Exhibit 99.2

Garrison Capital Inc. and Subsidiaries

GLC Trust 2013-2-Schedule of Investments

December 31, 2014

 

| Loan ID    |   | Maturity  |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|------------|--------|-----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 1  |   | 5/22/2018 |   |          | 14.74  | %      |         |   | 6,206  |   |   |   | $6,206     |   |   |   | $6,188 |   |
| Loan ID 2  |   | 5/22/2016 |   |          | 24.19  | %      |         |   | 2,812  |   |   |   | 2,812      |   |   |   | 2,712 |   |
| Loan ID 3  |   | 5/22/2018 |   |          | 10.99  | %      |         |   | 17,405 |   |   |   | 17,405     |   |   |   | 17,427 |   |
| Loan ID 4  |   | 5/22/2016 |   |          | 12.49  | %      |         |   | 1,142  |   |   |   | 1,142      |   |   |   | 1,128 |   |
| Loan ID 5  |   | 5/22/2018 |   |          | 21.79  | %      |         |   | 15,822 |   |   |   | 15,822     |   |   |   | 15,647 |   |
| Loan ID 6  |   | 5/22/2018 |   |          | 14.74  | %      |         |   | 20,020 |   |   |   | 20,020     |   |   |   | 19,910 |   |
| Loan ID 7  |   | 5/22/2016 |   |          | 18.99  | %      |         |   | 1,029  |   |   |   | 1,029      |   |   |   | 1,003 |   |
| Loan ID 8  |   | 5/22/2016 |   |          | 12.99  | %      |         |   | 7,760  |   |   |   | 7,760      |   |   |   | 7,666 |   |
| Loan ID 9  |   | 5/22/2018 |   |          | 16.99  | %      |         |   | 7,891  |   |   |   | 7,891      |   |   |   | 7,848 |   |
| Loan ID 10 |   | 5/22/2016 |   |          | 21.24  | %      |         |   | 3,753  |   |   |   | 3,753      |   |   |   | 3,657 |   |
| Loan ID 11 |   | 5/22/2018 |   |          | 10.49  | %      |         |   | 18,453 |   |   |   | 18,453     |   |   |   | 18,476 |   |
| Loan ID 12 |   | 5/22/2018 |   |          | 15.19  | %      |         |   | 18,992 |   |   |   | 18,992     |   |   |   | 18,889 |   |
| Loan ID 13 |   | 5/22/2018 |   |          | 14.74  | %      |         |   | 10,262 |   |   |   | 10,262     |   |   |   | 10,206 |   |
| Loan ID 16 |   | 5/22/2016 |   |          | 28.59  | %      |         |   | 2,313  |   |   |   | 2,313      |   |   |   | 2,229 |   |
| Loan ID 17 |   | 5/22/2016 |   |          | 17.34  | %      |         |   | 9,306  |   |   |   | 9,306      |   |   |   | 9,066 |   |
| Loan ID 19 |   | 5/22/2018 |   |          | 12.19  | %      |         |   | 18,663 |   |   |   | 18,663     |   |   |   | 18,686 |   |
| Loan ID 20 |   | 5/22/2018 |   |          | 15.19  | %      |         |   | 11,682 |   |   |   | 11,682     |   |   |   | 11,618 |   |
| Loan ID 22 |   | 5/23/2016 |   |          | 29.32  | %      |         |   | 2,443  |   |   |   | 2,443      |   |   |   | 2,355 |   |
| Loan ID 24 |   | 5/23/2016 |   |          | 18.64  | %      |         |   | 6,611  |   |   |   | 6,611      |   |   |   | 6,441 |   |
| Loan ID 26 |   | 5/23/2018 |   |          | 12.19  | %      |         |   | 4,014  |   |   |   | 4,014      |   |   |   | 4,020 |   |
| Loan ID 27 |   | 5/23/2016 |   |          | 12.99  | %      |         |   | 3,907  |   |   |   | 3,907      |   |   |   | 3,860 |   |
| Loan ID 28 |   | 5/23/2018 |   |          | 15.79  | %      |         |   | 7,638  |   |   |   | 7,638      |   |   |   | 7,596 |   |
| Loan ID 29 |   | 5/23/2018 |   |          | 18.19  | %      |         |   | 2,712  |   |   |   | 2,712      |   |   |   | 2,698 |   |
| Loan ID 30 |   | 5/23/2016 |   |          | 24.92  | %      |         |   | 5,650  |   |   |   | 5,650      |   |   |   | 5,447 |   |
| Loan ID 31 |   | 5/23/2016 |   |          | 13.59  | %      |         |   | 11,006 |   |   |   | 11,006     |   |   |   | 10,809 |   |
| Loan ID 32 |   | 5/23/2016 |   |          | 31.34  | %      |         |   | 2,369  |   |   |   | 2,369      |   |   |   | 2,249 |   |
| Loan ID 34 |   | 5/23/2016 |   |          | 17.34  | %      |         |   | 2,494  |   |   |   | 2,494      |   |   |   | 2,430 |   |
| Loan ID 35 |   | 5/23/2018 |   |          | 12.69  | %      |         |   | 6,644  |   |   |   | 6,644      |   |   |   | 6,653 |   |
| Loan ID 36 |   | 5/23/2016 |   |          | 15.59  | %      |         |   | 1,061  |   |   |   | 1,061      |   |   |   | 1,042 |   |
| Loan ID 38 |   | 5/23/2016 |   |          | 14.59  | %      |         |   | 1,054  |   |   |   | 1,054      |   |   |   | 1,035 |   |
| Loan ID 39 |   | 5/23/2016 |   |          | 12.99  | %      |         |   | 2,605  |   |   |   | 2,605      |   |   |   | 2,573 |   |
| Loan ID 41 |   | 5/23/2018 |   |          | 19.14  | %      |         |   | 10,131 |   |   |   | 10,131     |   |   |   | 10,019 |   |
| Loan ID 42 |   | 5/24/2016 |   |          | 18.99  | %      |         |   | 5,432  |   |   |   | 5,432      |   |   |   | 5,292 |   |
| Loan ID 43 |   | 5/24/2016 |   |          | 18.99  | %      |         |   | 1,630  |   |   |   | 1,630      |   |   |   | 1,588 |   |
| Loan ID 44 |   | 5/24/2016 |   |          | 12.49  | %      |         |   | 4,257  |   |   |   | 4,257      |   |   |   | 4,205 |   |
| Loan ID 46 |   | 5/24/2018 |   |          | 18.74  | %      |         |   | 7,805  |   |   |   | 7,805      |   |   |   | 7,719 |   |
| Loan ID 47 |   | 5/24/2016 |   |          | 24.92  | %      |         |   | 8,314  |   |   |   | 8,314      |   |   |   | 8,016 |   |
| Loan ID 48 |   | 5/24/2016 |   |          | 20.99  | %      |         |   | 8,259  |   |   |   | 8,259      |   |   |   | 8,046 |   |
| Loan ID 49 |   | 5/24/2016 |   |          | 12.03  | %      |         |   | 5,174  |   |   |   | 5,174      |   |   |   | 5,111 |   |
| Loan ID 50 |   | 5/24/2018 |   |          | 9.49   | %      |         |   | 18,328 |   |   |   | 18,328     |   |   |   | 18,351 |   |
| Loan ID 51 |   | 5/24/2016 |   |          | 18.99  | %      |         |   | 4,346  |   |   |   | 4,346      |   |   |   | 4,234 |   |
| Loan ID 52 |   | 5/24/2016 |   |          | 12.99  | %      |         |   | 4,168  |   |   |   | 4,168      |   |   |   | 4,118 |   |
| Loan ID 53 |   | 5/24/2016 |   |          | 15.99  | %      |         |   | 6,918  |   |   |   | 6,918      |   |   |   | 6,794 |   |
| Loan ID 54 |   | 5/24/2018 |   |          | 13.34  | %      |         |   | 7,521  |   |   |   | 7,521      |   |   |   | 7,530 |   |
| Loan ID 55 |   | 5/24/2016 |   |          | 9.24   | %      |         |   | 2,028  |   |   |   | 2,028      |   |   |   | 2,003 |   |
| Loan ID 57 |   | 5/24/2018 |   |          | 25.79  | %      |         |   | 9,698  |   |   |   | 9,698      |   |   |   | 9,534 |   |
| Loan ID 58 |   | 5/24/2016 |   |          | 18.99  | %      |         |   | 8,148  |   |   |   | 8,148      |   |   |   | 7,939 |   |
| Loan ID 59 |   | 5/24/2018 |   |          | 15.79  | %      |         |   | 19,095 |   |   |   | 19,095     |   |   |   | 18,991 |   |
| Loan ID 60 |   | 5/24/2018 |   |          | 30.96  | %      |         |   | 3,316  |   |   |   | 3,316      |   |   |   | 3,270 |   |
| Loan ID 61 |   | 5/24/2016 |   |          | 16.79  | %      |         |   | 10,702 |   |   |   | 10,702     |   |   |   | 10,510 |   |
| Loan ID 62 |   | 5/24/2018 |   |          | 12.69  | %      |         |   | 13,481 |   |   |   | 13,481     |   |   |   | 13,498 |   |
| Loan ID 63 |   | 5/24/2018 |   |          | 18.19  | %      |         |   | 11,625 |   |   |   | 11,625     |   |   |   | 11,561 |   |
| Loan ID 64 |   | 5/24/2016 |   |          | 15.99  | %      |         |   | 367    |   |   |   | 367        |   |   |   | 360 |   |
| Loan ID 65 |   | 5/24/2018 |   |          | 16.49  | %      |         |   | 11,507 |   |   |   | 11,507     |   |   |   | 11,444 |   |
| Loan ID 66 |   | 5/24/2016 |   |          | 16.39  | %      |         |   | 1,067  |   |   |   | 1,067      |   |   |   | 1,048 |   |

 

