PA      | $1410.00      | 0.00%             | 2026-11-28      | Fixed         | 23.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8188941.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1293 | PA      | $1270.40      | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7781152.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2303 | PA      | $2264.17      | 0.00%             | 2025-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2613347.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       931 | PA      | $215.77       | 0.00%             | 2027-07-11      | Fixed         | 26.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6447919.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       267 | PA      | $1.78         | 0.00%             | 2034-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6903487.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9716 | PA      | $3345.14      | 0.00%             | 2035-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Lloyds Banking Group plc                                                        | Lloyds Banking Group plc                                                                          | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2730000 | PA      | $2763873.32   | 0.14%             | 2028-11-26      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6144839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       884 | PA      | $7.07         | 0.00%             | 2034-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6526542.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8253 | PA      | $1499.08      | 0.00%             | 2034-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7743177.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10923 | PA      | $1308.34      | 0.00%             | 2025-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6685517.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       154 | PA      | $42.57        | 0.00%             | 2034-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7672063.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       683 | PA      | $455.64       | 0.00%             | 2025-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United Airlines, Inc.                                                           | United Airlines, Inc.                                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    526364 | PA      | $519296.85    | 0.03%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2609761.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2438 | PA      | $2384.40      | 0.00%             | 2027-02-11      | Fixed         | 20.76%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4484475.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3439 | PA      | $0.00         | 0.00%             | 2033-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5210392.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2382 | PA      | $0.09         | 0.00%             | 2033-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6190783.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1090 | PA      | $0.01         | 0.00%             | 2034-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7537945.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       978 | PA      | $946.89       | 0.00%             | 2025-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2603922.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2712 | PA      | $2652.26      | 0.00%             | 2027-02-10      | Fixed         | 21.73%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15437840.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9255 | PA      | $9681.39      | 0.00%             | 2027-08-13      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7923345.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2216 | PA      | $2188.17      | 0.00%             | 2025-12-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991803198.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-02-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7728653.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       174 | PA      | $173.52       | 0.00%             | 2025-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1655235.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6046 | PA      | $6320.39      | 0.00%             | 2026-10-27      | Fixed         | 24.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6893064.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4746 | PA      | $981.60       | 0.00%             | 2035-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| KeyBank NA                                                                      | KeyBank NA                                                                                        | CUSIP: 49327M3E2<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5389853.29   | 0.28%             | 2025-08-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7191074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1598 | PA      | $1078.25      | 0.00%             | 2035-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5986413.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2347 | PA      | $0.00         | 0.00%             | 2034-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6464362.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4169 | PA      | $14.29        | 0.00%             | 2034-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2294924.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3199 | PA      | $503.65       | 0.00%             | 2026-12-21      | Fixed         | 28.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2426523.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1429 | PA      | $1397.75      | 0.00%             | 2027-01-13      | Fixed         | 8.45%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6133707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11499 | PA      | $0.00         | 0.00%             | 2034-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15753390.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6251 | PA      | $6579.48      | 0.00%             | 2027-07-01      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31404UQ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26431 | PA      | $26857.60     | 0.00%             | 2034-06-01      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6463889.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16330 | PA      | $42.12        | 0.00%             | 2034-09-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11939575.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3278 | PA      | $3379.29      | 0.00%             | 2027-02-21      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6526493.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1269 | PA      | $6.18         | 0.00%             | 2034-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6626390.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10527 | PA      | $71.67        | 0.00%             | 2034-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7135686.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       376 | PA      | $11.59        | 0.00%             | 2035-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7955411.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       465 | PA      | $461.20       | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8072743.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       385 | PA      | $374.95       | 0.00%             | 2026-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7468449.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       597 | PA      | $415.16       | 0.00%             | 2025-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4639291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2606 | PA      | $0.00         | 0.00%             | 2033-04-22      | None          | 0.00%                 | 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        |  13870000 | PA      | $13036071.80  | 0.67%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31405WHV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15960 | PA      | $16458.50     | 0.00%             | 2034-10-01      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                            | Chase Issuance Trust, Series 2022-A1, Class A                                                     | CUSIP: 161571HS6<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |   6794000 | PA      | $6778182.89   | 0.35%             | 2027-09-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7725788.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2468 | PA      | $2116.35      | 0.00%             | 2025-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2296110.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       565 | PA      | $556.92       | 0.00%             | 2026-12-21      | Fixed         | 30.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7305713.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1687 | PA      | $33.05        | 0.00%             | 2025-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2606203.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1564 | PA      | $353.37       | 0.00%             | 2027-02-10      | Fixed         | 14.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2951305.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1940 | PA      | $1907.89      | 0.00%             | 2027-04-16      | Fixed         | 20.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5787095.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       491 | PA      | $0.00         | 0.00%             | 2034-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2096857.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25339 | PA      | $1827.27      | 0.00%             | 2027-04-22      | Fixed         | 21.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7028614.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $1.92         | 0.00%             | 2035-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2094585.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2435 | PA      | $2399.80      | 0.00%             | 2026-11-22      | Fixed         | 27.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5296287.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       207 | PA      | $0.00         | 0.00%             | 2033-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2438660.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2033 | PA      | $1999.01      | 0.00%             | 2027-01-18      | Fixed         | 27.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 188494026.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10195 | PA      | $0.00         | 0.00%             | 2027-04-21      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4163065.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1168 | PA      | $0.00         | 0.00%             | 2032-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16047052.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4431 | PA      | $4470.54      | 0.00%             | 2025-07-17      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Hyundai Capital America                                                         | Hyundai Capital America                                                                           | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2754471.03   | 0.14%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4893163.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12426 | PA      | $0.00         | 0.00%             | 2033-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31406DBS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48451 | PA      | $50110.80     | 0.00%             | 2035-01-01      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2608142.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4191 | PA      | $4096.08      | 0.00%             | 2027-02-10      | Fixed         | 19.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7564905.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1505 | PA      | $341.74       | 0.00%             | 2025-09-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7883436.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       335 | PA      | $332.59       | 0.00%             | 2025-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6903390.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6892 | PA      | $79.03        | 0.00%             | 2035-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2047847.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4171 | PA      | $4096.82      | 0.00%             | 2027-04-20      | Fixed         | 25.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2605555.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1235 | PA      | $1211.20      | 0.00%             | 2027-02-10      | Fixed         | 29.52%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities, Series 2016-C01, Class 2M2                                    | CUSIP: 30711XBU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    838034 | PA      | $863343.18    | 0.04%             | 2028-08-25      | Floating      | 11.42%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6304502.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9016 | PA      | $263.64       | 0.00%             | 2034-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4645672.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10185 | PA      | $0.00         | 0.00%             | 2033-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2424834.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2701 | PA      | $2650.44      | 0.00%             | 2027-01-13      | Fixed         | 26.08%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31370Q6L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11305 | PA      | $11197.18     | 0.00%             | 2033-03-01      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14965459.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16000 | PA      | $16281.47     | 0.00%             | 2027-06-01      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17329208.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10378 | PA      | $10760.27     | 0.00%             | 2027-09-25      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2950896.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5373 | PA      | $5265.42      | 0.00%             | 2027-04-28      | Fixed         | 16.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2424153.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18396 | PA      | $17770.03     | 0.00%             | 2027-01-13      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8191129.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1699 | PA      | $1657.26      | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6590442.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10462 | PA      | $47.81        | 0.00%             | 2034-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7025888.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       176 | PA      | $98.00        | 0.00%             | 2035-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2436597.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2532 | PA      | $184.16       | 0.00%             | 2027-01-18      | Fixed         | 9.15%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2297394.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1638 | PA      | $1603.68      | 0.00%             | 2026-12-22      | Fixed         | 13.43%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15663958.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8429 | PA      | $8789.06      | 0.00%             | 2027-08-21      | Fixed         | 22.24%                | No            |                  3 | On Loan: No      |
| Connecticut Avenue Securities                                                   | Connecticut Avenue Securities Trust, Series 2025-R01, Class 1A1                                   | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1638787 | PA      | $1630897.51   | 0.08%             | 2045-01-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2021-DNA7, Class M1                                               | CUSIP: 35564KMA4<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |    555312 | PA      | $553718.64    | 0.03%             | 2041-11-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2610980.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4770 | PA      | $4704.75      | 0.00%             | 2027-02-11      | Fixed         | 18.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7540822.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1713 | PA      | $1633.60      | 0.00%             | 2025-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2293806.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3495 | PA      | $3456.72      | 0.00%             | 2026-12-21      | Fixed         | 19.41%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31402DHS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3434 | PA      | $3453.23      | 0.00%             | 2037-02-01      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13826410.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11160 | PA      | $11725.64     | 0.00%             | 2027-05-21      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7874931.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1670 | PA      | $1621.07      | 0.00%             | 2025-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31406REX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32719 | PA      | $32857.75     | 0.00%             | 2035-08-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| K2016470260 South Africa Ltd.                                                   | K2016470260 South Africa Ltd.                                                                     | CUSIP: N/A<br>LEI: 3789003E1C22310B3356       | Long             | DBT              | CORP              | ZA        |    470581 | PA      | $0.00         | 0.00%             | 2022-12-31      | Fixed         | 25.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2403095.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3517 | PA      | $3436.19      | 0.00%             | 2027-01-28      | Fixed         | 10.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2949044.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2577 | PA      | $2541.68      | 0.00%             | 2027-04-14      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5938544.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8920 | PA      | $0.25         | 0.00%             | 2034-03-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2950779.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1788 | PA      | $1760.31      | 0.00%             | 2027-04-14      | Fixed         | 23.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7583034.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       375 | PA      | $350.48       | 0.00%             | 2025-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7618103.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3603 | PA      | $552.31       | 0.00%             | 2025-09-22      | None          | 0.00%                 | 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: N/A                  | Long             | LON              | CORP              | US        |    493762 | PA      | $489982.75    | 0.03%             | 2028-10-05      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                             | Toyota Auto Receivables Owner Trust, Series 2024-B, Class A3                                      | CUSIP: 89237NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7770000 | PA      | $7886461.42   | 0.40%             | 2029-01-16      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7623486.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       887 | PA      | $345.08       | 0.00%             | 2025-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6706359.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       867 | PA      | $154.10       | 0.00%             | 2034-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8177700.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1485 | PA      | $1438.64      | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2616809.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2544 | PA      | $2483.85      | 0.00%             | 2027-02-14      | Fixed         | 11.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6527010.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       515 | PA      | $1.42         | 0.00%             | 2034-09-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4565857.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14859 | PA      | $0.70         | 0.00%             | 2033-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7984094.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2713 | PA      | $2571.21      | 0.00%             | 2026-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2096663.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2465 | PA      | $2432.17      | 0.00%             | 2026-11-22      | Fixed         | 31.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3401486.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       263 | PA      | $0.01         | 0.00%             | 2032-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7656279.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20120 | PA      | $12757.59     | 0.00%             | 2025-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Restoration Hardware, Inc.                                                      | Restoration Hardware, Inc., First Lien, 2022 Incremental CME Term Loan                            | CUSIP: 76133MAC5<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |    766147 | PA      | $720177.86    | 0.04%             | 2028-10-20      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15601188.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28612 | PA      | $29626.53     | 0.00%             | 2027-08-19      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7238134.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2158 | PA      | $30.75        | 0.00%             | 2035-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15713621.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9093 | PA      | $9231.09      | 0.00%             | 2027-08-06      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Verus Securitization Trust                                                      | Verus Securitization Trust, Series 2024-2, Class A1                                               | CUSIP: 92539UAA8<br>LEI: 213800KSJFZ5H8FZ7C61 | Long             | ABS-MBS          | CORP              | US        |    642379 | PA      | $646599.89    | 0.03%             | 2069-02-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7200014.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       450 | PA      | $261.88       | 0.00%             | 2035-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2298796.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       890 | PA      | $865.73       | 0.00%             | 2027-05-22      | Fixed         | 7.68%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6235824.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1663 | PA      | $3.30         | 0.00%             | 2034-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2608120.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11765 | PA      | $11482.20     | 0.00%             | 2027-02-10      | Fixed         | 12.12%                | No            |                  3 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                          | Merrill Lynch Mortgage Investors Trust, Series 2003-E, Class A1                                   | CUSIP: 589929Y36<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92469 | PA      | $87338.55     | 0.00%             | 2028-10-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6485200.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6526 | PA      | $6.88         | 0.00%             | 2034-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7585778.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       974 | PA      | $619.11       | 0.00%             | 2025-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5834289.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       378 | PA      | $0.12         | 0.00%             | 2034-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7925005.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       790 | PA      | $783.51       | 0.00%             | 2025-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6478752.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2553 | PA      | $5.34         | 0.00%             | 2034-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDI                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1600000 | PA      | $94583.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7755376.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29318 | PA      | $23910.26     | 0.00%             | 2025-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7511957.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17311 | PA      | $13163.49     | 0.00%             | 2025-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4626052.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3539 | PA      | $0.02         | 0.00%             | 2033-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6369186.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       158 | PA      | $0.38         | 0.00%             | 2034-07-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2435527.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8533 | PA      | $5570.59      | 0.00%             | 2027-01-14      | Fixed         | 16.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7630437.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3990 | PA      | $1567.68      | 0.00%             | 2025-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2298974.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       841 | PA      | $827.52       | 0.00%             | 2026-12-22      | Fixed         | 23.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14329008.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12862 | PA      | $13436.19     | 0.00%             | 2026-10-17      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7347201.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       738 | PA      | $501.23       | 0.00%             | 2025-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8076371.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2583 | PA      | $2518.13      | 0.00%             | 2026-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31407FYD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19852 | PA      | $20435.32     | 0.00%             | 2035-06-01      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8184803.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2011 | PA      | $283.00       | 0.00%             | 2026-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7410978.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1609 | PA      | $42.15        | 0.00%             | 2025-07-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8169571.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12463 | PA      | $11891.88     | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13852222.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4291 | PA      | $4448.11      | 0.00%             | 2027-05-31      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| AmWINS Group, Inc.                                                              | AmWINS Group, Inc., First Lien, Initial CME Term Loan                                             | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |    735291 | PA      | $732478.88    | 0.04%             | 2032-01-30      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5537587.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2687 | PA      | $0.00         | 0.00%             | 2033-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6204820.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1654 | PA      | $1.28         | 0.00%             | 2034-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5951743.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6697 | PA      | $0.00         | 0.00%             | 2034-03-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7552634.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       776 | PA      | $725.15       | 0.00%             | 2025-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7649633.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       447 | PA      | $295.34       | 0.00%             | 2025-10-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2435828.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4578 | PA      | $4473.61      | 0.00%             | 2027-02-01      | Fixed         | 15.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7726860.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1319 | PA      | $1118.07      | 0.00%             | 2025-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6141840.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3171 | PA      | $0.12         | 0.00%             | 2034-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2613434.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6285 | PA      | $6117.18      | 0.00%             | 2027-02-11      | Fixed         | 9.37%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC                                                                                             | CUSIP: 3128S5L51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    282813 | PA      | $292840.82    | 0.01%             | 2037-06-01      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4601908.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       835 | PA      | $0.00         | 0.00%             | 2033-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6504715.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2724 | PA      | $5.53         | 0.00%             | 2034-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4314394.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4763 | PA      | $0.16         | 0.00%             | 2032-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6255997.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1357 | PA      | $0.42         | 0.00%             | 2034-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4839177.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1366 | PA      | $0.00         | 0.00%             | 2033-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6762066.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2676 | PA      | $43.93        | 0.00%             | 2034-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5411337.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       839 | PA      | $0.09         | 0.00%             | 2033-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4862500.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1169 | PA      | $0.00         | 0.00%             | 2033-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1714787.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       584 | PA      | $573.35       | 0.00%             | 2026-09-15      | Fixed         | 19.90%                | 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        |    340877 | PA      | $318878.04    | 0.02%             | 2028-01-31      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8095273.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31127 | PA      | $30542.87     | 0.00%             | 2026-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15043725.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       949 | PA      | $950.91       | 0.00%             | 2025-07-15      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13838022.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4299 | PA      | $4481.54      | 0.00%             | 2027-05-21      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1718702.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3500 | PA      | $3495.73      | 0.00%             | 2028-09-15      | Fixed         | 26.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2088829.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5918 | PA      | $5814.58      | 0.00%             | 2027-04-22      | Fixed         | 21.32%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31391S6L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1276 | PA      | $1283.65      | 0.00%             | 2032-11-01      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2615878.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4415 | PA      | $4328.62      | 0.00%             | 2027-02-14      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15585646.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4941 | PA      | $5006.93      | 0.00%             | 2026-08-14      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 188633218.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6871 | PA      | $7084.58      | 0.00%             | 2027-04-21      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1713640.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1787 | PA      | $1755.65      | 0.00%             | 2026-09-15      | Fixed         | 26.25%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6753526.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5887 | PA      | $43.02        | 0.00%             | 2034-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2612163.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1577 | PA      | $1554.58      | 0.00%             | 2027-02-11      | Fixed         | 17.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1712309.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1354 | PA      | $1326.54      | 0.00%             | 2026-09-15      | Fixed         | 10.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7474077.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       670 | PA      | $588.57       | 0.00%             | 2025-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5977756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10251 | PA      | $0.57         | 0.00%             | 2034-04-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4901122.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       611 | PA      | $0.06         | 0.00%             | 2033-07-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7809224.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3827 | PA      | $3348.14      | 0.00%             | 2025-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2416454.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       440 | PA      | $31.68        | 0.00%             | 2035-01-13      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14145063.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       512 | PA      | $517.41       | 0.00%             | 2025-06-28      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDI                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  23050000 | PA      | $-28885.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14843307.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7051 | PA      | $7165.88      | 0.00%             | 2027-07-17      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2426346.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1497 | PA      | $545.92       | 0.00%             | 2027-01-13      | Fixed         | 13.31%                | No            |                  3 | On Loan: No      |
| Charter Next Generation, Inc.                                                   | Charter Next Generation, Inc., First Lien, 2024 Replacement CME Term Loan                         | CUSIP: 16125TAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    220017 | PA      | $219631.69    | 0.01%             | 2030-11-29      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4484542.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6016 | PA      | $0.21         | 0.00%             | 2033-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8055544.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1583 | PA      | $1535.66      | 0.00%             | 2026-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16638019.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1868 | PA      | $1876.40      | 0.00%             | 2025-09-13      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2617069.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15093 | PA      | $14785.88     | 0.00%             | 2027-02-14      | Fixed         | 23.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7147299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12972 | PA      | $191.02       | 0.00%             | 2035-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7224292.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       230 | PA      | $148.71       | 0.00%             | 2035-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bayer US Finance II LLC                                                         | Bayer US Finance II LLC                                                                           | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4579801.35   | 0.23%             | 2025-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2944032.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1953 | PA      | $1924.27      | 0.00%             | 2027-04-14      | Fixed         | 26.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7930430.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       472 | PA      | $458.62       | 0.00%             | 2025-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2608553.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6193 | PA      | $6085.16      | 0.00%             | 2027-07-10      | Fixed         | 23.50%                | No            |                  3 | On Loan: No      |
| Petroleos Mexicanos                                                             | Petroleos Mexicanos                                                                               | CUSIP: 71654QDH2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    990000 | PA      | $987129.00    | 0.05%             | 2025-10-16      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31362MS82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       107 | PA      | $105.32       | 0.00%             | 2027-08-01      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8117661.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10800 | PA      | $10640.68     | 0.00%             | 2026-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7904350.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       385 | PA      | $379.07       | 0.00%             | 2025-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31407ANB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7340 | PA      | $7446.32      | 0.00%             | 2033-11-01      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2951030.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2098 | PA      | $2067.06      | 0.00%             | 2027-04-14      | Fixed         | 25.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2428411.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2099 | PA      | $2070.41      | 0.00%             | 2027-01-13      | Fixed         | 15.14%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17031491.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27833 | PA      | $28316.27     | 0.00%             | 2027-08-05      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8213679.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7570 | PA      | $7336.93      | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1755102.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14863 | PA      | $14678.86     | 0.00%             | 2027-04-13      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7736833.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       285 | PA      | $282.88       | 0.00%             | 2025-10-29      | 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: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2200000 | PA      | $2247805.10   | 0.11%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31406DAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1303 | PA      | $1319.75      | 0.00%             | 2044-10-01      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 15 Year                                                                                     | CUSIP: 3138A2CK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21990 | PA      | $21885.39     | 0.00%             | 2025-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3849054.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       679 | PA      | $0.00         | 0.00%             | 2032-09-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2434330.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4280 | PA      | $4229.44      | 0.00%             | 2027-01-14      | Fixed         | 21.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7580692.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6493 | PA      | $4927.59      | 0.00%             | 2025-09-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                  | Hewlett Packard Enterprise Co.                                                                    | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   6600000 | PA      | $6596937.34   | 0.34%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2430454.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6202 | PA      | $834.53       | 0.00%             | 2027-01-14      | Fixed         | 7.62%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2427091.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2791 | PA      | $2716.55      | 0.00%             | 2027-01-13      | Fixed         | 8.49%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7618716.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1666 | PA      | $629.80       | 0.00%             | 2025-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7447150.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3933 | PA      | $268.06       | 0.00%             | 2025-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16817244.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29352 | PA      | $30028.84     | 0.00%             | 2027-09-14      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2425689.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8830 | PA      | $1280.42      | 0.00%             | 2027-06-13      | Fixed         | 27.43%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14867025.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1455 | PA      | $1456.26      | 0.00%             | 2025-07-06      | Fixed         | 8.24%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8002810.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       897 | PA      | $880.67       | 0.00%             | 2026-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7811180.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       966 | PA      | $948.97       | 0.00%             | 2025-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7848970.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1919 | PA      | $1815.92      | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7249019.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11562 | PA      | $2724.95      | 0.00%             | 2035-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14292674.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9732 | PA      | $10299.18     | 0.00%             | 2027-06-25      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8029056.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3755 | PA      | $3357.71      | 0.00%             | 2026-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1883791.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4271 | PA      | $4223.50      | 0.00%             | 2026-10-20      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14877061.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8543 | PA      | $8700.51      | 0.00%             | 2027-07-22      | Fixed         | 9.99%                 | No            |                  3 | 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        |    514800 | PA      | $491875.96    | 0.03%             | 2031-02-14      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14314279.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4439 | PA      | $4665.24      | 0.00%             | 2027-07-25      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8159486.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2386 | PA      | $1254.07      | 0.00%             | 2026-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7730736.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       947 | PA      | $784.69       | 0.00%             | 2025-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31388HAW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5229 | PA      | $5299.06      | 0.00%             | 2032-10-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31412ECK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    435143 | PA      | $450907.15    | 0.02%             | 2036-04-01      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 188594404.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16594 | PA      | $13218.63     | 0.00%             | 2027-04-21      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust, Series 2018-4, Class A1                                                | CUSIP: 89175TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6965595 | PA      | $6583296.23   | 0.34%             | 2058-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6591293.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3441 | PA      | $676.16       | 0.00%             | 2034-10-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5595419.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1222 | PA      | $0.00         | 0.00%             | 2033-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14263477.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3828 | PA      | $3859.89      | 0.00%             | 2027-05-10      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2426682.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6129 | PA      | $2745.35      | 0.00%             | 2027-01-13      | Fixed         | 6.38%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1717121.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1777 | PA      | $127.51       | 0.00%             | 2027-02-15      | Fixed         | 26.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2437916.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2085 | PA      | $2037.66      | 0.00%             | 2027-01-18      | Fixed         | 11.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6881428.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1419 | PA      | $719.28       | 0.00%             | 2035-01-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6742781.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       322 | PA      | $2.60         | 0.00%             | 2034-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2948992.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17072 | PA      | $16827.78     | 0.00%             | 2027-04-14      | Fixed         | 24.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6279862.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16989 | PA      | $3.81         | 0.00%             | 2034-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6955667.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       214 | PA      | $133.84       | 0.00%             | 2035-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4881988.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41908 | PA      | $2.64         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8070304.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5079 | PA      | $4985.20      | 0.00%             | 2026-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2950466.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       630 | PA      | $618.72       | 0.00%             | 2027-04-14      | Fixed         | 15.31%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31385HJE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       672 | PA      | $666.28       | 0.00%             | 2036-12-01      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Mutual of Omaha Cos. Global Funding                                             | Mutual of Omaha Cos. Global Funding                                                               | CUSIP: 62829D2D1<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |   6700000 | PA      | $6818469.94   | 0.35%             | 2027-04-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14191093.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5273 | PA      | $2127.20      | 0.00%             | 2027-07-19      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7742610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $94.82        | 0.00%             | 2025-10-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7568365.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1728 | PA      | $1326.37      | 0.00%             | 2025-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2427607.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6237 | PA      | $6070.15      | 0.00%             | 2027-01-13      | Fixed         | 7.35%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2949711.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1407 | PA      | $1387.04      | 0.00%             | 2027-04-14      | Fixed         | 27.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7966492.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       778 | PA      | $647.37       | 0.00%             | 2026-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8137184.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1405 | PA      | $1381.27      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4039216.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       645 | PA      | $0.00         | 0.00%             | 2032-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1646555.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9426 | PA      | $9499.91      | 0.00%             | 2026-10-29      | Fixed         | 10.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8184891.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2529 | PA      | $2505.72      | 0.00%             | 2026-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6705352.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       997 | PA      | $14.65        | 0.00%             | 2034-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1718304.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1247 | PA      | $1227.77      | 0.00%             | 2026-09-15      | Fixed         | 30.56%                | 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        |   1172413 | PA      | $1177146.55   | 0.06%             | 2054-06-25      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7753708.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       323 | PA      | $275.78       | 0.00%             | 2025-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7959768.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5550 | PA      | $5437.87      | 0.00%             | 2026-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Allied Universal Holdco LLC                                                     | Allied Universal Holdco LLC, First Lien, Initial USD CME Term Loan                                | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    348708 | PA      | $348774.31    | 0.02%             | 2028-05-12      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13929153.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6231 | PA      | $6329.85      | 0.00%             | 2027-04-20      | Fixed         | 9.59%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7930752.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4085 | PA      | $4036.07      | 0.00%             | 2025-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7986917.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        46 | PA      | $45.40        | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cimpress USA, Inc.                                                              | Cimpress USA, Inc., First Lien, 2024-2 Refinancing Term Loan, B1                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    463931 | PA      | $450012.60    | 0.02%             | 2028-05-17      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6240143.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3654 | PA      | $1.60         | 0.00%             | 2034-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8187088.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3505 | PA      | $3382.72      | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                         | CF Hippolyta Issuer LLC, Series 2020-1, Class A1                                                  | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3291994 | PA      | $3251938.57   | 0.17%             | 2060-07-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7306657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12522 | PA      | $280.88       | 0.00%             | 2025-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1673600.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4023 | PA      | $3989.29      | 0.00%             | 2026-12-25      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7135696.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       190 | PA      | $4.41         | 0.00%             | 2035-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7807399.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1703 | PA      | $1415.15      | 0.00%             | 2025-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7806254.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4223 | PA      | $2907.20      | 0.00%             | 2025-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2947365.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10268 | PA      | $10167.00     | 0.00%             | 2027-04-14      | Fixed         | 20.51%                | No            |                  3 | On Loan: No      |
| Crown Equipment Corp.                                                           | Crown Equipment Corp., First Lien, Initial CME Term Loan, B1                                      | CUSIP: 22834HAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    750000 | PA      | $747187.50    | 0.04%             | 2031-10-10      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15602128.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8021 | PA      | $8383.13      | 0.00%             | 2027-08-21      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2603713.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1946 | PA      | $490.16       | 0.00%             | 2027-02-10      | Fixed         | 25.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2424974.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11667 | PA      | $5718.74      | 0.00%             | 2027-06-13      | Fixed         | 28.61%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5118658.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       542 | PA      | $0.01         | 0.00%             | 2033-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7871556.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3140 | PA      | $3106.33      | 0.00%             | 2025-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7005245.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       283 | PA      | $151.64       | 0.00%             | 2035-03-11      | 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        |    246880 | PA      | $240972.36    | 0.01%             | 2029-03-15      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1714475.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2555 | PA      | $92.58        | 0.00%             | 2026-09-15      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2048156.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2575 | PA      | $2519.42      | 0.00%             | 2026-11-15      | Fixed         | 13.55%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 188575003.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3424 | PA      | $3481.22      | 0.00%             | 2027-04-20      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7957773.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9021 | PA      | $5252.08      | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2295608.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4410 | PA      | $4334.05      | 0.00%             | 2026-12-21      | Fixed         | 18.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6893482.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3169 | PA      | $31.93        | 0.00%             | 2035-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7746681.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       277 | PA      | $275.40       | 0.00%             | 2025-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5912773.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13179 | PA      | $0.00         | 0.00%             | 2034-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6628718.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5279 | PA      | $21.27        | 0.00%             | 2034-11-01      | 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        |    258005 | PA      | $251554.99    | 0.01%             | 2029-04-06      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2949121.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7124 | PA      | $6902.08      | 0.00%             | 2027-04-14      | Fixed         | 6.79%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7126036.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       454 | PA      | $317.64       | 0.00%             | 2035-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Northwestern Mutual Global Funding                                              | Northwestern Mutual Global Funding                                                                | CUSIP: 66815L2M0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5099489.50   | 0.26%             | 2028-06-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6871309.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1693 | PA      | $27.21        | 0.00%             | 2035-01-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5956156.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4565 | PA      | $0.00         | 0.00%             | 2034-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2436166.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3918 | PA      | $3783.87      | 0.00%             | 2027-01-18      | Fixed         | 7.30%                 | No            |                  3 | On Loan: No      |
| Centene Corp.                                                                   | Centene Corp.                                                                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2461519.21   | 0.13%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2612651.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10774 | PA      | $10525.69     | 0.00%             | 2027-02-11      | Fixed         | 14.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7881395.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8117 | PA      | $7601.48      | 0.00%             | 2025-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2950742.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4826 | PA      | $4726.20      | 0.00%             | 2027-04-14      | Fixed         | 13.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2439293.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1924 | PA      | $1874.45      | 0.00%             | 2027-01-18      | Fixed         | 9.38%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4390406.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       834 | PA      | $0.13         | 0.00%             | 2033-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2293617.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3092 | PA      | $3058.54      | 0.00%             | 2026-12-21      | Fixed         | 19.06%                | No            |                  3 | On Loan: No      |
| Verus Securitization Trust                                                      | Verus Securitization Trust, Series 2023-INV3, Class A1                                            | CUSIP: 92540CAA5<br>LEI: 9845008F97BFO762AF95 | Long             | ABS-MBS          | CORP              | US        |   1555194 | PA      | $1577675.62   | 0.08%             | 2068-11-25      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4889578.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6235 | PA      | $0.00         | 0.00%             | 2033-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4872471.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1391 | PA      | $0.00         | 0.00%             | 2033-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31400HFH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        75 | PA      | $76.00        | 0.00%             | 2033-03-01      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2616368.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4970 | PA      | $4873.09      | 0.00%             | 2027-02-14      | Fixed         | 24.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5363132.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7301 | PA      | $0.00         | 0.00%             | 2033-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2438298.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6933 | PA      | $499.94       | 0.00%             | 2027-01-18      | Fixed         | 9.72%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2605322.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10752 | PA      | $146.78       | 0.00%             | 2027-02-15      | Fixed         | 26.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1887715.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4206 | PA      | $2617.68      | 0.00%             | 2027-03-20      | Fixed         | 13.02%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 188316633.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5669 | PA      | $0.00         | 0.00%             | 2027-04-14      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11443413.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13881 | PA      | $14090.06     | 0.00%             | 2026-08-17      | Fixed         | 10.59%                | 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        |    687561 | PA      | $639002.43    | 0.03%             | 2030-03-18      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2437522.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       698 | PA      | $685.04       | 0.00%             | 2027-01-18      | Fixed         | 20.01%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7186050.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       642 | PA      | $388.68       | 0.00%             | 2035-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1721664.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       857 | PA      | $854.59       | 0.00%             | 2025-08-15      | Fixed         | 11.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3428606.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2028 | PA      | $0.00         | 0.00%             | 2032-06-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2613043.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5474 | PA      | $5342.18      | 0.00%             | 2027-02-11      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5889950.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2001 | PA      | $0.00         | 0.00%             | 2034-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7366336.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5254 | PA      | $3906.04      | 0.00%             | 2025-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| IQVIA, Inc.                                                                     | IQVIA, Inc.                                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3432135.30   | 0.18%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                                          | CUSIP: 3128M7DJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36468 | PA      | $36925.06     | 0.00%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser, Inc.                                                          | Fiesta Purchaser, Inc., First Lien, First Refinancing CME Term Loan                               | CUSIP: 31659LAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.02         | 0.00%             | 2031-02-12      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7896256.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1058 | PA      | $1050.26      | 0.00%             | 2025-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| McAfee Corp.                                                                    | McAfee Corp., First Lien, CME Term Loan, B1                                                       | CUSIP: 57906HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    748789 | PA      | $705891.24    | 0.04%             | 2029-03-01      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6158976.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       478 | PA      | $0.00         | 0.00%             | 2034-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1749730.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7061 | PA      | $6947.81      | 0.00%             | 2027-04-06      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6013787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       291 | PA      | $0.07         | 0.00%             | 2034-04-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31401GY24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       742 | PA      | $759.40       | 0.00%             | 2033-04-01      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8212910.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7806 | PA      | $7665.15      | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6229129.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44854 | PA      | $651.51       | 0.00%             | 2034-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6917870.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3097 | PA      | $1469.60      | 0.00%             | 2035-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                        | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-51, Class PT                | CUSIP: 21055HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8867 | PA      | $8525.34      | 0.00%             | 2045-01-15      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7951022.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       813 | PA      | $795.49       | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2412323.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4430 | PA      | $4331.14      | 0.00%             | 2027-01-13      | Fixed         | 15.91%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5244949.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2287 | PA      | $0.20         | 0.00%             | 2033-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2436235.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2579 | PA      | $1616.70      | 0.00%             | 2027-06-18      | Fixed         | 19.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2610220.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3647 | PA      | $3594.04      | 0.00%             | 2027-02-11      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3415734.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4366 | PA      | $0.03         | 0.00%             | 2032-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6920256.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9169 | PA      | $136.40       | 0.00%             | 2035-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7197712.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4332 | PA      | $36.25        | 0.00%             | 2035-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8129805.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1838 | PA      | $1831.52      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31401BYD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12017 | PA      | $12225.55     | 0.00%             | 2033-03-01      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8171784.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1126 | PA      | $729.38       | 0.00%             | 2026-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7962473.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3540 | PA      | $3496.40      | 0.00%             | 2026-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7578838.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8046 | PA      | $4474.89      | 0.00%             | 2025-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2049311.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3020 | PA      | $2962.27      | 0.00%             | 2027-09-15      | Fixed         | 21.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6624765.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7023 | PA      | $17.14        | 0.00%             | 2034-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991827179.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $0.00         | 0.00%             | 2030-02-10      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7069196.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       461 | PA      | $7.07         | 0.00%             | 2035-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4457642.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3469 | PA      | $0.00         | 0.00%             | 2033-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14349793.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3064 | PA      | $1289.91      | 0.00%             | 2025-06-26      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7752431.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9496 | PA      | $8782.81      | 0.00%             | 2025-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4927104.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7625 | PA      | $0.86         | 0.00%             | 2033-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Chevron Corp.                                                                   | Chevron Corp.                                                                                     | CUSIP: 166764BW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4495590.86   | 0.23%             | 2025-05-11      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31406BQQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26909 | PA      | $27852.63     | 0.00%             | 2035-01-01      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1888883.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4378 | PA      | $4269.11      | 0.00%             | 2026-10-20      | Fixed         | 8.11%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7782281.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       219 | PA      | $185.42       | 0.00%             | 2025-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8117043.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       577 | PA      | $574.66       | 0.00%             | 2026-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7219666.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3640 | PA      | $123.97       | 0.00%             | 2035-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1688138.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15881 | PA      | $15752.69     | 0.00%             | 2027-02-05      | Fixed         | 13.60%                | No            |                  3 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                                  | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  10400000 | PA      | $10191637.46  | 0.52%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2605681.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2330 | PA      | $2279.82      | 0.00%             | 2027-02-10      | Fixed         | 23.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2607960.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3351 | PA      | $3271.85      | 0.00%             | 2027-02-10      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6477840.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3007 | PA      | $10.81        | 0.00%             | 2034-09-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7566782.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6213 | PA      | $2511.16      | 0.00%             | 2025-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6127374.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2574 | PA      | $0.01         | 0.00%             | 2034-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6771253.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4761 | PA      | $32.86        | 0.00%             | 2034-12-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2609511.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8906 | PA      | $8778.15      | 0.00%             | 2027-07-11      | Fixed         | 18.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2428214.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1110 | PA      | $1081.48      | 0.00%             | 2027-01-13      | Fixed         | 10.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7869425.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       838 | PA      | $622.39       | 0.00%             | 2025-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2048360.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3204 | PA      | $731.19       | 0.00%             | 2027-04-15      | Fixed         | 14.07%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13696300.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7381 | PA      | $7540.27      | 0.00%             | 2027-05-29      | Fixed         | 13.84%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14200894.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7748 | PA      | $8164.28      | 0.00%             | 2027-06-17      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6906964.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       557 | PA      | $274.56       | 0.00%             | 2035-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| WESCO Distribution, Inc.                                                        | WESCO Distribution, Inc.                                                                          | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3043386.00   | 0.16%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6971200.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       634 | PA      | $348.63       | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust, Series 2017-GS6, Class A3                                           | CUSIP: 36253PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1949531.20   | 0.10%             | 2050-05-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                    | Ford Credit Auto Owner Trust, Series 2024-A, Class A3                                             | CUSIP: 34535EAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6670000 | PA      | $6752873.42   | 0.35%             | 2028-12-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8053264.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1348 | PA      | $1335.31      | 0.00%             | 2026-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2434152.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7716 | PA      | $7566.81      | 0.00%             | 2027-01-14      | Fixed         | 22.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7231172.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2424 | PA      | $1662.16      | 0.00%             | 2035-05-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8092693.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2248 | PA      | $2140.25      | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8151445.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2232 | PA      | $2191.15      | 0.00%             | 2026-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7403168.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7909 | PA      | $112.22       | 0.00%             | 2025-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7967525.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       606 | PA      | $588.96       | 0.00%             | 2026-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4860368.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       989 | PA      | $0.00         | 0.00%             | 2033-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Novelis Corp.                                                                   | Novelis Corp.                                                                                     | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    700000 | PA      | $679608.93    | 0.03%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7336505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1549 | PA      | $53.53        | 0.00%             | 2025-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6364953.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4175 | PA      | $6.19         | 0.00%             | 2034-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7372906.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11697 | PA      | $5983.92      | 0.00%             | 2025-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5123870.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       461 | PA      | $0.39         | 0.00%             | 2033-09-30      | 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        |   1068278 | PA      | $0.00         | 0.00%             | 2022-12-31      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14905708.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2078 | PA      | $2094.23      | 0.00%             | 2026-07-20      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8058738.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6059 | PA      | $5927.26      | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7722327.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       176 | PA      | $175.11       | 0.00%             | 2025-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8207593.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3845 | PA      | $3336.24      | 0.00%             | 2026-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2618980.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9795 | PA      | $9538.46      | 0.00%             | 2027-07-14      | Fixed         | 12.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2406518.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2396 | PA      | $572.85       | 0.00%             | 2027-01-13      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31388JK38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11258 | PA      | $11422.97     | 0.00%             | 2031-09-01      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15757316.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14782 | PA      | $15451.85     | 0.00%             | 2027-11-24      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7076994.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       203 | PA      | $107.87       | 0.00%             | 2035-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4186988.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       375 | PA      | $0.00         | 0.00%             | 2032-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2425208.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2709 | PA      | $2640.58      | 0.00%             | 2027-01-13      | Fixed         | 9.97%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17100593.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7543 | PA      | $7648.31      | 0.00%             | 2026-09-20      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14341730.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8117 | PA      | $8557.10      | 0.00%             | 2027-06-27      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7027254.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1929 | PA      | $416.99       | 0.00%             | 2035-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2039266.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1074 | PA      | $1054.48      | 0.00%             | 2026-11-15      | Fixed         | 10.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6886999.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       714 | PA      | $11.63        | 0.00%             | 2035-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4668525.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       412 | PA      | $0.00         | 0.00%             | 2033-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Santander Holdings USA, Inc.                                                    | Santander Holdings USA, Inc.                                                                      | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8031042.80   | 0.41%             | 2029-03-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities, Series 2015-C02, Class 1M2                                    | CUSIP: 30711XAX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   1629121 | PA      | $1629271.37   | 0.08%             | 2025-05-25      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4706260.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3411 | PA      | $0.00         | 0.00%             | 2033-05-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6587169.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6563 | PA      | $36.64        | 0.00%             | 2034-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1716481.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15520 | PA      | $2229.73      | 0.00%             | 2027-07-15      | Fixed         | 26.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2428997.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1007 | PA      | $73.43        | 0.00%             | 2025-11-28      | Fixed         | 8.05%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5281103.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8490 | PA      | $0.00         | 0.00%             | 2033-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2572476.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7227 | PA      | $7077.50      | 0.00%             | 2027-02-10      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Pacific Dental Services, Inc.                                                   | Pacific Dental Services, Inc., First Lien, CME Term Loan                                          | CUSIP: 69417WAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    285559 | PA      | $283440.01    | 0.01%             | 2031-03-17      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7972684.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       955 | PA      | $729.62       | 0.00%             | 2026-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7690365.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12618 | PA      | $1935.21      | 0.00%             | 2025-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2047586.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1044 | PA      | $1025.02      | 0.00%             | 2026-11-15      | Fixed         | 24.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7118185.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5462 | PA      | $114.66       | 0.00%             | 2035-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6729839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18147 | PA      | $124.07       | 0.00%             | 2034-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16652517.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9660 | PA      | $9815.64      | 0.00%             | 2027-09-15      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDIO                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        | -65000000 | PA      | $-56536.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2423548.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1362 | PA      | $1339.05      | 0.00%             | 2027-01-13      | Fixed         | 30.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2608126.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2246 | PA      | $2197.27      | 0.00%             | 2027-02-10      | Fixed         | 22.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7801213.