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|--------|

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|--------|

 

| Loan ID     |   | Maturity  |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|-------------|--------|-----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 67  |   | 5/24/2016 |   |          | 11.53  | %      |         |   | 7,217  |   |   |   | 7,217      |   |   |   | 7,130 |   |
| Loan ID 68  |   | 5/24/2018 |   |          | 18.19  | %      |         |   | 11,625 |   |   |   | 11,625     |   |   |   | 11,561 |   |
| Loan ID 69  |   | 5/24/2018 |   |          | 21.79  | %      |         |   | 9,493  |   |   |   | 9,493      |   |   |   | 9,388 |   |
| Loan ID 70  |   | 5/24/2018 |   |          | 15.19  | %      |         |   | 9,132  |   |   |   | 9,132      |   |   |   | 9,082 |   |
| Loan ID 71  |   | 5/24/2018 |   |          | 13.34  | %      |         |   | 11,282 |   |   |   | 11,282     |   |   |   | 11,296 |   |
| Loan ID 72  |   | 5/24/2018 |   |          | 25.06  | %      |         |   | 8,051  |   |   |   | 8,051      |   |   |   | 7,915 |   |
| Loan ID 73  |   | 5/24/2016 |   |          | 25.66  | %      |         |   | 3,576  |   |   |   | 3,576      |   |   |   | 3,448 |   |
| Loan ID 74  |   | 5/24/2018 |   |          | 22.09  | %      |         |   | 19,811 |   |   |   | 19,811     |   |   |   | 19,592 |   |
| Loan ID 76  |   | 5/24/2018 |   |          | 19.84  | %      |         |   | 8,087  |   |   |   | 8,087      |   |   |   | 7,997 |   |
| Loan ID 77  |   | 5/24/2018 |   |          | 17.69  | %      |         |   | 1,932  |   |   |   | 1,932      |   |   |   | 1,921 |   |
| Loan ID 78  |   | 5/24/2016 |   |          | 17.34  | %      |         |   | 4,949  |   |   |   | 4,949      |   |   |   | 4,821 |   |
| Loan ID 79  |   | 5/24/2018 |   |          | 15.79  | %      |         |   | 26,734 |   |   |   | 26,734     |   |   |   | 26,588 |   |
| Loan ID 80  |   | 5/24/2018 |   |          | 22.09  | %      |         |   | 11,886 |   |   |   | 11,886     |   |   |   | 11,755 |   |
| Loan ID 81  |   | 5/28/2018 |   |          | 19.14  | %      |         |   | 9,329  |   |   |   | 9,329      |   |   |   | 9,226 |   |
| Loan ID 83  |   | 5/28/2016 |   |          | 14.14  | %      |         |   | 7,879  |   |   |   | 7,879      |   |   |   | 7,738 |   |
| Loan ID 84  |   | 5/28/2018 |   |          | 18.19  | %      |         |   | 2,731  |   |   |   | 2,731      |   |   |   | 2,716 |   |
| Loan ID 85  |   | 5/28/2018 |   |          | 13.34  | %      |         |   | 3,091  |   |   |   | 3,091      |   |   |   | 3,095 |   |
| Loan ID 86  |   | 5/28/2016 |   |          | 29.32  | %      |         |   | 96     |   |   |   | 96         |   |   |   | 92 |   |
| Loan ID 87  |   | 5/28/2016 |   |          | 18.99  | %      |         |   | 2,666  |   |   |   | 2,666      |   |   |   | 2,597 |   |
| Loan ID 88  |   | 5/28/2018 |   |          | 30.96  | %      |         |   | 3,328  |   |   |   | 3,328      |   |   |   | 3,282 |   |
| Loan ID 89  |   | 5/28/2016 |   |          | 21.24  | %      |         |   | 1,103  |   |   |   | 1,103      |   |   |   | 1,075 |   |
| Loan ID 90  |   | 5/28/2018 |   |          | 16.99  | %      |         |   | 7,694  |   |   |   | 7,694      |   |   |   | 7,652 |   |
| Loan ID 91  |   | 5/28/2018 |   |          | 9.99   | %      |         |   | 12,873 |   |   |   | 12,873     |   |   |   | 12,889 |   |
| Loan ID 92  |   | 5/28/2016 |   |          | 18.99  | %      |         |   | 4,617  |   |   |   | 4,617      |   |   |   | 4,499 |   |
| Loan ID 93  |   | 5/28/2016 |   |          | 27.86  | %      |         |   | 2,303  |   |   |   | 2,303      |   |   |   | 2,219 |   |
| Loan ID 94  |   | 5/28/2016 |   |          | 27.86  | %      |         |   | 2,303  |   |   |   | 2,303      |   |   |   | 2,219 |   |
| Loan ID 96  |   | 5/28/2018 |   |          | 16.49  | %      |         |   | 11,507 |   |   |   | 11,507     |   |   |   | 11,444 |   |
| Loan ID 97  |   | 5/28/2016 |   |          | 15.99  | %      |         |   | 5,321  |   |   |   | 5,321      |   |   |   | 5,226 |   |
| Loan ID 98  |   | 5/28/2018 |   |          | 19.84  | %      |         |   | 1,565  |   |   |   | 1,565      |   |   |   | 1,548 |   |
| Loan ID 99  |   | 5/28/2016 |   |          | 13.59  | %      |         |   | 7,848  |   |   |   | 7,848      |   |   |   | 7,707 |   |
| Loan ID 100 |   | 5/28/2018 |   |          | 18.19  | %      |         |   | 11,625 |   |   |   | 11,625     |   |   |   | 11,561 |   |
| Loan ID 101 |   | 5/28/2016 |   |          | 12.99  | %      |         |   | 4,689  |   |   |   | 4,689      |   |   |   | 4,632 |   |
| Loan ID 102 |   | 5/28/2016 |   |          | 23.46  | %      |         |   | 8,433  |   |   |   | 8,433      |   |   |   | 8,130 |   |
| Loan ID 103 |   | 5/28/2018 |   |          | 19.84  | %      |         |   | 7,825  |   |   |   | 7,825      |   |   |   | 7,738 |   |
| Loan ID 104 |   | 5/28/2018 |   |          | 21.79  | %      |         |   | 15,031 |   |   |   | 15,031     |   |   |   | 14,865 |   |
| Loan ID 105 |   | 5/28/2016 |   |          | 14.14  | %      |         |   | 3,677  |   |   |   | 3,677      |   |   |   | 3,611 |   |
| Loan ID 106 |   | 5/28/2018 |   |          | 19.84  | %      |         |   | 11,737 |   |   |   | 11,737     |   |   |   | 11,607 |   |
| Loan ID 107 |   | 5/28/2018 |   |          | 19.14  | %      |         |   | 8,183  |   |   |   | 8,183      |   |   |   | 8,092 |   |
| Loan ID 108 |   | 5/28/2018 |   |          | 23.59  | %      |         |   | 7,190  |   |   |   | 7,190      |   |   |   | 7,069 |   |
| Loan ID 109 |   | 5/28/2016 |   |          | 9.24   | %      |         |   | 2,281  |   |   |   | 2,281      |   |   |   | 2,254 |   |
| Loan ID 110 |   | 5/28/2018 |   |          | 19.84  | %      |         |   | 15,649 |   |   |   | 15,649     |   |   |   | 15,476 |   |
| Loan ID 111 |   | 5/28/2016 |   |          | 24.19  | %      |         |   | 6,166  |   |   |   | 6,166      |   |   |   | 5,945 |   |
| Loan ID 112 |   | 5/29/2018 |   |          | 19.84  | %      |         |   | 11,758 |   |   |   | 11,758     |   |   |   | 11,628 |   |
| Loan ID 114 |   | 5/29/2018 |   |          | 29.16  | %      |         |   | 3,287  |   |   |   | 3,287      |   |   |   | 3,242 |   |
| Loan ID 115 |   | 5/29/2016 |   |          | 9.74   | %      |         |   | 1,741  |   |   |   | 1,741      |   |   |   | 1,720 |   |
| Loan ID 116 |   | 5/29/2018 |   |          | 20.99  | %      |         |   | 7,876  |   |   |   | 7,876      |   |   |   | 7,789 |   |
| Loan ID 117 |   | 5/29/2018 |   |          | 9.99   | %      |         |   | 12,873 |   |   |   | 12,873     |   |   |   | 12,889 |   |
| Loan ID 118 |   | 5/29/2016 |   |          | 10.89  | %      |         |   | 10,262 |   |   |   | 10,262     |   |   |   | 10,139 |   |
| Loan ID 119 |   | 5/29/2018 |   |          | 23.59  | %      |         |   | 7,989  |   |   |   | 7,989      |   |   |   | 7,854 |   |
| Loan ID 120 |   | 5/29/2018 |   |          | 9.99   | %      |         |   | 11,034 |   |   |   | 11,034     |   |   |   | 11,048 |   |
| Loan ID 121 |   | 5/29/2018 |   |          | 14.74  | %      |         |   | 9,865  |   |   |   | 9,865      |   |   |   | 9,811 |   |
| Loan ID 123 |   | 5/29/2018 |   |          | 12.19  | %      |         |   | 7,465  |   |   |   | 7,465      |   |   |   | 7,474 |   |
| Loan ID 124 |   | 5/29/2016 |   |          | 13.59  | %      |         |   | 6,278  |   |   |   | 6,278      |   |   |   | 6,166 |   |
| Loan ID 125 |   | 5/29/2018 |   |          | 12.19  | %      |         |   | 11,215 |   |   |   | 11,215     |   |   |   | 11,229 |   |
| Loan ID 126 |   | 5/29/2016 |   |          | 21.99  | %      |         |   | 1,940  |   |   |   | 1,940      |   |   |   | 1,871 |   |
| Loan ID 127 |   | 5/29/2016 |   |          | 16.79  | %      |         |   | 1,070  |   |   |   | 1,070      |   |   |   | 1,051 |   |
| Loan ID 128 |   | 5/29/2018 |   |          | 15.19  | %      |         |   | 1,903  |   |   |   | 1,903      |   |   |   | 1,892 |   |
| Loan ID 129 |   | 5/29/2018 |   |          | 16.49  | %      |         |   | 4,986  |   |   |   | 4,986      |   |   |   | 4,959 |   |