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1802 | PA      | $82.23        | 0.00%             | 2025-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Edelman Financial Engines Center LLC                                            | Edelman Financial Engines Center LLC (The), First Lien, Initial CME Term Loan                     | CUSIP: 27943UAM8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    592018 | PA      | $590570.75    | 0.03%             | 2028-04-07      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2951714.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6854 | PA      | $6715.26      | 0.00%             | 2027-04-14      | Fixed         | 15.35%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6401953.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       876 | PA      | $1.65         | 0.00%             | 2034-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14688569.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13380 | PA      | $13828.18     | 0.00%             | 2026-07-17      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6990296.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4702 | PA      | $806.47       | 0.00%             | 2035-03-05      | 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        |   3045147 | PA      | $3039056.29   | 0.16%             | 2032-01-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4549873.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       201 | PA      | $0.17         | 0.00%             | 2033-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8062258.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6442 | PA      | $6266.42      | 0.00%             | 2026-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2428882.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3027 | PA      | $2973.17      | 0.00%             | 2027-01-14      | Fixed         | 27.27%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 188593509.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3724 | PA      | $3763.94      | 0.00%             | 2027-04-21      | Fixed         | 19.44%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6550814.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4948 | PA      | $6.95         | 0.00%             | 2034-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7885748.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7105 | PA      | $7072.88      | 0.00%             | 2025-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Owens Corning                                                                   | Owens Corning                                                                                     | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3570669.80   | 0.18%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5802372.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5979 | PA      | $0.01         | 0.00%             | 2034-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14122876.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22499 | PA      | $23634.37     | 0.00%             | 2027-11-20      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8040773.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       558 | PA      | $550.07       | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7256638.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1293 | PA      | $833.31       | 0.00%             | 2035-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7918484.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4063 | PA      | $61.63        | 0.00%             | 2025-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8129117.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1942 | PA      | $1915.61      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5090985.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       383 | PA      | $0.01         | 0.00%             | 2033-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8033875.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       561 | PA      | $536.93       | 0.00%             | 2026-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7825597.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2444 | PA      | $46.32        | 0.00%             | 2025-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4508723.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6372 | PA      | $0.22         | 0.00%             | 2033-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5266476.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4839 | PA      | $0.02         | 0.00%             | 2033-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                      | JPMBB Commercial Mortgage Securities Trust, Series 2015-C31, Class A3                             | CUSIP: 46644YAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600436 | PA      | $1589310.52   | 0.08%             | 2048-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7188348.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6248 | PA      | $2681.90      | 0.00%             | 2035-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5109707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       478 | PA      | $0.13         | 0.00%             | 2033-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8105756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16279 | PA      | $15995.64     | 0.00%             | 2026-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5774288.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       779 | PA      | $0.36         | 0.00%             | 2034-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8055098.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       906 | PA      | $859.82       | 0.00%             | 2026-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Ellington CLO III Ltd.                                                          | Ellington CLO III Ltd., Series 2018-3A, Class A1                                                  | CUSIP: 28852LAA1<br>LEI: 254900V20GCNJI0I7591 | Long             | ABS-CBDO         | CORP              | KY        |     27361 | PA      | $27361.02     | 0.00%             | 2030-07-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1716305.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1877 | PA      | $1844.37      | 0.00%             | 2026-09-15      | Fixed         | 19.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2951339.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8887 | PA      | $5501.60      | 0.00%             | 2027-04-14      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7944099.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3935 | PA      | $3838.07      | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5622466.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1396 | PA      | $0.01         | 0.00%             | 2034-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6448205.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7623 | PA      | $15.75        | 0.00%             | 2034-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1750048.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7197 | PA      | $7105.02      | 0.00%             | 2027-04-06      | Fixed         | 13.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5026306.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5011 | PA      | $0.33         | 0.00%             | 2033-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6864433.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2330 | PA      | $446.35       | 0.00%             | 2035-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15745269.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9331 | PA      | $9774.53      | 0.00%             | 2027-08-21      | Fixed         | 22.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7288280.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4173 | PA      | $3091.17      | 0.00%             | 2025-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8081626.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1950 | PA      | $1899.39      | 0.00%             | 2026-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Empire State Development Corp.                                                  | Empire State Development Corp., Series 2019 B                                                     | CUSIP: 64985TDP3<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |   6830000 | PA      | $6724576.90   | 0.34%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7227056.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       478 | PA      | $349.09       | 0.00%             | 2035-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8054636.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1858 | PA      | $1847.81      | 0.00%             | 2026-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7169411.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       215 | PA      | $130.19       | 0.00%             | 2035-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AEGON Funding Co. LLC                                                           | AEGON Funding Co. LLC                                                                             | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7099048.04   | 0.36%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8007977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1660 | PA      | $345.94       | 0.00%             | 2026-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3487584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2184 | PA      | $0.00         | 0.00%             | 2032-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2951121.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7212 | PA      | $7042.93      | 0.00%             | 2027-04-14      | Fixed         | 7.86%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1693711.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5070 | PA      | $5267.94      | 0.00%             | 2027-01-31      | Fixed         | 21.63%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1688543.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6684 | PA      | $6637.04      | 0.00%             | 2027-01-13      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2607076.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13861 | PA      | $13501.07     | 0.00%             | 2027-07-10      | Fixed         | 16.42%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5534237.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6220 | PA      | $0.00         | 0.00%             | 2033-12-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7008617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3028 | PA      | $56.39        | 0.00%             | 2035-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2604743.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5822 | PA      | $5681.74      | 0.00%             | 2027-02-10      | Fixed         | 13.75%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8054282.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1857 | PA      | $1805.87      | 0.00%             | 2026-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7556670.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       829 | PA      | $701.66       | 0.00%             | 2025-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8169308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12466 | PA      | $265.70       | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31403AX83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7558 | PA      | $7662.03      | 0.00%             | 2033-10-01      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31402QTK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8760 | PA      | $8818.22      | 0.00%             | 2034-11-01      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4556569.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18356 | PA      | $0.00         | 0.00%             | 2033-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prime Security Services Borrower LLC                                            | Prime Security Services Borrower LLC, First Lien, 2025 Incremental CME Term Loan, B2              | CUSIP: 03765VAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    750000 | PA      | $741093.75    | 0.04%             | 2032-03-08      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8165136.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1317 | PA      | $1289.09      | 0.00%             | 2026-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8208298.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5298 | PA      | $5143.77      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4147030.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       346 | PA      | $0.04         | 0.00%             | 2032-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1696093.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6661 | PA      | $6785.19      | 0.00%             | 2027-02-17      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7782090.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3336 | PA      | $2950.74      | 0.00%             | 2025-11-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7710864.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4437 | PA      | $4353.71      | 0.00%             | 2025-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8004787.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       841 | PA      | $676.41       | 0.00%             | 2026-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7120915.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       856 | PA      | $444.63       | 0.00%             | 2035-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13609952.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1573 | PA      | $1571.79      | 0.00%             | 2025-06-04      | Fixed         | 10.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6941280.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1029 | PA      | $18.23        | 0.00%             | 2035-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GBT US III LLC                                                                  | GBT US III LLC, First Lien, CME Term Loan, B1                                                     | CUSIP: 36154HAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10000 | PA      | $9919.45      | 0.00%             | 2031-07-25      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2948843.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5717 | PA      | $5639.13      | 0.00%             | 2027-04-14      | Fixed         | 28.64%                | No            |                  3 | On Loan: No      |
| Nordea Bank Abp                                                                 | Nordea Bank Abp                                                                                   | CUSIP: 65558RAC3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   3800000 | PA      | $3803452.79   | 0.19%             | 2025-09-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15600789.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4499 | PA      | $4672.14      | 0.00%             | 2027-08-15      | Fixed         | 22.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5058089.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14655 | PA      | $0.00         | 0.00%             | 2033-09-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7480144.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1319 | PA      | $1175.98      | 0.00%             | 2025-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2617141.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2932 | PA      | $2830.74      | 0.00%             | 2027-02-14      | Fixed         | 5.84%                 | No            |                  3 | On Loan: No      |
| A-AP Buyer, Inc.                                                                | A-AP Buyer, Inc., First Lien, Initial CME Term Loan                                               | CUSIP: 00036FAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    210394 | PA      | $210394.20    | 0.01%             | 2031-09-09      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6839017.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       512 | PA      | $6.91         | 0.00%             | 2035-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1658775.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12235 | PA      | $12122.64     | 0.00%             | 2026-11-02      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDIT                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   5500000 | PA      | $100374.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2432301.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2110 | PA      | $481.99       | 0.00%             | 2027-01-14      | Fixed         | 6.51%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7957359.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1547 | PA      | $1537.17      | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2298313.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6604 | PA      | $6535.09      | 0.00%             | 2026-12-22      | Fixed         | 17.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2049349.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       780 | PA      | $767.35       | 0.00%             | 2026-11-15      | Fixed         | 30.81%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4631665.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4254 | PA      | $0.00         | 0.00%             | 2033-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14866669.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1088 | PA      | $1094.96      | 0.00%             | 2025-07-17      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7881673.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1280 | PA      | $1241.73      | 0.00%             | 2025-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2046952.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1536 | PA      | $1514.52      | 0.00%             | 2027-04-15      | Fixed         | 18.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7334268.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3340 | PA      | $2683.49      | 0.00%             | 2025-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1717659.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1256 | PA      | $1234.40      | 0.00%             | 2026-09-15      | Fixed         | 24.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7705658.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1076 | PA      | $1063.47      | 0.00%             | 2025-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2607282.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3383 | PA      | $3318.55      | 0.00%             | 2027-02-10      | Fixed         | 30.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5044278.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3591 | PA      | $0.32         | 0.00%             | 2033-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ESAB Corp.                                                                      | ESAB Corp.                                                                                        | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507940.35    | 0.03%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7555230.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       199 | PA      | $17.98        | 0.00%             | 2025-09-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6752687.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       202 | PA      | $34.51        | 0.00%             | 2034-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Aspire Bakeries Holdings LLC                                                    | Aspire Bakeries Holdings LLC, First Lien, Initial CME Term Loan                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    190216 | PA      | $190691.32    | 0.01%             | 2030-12-22      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31385RXJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1664 | PA      | $1667.14      | 0.00%             | 2026-11-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7664385.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3023 | PA      | $2328.12      | 0.00%             | 2025-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1702050.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4587 | PA      | $4667.01      | 0.00%             | 2027-01-14      | Fixed         | 18.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2615304.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17027 | PA      | $16619.76     | 0.00%             | 2027-02-11      | Fixed         | 13.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2296515.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1393 | PA      | $1370.50      | 0.00%             | 2026-12-22      | Fixed         | 22.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8185208.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1339 | PA      | $1290.16      | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4810478.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13210 | PA      | $0.00         | 0.00%             | 2033-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2949220.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3640 | PA      | $3558.90      | 0.00%             | 2027-04-14      | Fixed         | 9.21%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 188574271.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20229 | PA      | $985.17       | 0.00%             | 2027-11-30      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4532929.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2327 | PA      | $0.13         | 0.00%             | 2033-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2430681.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12503 | PA      | $12079.56     | 0.00%             | 2027-01-14      | Fixed         | 7.21%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13823472.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       516 | PA      | $513.78       | 0.00%             | 2026-06-03      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11712261.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2772 | PA      | $2781.78      | 0.00%             | 2027-02-03      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7804801.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17812 | PA      | $191.43       | 0.00%             | 2025-11-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2610585.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10515 | PA      | $10235.28     | 0.00%             | 2027-02-11      | Fixed         | 9.75%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2607135.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1615 | PA      | $1586.26      | 0.00%             | 2027-12-20      | Fixed         | 30.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6003035.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40734 | PA      | $0.00         | 0.00%             | 2034-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7002443.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       246 | PA      | $138.78       | 0.00%             | 2035-03-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14902078.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12584 | PA      | $12778.77     | 0.00%             | 2027-07-07      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5762467.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2052 | PA      | $0.10         | 0.00%             | 2034-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7736276.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1271 | PA      | $1148.64      | 0.00%             | 2025-10-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Societe Generale SA                                                             | Societe Generale SA                                                                               | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3900000 | PA      | $3773579.24   | 0.19%             | 2027-06-09      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7874823.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1908 | PA      | $1173.67      | 0.00%             | 2025-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6986260.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       768 | PA      | $504.15       | 0.00%             | 2035-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Williams Cos., Inc. (The)                                                       | Williams Cos., Inc. (The)                                                                         | CUSIP: 96949LAB1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2292447.01   | 0.12%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Roper Industrial Products Investment Co. LLC                                    | Roper Industrial Products Investment Co. LLC, First Lien, Dollar CME Term Loan, D                 | CUSIP: 77669LAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    739083 | PA      | $733540.14    | 0.04%             | 2029-11-22      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15718443.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16490 | PA      | $17351.25     | 0.00%             | 2027-09-20      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4513287.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12361 | PA      | $0.46         | 0.00%             | 2033-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14882473.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14411 | PA      | $14611.32     | 0.00%             | 2026-07-17      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7419424.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       222 | PA      | $137.98       | 0.00%             | 2025-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11751120.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15214 | PA      | $15442.14     | 0.00%             | 2026-12-23      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| T-Mobile USA, Inc.                                                              | T-Mobile USA, Inc.                                                                                | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4268850.94   | 0.22%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6378691.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5925 | PA      | $8.07         | 0.00%             | 2034-08-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2433991.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2594 | PA      | $2527.05      | 0.00%             | 2027-01-14      | Fixed         | 7.94%                 | 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        |    900000 | PA      | $846675.27    | 0.04%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3622745.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5722 | PA      | $0.21         | 0.00%             | 2032-08-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7963125.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2388 | PA      | $2338.96      | 0.00%             | 2026-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2434298.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1664 | PA      | $1633.85      | 0.00%             | 2027-01-14      | Fixed         | 26.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8188897.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1715 | PA      | $1669.91      | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 188630360.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11516 | PA      | $11613.06     | 0.00%             | 2027-04-22      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2616717.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1285 | PA      | $1260.28      | 0.00%             | 2027-02-14      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDI                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  19725000 | PA      | $146243.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7790572.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        98 | PA      | $95.02        | 0.00%             | 2025-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31404JS55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       133 | PA      | $135.36       | 0.00%             | 2034-03-01      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17010427.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1418 | PA      | $1424.35      | 0.00%             | 2025-07-25      | Fixed         | 8.74%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8072792.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7067 | PA      | $6862.76      | 0.00%             | 2026-02-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                               | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $15380000.00  | 0.79%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8086839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1462 | PA      | $1061.61      | 0.00%             | 2026-02-14      | None          | 0.00%                 | 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        |    216359 | PA      | $213870.71    | 0.01%             | 2030-02-06      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7173037.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3983 | PA      | $119.01       | 0.00%             | 2035-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust, Series 2015-PC1, Class AM                                                    | CUSIP: 12593GAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    959000 | PA      | $947467.93    | 0.05%             | 2050-07-10      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31411SM94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4982 | PA      | $5067.31      | 0.00%             | 2037-02-01      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2425627.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13065 | PA      | $1721.99      | 0.00%             | 2027-06-13      | Fixed         | 6.24%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6315256.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3856 | PA      | $1.56         | 0.00%             | 2034-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7929817.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       994 | PA      | $15.71        | 0.00%             | 2025-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2096384.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4336 | PA      | $4274.27      | 0.00%             | 2026-11-22      | Fixed         | 27.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2608264.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12014 | PA      | $7747.34      | 0.00%             | 2027-02-20      | Fixed         | 15.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5618906.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2590 | PA      | $0.03         | 0.00%             | 2034-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2094312.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13782 | PA      | $13574.49     | 0.00%             | 2026-11-22      | Fixed         | 25.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2049043.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6077 | PA      | $5919.38      | 0.00%             | 2026-11-15      | Fixed         | 8.02%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8056978.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3476 | PA      | $2038.02      | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2293347.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13426 | PA      | $13197.04     | 0.00%             | 2026-12-21      | Fixed         | 20.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2429292.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4710 | PA      | $4583.79      | 0.00%             | 2027-01-14      | Fixed         | 7.41%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7062654.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       590 | PA      | $298.42       | 0.00%             | 2035-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31411UXU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1738 | PA      | $1774.95      | 0.00%             | 2037-04-01      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8122881.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3290 | PA      | $3213.42      | 0.00%             | 2026-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6308976.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3197 | PA      | $2.39         | 0.00%             | 2034-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7334250.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       782 | PA      | $14.15        | 0.00%             | 2025-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2296510.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4173 | PA      | $2714.45      | 0.00%             | 2027-05-21      | Fixed         | 28.63%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5568047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25893 | PA      | $0.00         | 0.00%             | 2033-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15602395.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7989 | PA      | $8263.77      | 0.00%             | 2026-06-24      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2424771.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1098 | PA      | $1077.61      | 0.00%             | 2027-01-13      | Fixed         | 25.96%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7371611.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       105 | PA      | $89.13        | 0.00%             | 2025-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7966654.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1429 | PA      | $826.82       | 0.00%             | 2026-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991840163.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         7 | PA      | $0.06         | 0.00%             | 2030-02-12      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2435936.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1097 | PA      | $284.71       | 0.00%             | 2027-01-18      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2432199.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1992 | PA      | $1937.19      | 0.00%             | 2027-06-14      | Fixed         | 7.42%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4840100.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1543 | PA      | $0.13         | 0.00%             | 2033-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2300131.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8605 | PA      | $8484.07      | 0.00%             | 2027-10-22      | Fixed         | 24.08%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31385Y2E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11200 | PA      | $11310.86     | 0.00%             | 2040-06-01      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7805105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5427 | PA      | $1727.96      | 0.00%             | 2025-11-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7904436.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       570 | PA      | $510.12       | 0.00%             | 2025-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4669930.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1076 | PA      | $0.00         | 0.00%             | 2033-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11749683.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10166 | PA      | $10431.93     | 0.00%             | 2027-01-25      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2951172.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6105 | PA      | $6000.60      | 0.00%             | 2027-04-14      | Fixed         | 17.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31363EH73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       766 | PA      | $769.57       | 0.00%             | 2029-08-01      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7239842.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5451 | PA      | $3375.32      | 0.00%             | 2035-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Albion Financing 3 SARL                                                         | Albion Financing 3 SARL, First Lien, 2025 Amended USD CME Term Loan                               | CUSIP: 00847NAE6<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     61150 | PA      | $61207.53     | 0.00%             | 2029-08-16      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5881097.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1672 | PA      | $0.00         | 0.00%             | 2034-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31410GDB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16244 | PA      | $16425.45     | 0.00%             | 2034-09-01      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14181485.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16111 | PA      | $16316.84     | 0.00%             | 2026-06-17      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8013310.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38986 | PA      | $32442.50     | 0.00%             | 2026-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2047722.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4199 | PA      | $4148.01      | 0.00%             | 2026-11-15      | Fixed         | 19.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7222571.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1606 | PA      | $102.12       | 0.00%             | 2035-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Connecticut Avenue Securities Trust                                             | Connecticut Avenue Securities Trust, Series 2022-R02, Class 2M1                                   | CUSIP: 20754BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    671600 | PA      | $671276.92    | 0.03%             | 2042-01-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8181638.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3043 | PA      | $2991.78      | 0.00%             | 2026-03-13      | None          | 0.00%                 | 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        |    748489 | PA      | $702187.08    | 0.04%             | 2028-10-16      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13628843.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6639 | PA      | $6762.55      | 0.00%             | 2027-06-04      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8033451.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       503 | PA      | $404.35       | 0.00%             | 2026-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Brand Industrial Services, Inc.                                                 | Brand Industrial Services, Inc., First Lien, CME Term Loan, C                                     | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |    748111 | PA      | $695672.00    | 0.04%             | 2030-08-01      | Variable      | 8.79%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7160912.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       878 | PA      | $588.03       | 0.00%             | 2035-04-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7825664.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $43.12        | 0.00%             | 2025-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6216579.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       580 | PA      | $0.16         | 0.00%             | 2034-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7661033.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       641 | PA      | $622.21       | 0.00%             | 2025-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14165192.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4864 | PA      | $4927.46      | 0.00%             | 2027-06-19      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14165903.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2133 | PA      | $2135.30      | 0.00%             | 2025-06-12      | Fixed         | 19.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4430691.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       968 | PA      | $0.02         | 0.00%             | 2033-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4431496.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       432 | PA      | $0.00         | 0.00%             | 2033-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7395779.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12121 | PA      | $225.38       | 0.00%             | 2025-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7378207.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9549 | PA      | $117.28       | 0.00%             | 2025-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7576125.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4059 | PA      | $3952.60      | 0.00%             | 2025-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2094766.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1630 | PA      | $1612.93      | 0.00%             | 2026-11-22      | Fixed         | 16.38%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6321758.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4486 | PA      | $5.59         | 0.00%             | 2034-07-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8169173.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4706 | PA      | $4028.58      | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8121437.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3976 | PA      | $3847.47      | 0.00%             | 2026-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7906477.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1333 | PA      | $1285.00      | 0.00%             | 2025-12-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8047020.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4535 | PA      | $4436.08      | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2950781.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5796 | PA      | $5740.74      | 0.00%             | 2027-04-14      | Fixed         | 21.26%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4452962.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8915 | PA      | $0.00         | 0.00%             | 2033-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GoodRx, Inc.                                                                    | GoodRx, Inc., First Lien, 2024 CME Term Loan                                                      | CUSIP: 38245HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    748125 | PA      | $749340.70    | 0.04%             | 2029-07-10      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7943343.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3612 | PA      | $3582.40      | 0.00%             | 2025-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8155811.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4147 | PA      | $2865.53      | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| VICI Properties LP / VICI Note Co., Inc.                                        | VICI Properties LP / VICI Note Co., Inc.                                                          | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4126264.80   | 0.21%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7333444.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3264 | PA      | $2163.15      | 0.00%             | 2025-06-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7771118.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11100 | PA      | $7006.11      | 0.00%             | 2025-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15537240.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3725 | PA      | $2729.50      | 0.00%             | 2025-11-12      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6505793.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2242 | PA      | $8.25         | 0.00%             | 2034-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31402RH77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6235 | PA      | $6296.29      | 0.00%             | 2044-10-01      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8072901.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4067 | PA      | $3988.88      | 0.00%             | 2026-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2298647.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18588 | PA      | $17964.52     | 0.00%             | 2026-12-22      | Fixed         | 6.85%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2615397.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3037 | PA      | $2964.00      | 0.00%             | 2027-02-11      | Fixed         | 11.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5894989.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1832 | PA      | $0.06         | 0.00%             | 2034-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| First Brands Group LLC                                                          | First Brands Group LLC, First Lien, 2021 CME Term Loan                                            | CUSIP: 31935HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    512049 | PA      | $477395.92    | 0.02%             | 2027-03-30      | Variable      | 9.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7765288.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13955 | PA      | $10415.76     | 0.00%             | 2025-11-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2083347.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9483 | PA      | $1467.81      | 0.00%             | 2027-04-22      | Fixed         | 31.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8046874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1687 | PA      | $1074.22      | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Skopima Consilio Parent LLC                                                     | Skopima Consilio Parent LLC, First Lien, Amendment No. 5 CME Term Loan                            | CUSIP: 36171NAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    748125 | PA      | $737662.47    | 0.04%             | 2028-05-12      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5837692.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       978 | PA      | $0.00         | 0.00%             | 2034-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14335800.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8350 | PA      | $8709.19      | 0.00%             | 2027-07-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2610061.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11346 | PA      | $11079.80     | 0.00%             | 2027-02-28      | Fixed         | 14.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6813899.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3779 | PA      | $352.33       | 0.00%             | 2035-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8065684.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2191 | PA      | $2137.07      | 0.00%             | 2026-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6957156.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       185 | PA      | $101.16       | 0.00%             | 2035-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4639123.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1166 | PA      | $0.02         | 0.00%             | 2033-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-07740556.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7345 | PA      | $7446.18      | 0.00%             | 2026-06-19      | Fixed         | 12.59%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6429640.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5813 | PA      | $32.31        | 0.00%             | 2034-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6428407.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7388 | PA      | $9.04         | 0.00%             | 2034-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15040717.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6509 | PA      | $2077.03      | 0.00%             | 2027-11-15      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2300425.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4410 | PA      | $4340.70      | 0.00%             | 2026-12-22      | Fixed         | 23.57%                | No            |                  3 | On Loan: No      |
| Engie SA                                                                        | Engie SA                                                                                          | CUSIP: 29286DAA3<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |   4000000 | PA      | $4095888.60   | 0.21%             | 2029-04-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                     | Asurion LLC, First Lien, New CME Term Loan, B10                                                   | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    131043 | PA      | $126856.14    | 0.01%             | 2028-08-21      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| Creative Artists Agency LLC                                                     | Creative Artists Agency LLC, First Lien, CME Term Loan, B                                         | CUSIP: 22526WAS7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    748125 | PA      | $745652.45    | 0.04%             | 2031-10-01      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7669479.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1913 | PA      | $1724.94      | 0.00%             | 2025-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5980834.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2059 | PA      | $0.00         | 0.00%             | 2034-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1675322.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7944 | PA      | $8291.05      | 0.00%             | 2026-12-30      | Fixed         | 21.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5594146.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3596 | PA      | $0.39         | 0.00%             | 2033-12-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6936445.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2074 | PA      | $1229.87      | 0.00%             | 2035-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7894105.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14259 | PA      | $13319.72     | 0.00%             | 2025-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8170238.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       522 | PA      | $512.57       | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7729214.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       576 | PA      | $523.88       | 0.00%             | 2025-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2425961.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       402 | PA      | $394.43       | 0.00%             | 2027-01-13      | Fixed         | 31.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7370816.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1501 | PA      | $999.30       | 0.00%             | 2025-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2610773.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7880 | PA      | $7736.65      | 0.00%             | 2027-02-11      | Fixed         | 31.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8018040.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8542 | PA      | $8415.25      | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8196371.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       121 | PA      | $118.09       | 0.00%             | 2026-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | U.S. Treasury 5 Year Notes                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -580 | NC      | $-990447.88   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| APi Group DE, Inc.                                                              | APi Group DE, Inc., First Lien, 2021 Incremental CME Term Loan                                    | CUSIP: 00186XAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    750000 | PA      | $749820.00    | 0.04%             | 2029-01-03      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8125536.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       433 | PA      | $430.15       | 0.00%             | 2026-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4874117.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3922 | PA      | $0.00         | 0.00%             | 2033-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2949685.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1821 | PA      | $1779.68      | 0.00%             | 2027-04-14      | Fixed         | 9.14%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2426991.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2419 | PA      | $2354.99      | 0.00%             | 2027-01-13      | Fixed         | 9.24%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7530940.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1322 | PA      | $19.28        | 0.00%             | 2025-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5042184.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       127 | PA      | $0.00         | 0.00%             | 2033-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8058200.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       731 | PA      | $207.70       | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6526070.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       839 | PA      | $2.10         | 0.00%             | 2034-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2432911.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2567 | PA      | $2518.53      | 0.00%             | 2027-01-14      | Fixed         | 25.19%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1679746.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6449 | PA      | $6418.10      | 0.00%             | 2026-12-16      | Fixed         | 16.93%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31406DWS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41334 | PA      | $42129.15     | 0.00%             | 2034-10-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5241436.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3502 | PA      | $0.18         | 0.00%             | 2033-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7971074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7606 | PA      | $6238.59      | 0.00%             | 2026-01-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2949051.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2919 | PA      | $2886.73      | 0.00%             | 2027-04-14      | Fixed         | 32.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7025788.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11440 | PA      | $162.47       | 0.00%             | 2035-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8094204.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1849 | PA      | $1827.92      | 0.00%             | 2026-02-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2295002.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       696 | PA      | $682.00       | 0.00%             | 2026-12-22      | Fixed         | 13.45%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7826231.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       439 | PA      | $425.59       | 0.00%             | 2025-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5380422.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12758 | PA      | $0.00         | 0.00%             | 2033-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2427523.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2473 | PA      | $101.67       | 0.00%             | 2027-06-13      | Fixed         | 29.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8147176.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1146 | PA      | $1113.39      | 0.00%             | 2026-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7136322.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       928 | PA      | $556.19       | 0.00%             | 2035-04-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2951423.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2373 | PA      | $2338.63      | 0.00%             | 2027-04-14      | Fixed         | 27.85%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7984257.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1753 | PA      | $1722.99      | 0.00%             | 2026-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5820502.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2422 | 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-17103722.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2633 | PA      | $2673.70      | 0.00%             | 2027-09-06      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6690132.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       148 | PA      | $1.17         | 0.00%             | 2034-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6949328.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5721 | PA      | $92.35        | 0.00%             | 2035-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4814186.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3604 | PA      | $0.42         | 0.00%             | 2033-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7806145.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       328 | PA      | $301.55       | 0.00%             | 2025-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7994568.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3519 | PA      | $3107.97      | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5381740.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       733 | PA      | $0.00         | 0.00%             | 2033-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5138301.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2419 | PA      | $0.00         | 0.00%             | 2033-10-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7442460.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1313 | PA      | $890.80       | 0.00%             | 2025-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7353529.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1275 | PA      | $24.33        | 0.00%             | 2025-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7950492.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4103 | PA      | $809.42       | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7869347.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       496 | PA      | $492.73       | 0.00%             | 2025-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7573674.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1525 | PA      | $1495.43      | 0.00%             | 2025-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Boost Newco Borrower LLC                                                        | Boost Newco Borrower LLC, First Lien, CME Term Loan, B2                                           | CUSIP: 92943EAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    750000 | PA      | $749373.75    | 0.04%             | 2031-01-31      | Variable      | 8.47%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4864955.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3136 | PA      | $0.00         | 0.00%             | 2033-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                                    | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   7800000 | PA      | $7789166.58   | 0.40%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1716286.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5316 | PA      | $5210.48      | 0.00%             | 2026-09-15      | Fixed         | 13.58%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC, Series 5438, Class FC                                                                      | CUSIP: 3137HF7D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7935000 | PA      | $7917898.73   | 0.40%             | 2054-08-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2296962.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1632 | PA      | $1606.95      | 0.00%             | 2026-12-22      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7121348.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1474 | PA      | $403.28       | 0.00%             | 2035-04-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13821733.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1591 | PA      | $1403.10      | 0.00%             | 2025-06-03      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2426445.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       834 | PA      | $815.48       | 0.00%             | 2027-01-13      | Fixed         | 8.42%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7751202.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1229 | PA      | $1214.51      | 0.00%             | 2025-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7721658.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7766 | PA      | $6079.86      | 0.00%             | 2025-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2949125.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2075 | PA      | $2031.64      | 0.00%             | 2027-04-14      | Fixed         | 13.60%                | No            |                  3 | On Loan: No      |
| UBS Group AG                                                                    | UBS Group AG                                                                                      | CUSIP: 902613AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   6500000 | PA      | $6543468.75   | 0.33%             | 2027-01-12      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2047594.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       632 | PA      | $620.64       | 0.00%             | 2026-11-15      | Fixed         | 31.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2299006.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5962 | PA      | $5808.24      | 0.00%             | 2026-12-22      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| Bank of America Corp.                                                           | Bank of America Corp.                                                                             | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7989172.16   | 0.41%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7344965.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2335 | PA      | $1740.09      | 0.00%             | 2025-06-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2611969.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2029 | PA      | $1986.12      | 0.00%             | 2027-02-11      | Fixed         | 23.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13705972.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5790 | PA      | $6086.41      | 0.00%             | 2027-05-20      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Hyatt Hotels Corp.                                                              | Hyatt Hotels Corp.                                                                                | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3512948.50   | 0.18%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8171818.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10724 | PA      | $10265.70     | 0.00%             | 2026-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | Foundry JV Holdco LLC                                                                             | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   5900000 | PA      | $6128549.72   | 0.31%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                 | Goldman Sachs Group, Inc. (The)                                                                   | CUSIP: 38143U8H7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6474168.87   | 0.33%             | 2026-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6430566.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       283 | PA      | $40.49        | 0.00%             | 2034-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7403278.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       430 | PA      | $234.85       | 0.00%             | 2025-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7944011.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3784 | PA      | $2879.90      | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2437431.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1005 | PA      | $989.80       | 0.00%             | 2027-02-16      | Fixed         | 30.95%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4030312.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       596 | PA      | $0.00         | 0.00%             | 2032-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2950927.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1874 | PA      | $1836.06      | 0.00%             | 2027-04-14      | Fixed         | 15.36%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7861101.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3945 | PA      | $3693.37      | 0.00%             | 2025-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                        | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2020-2, Class PT                 | CUSIP: 21056TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11778 | PA      | $9215.72      | 0.00%             | 2045-03-15      | Variable      | 16.26%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6165678.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4326 | PA      | $1.01         | 0.00%             | 2034-05-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7789078.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1429 | PA      | $1136.76      | 0.00%             | 2025-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5806812.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       369 | PA      | $0.00         | 0.00%             | 2034-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| KDC/ONE Development Corp., Inc.                                                 | KDC/ONE Development Corp., Inc., First Lien, 2024-2 Refinancing Dollar CME Term Loan              | CUSIP: C4879HAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     93750 | PA      | $93609.38     | 0.00%             | 2028-08-15      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2433930.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5159 | PA      | $5057.45      | 0.00%             | 2027-01-14      | Fixed         | 22.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2607501.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2930 | PA      | $2865.16      | 0.00%             | 2027-02-10      | Fixed         | 20.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7955555.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1698 | PA      | $1664.35      | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8128102.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1367 | PA      | $1334.81      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14179267.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25355 | PA      | $25856.18     | 0.00%             | 2027-06-11      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17450366.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7033 | PA      | $7271.49      | 0.00%             | 2027-09-13      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2949603.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4060 | PA      | $917.64       | 0.00%             | 2027-09-14      | Fixed         | 25.51%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7759395.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1671 | PA      | $210.76       | 0.00%             | 2025-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8200494.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3930 | PA      | $3882.93      | 0.00%             | 2026-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2426798.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7099 | PA      | $6944.37      | 0.00%             | 2027-01-13      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7040905.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22019 | PA      | $706.72       | 0.00%             | 2035-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2951245.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4602 | PA      | $4498.10      | 0.00%             | 2027-04-14      | Fixed         | 9.94%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6276763.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2289 | PA      | $3.51         | 0.00%             | 2034-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2048855.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3695 | PA      | $3647.59      | 0.00%             | 2026-11-15      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2433283.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2300 | PA      | $2272.61      | 0.00%             | 2027-01-18      | Fixed         | 19.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6894291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       756 | PA      | $8.20         | 0.00%             | 2035-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7620455.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       682 | PA      | $589.71       | 0.00%             | 2025-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17422584.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14644 | PA      | $1328.20      | 0.00%             | 2027-11-30      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8004961.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12843 | PA      | $4529.77      | 0.00%             | 2026-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7618459.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6417 | PA      | $1953.19      | 0.00%             | 2025-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1751020.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2776 | PA      | $2744.24      | 0.00%             | 2027-04-07      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31406H3D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2368 | PA      | $2431.57      | 0.00%             | 2035-01-01      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6134623.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17381 | PA      | $0.00         | 0.00%             | 2034-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5861074.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2179 | PA      | $0.04         | 0.00%             | 2034-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Apidos CLO XXXV                                                                 | Apidos CLO XXXV, Series 2021-35A, Class A                                                         | CUSIP: 03768UAA7<br>LEI: 549300KJKTO0Q1OATW69 | Long             | ABS-CBDO         | CORP              | KY        |  19306000 | PA      | $19337062.76  | 0.99%             | 2034-04-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8209889.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1806 | PA      | $1257.27      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                    | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2016060.00   | 0.10%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1885428.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6318 | PA      | $6222.70      | 0.00%             | 2026-10-20      | Fixed         | 25.94%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31410FZT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38562 | PA      | $39112.14     | 0.00%             | 2036-11-01      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8144659.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2423 | PA      | $2345.85      | 0.00%             | 2026-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8193543.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       492 | PA      | $382.23       | 0.00%             | 2026-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4650952.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2708 | PA      | $0.74         | 0.00%             | 2033-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3995187.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       966 | PA      | $0.15         | 0.00%             | 2032-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1686612.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10558 | PA      | $10530.91     | 0.00%             | 2026-12-16      | Fixed         | 16.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2604862.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5364 | PA      | $5257.75      | 0.00%             | 2027-02-10      | Fixed         | 27.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6041701.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6983 | PA      | $0.00         | 0.00%             | 2034-04-30      | 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        |    720956 | PA      | $711007.15    | 0.04%             | 2029-03-19      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2434529.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2787 | PA      | $2713.21      | 0.00%             | 2027-01-14      | Fixed         | 8.37%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6676382.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3159 | PA      | $19.55        | 0.00%             | 2034-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5876337.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2139 | PA      | $0.03         | 0.00%             | 2034-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7812032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       721 | PA      | $684.44       | 0.00%             | 2025-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5978395.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5654 | PA      | $0.29         | 0.00%             | 2034-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8124443.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       551 | PA      | $540.59       | 0.00%             | 2026-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2096899.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6137 | PA      | $6038.54      | 0.00%             | 2026-11-22      | Fixed         | 19.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2949464.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1769 | PA      | $1741.25      | 0.00%             | 2027-04-14      | Fixed         | 22.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1862311.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3706 | PA      | $2595.07      | 0.00%             | 2026-10-20      | Fixed         | 26.09%                | 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        |    762632 | PA      | $696141.53    | 0.04%             | 2028-03-02      | Variable      | 7.79%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3516078.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8033 | PA      | $0.37         | 0.00%             | 2032-07-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2950058.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       202 | PA      | $51.13        | 0.00%             | 2035-04-14      | Fixed         | 9.46%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8179707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       115 | PA      | $113.36       | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11795112.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1584 | PA      | $1584.31      | 0.00%             | 2027-01-08      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2299578.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1731 | PA      | $1693.92      | 0.00%             | 2026-12-22      | Fixed         | 10.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8051400.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       991 | PA      | $981.36       | 0.00%             | 2026-02-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2096773.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1260 | PA      | $1240.85      | 0.00%             | 2026-12-03      | Fixed         | 24.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7669032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       269 | PA      | $235.16       | 0.00%             | 2025-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                             | Citigroup Commercial Mortgage Trust, Series 2016-P4, Class A2                                     | CUSIP: 29429EAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250750 | PA      | $1230883.74   | 0.06%             | 2049-07-10      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Lummus Technology Holdings V LLC                                                | Lummus Technology Holdings V LLC, First Lien, Amendment No. 2 Refinancing CME Term Loan, B        | CUSIP: 45232UAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    128854 | PA      | $128844.79    | 0.01%             | 2029-12-31      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6878988.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31652 | PA      | $249.11       | 0.00%             | 2035-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                             | Toyota Auto Receivables Owner Trust, Series 2024-A, Class A3                                      | CUSIP: 89238DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6670000 | PA      | $6707319.98   | 0.34%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7340626.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1141 | PA      | $695.42       | 0.00%             | 2025-06-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6733026.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13883 | PA      | $212.31       | 0.00%             | 2034-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4873945.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3094 | PA      | $0.15         | 0.00%             | 2033-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6957595.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2541 | PA      | $49.40        | 0.00%             | 2035-02-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2612114.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3906 | PA      | $3815.41      | 0.00%             | 2027-02-11      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2608870.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6758 | PA      | $6600.30      | 0.00%             | 2027-02-10      | Fixed         | 15.02%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1706154.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $0.86         | 0.00%             | 2035-01-20      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3365511.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       243 | PA      | $0.00         | 0.00%             | 2032-05-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2435968.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19875 | PA      | $19346.67     | 0.00%             | 2027-01-18      | Fixed         | 8.28%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8004901.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1376 | PA      | $1317.86      | 0.00%             | 2026-01-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15709743.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21786 | PA      | $22212.87     | 0.00%             | 2027-08-15      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4077814.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2357 | PA      | $0.12         | 0.00%             | 2032-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8035102.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2658 | PA      | $2634.06      | 0.00%             | 2026-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4171907.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4783 | PA      | $0.00         | 0.00%             | 2032-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7484169.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9733 | PA      | $156.68       | 0.00%             | 2025-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14865961.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18331 | PA      | $18670.32     | 0.00%             | 2027-07-21      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4684220.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       331 | PA      | $0.01         | 0.00%             | 2033-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4557410.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5012 | PA      | $0.00         | 0.00%             | 2033-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7394965.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1404 | PA      | $653.22       | 0.00%             | 2025-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3425756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       821 | PA      | $0.00         | 0.00%             | 2032-06-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2949419.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1996 | PA      | $1976.96      | 0.00%             | 2027-09-27      | Fixed         | 23.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2048994.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       544 | PA      | $114.57       | 0.00%             | 2025-09-15      | Fixed         | 24.16%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8196428.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2937 | PA      | $2738.14      | 0.00%             | 2026-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2024-33, Class KF                                                                    | CUSIP: 3136BSFC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1928158 | PA      | $1932754.81   | 0.10%             | 2054-01-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8212308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3458 | PA      | $3362.36      | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2607078.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1550 | PA      | $1516.64      | 0.00%             | 2027-02-10      | Fixed         | 22.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7722451.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23725 | PA      | $15729.59     | 0.00%             | 2025-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7951448.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2679 | PA      | $707.66       | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16055829.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6368 | PA      | $6500.76      | 0.00%             | 2027-08-14      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7396701.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3637 | PA      | $2589.23      | 0.00%             | 2025-07-10      | None          | 0.00%                 | No            |                  3 | 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        |    648367 | PA      | $643303.09    | 0.03%             | 2031-01-27      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8216126.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12233 | PA      | $11772.34     | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GGAM Finance Ltd.                                                               | GGAM Finance Ltd.                                                                                 | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |   1500000 | PA      | $1575625.50   | 0.08%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2296819.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       406 | PA      | $397.40       | 0.00%             | 2026-12-22      | Fixed         | 12.80%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8100556.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1658 | PA      | $1085.37      | 0.00%             | 2026-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8112993.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4770 | PA      | $4547.85      | 0.00%             | 2026-02-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991803191.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.03         | 0.00%             | 2030-03-12      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2298989.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3338 | PA      | $2210.93      | 0.00%             | 2026-12-22      | Fixed         | 15.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5400388.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2133 | PA      | $0.00         | 0.00%             | 2033-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14820629.