 

|   |
|--------|

|   |
|--------|

 

| Loan ID     |   | Maturity  |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|-------------|--------|-----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 130 |   | 5/29/2016 |   |          | 24.92  | %      |         |   | 2,260  |   |   |   | 2,260      |   |   |   | 2,179 |   |
| Loan ID 131 |   | 5/29/2018 |   |          | 11.69  | %      |         |   | 5,208  |   |   |   | 5,208      |   |   |   | 5,215 |   |
| Loan ID 133 |   | 5/29/2016 |   |          | 27.86  | %      |         |   | 2,302  |   |   |   | 2,302      |   |   |   | 2,219 |   |
| Loan ID 134 |   | 5/29/2018 |   |          | 17.69  | %      |         |   | 15,453 |   |   |   | 15,453     |   |   |   | 15,369 |   |
| Loan ID 135 |   | 5/29/2016 |   |          | 10.89  | %      |         |   | 1,539  |   |   |   | 1,539      |   |   |   | 1,521 |   |
| Loan ID 136 |   | 5/29/2018 |   |          | 26.72  | %      |         |   | 12,535 |   |   |   | 12,535     |   |   |   | 12,323 |   |
| Loan ID 137 |   | 5/29/2016 |   |          | 26.39  | %      |         |   | 1,996  |   |   |   | 1,996      |   |   |   | 1,923 |   |
| Loan ID 139 |   | 5/29/2018 |   |          | 17.69  | %      |         |   | 16,226 |   |   |   | 16,226     |   |   |   | 16,137 |   |
| Loan ID 140 |   | 5/29/2018 |   |          | 25.06  | %      |         |   | 3,366  |   |   |   | 3,366      |   |   |   | 3,309 |   |
| Loan ID 141 |   | 5/29/2018 |   |          | 9.99   | %      |         |   | 11,034 |   |   |   | 11,034     |   |   |   | 11,048 |   |
| Loan ID 142 |   | 5/29/2016 |   |          | 10.34  | %      |         |   | 4,867  |   |   |   | 4,867      |   |   |   | 4,808 |   |
| Loan ID 143 |   | 5/29/2016 |   |          | 25.66  | %      |         |   | 2,270  |   |   |   | 2,270      |   |   |   | 2,189 |   |
| Loan ID 144 |   | 5/29/2018 |   |          | 21.39  | %      |         |   | 7,104  |   |   |   | 7,104      |   |   |   | 7,025 |   |
| Loan ID 145 |   | 5/29/2018 |   |          | 25.06  | %      |         |   | 8,051  |   |   |   | 8,051      |   |   |   | 7,915 |   |
| Loan ID 146 |   | 5/29/2016 |   |          | 28.59  | %      |         |   | 2,238  |   |   |   | 2,238      |   |   |   | 2,157 |   |
| Loan ID 147 |   | 5/29/2018 |   |          | 19.14  | %      |         |   | 5,066  |   |   |   | 5,066      |   |   |   | 5,010 |   |
| Loan ID 148 |   | 5/30/2018 |   |          | 13.34  | %      |         |   | 3,008  |   |   |   | 3,008      |   |   |   | 3,012 |   |
| Loan ID 149 |   | 5/30/2016 |   |          | 16.79  | %      |         |   | 2,140  |   |   |   | 2,140      |   |   |   | 2,102 |   |
| Loan ID 150 |   | 5/30/2018 |   |          | 17.69  | %      |         |   | 10,044 |   |   |   | 10,044     |   |   |   | 9,989 |   |
| Loan ID 151 |   | 5/30/2018 |   |          | 29.16  | %      |         |   | 3,287  |   |   |   | 3,287      |   |   |   | 3,242 |   |
| Loan ID 152 |   | 5/30/2016 |   |          | 28.59  | %      |         |   | 2,313  |   |   |   | 2,313      |   |   |   | 2,229 |   |
| Loan ID 153 |   | 5/30/2016 |   |          | 21.59  | %      |         |   | 5,527  |   |   |   | 5,527      |   |   |   | 5,385 |   |
| Loan ID 155 |   | 5/30/2016 |   |          | 16.39  | %      |         |   | 1,494  |   |   |   | 1,494      |   |   |   | 1,467 |   |
| Loan ID 156 |   | 5/30/2016 |   |          | 21.99  | %      |         |   | 2,217  |   |   |   | 2,217      |   |   |   | 2,137 |   |
| Loan ID 157 |   | 5/30/2016 |   |          | 20.99  | %      |         |   | 2,643  |   |   |   | 2,643      |   |   |   | 2,575 |   |
| Loan ID 158 |   | 5/30/2018 |   |          | 16.99  | %      |         |   | 3,078  |   |   |   | 3,078      |   |   |   | 3,061 |   |
| Loan ID 159 |   | 5/30/2018 |   |          | 16.99  | %      |         |   | 11,157 |   |   |   | 11,157     |   |   |   | 11,096 |   |
| Loan ID 160 |   | 5/30/2018 |   |          | 29.69  | %      |         |   | 1,648  |   |   |   | 1,648      |   |   |   | 1,625 |   |
| Loan ID 161 |   | 5/30/2016 |   |          | 21.24  | %      |         |   | 8,272  |   |   |   | 8,272      |   |   |   | 8,059 |   |
| Loan ID 163 |   | 5/30/2016 |   |          | 31.34  | %      |         |   | 1,883  |   |   |   | 1,883      |   |   |   | 1,787 |   |
| Loan ID 165 |   | 5/30/2016 |   |          | 28.59  | %      |         |   | 2,313  |   |   |   | 2,313      |   |   |   | 2,229 |   |
| Loan ID 167 |   | 5/30/2018 |   |          | 16.49  | %      |         |   | 11,506 |   |   |   | 11,506     |   |   |   | 11,443 |   |
| Loan ID 168 |   | 5/30/2018 |   |          | 12.69  | %      |         |   | 14,979 |   |   |   | 14,979     |   |   |   | 14,998 |   |
| Loan ID 169 |   | 5/30/2016 |   |          | 30.06  | %      |         |   | 1,003  |   |   |   | 1,003      |   |   |   | 967 |   |
| Loan ID 170 |   | 5/30/2018 |   |          | 13.34  | %      |         |   | 7,521  |   |   |   | 7,521      |   |   |   | 7,530 |   |
| Loan ID 171 |   | 5/30/2018 |   |          | 24.32  | %      |         |   | 8,020  |   |   |   | 8,020      |   |   |   | 7,884 |   |
| Loan ID 172 |   | 5/30/2016 |   |          | 13.59  | %      |         |   | 5,232  |   |   |   | 5,232      |   |   |   | 5,138 |   |
| Loan ID 173 |   | 5/30/2016 |   |          | 19.39  | %      |         |   | 8,170  |   |   |   | 8,170      |   |   |   | 7,960 |   |
| Loan ID 174 |   | 5/30/2016 |   |          | 13.59  | %      |         |   | 2,093  |   |   |   | 2,093      |   |   |   | 2,055 |   |
| Loan ID 178 |   | 5/30/2016 |   |          | 30.06  | %      |         |   | 2,334  |   |   |   | 2,334      |   |   |   | 2,249 |   |
| Loan ID 179 |   | 5/30/2016 |   |          | 31.34  | %      |         |   | 2,352  |   |   |   | 2,352      |   |   |   | 2,232 |   |
| Loan ID 180 |   | 5/31/2016 |   |          | 18.99  | %      |         |   | 8,557  |   |   |   | 8,557      |   |   |   | 8,337 |   |
| Loan ID 181 |   | 5/31/2016 |   |          | 25.66  | %      |         |   | 2,378  |   |   |   | 2,378      |   |   |   | 2,293 |   |
| Loan ID 183 |   | 5/31/2018 |   |          | 13.34  | %      |         |   | 15,325 |   |   |   | 15,325     |   |   |   | 15,344 |   |
| Loan ID 184 |   | 5/31/2016 |   |          | 25.66  | %      |         |   | 121    |   |   |   | 121        |   |   |   | 117 |   |
| Loan ID 185 |   | 5/31/2018 |   |          | 17.69  | %      |         |   | 11,789 |   |   |   | 11,789     |   |   |   | 11,725 |   |
| Loan ID 186 |   | 5/31/2018 |   |          | 22.59  | %      |         |   | 12,101 |   |   |   | 12,101     |   |   |   | 11,967 |   |
| Loan ID 187 |   | 5/31/2018 |   |          | 21.79  | %      |         |   | 8,269  |   |   |   | 8,269      |   |   |   | 8,178 |   |
| Loan ID 188 |   | 5/31/2018 |   |          | 21.79  | %      |         |   | 4,018  |   |   |   | 4,018      |   |   |   | 3,973 |   |
| Loan ID 189 |   | 5/31/2018 |   |          | 9.99   | %      |         |   | 11,256 |   |   |   | 11,256     |   |   |   | 11,270 |   |
| Loan ID 190 |   | 5/31/2018 |   |          | 11.69  | %      |         |   | 18,963 |   |   |   | 18,963     |   |   |   | 18,987 |   |
| Loan ID 191 |   | 5/31/2018 |   |          | 10.99  | %      |         |   | 18,880 |   |   |   | 18,880     |   |   |   | 18,904 |   |
| Loan ID 192 |   | 5/31/2016 |   |          | 21.24  | %      |         |   | 5,786  |   |   |   | 5,786      |   |   |   | 5,637 |   |
| Loan ID 193 |   | 6/3/2016  |   |          | 19.39  | %      |         |   | 11,438 |   |   |   | 11,438     |   |   |   | 11,144 |   |
| Loan ID 194 |   | 6/3/2018  |   |          | 21.39  | %      |         |   | 6,415  |   |   |   | 6,415      |   |   |   | 6,344 |   |
| Loan ID 195 |   | 6/3/2016  |   |          | 10.34  | %      |         |   | 8,080  |   |   |   | 8,080      |   |   |   | 7,983 |   |