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15021 | PA      | $15739.15     | 0.00%             | 2026-07-20      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8020971.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10336 | PA      | $10230.44     | 0.00%             | 2026-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Venture Global LNG, Inc.                                                        | Venture Global LNG, Inc.                                                                          | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1987847.60   | 0.10%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6647657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5656 | PA      | $320.03       | 0.00%             | 2034-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1708892.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8783 | PA      | $8685.79      | 0.00%             | 2027-02-20      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2611297.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7414 | PA      | $7312.02      | 0.00%             | 2027-02-11      | Fixed         | 19.83%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4646107.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2393 | PA      | $0.40         | 0.00%             | 2033-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2611533.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2235 | PA      | $2193.38      | 0.00%             | 2027-02-11      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11708423.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16326 | PA      | $17001.74     | 0.00%             | 2026-12-23      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6145876.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2747 | PA      | $0.09         | 0.00%             | 2034-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2423151.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1977 | PA      | $1936.98      | 0.00%             | 2027-01-13      | Fixed         | 17.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8033467.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3771 | PA      | $3435.35      | 0.00%             | 2026-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2607854.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3289 | PA      | $3227.65      | 0.00%             | 2027-02-10      | Fixed         | 31.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6006837.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11360 | PA      | $0.27         | 0.00%             | 2034-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5991501.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1416 | PA      | $0.03         | 0.00%             | 2034-04-13      | None          | 0.00%                 | 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        |    221622 | PA      | $219871.54    | 0.01%             | 2029-01-31      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2612642.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1057 | PA      | $1036.52      | 0.00%             | 2027-02-22      | Fixed         | 27.88%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7987273.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1447 | PA      | $1190.69      | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8058281.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12409 | PA      | $12070.91     | 0.00%             | 2026-02-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7964480.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       344 | PA      | $340.13       | 0.00%             | 2026-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1688975.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9937 | PA      | $9818.13      | 0.00%             | 2027-02-26      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3953673.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       673 | PA      | $0.00         | 0.00%             | 2032-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1886386.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1718 | PA      | $1690.46      | 0.00%             | 2026-10-20      | Fixed         | 23.70%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15871509.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10640 | PA      | $11091.36     | 0.00%             | 2027-08-26      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7694877.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       588 | PA      | $576.89       | 0.00%             | 2025-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Elevance Health, Inc.                                                           | Elevance Health, Inc.                                                                             | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3978056.28   | 0.20%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                                     | Huntington Bancshares, Inc.                                                                       | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3120274.29   | 0.16%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6709200.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2318 | PA      | $33.11        | 0.00%             | 2034-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2046950.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3947 | PA      | $3879.51      | 0.00%             | 2027-09-15      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5729235.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3033 | PA      | $1.26         | 0.00%             | 2034-01-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Eleven Madison Mortgage Trust                                                   | Eleven Madison Mortgage Trust, Series 2015-11MD, Class A                                          | CUSIP: 556227AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2005000 | PA      | $1983196.83   | 0.10%             | 2035-09-10      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4924187.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       357 | PA      | $0.03         | 0.00%             | 2033-07-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2024-8, Class FA                                                                     | CUSIP: 3136BQU49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7436920 | PA      | $7453390.87   | 0.38%             | 2054-03-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                       | OBX Trust, Series 2024-NQM1, Class A1                                                             | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |   1485719 | PA      | $1491833.32   | 0.08%             | 2063-11-25      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                 | BRAVO Residential Funding Trust, Series 2023-NQM5, Class A1                                       | CUSIP: 10569UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    515736 | PA      | $519469.93    | 0.03%             | 2063-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7869066.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       738 | PA      | $663.61       | 0.00%             | 2025-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4558347.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1070 | PA      | $0.00         | 0.00%             | 2033-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6483587.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6888 | PA      | $1016.07      | 0.00%             | 2034-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8079176.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1312 | PA      | $512.40       | 0.00%             | 2026-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2615756.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1965 | PA      | $1919.52      | 0.00%             | 2027-02-11      | Fixed         | 13.21%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15593379.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5647 | PA      | $631.29       | 0.00%             | 2027-09-15      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7612178.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2689 | PA      | $62.81        | 0.00%             | 2025-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Wells Fargo & Co.                                                               | Wells Fargo & Co.                                                                                 | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4222471.52   | 0.22%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2295159.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1498 | PA      | $1472.28      | 0.00%             | 2026-12-21      | Fixed         | 21.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7873942.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       715 | PA      | $106.45       | 0.00%             | 2025-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2094906.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1039 | PA      | $1017.67      | 0.00%             | 2026-11-22      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7955280.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1186 | PA      | $1167.20      | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7785541.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3056 | PA      | $1579.83      | 0.00%             | 2025-11-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6487981.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1310 | PA      | $1.90         | 0.00%             | 2034-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2430722.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5930 | PA      | $5822.96      | 0.00%             | 2027-01-14      | Fixed         | 26.47%                | No            |                  3 | On Loan: No      |
| Coca-Cola Europacific Partners plc                                              | Coca-Cola Europacific Partners plc                                                                | CUSIP: 19123MAF0<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |   4400000 | PA      | $4199002.85   | 0.21%             | 2027-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1752838.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       906 | PA      | $902.21       | 0.00%             | 2025-10-14      | Fixed         | 14.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6192067.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       497 | PA      | $0.33         | 0.00%             | 2034-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1673612.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2661 | PA      | $2705.61      | 0.00%             | 2026-12-16      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7571635.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7183 | PA      | $111.24       | 0.00%             | 2025-09-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8136487.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2070 | PA      | $28.08        | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15361603.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11100 | PA      | $3448.95      | 0.00%             | 2027-08-01      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO Bank NV                                                                                  | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   1800000 | PA      | $1840319.59   | 0.09%             | 2027-09-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7284416.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       900 | PA      | $741.99       | 0.00%             | 2025-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6964622.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       455 | PA      | $250.11       | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7132843.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11491 | PA      | $6700.59      | 0.00%             | 2035-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6420149.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12660 | PA      | $37.96        | 0.00%             | 2034-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7678020.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2311 | PA      | $824.89       | 0.00%             | 2025-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| F&G Global Funding                                                              | F&G Global Funding                                                                                | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $5949343.16   | 0.30%             | 2027-06-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2300059.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1880 | PA      | $1831.35      | 0.00%             | 2026-12-22      | Fixed         | 7.96%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8127649.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4774 | PA      | $4725.57      | 0.00%             | 2026-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6022726.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       440 | PA      | $0.20         | 0.00%             | 2034-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5877622.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1737 | PA      | $0.00         | 0.00%             | 2034-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6983671.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5611 | PA      | $63.96        | 0.00%             | 2035-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15556990.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5798 | PA      | $5967.99      | 0.00%             | 2027-07-06      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1694887.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2708 | PA      | $2644.19      | 0.00%             | 2027-02-15      | Fixed         | 15.52%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14920951.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5221 | PA      | $521.35       | 0.00%             | 2027-08-26      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6401970.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1665 | PA      | $2.76         | 0.00%             | 2034-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31403HUF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5288 | PA      | $5287.75      | 0.00%             | 2033-11-01      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                              | Metropolitan Life Global Funding I                                                                | CUSIP: 592179KF1<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4198862.81   | 0.21%             | 2028-01-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5565100.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1552 | PA      | $0.00         | 0.00%             | 2033-12-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4394687.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       832 | PA      | $0.00         | 0.00%             | 2033-01-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8119812.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2296 | PA      | $1133.91      | 0.00%             | 2026-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8156076.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14735 | PA      | $14202.77     | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2294300.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2495 | PA      | $2458.67      | 0.00%             | 2026-12-21      | Fixed         | 29.67%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4989575.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1283 | PA      | $0.00         | 0.00%             | 2033-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6566878.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       445 | PA      | $2.91         | 0.00%             | 2034-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2949070.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12958 | PA      | $12697.03     | 0.00%             | 2027-04-14      | Fixed         | 14.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7507904.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1127 | PA      | $1014.82      | 0.00%             | 2025-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5142732.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       163 | PA      | $0.00         | 0.00%             | 2033-10-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6584354.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4166 | PA      | $673.72       | 0.00%             | 2034-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2046932.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8049 | PA      | $7884.77      | 0.00%             | 2026-11-15      | Fixed         | 17.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2292686.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1132 | PA      | $1102.74      | 0.00%             | 2026-12-21      | Fixed         | 7.74%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6643579.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7884 | PA      | $80.06        | 0.00%             | 2034-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2951820.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16885 | PA      | $16719.19     | 0.00%             | 2027-04-14      | Fixed         | 20.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2949727.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1170 | PA      | $1155.07      | 0.00%             | 2027-04-14      | Fixed         | 30.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1673249.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5809 | PA      | $5760.77      | 0.00%             | 2026-12-15      | Fixed         | 10.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6149785.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1256 | PA      | $0.06         | 0.00%             | 2034-05-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7967183.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1808 | PA      | $1503.03      | 0.00%             | 2026-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BRAVO Residential Funding Trust                                                 | BRAVO Residential Funding Trust, Series 2019-2, Class A3                                          | CUSIP: 10568LAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2044500 | PA      | $1960396.66   | 0.10%             | 2044-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6860765.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6489 | PA      | $89.63        | 0.00%             | 2035-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2606928.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1079 | PA      | $1057.20      | 0.00%             | 2027-02-10      | Fixed         | 25.27%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7335898.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       330 | PA      | $291.23       | 0.00%             | 2025-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7829547.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1265 | PA      | $1252.87      | 0.00%             | 2025-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6594291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6540 | PA      | $43.80        | 0.00%             | 2034-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7928701.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1611 | PA      | $1194.73      | 0.00%             | 2025-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4880047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $0.01         | 0.00%             | 2033-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6482925.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4228 | PA      | $308.20       | 0.00%             | 2034-09-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31419AFS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99530 | PA      | $101458.41    | 0.01%             | 2036-11-01      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6256740.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       688 | PA      | $1.16         | 0.00%             | 2034-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7783055.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1724 | PA      | $1458.63      | 0.00%             | 2025-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14113024.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       359 | PA      | $358.95       | 0.00%             | 2035-05-03      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14904704.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19745 | PA      | $20076.85     | 0.00%             | 2027-07-07      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8203457.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2028 | PA      | $1581.83      | 0.00%             | 2026-03-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2602511.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12839 | PA      | $12539.69     | 0.00%             | 2027-02-10      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2295990.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1994 | PA      | $1960.92      | 0.00%             | 2026-12-21      | Fixed         | 24.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7647604.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       423 | PA      | $249.95       | 0.00%             | 2025-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8213537.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2418 | PA      | $2367.75      | 0.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4646691.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       582 | PA      | $0.04         | 0.00%             | 2033-04-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5966970.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6042 | PA      | $0.73         | 0.00%             | 2034-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6991595.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5054 | PA      | $54.55        | 0.00%             | 2035-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7987955.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8840 | PA      | $8559.08      | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31410GME0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       610 | PA      | $627.60       | 0.00%             | 2037-09-01      | Variable      | 7.59%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWNY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  28203006 | PA      | $28628189.23  | 1.46%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6604448.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1707 | PA      | $11.34        | 0.00%             | 2034-10-22      | None          | 0.00%                 | No            |                  3 | 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        |    207910 | PA      | $182942.32    | 0.01%             | 2031-12-31      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7025111.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       513 | PA      | $11.51        | 0.00%             | 2035-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8210331.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1819 | PA      | $1785.31      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31402NYZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3855 | PA      | $3915.85      | 0.00%             | 2033-06-01      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6207861.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37929 | PA      | $6.06         | 0.00%             | 2034-06-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5328895.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2371 | PA      | $0.00         | 0.00%             | 2033-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Imperial Brands Finance plc                                                     | Imperial Brands Finance plc                                                                       | CUSIP: 453140AF2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    566000 | PA      | $564845.13    | 0.03%             | 2025-07-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust                                       | Banc of America Commercial Mortgage Trust, Series 2015-UBS7, Class A4                             | CUSIP: 06054AAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99385.26     | 0.01%             | 2048-09-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2950333.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1908 | PA      | $1868.12      | 0.00%             | 2027-04-14      | Fixed         | 12.69%                | No            |                  3 | On Loan: No      |
| Quest Diagnostics, Inc.                                                         | Quest Diagnostics, Inc.                                                                           | CUSIP: 74834LAZ3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $4114487.21   | 0.21%             | 2026-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17156366.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8894 | PA      | $8993.97      | 0.00%             | 2026-11-07      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| ConnectWise LLC                                                                 | ConnectWise LLC, First Lien, Initial CME Term Loan                                                | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    195455 | PA      | $195373.44    | 0.01%             | 2028-09-29      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4607817.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       768 | PA      | $0.11         | 0.00%             | 2033-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4561168.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       715 | PA      | $0.01         | 0.00%             | 2033-03-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7618821.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       500 | PA      | $305.87       | 0.00%             | 2025-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14134773.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1855 | PA      | $1888.58      | 0.00%             | 2025-08-27      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7027442.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       942 | PA      | $251.36       | 0.00%             | 2035-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 188110736.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6451 | PA      | $0.00         | 0.00%             | 2027-04-13      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II                                                                                           | CUSIP: 36202K6G5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       115 | PA      | $114.71       | 0.00%             | 2026-09-20      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31388JK61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21739 | PA      | $22103.94     | 0.00%             | 2031-11-01      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2950357.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6523 | PA      | $6440.46      | 0.00%             | 2027-04-14      | Fixed         | 30.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7517496.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3274 | PA      | $2725.98      | 0.00%             | 2025-08-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8144756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6865 | PA      | $6488.10      | 0.00%             | 2026-03-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8030000.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10385 | PA      | $10297.10     | 0.00%             | 2026-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2435334.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1188 | PA      | $1147.03      | 0.00%             | 2027-01-14      | Fixed         | 5.79%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1718966.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6466 | PA      | $6336.11      | 0.00%             | 2028-09-15      | Fixed         | 18.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8186865.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1580 | PA      | $1073.69      | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1681444.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11495 | PA      | $2488.24      | 0.00%             | 2026-12-27      | Fixed         | 9.81%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1674635.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6999 | PA      | $6970.91      | 0.00%             | 2026-12-17      | Fixed         | 13.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8008058.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3981 | PA      | $3212.23      | 0.00%             | 2026-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Camelot US Acquisition LLC                                                      | Camelot US Acquisition LLC, First Lien, Incremental Dollar CME Term Loan, B                       | CUSIP: L2000AAF7<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |    750000 | PA      | $741562.51    | 0.04%             | 2031-01-31      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6961528.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       353 | PA      | $205.40       | 0.00%             | 2035-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DR Horton, Inc.                                                                 | DR Horton, Inc.                                                                                   | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   4575000 | PA      | $4596895.86   | 0.24%             | 2030-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7530748.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6713 | PA      | $5429.37      | 0.00%             | 2025-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7928332.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       468 | PA      | $358.88       | 0.00%             | 2025-12-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15585110.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5606 | PA      | $5667.42      | 0.00%             | 2026-08-14      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11603796.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7200 | PA      | $7587.43      | 0.00%             | 2027-01-15      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2607571.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10196 | PA      | $736.64       | 0.00%             | 2027-02-10      | Fixed         | 9.71%                 | No            |                  3 | On Loan: No      |
| World Wide Technology Holding Co. LLC                                           | World Wide Technology Holding Co. LLC, First Lien, 2024-2 Refinancing CME Term Loan               | CUSIP: 98164AAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     78750 | PA      | $78552.83     | 0.00%             | 2030-03-01      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5741356.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1619 | PA      | $0.00         | 0.00%             | 2034-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7530073.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3686 | PA      | $249.41       | 0.00%             | 2025-08-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7483153.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1034 | PA      | $27.93        | 0.00%             | 2025-08-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4637259.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $0.05         | 0.00%             | 2033-04-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8040747.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1032 | PA      | $1017.70      | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Primary Products Finance LLC                                                    | Primary Products Finance LLC, First Lien, 2024 Second Replacement CME Term Loan, B                | CUSIP: 74167NAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    758978 | PA      | $750712.70    | 0.04%             | 2029-04-02      | Variable      | 7.53%                 | No            |                  2 | 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        |   9960000 | PA      | $9940818.72   | 0.51%             | 2034-10-20      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7574849.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       178 | PA      | $124.44       | 0.00%             | 2025-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1649857.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7249 | PA      | $0.00         | 0.00%             | 2026-10-28      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Hyundai Capital America                                                         | Hyundai Capital America                                                                           | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4029437.68   | 0.21%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7919391.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1286 | PA      | $1097.96      | 0.00%             | 2025-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5243505.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20719 | PA      | $1.19         | 0.00%             | 2033-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2095326.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2053 | PA      | $2030.83      | 0.00%             | 2026-11-22      | Fixed         | 16.90%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13901500.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       709 | PA      | $708.06       | 0.00%             | 2025-06-07      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2242642.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2980 | PA      | $2948.08      | 0.00%             | 2026-12-22      | Fixed         | 17.23%                | 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        |    555382 | PA      | $560835.73    | 0.03%             | 2068-09-25      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2048909.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1192 | PA      | $1170.50      | 0.00%             | 2026-11-15      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Penske Truck Leasing Co. LP / PTL Finance Corp.                                 | Penske Truck Leasing Co. LP / PTL Finance Corp.                                                   | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4074044.24   | 0.21%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8009922.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       242 | PA      | $236.87       | 0.00%             | 2026-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2614419.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1420 | PA      | $1390.50      | 0.00%             | 2027-02-11      | Fixed         | 24.18%                | No            |                  3 | On Loan: No      |
| Corpay Technologies Operating Co. LLC                                           | Corpay Technologies Operating Co. LLC, First Lien, CME Term Loan, B4                              | CUSIP: 33903RAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     95505 | PA      | $95334.26     | 0.00%             | 2028-04-28      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5250769.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1742 | PA      | $0.00         | 0.00%             | 2033-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4773719.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1216 | PA      | $0.00         | 0.00%             | 2033-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2298046.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4429 | PA      | $4354.15      | 0.00%             | 2026-12-22      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 188048788.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14540 | PA      | $14799.79     | 0.00%             | 2027-04-28      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6773596.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2157 | PA      | $881.15       | 0.00%             | 2034-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6136481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4428 | PA      | $0.18         | 0.00%             | 2034-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6888564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3048 | PA      | $41.23        | 0.00%             | 2035-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7827451.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1244 | PA      | $1238.39      | 0.00%             | 2025-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2425795.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2174 | PA      | $2137.85      | 0.00%             | 2027-01-13      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2950895.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       551 | PA      | $542.53       | 0.00%             | 2027-04-14      | Fixed         | 25.02%                | No            |                  3 | 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        |     29064 | PA      | $28535.92     | 0.00%             | 2028-03-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31403GCV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1233 | PA      | $1262.14      | 0.00%             | 2033-09-01      | Variable      | 7.21%                 | No            |                  2 | 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        |    782384 | PA      | $655352.40    | 0.03%             | 2029-07-06      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2612279.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6376 | PA      | $6249.28      | 0.00%             | 2027-02-11      | Fixed         | 25.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2296844.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1012 | PA      | $1001.01      | 0.00%             | 2026-12-22      | Fixed         | 16.78%                | 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        |     24921 | NS      | $1059.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2431725.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19639 | PA      | $19125.23     | 0.00%             | 2027-06-28      | Fixed         | 12.26%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1705371.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12686 | PA      | $12592.35     | 0.00%             | 2027-01-20      | Fixed         | 12.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7937127.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2272 | PA      | $2241.69      | 0.00%             | 2025-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8015959.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3049 | PA      | $2533.10      | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31406GY52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2712 | PA      | $2765.68      | 0.00%             | 2035-03-01      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991817978.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2030-02-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2292073.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1435 | PA      | $1412.50      | 0.00%             | 2026-12-21      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| Imprivata, Inc.                                                                 | Imprivata, Inc., First Lien, 2024 Refinancing CME Term Loan                                       | CUSIP: 45323KAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    124157 | PA      | $124599.89    | 0.01%             | 2027-12-01      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4926169.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       261 | PA      | $0.00         | 0.00%             | 2033-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II                                                                                           | CUSIP: 36202K5J0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       917 | PA      | $920.86       | 0.00%             | 2026-08-20      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                  | Carnival Corp.                                                                                    | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    900000 | PA      | $894305.97    | 0.05%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2607955.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       364 | PA      | $358.86       | 0.00%             | 2025-07-10      | Fixed         | 23.75%                | No            |                  3 | On Loan: No      |
| Harbour Energy plc                                                              | Harbour Energy plc                                                                                | CUSIP: 411618AB7<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |   6800000 | PA      | $6821841.60   | 0.35%             | 2026-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6216601.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2272 | PA      | $0.57         | 0.00%             | 2034-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1886962.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4519 | PA      | $4453.70      | 0.00%             | 2026-10-20      | Fixed         | 27.78%                | No            |                  3 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                      | Warnermedia Holdings, Inc.                                                                        | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4867242.80   | 0.25%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2433097.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12452 | PA      | $905.69       | 0.00%             | 2027-01-14      | Fixed         | 7.62%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3693768.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1735 | PA      | $0.06         | 0.00%             | 2032-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31405PRS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3641 | PA      | $3679.56      | 0.00%             | 2044-07-01      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2946278.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6864 | PA      | $6792.69      | 0.00%             | 2027-04-14      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| Watlow Electric Manufacturing Co.                                               | Watlow Electric Manufacturing Co., First Lien, Initial CME Term Loan                              | CUSIP: 94254PAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    575290 | PA      | $574643.28    | 0.03%             | 2028-03-02      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2424710.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9874 | PA      | $9673.74      | 0.00%             | 2027-11-13      | Fixed         | 21.52%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7984186.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1055 | PA      | $884.98       | 0.00%             | 2026-01-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4881617.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1646 | PA      | $0.04         | 0.00%             | 2033-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1756335.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12016 | PA      | $12179.51     | 0.00%             | 2027-04-12      | Fixed         | 18.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2047210.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3143 | PA      | $227.54       | 0.00%             | 2027-03-15      | Fixed         | 23.31%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15449600.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10208 | PA      | $10604.27     | 0.00%             | 2026-08-15      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2422977.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9939 | PA      | $9759.27      | 0.00%             | 2027-01-13      | Fixed         | 28.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2608576.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2072 | PA      | $2026.84      | 0.00%             | 2027-02-10      | Fixed         | 21.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5047301.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4140 | PA      | $0.00         | 0.00%             | 2033-08-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2095637.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1987 | PA      | $321.75       | 0.00%             | 2026-11-22      | Fixed         | 26.80%                | No            |                  3 | On Loan: No      |
| GSR Mortgage Loan Trust                                                         | GSR Mortgage Loan Trust, Series 2005-AR1, Class 1A1                                               | CUSIP: 36242DUL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52937 | PA      | $49433.77     | 0.00%             | 2035-01-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1882891.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1180 | PA      | $1161.98      | 0.00%             | 2027-08-20      | Fixed         | 25.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6041983.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40970 | PA      | $1.37         | 0.00%             | 2034-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5266837.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3783 | PA      | $0.00         | 0.00%             | 2033-11-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2434302.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1860 | PA      | $1830.38      | 0.00%             | 2027-01-14      | Fixed         | 31.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2425746.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7667 | PA      | $261.01       | 0.00%             | 2027-06-13      | Fixed         | 27.06%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6941294.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4003 | PA      | $108.82       | 0.00%             | 2035-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16690743.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4625 | PA      | $4700.13      | 0.00%             | 2027-08-01      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Fortis 333, Inc.                                                                | Fortis 333, Inc., First Lien, Dollar CME Term Loan, B                                             | CUSIP: 34958SAB5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    131579 | PA      | $129111.84    | 0.01%             | 2032-03-29      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15638158.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5614 | PA      | $5796.65      | 0.00%             | 2027-08-14      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8064811.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2391 | PA      | $2336.22      | 0.00%             | 2026-02-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hexion Holdings Corp.                                                           | Hexion Holdings Corp., Second Lien, Initial CME Term Loan                                         | CUSIP: 42829JAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    264762 | PA      | $250420.18    | 0.01%             | 2030-03-15      | Variable      | 11.86%                | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7728508.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4216 | PA      | $3026.58      | 0.00%             | 2025-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2605139.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1735 | PA      | $1719.54      | 0.00%             | 2029-02-10      | Fixed         | 28.33%                | 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        |    299725 | PA      | $298671.30    | 0.02%             | 2031-07-31      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6120756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       192 | PA      | $0.03         | 0.00%             | 2034-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4761481.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4254 | PA      | $0.00         | 0.00%             | 2033-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8210761.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3290 | PA      | $3218.50      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4549880.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3819 | PA      | $0.06         | 0.00%             | 2033-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2433080.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7950 | PA      | $7793.03      | 0.00%             | 2027-02-08      | Fixed         | 22.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3361155.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1466 | PA      | $0.04         | 0.00%             | 2032-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6403479.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3187 | PA      | $3.74         | 0.00%             | 2034-08-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2095820.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4628 | PA      | $4553.71      | 0.00%             | 2026-11-22      | Fixed         | 19.69%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6584142.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       331 | PA      | $75.15        | 0.00%             | 2034-10-14      | 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        |   1800560 | PA      | $1604012.25   | 0.08%             | 2052-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4908035.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5837 | PA      | $0.14         | 0.00%             | 2033-07-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2431623.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18793 | PA      | $18552.60     | 0.00%             | 2027-02-02      | Fixed         | 19.58%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7936898.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       788 | PA      | $128.48       | 0.00%             | 2025-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31406C6X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5435 | PA      | $5378.08      | 0.00%             | 2033-08-01      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6147492.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       224 | PA      | $0.04         | 0.00%             | 2034-05-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7007402.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       268 | PA      | $149.45       | 0.00%             | 2035-03-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                      | JPMBB Commercial Mortgage Securities Trust, Series 2016-C1, Class A5                              | CUSIP: 46645LAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4417000 | PA      | $4364783.11   | 0.22%             | 2049-03-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6816661.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8210 | PA      | $157.54       | 0.00%             | 2035-01-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Banque Ouest Africaine de Developpement                                         | Banque Ouest Africaine de Developpement                                                           | CUSIP: 06675QAB9<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | US        |   3900000 | PA      | $3829897.50   | 0.20%             | 2027-07-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11672772.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5831 | PA      | $5881.94      | 0.00%             | 2025-12-01      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7725971.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3081 | PA      | $44.26        | 0.00%             | 2025-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2613777.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1151 | PA      | $1129.07      | 0.00%             | 2027-07-11      | Fixed         | 27.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2951375.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1765 | PA      | $1736.52      | 0.00%             | 2027-04-14      | Fixed         | 22.32%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8191969.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1985 | PA      | $1942.78      | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2432514.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14186 | PA      | $13813.46     | 0.00%             | 2027-01-14      | Fixed         | 9.62%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14959860.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4649 | PA      | $4656.48      | 0.00%             | 2026-01-03      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1750153.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4524 | PA      | $4573.03      | 0.00%             | 2027-04-06      | Fixed         | 16.90%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4660577.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5607 | PA      | $0.00         | 0.00%             | 2033-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14818480.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19542 | PA      | $19866.85     | 0.00%             | 2027-07-15      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8189328.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3422 | PA      | $504.67       | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14153218.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12220 | PA      | $12553.67     | 0.00%             | 2026-08-01      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31375VE74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77296 | PA      | $79109.53     | 0.00%             | 2036-08-01      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 991825566.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $0.00         | 0.00%             | 2030-02-15      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7085122.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2518 | PA      | $58.64        | 0.00%             | 2035-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7484605.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3161 | PA      | $83.30        | 0.00%             | 2025-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7633336.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27598 | PA      | $14363.79     | 0.00%             | 2025-09-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                                    | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5603111.03   | 0.29%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2426985.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17004 | PA      | $16707.23     | 0.00%             | 2027-01-13      | Fixed         | 30.26%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDIO                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  65000000 | PA      | $174806.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2611816.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1480 | PA      | $1448.32      | 0.00%             | 2027-02-12      | Fixed         | 21.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2096342.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2396 | PA      | $2362.12      | 0.00%             | 2026-11-22      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7811669.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       425 | PA      | $423.62       | 0.00%             | 2025-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4812628.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7404 | PA      | $0.15         | 0.00%             | 2033-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4609191.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3661 | PA      | $0.00         | 0.00%             | 2033-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6989032.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       475 | PA      | $7.52         | 0.00%             | 2035-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2294345.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3430 | PA      | $3356.91      | 0.00%             | 2026-12-21      | Fixed         | 12.41%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7378050.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       215 | PA      | $107.94       | 0.00%             | 2025-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7807568.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6291 | PA      | $4092.01      | 0.00%             | 2025-11-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6519286.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       873 | PA      | $2.83         | 0.00%             | 2034-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1681423.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5877 | PA      | $5833.59      | 0.00%             | 2026-12-20      | Fixed         | 10.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2294886.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       894 | PA      | $601.48       | 0.00%             | 2026-12-21      | Fixed         | 19.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8157188.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       960 | PA      | $948.04       | 0.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Barings CLO Ltd.                                                                | Barings CLO Ltd., Series 2018-4A, Class A1R                                                       | CUSIP: 06760XAL8<br>LEI: 549300JWUNSCHZHF6H67 | Long             | ABS-CBDO         | CORP              | KY        |   3866655 | PA      | $3871322.22   | 0.20%             | 2030-10-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                     | Asurion LLC, Second Lien, New CME Term Loan, B4                                                   | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    464852 | PA      | $428244.91    | 0.02%             | 2029-01-19      | Variable      | 9.69%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7217938.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2482 | PA      | $1771.56      | 0.00%             | 2035-05-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7882586.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $71.22        | 0.00%             | 2025-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2605935.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4236 | PA      | $4158.96      | 0.00%             | 2027-12-10      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11750409.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10135 | PA      | $10550.12     | 0.00%             | 2027-08-15      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6935097.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       538 | PA      | $319.65       | 0.00%             | 2035-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6912511.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13462 | PA      | $3143.26      | 0.00%             | 2035-02-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5984682.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       390 | PA      | $0.00         | 0.00%             | 2034-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5588372.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8728 | PA      | $0.07         | 0.00%             | 2033-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1714660.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11050 | PA      | $10779.72     | 0.00%             | 2026-09-15      | Fixed         | 8.12%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2096102.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3026 | PA      | $2948.10      | 0.00%             | 2026-11-22      | Fixed         | 7.51%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991805844.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $0.00         | 0.00%             | 2030-02-13      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8077977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1480 | PA      | $1412.76      | 0.00%             | 2026-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3700150.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3008 | PA      | $0.01         | 0.00%             | 2032-08-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8086874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7584 | PA      | $7508.45      | 0.00%             | 2026-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2436944.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12876 | PA      | $12590.44     | 0.00%             | 2027-01-18      | Fixed         | 13.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6038307.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11023 | PA      | $0.00         | 0.00%             | 2034-04-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4625409.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1903 | PA      | $0.00         | 0.00%             | 2033-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14243912.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5248 | PA      | $5505.88      | 0.00%             | 2027-06-17      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5550397.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15348 | PA      | $0.00         | 0.00%             | 2033-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2429192.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3612 | PA      | $3557.29      | 0.00%             | 2027-01-14      | Fixed         | 34.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2608348.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3091 | PA      | $3027.16      | 0.00%             | 2027-02-10      | Fixed         | 25.54%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7301207.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4338 | PA      | $2946.54      | 0.00%             | 2025-06-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14964964.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9924 | PA      | $10459.20     | 0.00%             | 2026-07-23      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6487587.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1298 | PA      | $4.35         | 0.00%             | 2034-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Institutional Fiduciary Trust - Money Market Portfolio                          | Institutional Fiduciary Trust - Money Market Portfolio                                            | CUSIP: 457756500<br>LEI: 549300M4TP89K77LG374 | Long             | STIV             | RF                | US        |  39079351 | NS      | $39079350.96  | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7353226.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $104.53       | 0.00%             | 2025-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Minimax Viking GmbH                                                             | Minimax Viking GmbH, First Lien, Senior (USD) CME Term Loan, B                                    | CUSIP: 55404TAF9<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |     68014 | PA      | $67843.62     | 0.00%             | 2032-02-20      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1716921.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       367 | PA      | $361.74       | 0.00%             | 2025-07-15      | Fixed         | 23.03%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8062843.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3661 | PA      | $3610.66      | 0.00%             | 2026-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6582526.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2123 | PA      | $7.34         | 0.00%             | 2034-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14189919.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3474 | PA      | $3509.38      | 0.00%             | 2027-06-13      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7758588.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       130 | PA      | $109.90       | 0.00%             | 2025-11-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7097479.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9363 | PA      | $198.85       | 0.00%             | 2035-04-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8217192.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17146 | PA      | $14680.88     | 0.00%             | 2026-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2951435.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1131 | PA      | $1115.92      | 0.00%             | 2027-04-14      | Fixed         | 30.37%                | No            |                  3 | On Loan: No      |
| Vistra Operations Co. LLC                                                       | Vistra Operations Co. LLC                                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3273590.04   | 0.17%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nielsen Consumer LLC                                                            | Nielsen Consumer LLC, First Lien, Eleventh Amendment Dollar Refinancing CME Term Loan             | CUSIP: 45674PAR5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    750000 | PA      | $749062.50    | 0.04%             | 2028-03-06      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4027848.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13882 | PA      | $0.00         | 0.00%             | 2032-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2612944.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4028 | PA      | $3954.80      | 0.00%             | 2027-02-24      | Fixed         | 29.57%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7919800.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       919 | PA      | $896.12       | 0.00%             | 2025-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8101530.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       256 | PA      | $243.58       | 0.00%             | 2026-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17058236.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2080 | PA      | $2089.00      | 0.00%             | 2025-09-19      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3908447.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       608 | PA      | $0.00         | 0.00%             | 2032-09-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7885002.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1053 | PA      | $1040.75      | 0.00%             | 2025-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4604781.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       302 | PA      | $0.54         | 0.00%             | 2033-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7124599.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38369 | PA      | $13489.30     | 0.00%             | 2035-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991830188.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $0.40         | 0.00%             | 2030-02-14      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4620208.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2314 | PA      | $0.00         | 0.00%             | 2033-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2048990.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1817 | PA      | $1157.77      | 0.00%             | 2027-04-15      | Fixed         | 20.89%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8179055.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9429 | PA      | $9230.00      | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5732468.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       186 | PA      | $0.00         | 0.00%             | 2034-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7926507.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       777 | PA      | $748.07       | 0.00%             | 2025-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6007679.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2522 | PA      | $0.04         | 0.00%             | 2034-04-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2951228.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1994 | PA      | $1964.67      | 0.00%             | 2027-04-14      | Fixed         | 26.20%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8209272.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2610 | PA      | $2065.88      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Ascend Learning LLC                                                             | Ascend Learning LLC, First Lien, Initial CME Term Loan                                            | CUSIP: 04349HAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    295699 | PA      | $292820.31    | 0.01%             | 2028-12-11      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3212181.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       380 | PA      | $0.00         | 0.00%             | 2032-03-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6587941.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       781 | PA      | $148.00       | 0.00%             | 2034-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5006802.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7127 | PA      | $0.00         | 0.00%             | 2033-08-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Neon Maple US Debt Mergersub, Inc.                                              | Neon Maple US Debt Mergersub, Inc., First Lien, Term Loan, B1                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    526933 | PA      | $524214.08    | 0.03%             | 2031-11-17      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7704025.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       427 | PA      | $424.07       | 0.00%             | 2025-10-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6719031.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $0.28         | 0.00%             | 2034-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8026980.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4376 | PA      | $4244.24      | 0.00%             | 2026-01-25      | 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        |    400000 | PA      | $406615.74    | 0.02%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7778609.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6788 | PA      | $4433.10      | 0.00%             | 2025-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15602475.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9456 | PA      | $9630.92      | 0.00%             | 2027-08-19      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Huntington National Bank (The)                                                  | Huntington National Bank (The)                                                                    | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   7400000 | PA      | $7388402.13   | 0.38%             | 2028-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                               | Cigna Group (The)                                                                                 | CUSIP: 125523CP3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   3451000 | PA      | $3357013.43   | 0.17%             | 2026-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7839773.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2589 | PA      | $2564.61      | 0.00%             | 2025-11-29      | 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        |   2365006 | PA      | $2347349.62   | 0.12%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5096024.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9361 | PA      | $0.00         | 0.00%             | 2033-09-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3407926.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1511 | PA      | $0.03         | 0.00%             | 2032-06-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7899837.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4579 | PA      | $2312.98      | 0.00%             | 2025-12-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31390WRA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48425 | PA      | $48577.90     | 0.00%             | 2033-09-01      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2603295.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5751 | PA      | $5630.43      | 0.00%             | 2027-07-24      | Fixed         | 23.18%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7816657.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2844 | PA      | $2776.46      | 0.00%             | 2025-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6540169.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       349 | PA      | $1.71         | 0.00%             | 2034-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Zelis Payments Buyer, Inc.                                                      | Zelis Payments Buyer, Inc., First Lien, Amendment No. 5 CME Term Loan                             | CUSIP: 98932TAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    750000 | PA      | $736312.50    | 0.04%             | 2031-11-26      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31389R4T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9372 | PA      | $9578.06      | 0.00%             | 2032-03-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7093323.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1093 | PA      | $17.29        | 0.00%             | 2035-04-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15524582.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1506 | PA      | $1512.79      | 0.00%             | 2025-08-25      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7590818.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1600 | PA      | $1191.41      | 0.00%             | 2025-09-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7056063.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       174 | PA      | $106.66       | 0.00%             | 2035-03-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6829291.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13368 | PA      | $117.94       | 0.00%             | 2035-01-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8201064.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16768 | PA      | $15662.21     | 0.00%             | 2026-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8048204.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       285 | PA      | $236.26       | 0.00%             | 2026-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6194735.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       908 | PA      | $0.34         | 0.00%             | 2034-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6858854.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8486 | PA      | $112.57       | 0.00%             | 2035-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8091397.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3510 | PA      | $3450.68      | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7535771.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12186 | PA      | $1541.97      | 0.00%             | 2025-08-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6537839.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7900 | PA      | $16.46        | 0.00%             | 2034-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2049268.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3005 | PA      | $2948.00      | 0.00%             | 2026-11-15      | Fixed         | 19.70%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7798442.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       392 | PA      | $380.47       | 0.00%             | 2025-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3238373.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       870 | PA      | $0.01         | 0.00%             | 2032-03-29      | 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        |    238926 | PA      | $239224.83    | 0.01%             | 2030-02-13      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2047021.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14035 | PA      | $13727.52     | 0.00%             | 2026-11-15      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 15 Year                                                                                     | CUSIP: 31418UW59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1271 | PA      | $1267.52      | 0.00%             | 2025-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6135022.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3251 | PA      | $0.00         | 0.00%             | 2034-05-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7707523.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2232 | PA      | $1879.72      | 0.00%             | 2025-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7826584.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4735 | PA      | $70.62        | 0.00%             | 2025-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6604310.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       799 | PA      | $3.14         | 0.00%             | 2034-10-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8179643.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       482 | PA      | $442.14       | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6823299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       394 | PA      | $3.90         | 0.00%             | 2035-01-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13695730.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4376 | PA      | $4634.51      | 0.00%             | 2027-06-28      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2293012.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1420 | PA      | $1396.64      | 0.00%             | 2026-12-21      | Fixed         | 24.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2434354.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2139 | PA      | $2090.72      | 0.00%             | 2027-01-14      | Fixed         | 13.48%                | No            |                  3 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                  | Hyundai Auto Receivables Trust, Series 2024-A, Class A3                                           | CUSIP: 448973AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3520000 | PA      | $3558001.92   | 0.18%             | 2029-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2047100.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1397 | PA      | $1371.52      | 0.00%             | 2026-11-15      | Fixed         | 26.77%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8081217.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2432 | PA      | $2420.48      | 0.00%             | 2026-02-12      | 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: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3000000 | PA      | $2834348.97   | 0.14%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 187548690.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9138 | PA      | $176.00       | 0.00%             | 2027-04-25      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7267389.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       676 | PA      | $428.97       | 0.00%             | 2035-05-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2603034.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4703 | PA      | $4633.63      | 0.00%             | 2027-02-10      | Fixed         | 14.68%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8149979.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2509 | PA      | $2420.32      | 0.00%             | 2026-03-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7180248.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12879 | PA      | $537.71       | 0.00%             | 2035-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4877812.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2156 | PA      | $0.00         | 0.00%             | 2033-06-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7863392.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8941 | PA      | $8672.50      | 0.00%             | 2025-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7951667.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2003 | PA      | $1968.16      | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7912416.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       765 | PA      | $730.69       | 0.00%             | 2025-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Mill City Mortgage Loan Trust                                                   | Mill City Mortgage Loan Trust, Series 2018-1, Class A1                                            | CUSIP: 59980VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1257999 | PA      | $1243362.74   | 0.06%             | 2062-05-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8063719.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2602 | PA      | $2477.21      | 0.00%             | 2026-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6304870.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15082 | PA      | $15.79        | 0.00%             | 2034-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4938983.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1318 | PA      | $0.01         | 0.00%             | 2033-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BA Credit Card Trust                                                            | BA Credit Card Trust, Series 2023-A2, Class A2                                                    | CUSIP: 05522RDH8<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   6140000 | PA      | $6217607.76   | 0.32%             | 2028-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7666093.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       487 | PA      | $473.79       | 0.00%             | 2025-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4012864.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       418 | PA      | $0.00         | 0.00%             | 2032-10-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Royalty Pharma plc                                                              | Royalty Pharma plc                                                                                | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $656551.32    | 0.03%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14159440.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3634 | PA      | $3712.15      | 0.00%             | 2027-06-20      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4886936.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29822 | PA      | $0.00         | 0.00%             | 2033-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991808149.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $29.06        | 0.00%             | 2025-10-15      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8189550.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1544 | PA      | $1528.04      | 0.00%             | 2026-03-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8134991.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11681 | PA      | $1853.46      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2435380.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2298 | PA      | $2246.13      | 0.00%             | 2027-01-14      | Fixed         | 12.98%                | No            |                  3 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                 | Goldman Sachs Group, Inc. (The)                                                                   | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5320204.78   | 0.27%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8055815.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       252 | PA      | $250.67       | 0.00%             | 2026-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7863751.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       805 | PA      | $545.48       | 0.00%             | 2025-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8161846.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4489 | PA      | $4379.05      | 0.00%             | 2026-03-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16053754.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17194 | PA      | $17525.38     | 0.00%             | 2027-08-27      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2614929.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2076 | PA      | $2028.70      | 0.00%             | 2027-02-11      | Fixed         | 16.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6373846.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4529 | PA      | $19.30        | 0.00%             | 2034-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6439293.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7365 | PA      | $45.05        | 0.00%             | 2034-08-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2046597.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7882 | PA      | $7714.21      | 0.00%             | 2026-11-15      | Fixed         | 14.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2615652.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1844 | PA      | $1800.07      | 0.00%             | 2027-02-11      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4975394.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1503 | PA      | $0.09         | 0.00%             | 2033-08-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Soliant Lower Intermediate LLC                                                  | Soliant Lower Intermediate LLC, First Lien, Initial CME Term Loan                                 | CUSIP: 83421EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    123257 | PA      | $120406.52    | 0.01%             | 2031-07-18      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6394386.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       816 | PA      | $1.71         | 0.00%             | 2034-08-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2437642.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       349 | PA      | $342.48       | 0.00%             | 2027-06-20      | Fixed         | 9.64%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31403CNW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1013 | PA      | $1017.28      | 0.00%             | 2033-11-01      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15039028.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4618 | PA      | $4801.10      | 0.00%             | 2027-07-16      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31404JLV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1426 | PA      | $1469.95      | 0.00%             | 2034-02-01      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3566831.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2799 | PA      | $0.16         | 0.00%             | 2032-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6918684.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41388 | PA      | $752.99       | 0.00%             | 2035-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2615159.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2589 | PA      | $2533.59      | 0.00%             | 2027-02-11      | Fixed         | 17.82%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7611808.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3998 | PA      | $1694.55      | 0.00%             | 2025-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2611597.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8418 | PA      | $8240.92      | 0.00%             | 2027-12-11      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7370806.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       595 | PA      | $15.49        | 0.00%             | 2025-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15036503.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1293 | PA      | $1309.87      | 0.00%             | 2025-07-22      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7186338.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       628 | PA      | $437.62       | 0.00%             | 2035-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8063150.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32004 | PA      | $528.03       | 0.00%             | 2026-02-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7439758.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5557 | PA      | $3187.11      | 0.00%             | 2025-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2605257.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       703 | PA      | $51.52        | 0.00%             | 2027-07-11      | Fixed         | 21.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2296608.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7090 | PA      | $6945.41      | 0.00%             | 2026-12-22      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5966004.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23482 | PA      | $0.00         | 0.00%             | 2034-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8041464.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       236 | PA      | $233.49       | 0.00%             | 2026-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7703931.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2637 | PA      | $1716.62      | 0.00%             | 2025-10-18      | 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        |    514787 | PA      | $499557.00    | 0.03%             | 2028-09-28      | Variable      | 8.82%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8104401.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46466 | PA      | $42115.09     | 0.00%             | 2026-02-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6982903.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3016 | PA      | $620.89       | 0.00%             | 2035-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2949507.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6142 | PA      | $6006.92      | 0.00%             | 2027-09-14      | Fixed         | 15.04%                | No            |                  3 | On Loan: No      |