 

|   |
|--------|

|   |
|--------|

 

| Loan ID     |   | Maturity |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|-------------|--------|----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 196 |   | 6/3/2018 |   |          | 16.49  | %      |         |   | 8,587  |   |   |   | 8,587      |   |   |   | 8,540 |   |
| Loan ID 198 |   | 6/3/2018 |   |          | 15.19  | %      |         |   | 8,910  |   |   |   | 8,910      |   |   |   | 8,861 |   |
| Loan ID 199 |   | 6/3/2016 |   |          | 21.59  | %      |         |   | 7,538  |   |   |   | 7,538      |   |   |   | 7,344 |   |
| Loan ID 200 |   | 6/3/2016 |   |          | 20.49  | %      |         |   | 18     |   |   |   | 18         |   |   |   | 18 |   |
| Loan ID 202 |   | 6/3/2016 |   |          | 24.92  | %      |         |   | 2,663  |   |   |   | 2,663      |   |   |   | 2,568 |   |
| Loan ID 203 |   | 6/3/2016 |   |          | 21.59  | %      |         |   | 2,899  |   |   |   | 2,899      |   |   |   | 2,825 |   |
| Loan ID 204 |   | 6/3/2016 |   |          | 17.74  | %      |         |   | 5,659  |   |   |   | 5,659      |   |   |   | 5,513 |   |
| Loan ID 205 |   | 6/3/2016 |   |          | 12.99  | %      |         |   | 4,114  |   |   |   | 4,114      |   |   |   | 4,064 |   |
| Loan ID 206 |   | 6/3/2018 |   |          | 15.19  | %      |         |   | 7,748  |   |   |   | 7,748      |   |   |   | 7,705 |   |
| Loan ID 207 |   | 6/3/2018 |   |          | 12.19  | %      |         |   | 7,609  |   |   |   | 7,609      |   |   |   | 7,618 |   |
| Loan ID 208 |   | 6/3/2016 |   |          | 17.34  | %      |         |   | 2,822  |   |   |   | 2,822      |   |   |   | 2,750 |   |
| Loan ID 210 |   | 6/3/2018 |   |          | 10.49  | %      |         |   | 9,787  |   |   |   | 9,787      |   |   |   | 9,799 |   |
| Loan ID 211 |   | 6/3/2016 |   |          | 27.86  | %      |         |   | 2,409  |   |   |   | 2,409      |   |   |   | 2,322 |   |
| Loan ID 212 |   | 6/3/2016 |   |          | 16.39  | %      |         |   | 3,366  |   |   |   | 3,366      |   |   |   | 3,305 |   |
| Loan ID 213 |   | 6/3/2016 |   |          | 23.46  | %      |         |   | 1,467  |   |   |   | 1,467      |   |   |   | 1,414 |   |
| Loan ID 215 |   | 6/3/2016 |   |          | 31.34  | %      |         |   | 2,458  |   |   |   | 2,458      |   |   |   | 2,333 |   |
| Loan ID 216 |   | 6/3/2018 |   |          | 14.19  | %      |         |   | 12,323 |   |   |   | 12,323     |   |   |   | 12,256 |   |
| Loan ID 217 |   | 6/3/2018 |   |          | 16.49  | %      |         |   | 11,709 |   |   |   | 11,709     |   |   |   | 11,645 |   |
| Loan ID 218 |   | 6/3/2018 |   |          | 11.69  | %      |         |   | 7,585  |   |   |   | 7,585      |   |   |   | 7,595 |   |
| Loan ID 219 |   | 6/3/2018 |   |          | 29.16  | %      |         |   | 3,331  |   |   |   | 3,331      |   |   |   | 3,285 |   |
| Loan ID 220 |   | 6/3/2018 |   |          | 18.19  | %      |         |   | 7,881  |   |   |   | 7,881      |   |   |   | 7,838 |   |
| Loan ID 221 |   | 6/3/2018 |   |          | 18.19  | %      |         |   | 15,763 |   |   |   | 15,763     |   |   |   | 15,677 |   |
| Loan ID 222 |   | 6/3/2016 |   |          | 31.34  | %      |         |   | 2,458  |   |   |   | 2,458      |   |   |   | 2,333 |   |
| Loan ID 223 |   | 6/3/2016 |   |          | 11.53  | %      |         |   | 1,630  |   |   |   | 1,630      |   |   |   | 1,610 |   |
| Loan ID 224 |   | 6/3/2018 |   |          | 16.99  | %      |         |   | 11,743 |   |   |   | 11,743     |   |   |   | 11,679 |   |
| Loan ID 225 |   | 6/3/2016 |   |          | 29.32  | %      |         |   | 1,822  |   |   |   | 1,822      |   |   |   | 1,756 |   |
| Loan ID 226 |   | 6/3/2018 |   |          | 21.39  | %      |         |   | 20,047 |   |   |   | 20,047     |   |   |   | 19,825 |   |
| Loan ID 227 |   | 6/3/2018 |   |          | 15.79  | %      |         |   | 7,775  |   |   |   | 7,775      |   |   |   | 7,732 |   |
| Loan ID 228 |   | 6/3/2018 |   |          | 29.69  | %      |         |   | 3,339  |   |   |   | 3,339      |   |   |   | 3,293 |   |
| Loan ID 229 |   | 6/3/2016 |   |          | 10.34  | %      |         |   | 5,387  |   |   |   | 5,387      |   |   |   | 5,322 |   |
| Loan ID 230 |   | 6/3/2018 |   |          | 12.19  | %      |         |   | 19,040 |   |   |   | 19,040     |   |   |   | 19,064 |   |
| Loan ID 231 |   | 6/3/2016 |   |          | 14.59  | %      |         |   | 5,544  |   |   |   | 5,544      |   |   |   | 5,444 |   |
| Loan ID 232 |   | 6/3/2016 |   |          | 20.49  | %      |         |   | 3,048  |   |   |   | 3,048      |   |   |   | 2,970 |   |
| Loan ID 233 |   | 6/3/2018 |   |          | 23.59  | %      |         |   | 6,893  |   |   |   | 6,893      |   |   |   | 6,777 |   |
| Loan ID 234 |   | 6/3/2018 |   |          | 18.19  | %      |         |   | 7,881  |   |   |   | 7,881      |   |   |   | 7,838 |   |
| Loan ID 235 |   | 6/4/2018 |   |          | 21.79  | %      |         |   | 5,488  |   |   |   | 5,488      |   |   |   | 5,428 |   |
| Loan ID 236 |   | 6/4/2016 |   |          | 29.32  | %      |         |   | 1,519  |   |   |   | 1,519      |   |   |   | 1,463 |   |
| Loan ID 238 |   | 6/4/2016 |   |          | 31.34  | %      |         |   | 2,458  |   |   |   | 2,458      |   |   |   | 2,333 |   |
| N/A         |   | 6/4/2016 |   |          | 27.86  | %      |         |   | 2,543  |   |   |   | 2,543      |   |   |   | 2,450 |   |
| Loan ID 239 |   | 6/4/2016 |   |          | 29.32  | %      |         |   | 2,430  |   |   |   | 2,430      |   |   |   | 2,341 |   |
| Loan ID 241 |   | 6/4/2016 |   |          | 21.24  | %      |         |   | 6,083  |   |   |   | 6,083      |   |   |   | 5,926 |   |
| Loan ID 242 |   | 6/4/2018 |   |          | 12.19  | %      |         |   | 6,087  |   |   |   | 6,087      |   |   |   | 6,095 |   |
| Loan ID 243 |   | 6/4/2018 |   |          | 21.79  | %      |         |   | 3,231  |   |   |   | 3,231      |   |   |   | 3,195 |   |
| Loan ID 244 |   | 6/4/2016 |   |          | 15.59  | %      |         |   | 9,487  |   |   |   | 9,487      |   |   |   | 9,317 |   |
| Loan ID 245 |   | 6/4/2018 |   |          | 21.79  | %      |         |   | 3,923  |   |   |   | 3,923      |   |   |   | 3,880 |   |
| Loan ID 246 |   | 6/4/2018 |   |          | 16.49  | %      |         |   | 5,497  |   |   |   | 5,497      |   |   |   | 5,467 |   |
| Loan ID 247 |   | 6/4/2018 |   |          | 19.14  | %      |         |   | 7,923  |   |   |   | 7,923      |   |   |   | 7,835 |   |
| Loan ID 248 |   | 6/4/2018 |   |          | 14.74  | %      |         |   | 19,318 |   |   |   | 19,318     |   |   |   | 19,212 |   |
| Loan ID 249 |   | 6/4/2018 |   |          | 14.74  | %      |         |   | 5,023  |   |   |   | 5,023      |   |   |   | 4,995 |   |
| Loan ID 250 |   | 6/4/2016 |   |          | 24.19  | %      |         |   | 2,357  |   |   |   | 2,357      |   |   |   | 2,272 |   |
| Loan ID 254 |   | 6/5/2016 |   |          | 16.39  | %      |         |   | 5,610  |   |   |   | 5,610      |   |   |   | 5,509 |   |
| Loan ID 255 |   | 6/5/2016 |   |          | 16.39  | %      |         |   | 7,854  |   |   |   | 7,854      |   |   |   | 7,713 |   |
| Loan ID 256 |   | 6/5/2018 |   |          | 20.59  | %      |         |   | 7,985  |   |   |   | 7,985      |   |   |   | 7,897 |   |
| Loan ID 257 |   | 6/5/2018 |   |          | 18.19  | %      |         |   | 5,517  |   |   |   | 5,517      |   |   |   | 5,487 |   |
| Loan ID 258 |   | 6/5/2016 |   |          | 31.34  | %      |         |   | 2,151  |   |   |   | 2,151      |   |   |   | 2,041 |   |