| Crown Castle, Inc.                                                              | Crown Castle, Inc.                                                                                | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2173506.16   | 0.11%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1667685.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10345 | PA      | $10504.22     | 0.00%             | 2026-11-15      | Fixed         | 17.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2275171.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       966 | PA      | $941.62       | 0.00%             | 2026-12-22      | Fixed         | 9.45%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2426379.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2532 | PA      | $2500.53      | 0.00%             | 2027-01-14      | Fixed         | 19.10%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15299307.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16325 | PA      | $16665.38     | 0.00%             | 2027-08-15      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4481874.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1551 | PA      | $0.00         | 0.00%             | 2033-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Playtika Holding Corp.                                                          | Playtika Holding Corp., First Lien, CME Term Loan, B1                                             | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |    727587 | PA      | $712616.91    | 0.04%             | 2028-03-13      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| Cook Park CLO Ltd.                                                              | Cook Park CLO Ltd., Series 2018-1A, Class A2                                                      | CUSIP: 21623PAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001353.20   | 0.05%             | 2030-04-17      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2294640.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1092 | PA      | $1068.96      | 0.00%             | 2026-12-21      | Fixed         | 9.73%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8055160.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1391 | PA      | $1252.02      | 0.00%             | 2026-02-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31401AJS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13904 | PA      | $13891.14     | 0.00%             | 2028-04-01      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2949923.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       519 | PA      | $513.74       | 0.00%             | 2027-04-14      | Fixed         | 19.64%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17493809.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10634 | PA      | $10889.32     | 0.00%             | 2027-09-25      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5571589.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1376 | PA      | $0.14         | 0.00%             | 2033-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8125738.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1657 | PA      | $1436.58      | 0.00%             | 2026-02-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7838403.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       981 | PA      | $896.42       | 0.00%             | 2025-11-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                                     | CUSIP: 31414CEJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5470 | PA      | $5541.99      | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7882477.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3039 | PA      | $2143.89      | 0.00%             | 2025-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2094270.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1474 | PA      | $1451.86      | 0.00%             | 2026-11-22      | Fixed         | 25.87%                | 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        |    726855 | PA      | $722144.88    | 0.04%             | 2030-11-30      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3434383.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11741 | PA      | $0.15         | 0.00%             | 2032-06-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4197129.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $0.00         | 0.00%             | 2032-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| US Radiology Specialists, Inc.                                                  | US Radiology Specialists, Inc. (US Outpatient Imaging Services, Inc.), First Lien, CME Term Loan  | CUSIP: 90372AAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2027-12-15      | Variable      | 9.05%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2299436.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2002 | PA      | $1972.79      | 0.00%             | 2026-12-22      | Fixed         | 27.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2424813.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6982 | PA      | $6744.62      | 0.00%             | 2027-01-13      | Fixed         | 6.62%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3877914.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1608 | PA      | $0.00         | 0.00%             | 2032-09-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4550163.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1397 | PA      | $0.07         | 0.00%             | 2033-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1718296.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3039 | PA      | $2987.14      | 0.00%             | 2026-09-15      | Fixed         | 26.73%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7001929.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13810 | PA      | $386.87       | 0.00%             | 2035-03-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6255542.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       396 | PA      | $0.12         | 0.00%             | 2034-06-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2604053.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       976 | PA      | $955.41       | 0.00%             | 2027-02-10      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| Crown Castle, Inc.                                                              | Crown Castle, Inc.                                                                                | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   7330000 | PA      | $7249472.03   | 0.37%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13574037.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23785 | PA      | $24381.88     | 0.00%             | 2027-05-28      | Fixed         | 15.24%                | 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        |    194902 | PA      | $193440.05    | 0.01%             | 2031-05-30      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2951216.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1195 | PA      | $1174.73      | 0.00%             | 2027-04-14      | Fixed         | 19.73%                | No            |                  3 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                         | Capital One Multi-Asset Execution Trust, Series 2022-A2, Class A                                  | CUSIP: 14041NGA3<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |  17330000 | PA      | $17322215.36  | 0.89%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7620736.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2920 | PA      | $213.64       | 0.00%             | 2025-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2289691.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2693 | PA      | $197.01       | 0.00%             | 2026-12-21      | Fixed         | 20.05%                | No            |                  3 | On Loan: No      |
| 19th Holdings Golf LLC                                                          | 19th Holdings Golf LLC, First Lien, Initial CME Term Loan                                         | CUSIP: 68250XAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    493655 | PA      | $472674.49    | 0.02%             | 2029-02-07      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                         | Quikrete Holdings, Inc., First Lien, CME Term Loan, B3                                            | CUSIP: 74839XAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    275862 | PA      | $270798.63    | 0.01%             | 2032-02-10      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7955042.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3353 | PA      | $3178.59      | 0.00%             | 2026-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6733804.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        56 | PA      | $16.27        | 0.00%             | 2034-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7891937.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17972 | PA      | $17598.46     | 0.00%             | 2025-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                              | GM Financial Consumer Automobile Receivables Trust, Series 2024-2, Class A2A                      | CUSIP: 379931AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1095232 | PA      | $1096963.97   | 0.06%             | 2027-03-16      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31404ENZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29683 | PA      | $30177.28     | 0.00%             | 2034-03-01      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC STACR REMIC Trust, Series 2024-HQA2, Class M1                                               | CUSIP: 35564NDZ3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | CORP              | US        |   7237034 | PA      | $7222749.99   | 0.37%             | 2044-08-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7802297.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5482 | PA      | $5337.27      | 0.00%             | 2025-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14192451.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15550 | PA      | $16016.45     | 0.00%             | 2027-06-06      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| OBX Trust                                                                       | OBX Trust, Series 2024-NQM8, Class A1                                                             | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-MBS          | CORP              | US        |   2856472 | PA      | $2884473.26   | 0.15%             | 2064-05-25      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2435953.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1508 | PA      | $1474.30      | 0.00%             | 2027-01-18      | Fixed         | 14.04%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7919249.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2548 | PA      | $1611.48      | 0.00%             | 2025-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2096760.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4818 | PA      | $4740.28      | 0.00%             | 2026-11-22      | Fixed         | 21.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2609494.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2544 | PA      | $615.94       | 0.00%             | 2027-02-10      | Fixed         | 18.30%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7205585.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2235 | PA      | $1447.90      | 0.00%             | 2035-05-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16928712.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1367 | PA      | $1375.57      | 0.00%             | 2025-09-17      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8193444.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2640 | PA      | $2424.05      | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ONEOK, Inc.                                                                     | ONEOK, Inc.                                                                                       | CUSIP: 29336UAF4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3900545.22   | 0.20%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12410874.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10783 | PA      | $10936.45     | 0.00%             | 2027-03-08      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1705833.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1721 | PA      | $1752.04      | 0.00%             | 2027-01-20      | Fixed         | 18.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15043328.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7931 | PA      | $8367.55      | 0.00%             | 2027-08-26      | Fixed         | 22.74%                | No            |                  3 | On Loan: No      |
| Acrisure LLC                                                                    | Acrisure LLC, First Lien, CME Term Loan, B6                                                       | CUSIP: 00488PAV7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    155263 | PA      | $153807.87    | 0.01%             | 2030-11-06      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2618109.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15413 | PA      | $15035.67     | 0.00%             | 2027-03-07      | Fixed         | 12.08%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15757972.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6118 | PA      | $6239.02      | 0.00%             | 2026-08-21      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4438299.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2530 | PA      | $0.00         | 0.00%             | 2033-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31409JSM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87991 | PA      | $88675.85     | 0.00%             | 2036-05-01      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31402EMX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       127 | PA      | $128.66       | 0.00%             | 2033-02-01      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6535332.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2055 | PA      | $4.61         | 0.00%             | 2034-09-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8028072.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6105 | PA      | $6028.25      | 0.00%             | 2026-01-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2946360.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4058 | PA      | $3994.79      | 0.00%             | 2027-04-14      | Fixed         | 23.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7107564.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       728 | PA      | $440.22       | 0.00%             | 2035-04-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31411YDP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1238 | PA      | $1269.12      | 0.00%             | 2037-05-01      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8100152.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2350 | PA      | $2307.64      | 0.00%             | 2026-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2296934.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2810 | PA      | $2770.89      | 0.00%             | 2026-12-22      | Fixed         | 28.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4550265.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       545 | PA      | $0.00         | 0.00%             | 2033-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4556429.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3512 | PA      | $0.07         | 0.00%             | 2033-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                               | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45000000 | PA      | $41916797.10  | 2.14%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8099047.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4041 | PA      | $614.27       | 0.00%             | 2026-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5130538.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2193 | PA      | $0.00         | 0.00%             | 2033-10-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Athene Global Funding                                                           | Athene Global Funding                                                                             | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7114775.36   | 0.36%             | 2027-03-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6059813.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6787 | PA      | $0.00         | 0.00%             | 2034-05-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7278943.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2468 | PA      | $1788.04      | 0.00%             | 2025-06-03      | 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        |      3794 | NC      | $7138572.51   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2951123.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16323 | PA      | $2325.98      | 0.00%             | 2027-09-14      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Santander UK Group Holdings plc                                                 | Santander UK Group Holdings plc                                                                   | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   5900000 | PA      | $5695919.94   | 0.29%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS Group AG                                                                                      | CUSIP: 902613BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   5100000 | PA      | $5105344.14   | 0.26%             | 2026-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8097209.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4290 | PA      | $4114.52      | 0.00%             | 2026-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15763149.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6517 | PA      | $6849.52      | 0.00%             | 2027-08-15      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7835872.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12455 | PA      | $9043.19      | 0.00%             | 2025-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6705288.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1013 | PA      | $4.92         | 0.00%             | 2034-11-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4665723.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       813 | PA      | $0.11         | 0.00%             | 2033-05-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11922307.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5382 | PA      | $5632.89      | 0.00%             | 2027-02-15      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8176994.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3204 | PA      | $3146.17      | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4390373.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       527 | PA      | $0.03         | 0.00%             | 2033-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8207034.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2643 | PA      | $2548.25      | 0.00%             | 2026-03-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7935181.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1760 | PA      | $1483.29      | 0.00%             | 2025-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2604554.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8917 | PA      | $8702.50      | 0.00%             | 2027-02-11      | Fixed         | 13.07%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6987677.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $56.69        | 0.00%             | 2035-03-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8207729.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       657 | PA      | $651.56       | 0.00%             | 2026-03-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2951854.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9216 | PA      | $9026.14      | 0.00%             | 2027-04-14      | Fixed         | 14.02%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7593404.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1385 | PA      | $197.02       | 0.00%             | 2025-09-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6577574.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       548 | PA      | $4.50         | 0.00%             | 2034-10-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Diageo Investment Corp.                                                         | Diageo Investment Corp.                                                                           | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $2071573.59   | 0.11%             | 2030-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11740312.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5106 | PA      | $5294.80      | 0.00%             | 2026-02-03      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4352084.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1688 | PA      | $0.12         | 0.00%             | 2032-12-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7360226.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13891 | PA      | $1155.40      | 0.00%             | 2025-06-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5507161.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8476 | PA      | $0.00         | 0.00%             | 2033-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6494041.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2210 | PA      | $4.22         | 0.00%             | 2034-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| New York Life Global Funding                                                    | New York Life Global Funding                                                                      | CUSIP: 64952WEU3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  10700000 | PA      | $10670176.96  | 0.55%             | 2025-08-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7351847.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5842 | PA      | $3814.59      | 0.00%             | 2025-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8085996.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1624 | PA      | $1606.58      | 0.00%             | 2026-02-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5540468.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1805 | PA      | $0.06         | 0.00%             | 2033-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2614124.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3227 | PA      | $3160.54      | 0.00%             | 2027-02-11      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7256365.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1202 | PA      | $666.79       | 0.00%             | 2035-05-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7799914.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13481 | PA      | $197.99       | 0.00%             | 2025-11-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15802156.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8729 | PA      | $9085.10      | 0.00%             | 2027-08-14      | Fixed         | 22.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2951812.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1516 | PA      | $1492.75      | 0.00%             | 2027-04-14      | Fixed         | 23.47%                | 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        |    511890 | PA      | $497538.96    | 0.03%             | 2028-08-21      | Variable      | 8.67%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6888509.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2816 | PA      | $45.98        | 0.00%             | 2035-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6277246.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       349 | PA      | $0.29         | 0.00%             | 2034-07-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1888248.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4312 | PA      | $4249.02      | 0.00%             | 2026-10-20      | Fixed         | 31.19%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7751057.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1060 | PA      | $836.27       | 0.00%             | 2025-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7679932.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19659 | PA      | $277.11       | 0.00%             | 2025-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6161004.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1742 | PA      | $0.00         | 0.00%             | 2034-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7610241.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8027 | PA      | $5850.16      | 0.00%             | 2025-09-20      | 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        |   1009204 | PA      | $1017901.88   | 0.05%             | 2063-09-25      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2294767.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1220 | PA      | $1198.96      | 0.00%             | 2026-12-21      | Fixed         | 23.15%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6691756.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5992 | PA      | $35.84        | 0.00%             | 2034-11-23      | 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: N/A                  | Long             | LON              | CORP              | US        |    315535 | PA      | $312303.79    | 0.02%             | 2028-07-31      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| BA Credit Card Trust                                                            | BA Credit Card Trust, Series 2022-A2, Class A2                                                    | CUSIP: 05522RDF2<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |  11562000 | PA      | $11592091.26  | 0.59%             | 2028-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7047140.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2597 | PA      | $51.25        | 0.00%             | 2035-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31385XS99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54302 | PA      | $55876.32     | 0.00%             | 2033-11-01      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Vibrantz Technologies, Inc.                                                     | Vibrantz Technologies, Inc., First Lien, Initial CME Term Loan                                    | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |    573923 | PA      | $515678.43    | 0.03%             | 2029-04-23      | Variable      | 8.64%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31390S3K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       756 | PA      | $758.00       | 0.00%             | 2032-05-01      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8077730.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1049 | PA      | $1031.42      | 0.00%             | 2026-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2293684.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1533 | PA      | $1511.66      | 0.00%             | 2026-12-21      | Fixed         | 31.29%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6860713.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4164 | PA      | $29.40        | 0.00%             | 2035-01-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2951175.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1074 | PA      | $1052.55      | 0.00%             | 2027-04-14      | Fixed         | 14.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7863344.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       266 | PA      | $256.60       | 0.00%             | 2025-12-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7848873.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       555 | PA      | $136.63       | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| 1011778 BC ULC                                                                  | 1011778 BC ULC, First Lien, CME Term Loan, B5                                                     | CUSIP: C6901LAM9<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    748116 | PA      | $742212.95    | 0.04%             | 2030-09-20      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                                             | Connecticut Avenue Securities Trust, Series 2024-R03, Class 2M1                                   | CUSIP: 207941AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    760323 | PA      | $759484.41    | 0.04%             | 2044-03-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                                           | BlueMountain CLO Ltd., Series 2016-3A, Class A1R2                                                 | CUSIP: 09628VAW4<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |   6339131 | PA      | $6350287.95   | 0.32%             | 2030-11-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6567779.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5256 | PA      | $30.15        | 0.00%             | 2034-10-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7335968.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7165 | PA      | $415.76       | 0.00%             | 2025-06-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2430164.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2888 | PA      | $2808.48      | 0.00%             | 2027-11-14      | Fixed         | 9.11%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2297374.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1231 | PA      | $1211.15      | 0.00%             | 2027-05-22      | Fixed         | 23.21%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7164232.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $1.94         | 0.00%             | 2035-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7777802.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1276 | PA      | $1260.33      | 0.00%             | 2025-11-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 188582913.LC.FTS.B                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15400 | PA      | $0.00         | 0.00%             | 2027-04-21      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15738048.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10863 | PA      | $11329.69     | 0.00%             | 2027-09-20      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Cengage Learning, Inc.                                                          | Cengage Learning, Inc., First Lien, 2024 Refinancing CME Term Loan                                | CUSIP: 15131YAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    274746 | PA      | $273934.31    | 0.01%             | 2031-03-24      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                        | Icon Investments Six DAC                                                                          | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   4700000 | PA      | $4795215.84   | 0.25%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3510070.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25800 | PA      | $0.40         | 0.00%             | 2032-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15593139.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1812 | PA      | $1816.94      | 0.00%             | 2025-08-04      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2429715.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1797 | PA      | $1746.34      | 0.00%             | 2027-06-14      | Fixed         | 8.30%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2606699.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10458 | PA      | $10206.19     | 0.00%             | 2027-02-10      | Fixed         | 11.87%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6586640.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       185 | PA      | $17.67        | 0.00%             | 2034-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| EquipmentShare.com, Inc.                                                        | EquipmentShare.com, Inc.                                                                          | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3260968.22   | 0.17%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14920803.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5780 | PA      | $5882.08      | 0.00%             | 2026-07-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8147231.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       246 | PA      | $244.31       | 0.00%             | 2026-03-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7946336.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1052 | PA      | $790.36       | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Station Place Securitization Trust                                              | Station Place Securitization Trust, Series 2024-10, Class A                                       | CUSIP: 85779PAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5017516.50   | 0.26%             | 2025-10-27      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8017116.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1940 | PA      | $1925.01      | 0.00%             | 2026-01-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8107707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       762 | PA      | $318.40       | 0.00%             | 2026-02-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7371639.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3048 | PA      | $1826.91      | 0.00%             | 2025-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7874044.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6192 | PA      | $3530.69      | 0.00%             | 2025-12-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7689723.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4931 | PA      | $83.13        | 0.00%             | 2025-10-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MH Sub I LLC                                                                    | MH Sub I LLC (Micro Holding Corp.), First Lien, CME Term Loan                                     | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    307200 | PA      | $291456.21    | 0.01%             | 2028-05-03      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4684103.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       761 | PA      | $0.00         | 0.00%             | 2033-05-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2426387.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1763 | PA      | $1703.04      | 0.00%             | 2027-01-13      | Fixed         | 7.28%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8182043.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9614 | PA      | $9332.20      | 0.00%             | 2026-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6181401.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       341 | PA      | $0.14         | 0.00%             | 2034-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5774005.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1473 | PA      | $0.00         | 0.00%             | 2034-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7749213.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $67.75        | 0.00%             | 2025-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2951712.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2099 | PA      | $611.45       | 0.00%             | 2027-04-14      | Fixed         | 12.87%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, Series 2024-82, Class FE                                                                    | CUSIP: 3136BTGC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8711671 | PA      | $8649786.50   | 0.44%             | 2054-11-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6885061.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13984 | PA      | $237.05       | 0.00%             | 2035-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2096376.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2646 | PA      | $2609.11      | 0.00%             | 2026-11-22      | Fixed         | 29.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991785806.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $40.93        | 0.00%             | 2025-07-12      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8083267.