 

|   |
|--------|

|   |
|--------|

 

| Loan ID     |   | Maturity  |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|-------------|--------|-----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 260 |   | 6/5/2018  |   |          | 26.72  | %      |         |   | 3,294  |   |   |   | 3,294      |   |   |   | 3,238 |   |
| Loan ID 261 |   | 6/5/2018  |   |          | 18.19  | %      |         |   | 15,763 |   |   |   | 15,763     |   |   |   | 15,677 |   |
| Loan ID 262 |   | 6/5/2016  |   |          | 19.79  | %      |         |   | 4,013  |   |   |   | 4,013      |   |   |   | 3,910 |   |
| Loan ID 263 |   | 6/5/2018  |   |          | 26.72  | %      |         |   | 5,764  |   |   |   | 5,764      |   |   |   | 5,666 |   |
| Loan ID 264 |   | 6/5/2018  |   |          | 15.19  | %      |         |   | 6,198  |   |   |   | 6,198      |   |   |   | 6,164 |   |
| Loan ID 265 |   | 6/5/2018  |   |          | 14.19  | %      |         |   | 7,702  |   |   |   | 7,702      |   |   |   | 7,660 |   |
| Loan ID 267 |   | 6/5/2018  |   |          | 13.34  | %      |         |   | 11,494 |   |   |   | 11,494     |   |   |   | 11,508 |   |
| Loan ID 268 |   | 6/5/2018  |   |          | 15.19  | %      |         |   | 5,423  |   |   |   | 5,423      |   |   |   | 5,394 |   |
| Loan ID 269 |   | 6/5/2018  |   |          | 20.99  | %      |         |   | 3,201  |   |   |   | 3,201      |   |   |   | 3,165 |   |
| Loan ID 270 |   | 6/5/2018  |   |          | 10.99  | %      |         |   | 6,816  |   |   |   | 6,816      |   |   |   | 6,824 |   |
| Loan ID 271 |   | 6/5/2016  |   |          | 16.39  | %      |         |   | 5,610  |   |   |   | 5,610      |   |   |   | 5,509 |   |
| Loan ID 272 |   | 6/5/2018  |   |          | 16.99  | %      |         |   | 27,400 |   |   |   | 27,400     |   |   |   | 27,250 |   |
| Loan ID 273 |   | 6/6/2016  |   |          | 12.99  | %      |         |   | 2,194  |   |   |   | 2,194      |   |   |   | 2,167 |   |
| Loan ID 275 |   | 6/6/2016  |   |          | 27.86  | %      |         |   | 2,409  |   |   |   | 2,409      |   |   |   | 2,322 |   |
| Loan ID 277 |   | 6/6/2018  |   |          | 19.84  | %      |         |   | 4,531  |   |   |   | 4,531      |   |   |   | 4,481 |   |
| Loan ID 278 |   | 6/6/2018  |   |          | 16.49  | %      |         |   | 11,709 |   |   |   | 11,709     |   |   |   | 11,645 |   |
| Loan ID 279 |   | 6/6/2016  |   |          | 26.39  | %      |         |   | 2,407  |   |   |   | 2,407      |   |   |   | 2,320 |   |
| Loan ID 280 |   | 6/6/2016  |   |          | 15.09  | %      |         |   | 17,242 |   |   |   | 17,242     |   |   |   | 16,933 |   |
| Loan ID 281 |   | 6/7/2018  |   |          | 18.19  | %      |         |   | 19,704 |   |   |   | 19,704     |   |   |   | 19,596 |   |
| Loan ID 282 |   | 6/7/2018  |   |          | 19.14  | %      |         |   | 2,956  |   |   |   | 2,956      |   |   |   | 2,924 |   |
| Loan ID 283 |   | 6/7/2016  |   |          | 10.34  | %      |         |   | 2,562  |   |   |   | 2,562      |   |   |   | 2,531 |   |
| Loan ID 285 |   | 6/7/2016  |   |          | 18.24  | %      |         |   | 6,813  |   |   |   | 6,813      |   |   |   | 6,637 |   |
| Loan ID 287 |   | 6/7/2016  |   |          | 16.79  | %      |         |   | 4,671  |   |   |   | 4,671      |   |   |   | 4,587 |   |
| Loan ID 288 |   | 6/7/2016  |   |          | 25.66  | %      |         |   | 5,944  |   |   |   | 5,944      |   |   |   | 5,731 |   |
| Loan ID 290 |   | 6/7/2016  |   |          | 25.66  | %      |         |   | 1,664  |   |   |   | 1,664      |   |   |   | 1,605 |   |
| Loan ID 291 |   | 6/7/2018  |   |          | 13.34  | %      |         |   | 7,663  |   |   |   | 7,663      |   |   |   | 7,672 |   |
| Loan ID 292 |   | 6/7/2018  |   |          | 17.69  | %      |         |   | 9,645  |   |   |   | 9,645      |   |   |   | 9,593 |   |
| Loan ID 293 |   | 6/7/2018  |   |          | 24.32  | %      |         |   | 12,209 |   |   |   | 12,209     |   |   |   | 12,002 |   |
| Loan ID 294 |   | 6/7/2016  |   |          | 21.99  | %      |         |   | 2,325  |   |   |   | 2,325      |   |   |   | 2,242 |   |
| Loan ID 295 |   | 6/7/2018  |   |          | 15.19  | %      |         |   | 11,621 |   |   |   | 11,621     |   |   |   | 11,558 |   |
| Loan ID 296 |   | 6/7/2018  |   |          | 15.79  | %      |         |   | 11,820 |   |   |   | 11,820     |   |   |   | 11,755 |   |
| Loan ID 297 |   | 6/10/2016 |   |          | 23.46  | %      |         |   | 2,346  |   |   |   | 2,346      |   |   |   | 2,262 |   |
| Loan ID 299 |   | 6/10/2016 |   |          | 11.53  | %      |         |   | 5,431  |   |   |   | 5,431      |   |   |   | 5,365 |   |
| Loan ID 300 |   | 6/10/2016 |   |          | 27.12  | %      |         |   | 2,713  |   |   |   | 2,713      |   |   |   | 2,614 |   |
| Loan ID 301 |   | 6/10/2016 |   |          | 22.72  | %      |         |   | 5,255  |   |   |   | 5,255      |   |   |   | 5,067 |   |
| Loan ID 302 |   | 6/10/2018 |   |          | 16.99  | %      |         |   | 7,829  |   |   |   | 7,829      |   |   |   | 7,786 |   |
| Loan ID 303 |   | 6/10/2016 |   |          | 24.92  | %      |         |   | 1,184  |   |   |   | 1,184      |   |   |   | 1,141 |   |
| Loan ID 305 |   | 6/10/2018 |   |          | 14.19  | %      |         |   | 8,857  |   |   |   | 8,857      |   |   |   | 8,809 |   |
| Loan ID 306 |   | 6/10/2018 |   |          | 15.79  | %      |         |   | 7,043  |   |   |   | 7,043      |   |   |   | 7,004 |   |
| Loan ID 308 |   | 6/11/2016 |   |          | 23.46  | %      |         |   | 5,866  |   |   |   | 5,866      |   |   |   | 5,656 |   |
| Loan ID 309 |   | 6/11/2018 |   |          | 15.19  | %      |         |   | 1,937  |   |   |   | 1,937      |   |   |   | 1,926 |   |
| Loan ID 310 |   | 6/11/2018 |   |          | 15.79  | %      |         |   | 11,662 |   |   |   | 11,662     |   |   |   | 11,598 |   |
| Loan ID 311 |   | 6/11/2018 |   |          | 25.79  | %      |         |   | 3,279  |   |   |   | 3,279      |   |   |   | 3,224 |   |
| Loan ID 313 |   | 6/11/2018 |   |          | 27.36  | %      |         |   | 8,259  |   |   |   | 8,259      |   |   |   | 8,119 |   |
| Loan ID 314 |   | 6/11/2016 |   |          | 18.64  | %      |         |   | 8,538  |   |   |   | 8,538      |   |   |   | 8,318 |   |
| Loan ID 315 |   | 6/11/2018 |   |          | 14.74  | %      |         |   | 11,591 |   |   |   | 11,591     |   |   |   | 11,527 |   |
| Loan ID 316 |   | 6/11/2018 |   |          | 14.74  | %      |         |   | 3,091  |   |   |   | 3,091      |   |   |   | 3,074 |   |
| Loan ID 318 |   | 6/11/2016 |   |          | 18.24  | %      |         |   | 5,677  |   |   |   | 5,677      |   |   |   | 5,531 |   |
| Loan ID 319 |   | 6/11/2016 |   |          | 29.32  | %      |         |   | 2,430  |   |   |   | 2,430      |   |   |   | 2,341 |   |
| Loan ID 320 |   | 6/11/2018 |   |          | 27.36  | %      |         |   | 12,389 |   |   |   | 12,389     |   |   |   | 12,179 |   |
| Loan ID 321 |   | 6/11/2016 |   |          | 10.34  | %      |         |   | 5,387  |   |   |   | 5,387      |   |   |   | 5,322 |   |
| Loan ID 323 |   | 6/12/2016 |   |          | 17.34  | %      |         |   | 4,798  |   |   |   | 4,798      |   |   |   | 4,674 |   |
| Loan ID 324 |   | 6/12/2018 |   |          | 12.69  | %      |         |   | 15,265 |   |   |   | 15,265     |   |   |   | 15,284 |   |
| Loan ID 325 |   | 6/12/2016 |   |          | 14.59  | %      |         |   | 2,772  |   |   |   | 2,772      |   |   |   | 2,722 |   |
| Loan ID 326 |   | 6/13/2018 |   |          | 29.16  | %      |         |   | 3,331  |   |   |   | 3,331      |   |   |   | 3,285 |   |
| Loan ID 327 |   | 6/13/2018 |   |          | 19.84  | %      |         |   | 7,446  |   |   |   | 7,446      |   |   |   | 7,364 |   |
| Loan ID 328 |   | 6/13/2018 |   |          | 9.49   | %      |         |   | 14,960 |   |   |   | 14,960     |   |   |   | 14,979 |   |