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2038 | PA      | $2009.04      | 0.00%             | 2026-02-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7062676.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2545 | PA      | $1639.91      | 0.00%             | 2035-03-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5372948.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7104 | PA      | $0.05         | 0.00%             | 2033-11-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 3138EGMR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42974 | PA      | $44145.43     | 0.00%             | 2035-06-01      | Variable      | 7.14%                 | No            |                  2 | 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        |    219920 | PA      | $189130.85    | 0.01%             | 2029-04-02      | Variable      | 8.67%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1887450.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6550 | PA      | $6449.21      | 0.00%             | 2026-10-20      | Fixed         | 25.16%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15056862.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11641 | PA      | $12227.68     | 0.00%             | 2027-07-20      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7484541.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       519 | PA      | $353.51       | 0.00%             | 2025-08-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5220660.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1536 | PA      | $0.12         | 0.00%             | 2033-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6127192.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2501 | PA      | $0.00         | 0.00%             | 2034-05-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UTEX Industries, Inc.                                                           | UTEX Industries, Inc.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |       791 | NS      | $981.45       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6228415.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       125 | PA      | $0.00         | 0.00%             | 2034-06-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6284870.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4590 | PA      | $5.09         | 0.00%             | 2034-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7893510.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3055 | PA      | $3026.58      | 0.00%             | 2025-12-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1708910.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       527 | PA      | $523.48       | 0.00%             | 2027-02-15      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5991559.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2551 | PA      | $0.00         | 0.00%             | 2034-04-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2047474.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5794 | PA      | $903.80       | 0.00%             | 2026-11-15      | Fixed         | 21.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2607782.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1418 | PA      | $1386.47      | 0.00%             | 2027-02-10      | Fixed         | 20.62%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8079163.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       496 | PA      | $360.41       | 0.00%             | 2026-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                           | NextEra Energy Capital Holdings, Inc.                                                             | CUSIP: 65339KBS8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $5818577.63   | 0.30%             | 2025-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kodiak Building Partners, Inc.                                                  | Kodiak Building Partners, Inc., First Lien, CME Term Loan, B                                      | CUSIP: 50011JAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    750000 | PA      | $723011.25    | 0.04%             | 2031-12-04      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6793965.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1787 | PA      | $245.89       | 0.00%             | 2034-12-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8096993.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2067 | PA      | $2037.10      | 0.00%             | 2026-02-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16063371.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14661 | PA      | $15201.05     | 0.00%             | 2027-08-26      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2298867.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5621 | PA      | $3538.05      | 0.00%             | 2026-12-22      | Fixed         | 6.47%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4200379.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1060 | PA      | $0.06         | 0.00%             | 2032-11-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7825753.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       226 | PA      | $223.07       | 0.00%             | 2025-11-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2617504.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13946 | PA      | $13719.39     | 0.00%             | 2027-12-14      | Fixed         | 30.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1886082.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19972 | PA      | $19495.93     | 0.00%             | 2027-03-20      | Fixed         | 11.37%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7705636.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       817 | PA      | $45.87        | 0.00%             | 2025-10-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2427954.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11527 | PA      | $11132.25     | 0.00%             | 2027-01-13      | Fixed         | 5.98%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14980679.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       795 | PA      | $797.64       | 0.00%             | 2026-07-23      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Illumina, Inc.                                                                  | Illumina, Inc.                                                                                    | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4027563.44   | 0.21%             | 2025-12-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13767685.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       927 | PA      | $927.01       | 0.00%             | 2027-07-15      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5851164.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26208 | PA      | $0.00         | 0.00%             | 2034-02-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8000882.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16798 | PA      | $14869.53     | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 3463095.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11405 | PA      | $0.13         | 0.00%             | 2032-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2437670.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1978 | PA      | $1925.73      | 0.00%             | 2027-01-18      | Fixed         | 8.31%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1755967.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       159 | PA      | $159.96       | 0.00%             | 2035-04-30      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7442292.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       635 | PA      | $46.36        | 0.00%             | 2025-07-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8076290.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2196 | PA      | $1382.27      | 0.00%             | 2026-02-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7992809.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10000 | PA      | $9869.97      | 0.00%             | 2026-01-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Core & Main LP                                                                  | Core & Main LP, First Lien, CME Term Loan, D                                                      | CUSIP: 40416VAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    318108 | PA      | $318505.68    | 0.02%             | 2028-07-27      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2613208.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       757 | PA      | $742.12       | 0.00%             | 2027-02-11      | Fixed         | 25.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2431037.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1538 | PA      | $1485.12      | 0.00%             | 2027-01-14      | Fixed         | 6.01%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6777625.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4005 | PA      | $1406.03      | 0.00%             | 2034-12-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2948755.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4362 | PA      | $4315.66      | 0.00%             | 2027-04-14      | Fixed         | 16.72%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1657464.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2314 | PA      | $2327.98      | 0.00%             | 2026-10-29      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7371738.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       771 | PA      | $687.19       | 0.00%             | 2025-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 991841194.UG.FTS.B                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-02-14      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8033427.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       401 | PA      | $396.13       | 0.00%             | 2026-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2438360.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6991 | PA      | $4428.11      | 0.00%             | 2027-01-18      | Fixed         | 8.62%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8209936.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7494 | PA      | $2882.69      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4719485.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1259 | PA      | $0.00         | 0.00%             | 2033-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7749370.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1070 | PA      | $1044.23      | 0.00%             | 2025-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6120938.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17933 | PA      | $0.43         | 0.00%             | 2034-05-09      | 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        |   4189351 | PA      | $4151380.05   | 0.21%             | 2034-01-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2612937.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12308 | PA      | $12042.18     | 0.00%             | 2027-02-11      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2435082.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10298 | PA      | $9942.55      | 0.00%             | 2027-01-14      | Fixed         | 5.24%                 | No            |                  3 | 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        |   6450000 | PA      | $6409137.83   | 0.33%             | 2035-07-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6046321.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4007 | PA      | $0.00         | 0.00%             | 2034-05-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7952600.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5840 | PA      | $1369.50      | 0.00%             | 2026-01-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Horizon US Finco LP                                                             | Horizon US Finco LP, First Lien, CME Term Loan, B                                                 | CUSIP: 44057XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    748024 | PA      | $674470.83    | 0.03%             | 2031-10-31      | Variable      | 9.03%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11727451.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2072 | PA      | $2120.55      | 0.00%             | 2026-02-01      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                            | Mitsubishi UFJ Financial Group, Inc.                                                              | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2350000 | PA      | $2393748.09   | 0.12%             | 2031-04-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2617595.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1108 | PA      | $1088.49      | 0.00%             | 2027-02-14      | Fixed         | 30.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2295697.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       328 | PA      | $320.67       | 0.00%             | 2026-12-21      | Fixed         | 8.34%                 | No            |                  3 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                       | Carlyle Global Market Strategies CLO Ltd., Series 2015-4A, Class A1RR                             | CUSIP: 14311NAU8<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |   6406237 | PA      | $6420380.02   | 0.33%             | 2032-07-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1681408.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3866 | PA      | $3857.79      | 0.00%             | 2026-12-20      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2437383.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5928 | PA      | $5823.65      | 0.00%             | 2027-01-18      | Fixed         | 25.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2426259.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2519 | PA      | $2472.19      | 0.00%             | 2027-01-13      | Fixed         | 26.65%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8180002.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       922 | PA      | $846.00       | 0.00%             | 2026-03-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2294790.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2466 | PA      | $2415.96      | 0.00%             | 2026-12-21      | Fixed         | 13.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6868707.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       918 | PA      | $13.49        | 0.00%             | 2035-01-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7373979.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       594 | PA      | $183.14       | 0.00%             | 2025-07-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2948716.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5096 | PA      | $5025.41      | 0.00%             | 2027-04-14      | Fixed         | 27.71%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8014770.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12866 | PA      | $12262.02     | 0.00%             | 2026-01-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13485148.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14995 | PA      | $15611.17     | 0.00%             | 2027-05-15      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7966076.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10774 | PA      | $9402.15      | 0.00%             | 2026-01-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8034750.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2027 | PA      | $1959.10      | 0.00%             | 2026-01-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2423497.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       791 | PA      | $776.18       | 0.00%             | 2027-01-13      | Fixed         | 25.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2435922.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2055 | PA      | $2021.09      | 0.00%             | 2027-01-18      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7998328.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1271 | PA      | $1229.79      | 0.00%             | 2026-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7945338.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11241 | PA      | $5423.23      | 0.00%             | 2026-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16893024.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11229 | PA      | $5964.76      | 0.00%             | 2027-12-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2046907.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1881 | PA      | $1840.62      | 0.00%             | 2027-04-28      | Fixed         | 21.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2425118.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3140 | PA      | $3077.07      | 0.00%             | 2027-01-13      | Fixed         | 17.11%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6500866.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4974 | PA      | $15.52        | 0.00%             | 2034-09-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2610842.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4712 | PA      | $4585.32      | 0.00%             | 2027-02-11      | Fixed         | 9.27%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15684113.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5786 | PA      | $5857.21      | 0.00%             | 2027-10-18      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14902830.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21693 | PA      | $22475.18     | 0.00%             | 2027-07-20      | Fixed         | 16.24%                | 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        |   3179423 | PA      | $3196850.37   | 0.16%             | 2068-12-25      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2950776.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1972 | PA      | $1942.20      | 0.00%             | 2027-04-14      | Fixed         | 25.38%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31410KWD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8704 | PA      | $9018.53      | 0.00%             | 2038-07-01      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2616422.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2746 | PA      | $2675.65      | 0.00%             | 2027-12-14      | Fixed         | 14.55%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7472610.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12221 | PA      | $10013.92     | 0.00%             | 2025-08-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bausch + Lomb Corp.                                                             | Bausch + Lomb Corp., First Lien, Initial CME Term Loan                                            | CUSIP: C0787FAB8<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    513401 | PA      | $508236.20    | 0.03%             | 2027-05-10      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-17124398.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19062 | PA      | $19358.91     | 0.00%             | 2026-09-20      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7779799.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1152 | PA      | $1131.42      | 0.00%             | 2025-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2611604.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2590 | PA      | $2538.64      | 0.00%             | 2027-02-11      | Fixed         | 26.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2433199.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1582 | PA      | $115.04       | 0.00%             | 2027-01-14      | Fixed         | 12.56%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4618572.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       927 | PA      | $0.15         | 0.00%             | 2033-04-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6966807.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14197 | PA      | $301.50       | 0.00%             | 2035-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16024812.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6417 | PA      | $6547.06      | 0.00%             | 2027-08-22      | Fixed         | 12.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2295515.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7495 | PA      | $5090.57      | 0.00%             | 2026-12-21      | Fixed         | 24.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2298737.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2265 | PA      | $2228.19      | 0.00%             | 2026-12-22      | Fixed         | 20.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13724215.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22257 | PA      | $22664.53     | 0.00%             | 2027-05-28      | Fixed         | 10.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8100902.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1376 | PA      | $1361.69      | 0.00%             | 2026-02-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2594995.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12267 | PA      | $11937.50     | 0.00%             | 2027-02-10      | Fixed         | 9.66%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2436112.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1699 | PA      | $1668.33      | 0.00%             | 2027-01-18      | Fixed         | 23.40%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6617184.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       271 | PA      | $60.91        | 0.00%             | 2034-10-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6409863.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1085 | PA      | $4.38         | 0.00%             | 2034-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4654724.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       439 | PA      | $0.00         | 0.00%             | 2033-04-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5163731.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7221 | PA      | $0.00         | 0.00%             | 2033-10-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8117644.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       522 | PA      | $430.74       | 0.00%             | 2026-02-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6445162.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2254 | PA      | $365.15       | 0.00%             | 2034-08-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7019673.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1295 | PA      | $26.16        | 0.00%             | 2035-03-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6355005.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11762 | PA      | $15.94        | 0.00%             | 2034-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14138938.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8206 | PA      | $8347.33      | 0.00%             | 2027-06-17      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11612708.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8643 | PA      | $9088.82      | 0.00%             | 2027-03-04      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8121926.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1455 | PA      | $1375.68      | 0.00%             | 2026-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7942380.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4644 | PA      | $3007.98      | 0.00%             | 2025-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7575552.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1736 | PA      | $1106.70      | 0.00%             | 2025-09-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7868430.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2574 | PA      | $1809.66      | 0.00%             | 2025-12-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8183136.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35841 | PA      | $33236.69     | 0.00%             | 2026-03-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6920356.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       580 | PA      | $113.32       | 0.00%             | 2035-02-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7621567.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       454 | PA      | $355.44       | 0.00%             | 2025-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2616193.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       703 | PA      | $693.18       | 0.00%             | 2027-02-14      | Fixed         | 17.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13848454.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5700 | PA      | $5805.23      | 0.00%             | 2027-05-21      | Fixed         | 16.09%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6196936.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1154 | PA      | $0.09         | 0.00%             | 2034-06-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6255909.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       975 | PA      | $0.15         | 0.00%             | 2034-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2602759.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1124 | PA      | $1106.32      | 0.00%             | 2025-07-10      | Fixed         | 17.08%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7548813.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6364 | PA      | $116.54       | 0.00%             | 2025-08-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12293217.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11767 | PA      | $12134.02     | 0.00%             | 2027-02-15      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15050243.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       861 | PA      | $868.55       | 0.00%             | 2025-07-26      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7856900.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       710 | PA      | $696.75       | 0.00%             | 2025-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7850990.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1631 | PA      | $1618.45      | 0.00%             | 2025-12-01      | 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        |   2480000 | PA      | $2473598.89   | 0.13%             | 2034-07-18      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-15015830.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       875 | PA      | $886.35       | 0.00%             | 2025-12-22      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7657031.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       412 | PA      | $111.55       | 0.00%             | 2025-10-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13767438.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10837 | PA      | $10977.20     | 0.00%             | 2026-07-25      | Fixed         | 10.74%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7856844.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1028 | PA      | $974.13       | 0.00%             | 2025-12-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Corebridge Global Funding                                                       | Corebridge Global Funding                                                                         | CUSIP: 00138CAV0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4909571.12   | 0.25%             | 2028-09-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2613747.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5588 | PA      | $822.22       | 0.00%             | 2027-02-11      | Fixed         | 23.43%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7566244.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       308 | PA      | $12.85        | 0.00%             | 2025-09-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4516974.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $0.06         | 0.00%             | 2033-03-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2950134.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       860 | PA      | $125.42       | 0.00%             | 2027-04-14      | Fixed         | 24.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2616590.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10876 | PA      | $10580.73     | 0.00%             | 2027-02-14      | Fixed         | 7.87%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7873308.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       915 | PA      | $623.06       | 0.00%             | 2025-12-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14118175.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1470 | PA      | $1474.89      | 0.00%             | 2026-07-19      | Fixed         | 10.09%                | No            |                  3 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp.                                | MPT Operating Partnership LP / MPT Finance Corp.                                                  | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2652724.02   | 0.14%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8037556.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2742 | PA      | $2633.47      | 0.00%             | 2026-01-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14914496.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20374 | PA      | $20721.86     | 0.00%             | 2027-07-15      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Korea East-West Power Co. Ltd.                                                  | Korea East-West Power Co. Ltd.                                                                    | CUSIP: 5006EPAL5<br>LEI: 988400N0YW2A27V3D553 | Long             | DBT              | CORP              | KR        |   4700000 | PA      | $4699123.03   | 0.24%             | 2025-05-06      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16947974.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7057 | PA      | $7249.76      | 0.00%             | 2026-09-06      | Fixed         | 13.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7745347.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       304 | PA      | $294.56       | 0.00%             | 2025-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6414405.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1715 | PA      | $1.01         | 0.00%             | 2034-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2432090.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2755 | PA      | $2692.55      | 0.00%             | 2027-01-14      | Fixed         | 12.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2424670.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3642 | PA      | $3517.36      | 0.00%             | 2027-01-13      | Fixed         | 5.86%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14301553.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9660 | PA      | $10088.06     | 0.00%             | 2027-06-16      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5852732.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6024 | PA      | $0.00         | 0.00%             | 2034-02-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4581555.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12639 | PA      | $0.89         | 0.00%             | 2033-04-02      | 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        |   2416550 | PA      | $2406137.57   | 0.12%             | 2045-01-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8211428.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1488 | PA      | $1362.41      | 0.00%             | 2026-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5134488.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1144 | PA      | $0.00         | 0.00%             | 2033-10-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7278214.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       450 | PA      | $306.39       | 0.00%             | 2025-06-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                              | GM Financial Consumer Automobile Receivables Trust, Series 2023-4, Class A3                       | CUSIP: 379930AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7410000 | PA      | $7513316.15   | 0.38%             | 2028-08-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7981977.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2553 | PA      | $1530.72      | 0.00%             | 2026-01-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2942764.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6399 | PA      | $6264.03      | 0.00%             | 2027-04-14      | Fixed         | 12.22%                | No            |                  3 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust, Series 2016-GS3, Class A4                                           | CUSIP: 36251PAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $582131.94    | 0.03%             | 2049-10-10      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14176550.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11000 | PA      | $11143.64     | 0.00%             | 2026-08-18      | Fixed         | 10.34%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8031886.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       325 | PA      | $323.08       | 0.00%             | 2026-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4873083.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9479 | PA      | $0.20         | 0.00%             | 2033-06-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7849083.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55761 | PA      | $32519.54     | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2435424.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2469 | PA      | $2403.32      | 0.00%             | 2027-11-21      | Fixed         | 10.13%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5662108.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6816 | PA      | $0.13         | 0.00%             | 2034-01-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7834882.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2047 | PA      | $2037.74      | 0.00%             | 2025-11-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4669203.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       309 | PA      | $0.00         | 0.00%             | 2033-05-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2295248.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1963 | PA      | $1935.08      | 0.00%             | 2026-12-21      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7885251.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10926 | PA      | $5985.39      | 0.00%             | 2025-12-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2296884.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3948 | PA      | $3861.73      | 0.00%             | 2026-12-22      | Fixed         | 10.85%                | No            |                  3 | On Loan: No      |
| Charter Communications Operating LLC                                            | Charter Communications Operating LLC, First Lien, CME Term Loan B5                                | CUSIP: 16117LCE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    748125 | PA      | $746396.83    | 0.04%             | 2031-12-15      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2615540.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2927 | PA      | $2866.73      | 0.00%             | 2027-02-11      | Fixed         | 20.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2612096.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1025 | PA      | $1004.65      | 0.00%             | 2027-02-11      | Fixed         | 25.23%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4601418.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4582 | PA      | $0.17         | 0.00%             | 2033-04-08      | 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        |   1090000 | PA      | $1102311.55   | 0.06%             | 2055-02-25      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6510179.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24604 | PA      | $71.45        | 0.00%             | 2034-09-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1715575.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4488 | PA      | $4560.67      | 0.00%             | 2027-02-15      | Fixed         | 18.59%                | No            |                  3 | On Loan: No      |
| Cobham Ultra SeniorCo SARL                                                      | Cobham Ultra SeniorCo SARL, First Lien, USD CME Term Loan, B                                      | CUSIP: L1802PAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    748125 | PA      | $736903.13    | 0.04%             | 2029-08-03      | Variable      | 8.43%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1709807.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8200 | PA      | $8163.60      | 0.00%             | 2027-02-17      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7050581.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8131 | PA      | $238.89       | 0.00%             | 2035-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6411150.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2180 | PA      | $8.45         | 0.00%             | 2034-08-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2293923.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       825 | PA      | $815.42       | 0.00%             | 2026-12-21      | Fixed         | 16.04%                | No            |                  3 | On Loan: No      |
| Manufacturers & Traders Trust Co.                                               | Manufacturers & Traders Trust Co.                                                                 | CUSIP: 55279HAT7<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   7900000 | PA      | $7921495.74   | 0.40%             | 2025-11-21      | Fixed         | 5.40%                 | No            |                  2 | 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        |    146162 | PA      | $146644.91    | 0.01%             | 2031-12-04      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1711007.PS.FTS.B                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8005 | PA      | $8164.71      | 0.00%             | 2027-02-18      | Fixed         | 18.78%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6614956.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3077 | PA      | $25.00        | 0.00%             | 2034-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7725551.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6476 | PA      | $5451.83      | 0.00%             | 2025-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6854061.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1548 | PA      | $18.56        | 0.00%             | 2035-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Fiserv, Inc.                                                                    | Fiserv, Inc.                                                                                      | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $4977313.85   | 0.25%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 7812847.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       459 | PA      | $279.97       | 0.00%             | 2025-11-21      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                                              | CUSIP: 31416BLS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1611 | PA      | $1646.60      | 0.00%             | 2038-10-01      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-16085008.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7507 | PA      | $7714.70      | 0.00%             | 2026-07-14      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14883847.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4040 | PA      | $4108.61      | 0.00%             | 2027-07-06      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6235797.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5020 | PA      | $1.06         | 0.00%             | 2034-06-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4438563.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14155 | PA      | $0.00         | 0.00%             | 2033-01-27      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 6813242.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4341 | PA      | $54.45        | 0.00%             | 2035-01-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hillenbrand, Inc.                                                               | Hillenbrand, Inc.                                                                                 | CUSIP: 431571AF5<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1094947.59   | 0.06%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14522661.FP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12100 | PA      | $12305.10     | 0.00%             | 2026-10-10      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8055848.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       849 | PA      | $726.63       | 0.00%             | 2026-02-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 8140040.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1525 | PA      | $1455.30      | 0.00%             | 2026-02-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 5245623.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4046 | PA      | $0.23         | 0.00%             | 2033-11-02      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Block, Inc.                                                                     | Block, Inc., 4942412.SQ.FTS.B                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13011 | PA      | $0.60         | 0.00%             | 2033-07-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2297812.UP.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2684 | PA      | $2645.63      | 0.00%             | 2027-05-22      | Fixed         | 27.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2047243.UP.FTS.B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7118 | PA      | $6966.91      | 0.00%             | 2026-11-15      | Fixed         | 14.23%                | No            |                  3 | On Loan: No      |

### Signature

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

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

**Signature:** Monica Krogh

**Name of Signer:** Monica Krogh

**Title:** Assistant Treasurer