 

|   |
|--------|

|   |
|--------|

 

| Loan ID     |   | Maturity  |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|-------------|--------|-----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 329 |   | 6/13/2018 |   |          | 16.99  | %      |         |   | 17,144 |   |   |   | 17,144     |   |   |   | 17,051 |   |
| Loan ID 330 |   | 6/13/2018 |   |          | 12.19  | %      |         |   | 11,413 |   |   |   | 11,413     |   |   |   | 11,428 |   |
| Loan ID 331 |   | 6/14/2018 |   |          | 21.79  | %      |         |   | 5,625  |   |   |   | 5,625      |   |   |   | 5,563 |   |
| Loan ID 332 |   | 6/14/2016 |   |          | 19.79  | %      |         |   | 2,007  |   |   |   | 2,007      |   |   |   | 1,955 |   |
| Loan ID 333 |   | 6/14/2018 |   |          | 28.62  | %      |         |   | 1,997  |   |   |   | 1,997      |   |   |   | 1,969 |   |
| Loan ID 334 |   | 6/14/2018 |   |          | 25.79  | %      |         |   | 3,279  |   |   |   | 3,279      |   |   |   | 3,224 |   |
| Loan ID 336 |   | 6/14/2018 |   |          | 14.74  | %      |         |   | 27,045 |   |   |   | 27,045     |   |   |   | 26,897 |   |
| Loan ID 337 |   | 6/17/2016 |   |          | 25.66  | %      |         |   | 5,945  |   |   |   | 5,945      |   |   |   | 5,732 |   |
| Loan ID 339 |   | 6/17/2016 |   |          | 27.86  | %      |         |   | 2,517  |   |   |   | 2,517      |   |   |   | 2,425 |   |
| Loan ID 340 |   | 6/17/2018 |   |          | 9.49   | %      |         |   | 5,152  |   |   |   | 5,152      |   |   |   | 5,158 |   |
| Loan ID 341 |   | 6/17/2016 |   |          | 20.99  | %      |         |   | 5,777  |   |   |   | 5,777      |   |   |   | 5,628 |   |
| Loan ID 342 |   | 6/17/2016 |   |          | 28.59  | %      |         |   | 1,341  |   |   |   | 1,341      |   |   |   | 1,292 |   |
| Loan ID 343 |   | 6/18/2018 |   |          | 12.69  | %      |         |   | 19,844 |   |   |   | 19,844     |   |   |   | 19,869 |   |
| Loan ID 344 |   | 6/18/2016 |   |          | 16.39  | %      |         |   | 2,244  |   |   |   | 2,244      |   |   |   | 2,204 |   |
| Loan ID 345 |   | 6/18/2018 |   |          | 26.72  | %      |         |   | 3,451  |   |   |   | 3,451      |   |   |   | 3,393 |   |
| Loan ID 346 |   | 6/18/2016 |   |          | 21.59  | %      |         |   | 8,701  |   |   |   | 8,701      |   |   |   | 8,477 |   |
| Loan ID 347 |   | 6/18/2018 |   |          | 30.32  | %      |         |   | 3,390  |   |   |   | 3,390      |   |   |   | 3,343 |   |
| Loan ID 349 |   | 6/18/2016 |   |          | 31.34  | %      |         |   | 1,229  |   |   |   | 1,229      |   |   |   | 1,166 |   |
| Loan ID 350 |   | 6/18/2018 |   |          | 20.59  | %      |         |   | 7,985  |   |   |   | 7,985      |   |   |   | 7,897 |   |
| Loan ID 351 |   | 6/18/2018 |   |          | 19.84  | %      |         |   | 14,252 |   |   |   | 14,252     |   |   |   | 14,095 |   |
| Loan ID 352 |   | 6/19/2018 |   |          | 21.39  | %      |         |   | 8,019  |   |   |   | 8,019      |   |   |   | 7,930 |   |
| Loan ID 353 |   | 6/19/2018 |   |          | 18.19  | %      |         |   | 7,881  |   |   |   | 7,881      |   |   |   | 7,838 |   |
| Loan ID 354 |   | 6/19/2016 |   |          | 18.24  | %      |         |   | 14,015 |   |   |   | 14,015     |   |   |   | 13,654 |   |
| Loan ID 355 |   | 6/19/2018 |   |          | 9.49   | %      |         |   | 11,220 |   |   |   | 11,220     |   |   |   | 11,234 |   |
| Loan ID 356 |   | 6/19/2016 |   |          | 16.39  | %      |         |   | 2,805  |   |   |   | 2,805      |   |   |   | 2,754 |   |
| Loan ID 357 |   | 6/19/2018 |   |          | 10.99  | %      |         |   | 15,104 |   |   |   | 15,104     |   |   |   | 15,123 |   |
| Loan ID 358 |   | 6/19/2018 |   |          | 16.99  | %      |         |   | 19,571 |   |   |   | 19,571     |   |   |   | 19,464 |   |
| Loan ID 359 |   | 6/19/2018 |   |          | 20.99  | %      |         |   | 4,001  |   |   |   | 4,001      |   |   |   | 3,957 |   |
| Loan ID 360 |   | 6/19/2018 |   |          | 15.79  | %      |         |   | 7,775  |   |   |   | 7,775      |   |   |   | 7,732 |   |
| Loan ID 361 |   | 6/19/2016 |   |          | 20.99  | %      |         |   | 1,444  |   |   |   | 1,444      |   |   |   | 1,407 |   |
| Loan ID 362 |   | 6/19/2018 |   |          | 30.32  | %      |         |   | 3,348  |   |   |   | 3,348      |   |   |   | 3,302 |   |
| Loan ID 363 |   | 6/19/2018 |   |          | 17.69  | %      |         |   | 13,676 |   |   |   | 13,676     |   |   |   | 13,601 |   |
| Loan ID 364 |   | 6/19/2018 |   |          | 14.19  | %      |         |   | 11,553 |   |   |   | 11,553     |   |   |   | 11,490 |   |
| Loan ID 365 |   | 6/20/2016 |   |          | 31.34  | %      |         |   | 2,458  |   |   |   | 2,458      |   |   |   | 2,333 |   |
| Loan ID 366 |   | 6/20/2018 |   |          | 18.19  | %      |         |   | 11,822 |   |   |   | 11,822     |   |   |   | 11,758 |   |
| Loan ID 367 |   | 6/20/2018 |   |          | 15.79  | %      |         |   | 6,997  |   |   |   | 6,997      |   |   |   | 6,959 |   |
| Loan ID 368 |   | 6/20/2016 |   |          | 20.49  | %      |         |   | 1,171  |   |   |   | 1,171      |   |   |   | 1,141 |   |
| Loan ID 369 |   | 6/20/2018 |   |          | 18.19  | %      |         |   | 11,822 |   |   |   | 11,822     |   |   |   | 11,758 |   |
| Loan ID 370 |   | 6/20/2016 |   |          | 23.46  | %      |         |   | 6,399  |   |   |   | 6,399      |   |   |   | 6,170 |   |
| Loan ID 371 |   | 6/21/2016 |   |          | 19.79  | %      |         |   | 8,600  |   |   |   | 8,600      |   |   |   | 8,379 |   |
| Loan ID 372 |   | 6/21/2018 |   |          | 12.19  | %      |         |   | 3,044  |   |   |   | 3,044      |   |   |   | 3,047 |   |
| Loan ID 373 |   | 6/21/2018 |   |          | 18.74  | %      |         |   | 5,534  |   |   |   | 5,534      |   |   |   | 5,473 |   |
| Loan ID 374 |   | 6/21/2016 |   |          | 21.24  | %      |         |   | 3,472  |   |   |   | 3,472      |   |   |   | 3,382 |   |
| Loan ID 375 |   | 6/21/2016 |   |          | 17.34  | %      |         |   | 7,326  |   |   |   | 7,326      |   |   |   | 7,137 |   |
| Loan ID 376 |   | 6/21/2018 |   |          | 13.34  | %      |         |   | 11,835 |   |   |   | 11,835     |   |   |   | 11,850 |   |
| Loan ID 378 |   | 6/25/2016 |   |          | 24.92  | %      |         |   | 1,776  |   |   |   | 1,776      |   |   |   | 1,712 |   |
| Loan ID 379 |   | 6/26/2018 |   |          | 15.19  | %      |         |   | 6,973  |   |   |   | 6,973      |   |   |   | 6,935 |   |
| Loan ID 380 |   | 6/26/2018 |   |          | 14.74  | %      |         |   | 17,777 |   |   |   | 17,777     |   |   |   | 17,680 |   |
| Loan ID 381 |   | 6/26/2018 |   |          | 15.19  | %      |         |   | 7,748  |   |   |   | 7,748      |   |   |   | 7,705 |   |
| Loan ID 382 |   | 6/26/2016 |   |          | 22.72  | %      |         |   | 2,336  |   |   |   | 2,336      |   |   |   | 2,252 |   |
| Loan ID 383 |   | 6/26/2018 |   |          | 13.34  | %      |         |   | 11,111 |   |   |   | 11,111     |   |   |   | 11,125 |   |
| Loan ID 384 |   | 6/26/2018 |   |          | 16.49  | %      |         |   | 11,709 |   |   |   | 11,709     |   |   |   | 11,645 |   |
| Loan ID 385 |   | 6/26/2016 |   |          | 16.79  | %      |         |   | 4,218  |   |   |   | 4,218      |   |   |   | 4,143 |   |
| Loan ID 386 |   | 6/27/2018 |   |          | 16.99  | %      |         |   | 11,743 |   |   |   | 11,743     |   |   |   | 11,679 |   |
| Loan ID 389 |   | 6/27/2016 |   |          | 26.39  | %      |         |   | 1,011  |   |   |   | 1,011      |   |   |   | 974 |   |
| Loan ID 390 |   | 6/27/2016 |   |          | 17.34  | %      |         |   | 1,806  |   |   |   | 1,806      |   |   |   | 1,760 |   |
| Loan ID 391 |   | 6/27/2016 |   |          | 10.34  | %      |         |   | 5,387  |   |   |   | 5,387      |   |   |   | 5,322 |   |

 

|   |
|--------|

|   |
|--------|

 

| Loan ID     |   | Maturity  |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|-------------|--------|-----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 392 |   | 6/27/2016 |   |          | 25.66  | %      |         |   | 2,378  |   |   |   | 2,378      |   |   |   | 2,293 |   |
| Loan ID 393 |   | 6/27/2018 |   |          | 20.24  | %      |         |   | 7,970  |   |   |   | 7,970      |   |   |   | 7,882 |   |
| Loan ID 394 |   | 6/27/2018 |   |          | 12.19  | %      |         |   | 11,413 |   |   |   | 11,413     |   |   |   | 11,428 |   |
| Loan ID 395 |   | 6/27/2018 |   |          | 12.19  | %      |         |   | 6,011  |   |   |   | 6,011      |   |   |   | 6,019 |   |
| Loan ID 396 |   | 6/27/2016 |   |          | 19.79  | %      |         |   | 2,138  |   |   |   | 2,138      |   |   |   | 2,083 |   |
| Loan ID 397 |   | 6/27/2018 |   |          | 24.32  | %      |         |   | 3,096  |   |   |   | 3,096      |   |   |   | 3,044 |   |
| Loan ID 398 |   | 6/27/2016 |   |          | 31.34  | %      |         |   | 1,229  |   |   |   | 1,229      |   |   |   | 1,166 |   |
| Loan ID 399 |   | 6/27/2018 |   |          | 16.99  | %      |         |   | 19,571 |   |   |   | 19,571     |   |   |   | 19,464 |   |
| Loan ID 400 |   | 6/27/2018 |   |          | 13.34  | %      |         |   | 4,554  |   |   |   | 4,554      |   |   |   | 4,560 |   |
| Loan ID 402 |   | 6/27/2018 |   |          | 18.19  | %      |         |   | 3,941  |   |   |   | 3,941      |   |   |   | 3,919 |   |
| Loan ID 403 |   | 6/27/2016 |   |          | 28.59  | %      |         |   | 2,944  |   |   |   | 2,944      |   |   |   | 2,837 |   |
| Loan ID 404 |   | 6/27/2018 |   |          | 16.99  | %      |         |   | 12,146 |   |   |   | 12,146     |   |   |   | 12,080 |   |
| Loan ID 405 |   | 6/27/2018 |   |          | 12.19  | %      |         |   | 11,413 |   |   |   | 11,413     |   |   |   | 11,428 |   |
| Loan ID 406 |   | 6/28/2016 |   |          | 17.74  | %      |         |   | 3,112  |   |   |   | 3,112      |   |   |   | 3,032 |   |
| Loan ID 407 |   | 6/28/2018 |   |          | 10.99  | %      |         |   | 7,552  |   |   |   | 7,552      |   |   |   | 7,562 |   |
| Loan ID 409 |   | 6/28/2016 |   |          | 12.03  | %      |         |   | 9,797  |   |   |   | 9,797      |   |   |   | 9,679 |   |
| Loan ID 410 |   | 6/28/2018 |   |          | 10.49  | %      |         |   | 13,174 |   |   |   | 13,174     |   |   |   | 13,191 |   |
| Loan ID 411 |   | 6/28/2016 |   |          | 19.79  | %      |         |   | 1,147  |   |   |   | 1,147      |   |   |   | 1,117 |   |
| Loan ID 412 |   | 6/28/2016 |   |          | 27.86  | %      |         |   | 2,409  |   |   |   | 2,409      |   |   |   | 2,322 |   |
| Loan ID 413 |   | 6/28/2016 |   |          | 18.99  | %      |         |   | 8,557  |   |   |   | 8,557      |   |   |   | 8,337 |   |
| Loan ID 414 |   | 6/28/2018 |   |          | 12.69  | %      |         |   | 15,940 |   |   |   | 15,940     |   |   |   | 15,960 |   |
| Loan ID 416 |   | 7/3/2016  |   |          | 21.99  | %      |         |   | 9,131  |   |   |   | 9,131      |   |   |   | 8,804 |   |
| Loan ID 417 |   | 7/3/2016  |   |          | 25.66  | %      |         |   | 2,487  |   |   |   | 2,487      |   |   |   | 2,398 |   |
| Loan ID 418 |   | 7/5/2018  |   |          | 22.84  | %      |         |   | 4,925  |   |   |   | 4,925      |   |   |   | 4,870 |   |
| Loan ID 419 |   | 7/9/2016  |   |          | 26.39  | %      |         |   | 2,185  |   |   |   | 2,185      |   |   |   | 2,106 |   |
| Loan ID 420 |   | 7/9/2018  |   |          | 30.96  | %      |         |   | 3,404  |   |   |   | 3,404      |   |   |   | 3,357 |   |
| Loan ID 421 |   | 7/9/2018  |   |          | 16.49  | %      |         |   | 5,562  |   |   |   | 5,562      |   |   |   | 5,531 |   |
| Loan ID 422 |   | 7/9/2018  |   |          | 25.06  | %      |         |   | 8,294  |   |   |   | 8,294      |   |   |   | 8,154 |   |
| Loan ID 423 |   | 7/9/2016  |   |          | 27.12  | %      |         |   | 1,253  |   |   |   | 1,253      |   |   |   | 1,208 |   |
| Loan ID 424 |   | 7/9/2016  |   |          | 16.79  | %      |         |   | 2,065  |   |   |   | 2,065      |   |   |   | 2,028 |   |
| Loan ID 425 |   | 7/9/2016  |   |          | 29.32  | %      |         |   | 2,799  |   |   |   | 2,799      |   |   |   | 2,697 |   |
| Loan ID 427 |   | 7/9/2016  |   |          | 27.12  | %      |         |   | 2,507  |   |   |   | 2,507      |   |   |   | 2,416 |   |
| Loan ID 428 |   | 7/10/2018 |   |          | 14.19  | %      |         |   | 10,198 |   |   |   | 10,198     |   |   |   | 10,143 |   |
| Loan ID 430 |   | 7/10/2016 |   |          | 9.74   | %      |         |   | 2,257  |   |   |   | 2,257      |   |   |   | 2,229 |   |
| Loan ID 432 |   | 7/10/2018 |   |          | 26.72  | %      |         |   | 3,330  |   |   |   | 3,330      |   |   |   | 3,274 |   |
| Loan ID 433 |   | 7/10/2018 |   |          | 20.24  | %      |         |   | 12,155 |   |   |   | 12,155     |   |   |   | 12,020 |   |
| Loan ID 435 |   | 7/10/2018 |   |          | 23.19  | %      |         |   | 7,439  |   |   |   | 7,439      |   |   |   | 7,356 |   |
| Loan ID 438 |   | 7/10/2018 |   |          | 14.74  | %      |         |   | 19,673 |   |   |   | 19,673     |   |   |   | 19,566 |   |
| Loan ID 439 |   | 7/10/2018 |   |          | 22.59  | %      |         |   | 4,919  |   |   |   | 4,919      |   |   |   | 4,864 |   |
| Loan ID 440 |   | 7/10/2018 |   |          | 14.74  | %      |         |   | 11,804 |   |   |   | 11,804     |   |   |   | 11,740 |   |
| Loan ID 442 |   | 7/10/2018 |   |          | 19.14  | %      |         |   | 8,057  |   |   |   | 8,057      |   |   |   | 7,968 |   |
| Loan ID 443 |   | 7/10/2018 |   |          | 19.84  | %      |         |   | 14,966 |   |   |   | 14,966     |   |   |   | 14,800 |   |
| Loan ID 444 |   | 7/10/2018 |   |          | 12.19  | %      |         |   | 10,857 |   |   |   | 10,857     |   |   |   | 10,871 |   |
| Loan ID 445 |   | 7/10/2016 |   |          | 21.24  | %      |         |   | 12,054 |   |   |   | 12,054     |   |   |   | 11,744 |   |
| Loan ID 446 |   | 7/10/2018 |   |          | 29.69  | %      |         |   | 3,386  |   |   |   | 3,386      |   |   |   | 3,339 |   |
| Loan ID 447 |   | 7/10/2016 |   |          | 11.53  | %      |         |   | 1,712  |   |   |   | 1,712      |   |   |   | 1,691 |   |
| Loan ID 448 |   | 7/10/2018 |   |          | 19.84  | %      |         |   | 16,173 |   |   |   | 16,173     |   |   |   | 15,994 |   |
| Loan ID 449 |   | 7/10/2018 |   |          | 23.59  | %      |         |   | 5,766  |   |   |   | 5,766      |   |   |   | 5,668 |   |
| Loan ID 450 |   | 7/10/2016 |   |          | 12.03  | %      |         |   | 11,452 |   |   |   | 11,452     |   |   |   | 11,314 |   |
| Loan ID 452 |   | 7/10/2018 |   |          | 29.16  | %      |         |   | 3,378  |   |   |   | 3,378      |   |   |   | 3,332 |   |
| Loan ID 453 |   | 7/10/2018 |   |          | 10.99  | %      |         |   | 11,551 |   |   |   | 11,551     |   |   |   | 11,565 |   |
| Loan ID 454 |   | 7/10/2018 |   |          | 23.59  | %      |         |   | 8,237  |   |   |   | 8,237      |   |   |   | 8,098 |   |
| Loan ID 455 |   | 7/11/2018 |   |          | 29.16  | %      |         |   | 3,378  |   |   |   | 3,378      |   |   |   | 3,332 |   |
| Loan ID 456 |   | 7/11/2018 |   |          | 10.99  | %      |         |   | 7,701  |   |   |   | 7,701      |   |   |   | 7,710 |   |

 

|   |
|--------|

|   |
|--------|

 

| Loan ID     |   | Maturity  |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|-------------|--------|-----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 458 |   | 7/11/2016 |   |          | 15.99  | %      |         |   | 5,871  |   |   |   | 5,871      |   |   |   | 5,766 |   |
| Loan ID 460 |   | 7/11/2018 |   |          | 18.19  | %      |         |   | 9,910  |   |   |   | 9,910      |   |   |   | 9,856 |   |
| Loan ID 462 |   | 7/11/2018 |   |          | 14.19  | %      |         |   | 11,767 |   |   |   | 11,767     |   |   |   | 11,703 |   |
| Loan ID 464 |   | 7/11/2018 |   |          | 29.16  | %      |         |   | 3,548  |   |   |   | 3,548      |   |   |   | 3,499 |   |
| Loan ID 465 |   | 7/11/2016 |   |          | 16.39  | %      |         |   | 8,828  |   |   |   | 8,828      |   |   |   | 8,670 |   |
| Loan ID 466 |   | 7/11/2016 |   |          | 23.46  | %      |         |   | 4,913  |   |   |   | 4,913      |   |   |   | 4,737 |   |
| Loan ID 467 |   | 7/11/2018 |   |          | 15.79  | %      |         |   | 11,873 |   |   |   | 11,873     |   |   |   | 11,808 |   |
| Loan ID 468 |   | 7/11/2016 |   |          | 18.99  | %      |         |   | 2,392  |   |   |   | 2,392      |   |   |   | 2,330 |   |
| Loan ID 469 |   | 7/11/2018 |   |          | 21.39  | %      |         |   | 8,182  |   |   |   | 8,182      |   |   |   | 8,092 |   |
| Loan ID 470 |   | 7/11/2018 |   |          | 16.99  | %      |         |   | 7,568  |   |   |   | 7,568      |   |   |   | 7,527 |   |
| Loan ID 471 |   | 7/11/2018 |   |          | 24.32  | %      |         |   | 8,266  |   |   |   | 8,266      |   |   |   | 8,126 |   |
| Loan ID 472 |   | 7/12/2016 |   |          | 20.99  | %      |         |   | 4,841  |   |   |   | 4,841      |   |   |   | 4,717 |   |
| Loan ID 473 |   | 7/12/2016 |   |          | 24.19  | %      |         |   | 1,541  |   |   |   | 1,541      |   |   |   | 1,486 |   |
| Loan ID 474 |   | 7/12/2016 |   |          | 16.39  | %      |         |   | 7,062  |   |   |   | 7,062      |   |   |   | 6,936 |   |
| Loan ID 475 |   | 7/12/2018 |   |          | 13.34  | %      |         |   | 11,711 |   |   |   | 11,711     |   |   |   | 11,725 |   |
| Loan ID 476 |   | 7/12/2018 |   |          | 14.74  | %      |         |   | 15,738 |   |   |   | 15,738     |   |   |   | 15,652 |   |
| Loan ID 477 |   | 7/15/2016 |   |          | 24.92  | %      |         |   | 4,386  |   |   |   | 4,386      |   |   |   | 4,229 |   |
| Loan ID 478 |   | 7/15/2016 |   |          | 15.09  | %      |         |   | 8,757  |   |   |   | 8,757      |   |   |   | 8,600 |   |
| Loan ID 479 |   | 7/15/2016 |   |          | 14.59  | %      |         |   | 5,820  |   |   |   | 5,820      |   |   |   | 5,715 |   |
| Loan ID 480 |   | 7/15/2016 |   |          | 21.24  | %      |         |   | 6,060  |   |   |   | 6,060      |   |   |   | 5,904 |   |
| Loan ID 481 |   | 7/15/2018 |   |          | 15.19  | %      |         |   | 19,722 |   |   |   | 19,722     |   |   |   | 19,615 |   |
| Loan ID 482 |   | 7/16/2018 |   |          | 12.19  | %      |         |   | 11,633 |   |   |   | 11,633     |   |   |   | 11,647 |   |
| Loan ID 483 |   | 7/16/2018 |   |          | 18.19  | %      |         |   | 16,035 |   |   |   | 16,035     |   |   |   | 15,948 |   |
| Loan ID 484 |   | 7/16/2018 |   |          | 25.79  | %      |         |   | 4,660  |   |   |   | 4,660      |   |   |   | 4,581 |   |
| Loan ID 485 |   | 7/16/2018 |   |          | 14.74  | %      |         |   | 25,181 |   |   |   | 25,181     |   |   |   | 25,044 |   |
| Loan ID 486 |   | 7/16/2018 |   |          | 22.09  | %      |         |   | 4,089  |   |   |   | 4,089      |   |   |   | 4,044 |   |
| Loan ID 487 |   | 7/16/2018 |   |          | 12.19  | %      |         |   | 3,878  |   |   |   | 3,878      |   |   |   | 3,883 |   |
| Loan ID 488 |   | 7/17/2016 |   |          | 16.39  | %      |         |   | 4,707  |   |   |   | 4,707      |   |   |   | 4,623 |   |
| Loan ID 489 |   | 7/18/2018 |   |          | 20.24  | %      |         |   | 12,155 |   |   |   | 12,155     |   |   |   | 12,020 |   |
| Loan ID 490 |   | 7/18/2016 |   |          | 27.86  | %      |         |   | 1,888  |   |   |   | 1,888      |   |   |   | 1,820 |   |
| Loan ID 491 |   | 7/18/2016 |   |          | 24.19  | %      |         |   | 6,165  |   |   |   | 6,165      |   |   |   | 5,944 |   |
| Loan ID 492 |   | 7/18/2018 |   |          | 14.19  | %      |         |   | 7,845  |   |   |   | 7,845      |   |   |   | 7,802 |   |
| Loan ID 494 |   | 7/18/2018 |   |          | 15.19  | %      |         |   | 11,833 |   |   |   | 11,833     |   |   |   | 11,769 |   |
| Loan ID 495 |   | 7/18/2016 |   |          | 18.64  | %      |         |   | 6,426  |   |   |   | 6,426      |   |   |   | 6,260 |   |
| Loan ID 496 |   | 7/19/2018 |   |          | 15.79  | %      |         |   | 9,498  |   |   |   | 9,498      |   |   |   | 9,446 |   |
| Loan ID 497 |   | 7/19/2018 |   |          | 19.84  | %      |         |   | 7,664  |   |   |   | 7,664      |   |   |   | 7,579 |   |
| Loan ID 498 |   | 7/19/2016 |   |          | 24.92  | %      |         |   | 4,294  |   |   |   | 4,294      |   |   |   | 4,140 |   |
| Loan ID 499 |   | 7/19/2018 |   |          | 28.62  | %      |         |   | 3,372  |   |   |   | 3,372      |   |   |   | 3,325 |   |
| Loan ID 500 |   | 7/19/2018 |   |          | 15.19  | %      |         |   | 27,611 |   |   |   | 27,611     |   |   |   | 27,461 |   |
| Loan ID 501 |   | 7/19/2016 |   |          | 12.99  | %      |         |   | 20,164 |   |   |   | 20,164     |   |   |   | 19,921 |   |
| Loan ID 502 |   | 7/19/2016 |   |          | 20.99  | %      |         |   | 1,210  |   |   |   | 1,210      |   |   |   | 1,179 |   |
| Loan ID 503 |   | 7/19/2016 |   |          | 25.66  | %      |         |   | 2,487  |   |   |   | 2,487      |   |   |   | 2,398 |   |
| Loan ID 504 |   | 7/19/2018 |   |          | 28.62  | %      |         |   | 2,528  |   |   |   | 2,528      |   |   |   | 2,493 |   |
| Loan ID 505 |   | 7/19/2018 |   |          | 18.19  | %      |         |   | 8,018  |   |   |   | 8,018      |   |   |   | 7,974 |   |
| Loan ID 506 |   | 7/19/2016 |   |          | 31.34  | %      |         |   | 1,834  |   |   |   | 1,834      |   |   |   | 1,740 |   |
| Loan ID 507 |   | 7/22/2018 |   |          | 23.19  | %      |         |   | 13,283 |   |   |   | 13,283     |   |   |   | 13,137 |   |
| Loan ID 509 |   | 7/22/2018 |   |          | 10.49  | %      |         |   | 11,516 |   |   |   | 11,516     |   |   |   | 11,531 |   |
| Loan ID 510 |   | 7/22/2018 |   |          | 17.69  | %      |         |   | 15,993 |   |   |   | 15,993     |   |   |   | 15,906 |   |
| Loan ID 511 |   | 7/22/2016 |   |          | 14.59  | %      |         |   | 1,164  |   |   |   | 1,164      |   |   |   | 1,143 |   |
| Loan ID 512 |   | 7/22/2018 |   |          | 16.49  | %      |         |   | 11,918 |   |   |   | 11,918     |   |   |   | 11,853 |   |
| Loan ID 513 |   | 7/22/2018 |   |          | 15.19  | %      |         |   | 6,311  |   |   |   | 6,311      |   |   |   | 6,277 |   |
| Loan ID 514 |   | 7/23/2016 |   |          | 12.49  | %      |         |   | 1,149  |   |   |   | 1,149      |   |   |   | 1,135 |   |
| Loan ID 515 |   | 7/23/2016 |   |          | 21.24  | %      |         |   | 8,521  |   |   |   | 8,521      |   |   |   | 8,302 |   |
| Loan ID 516 |   | 7/23/2018 |   |          | 18.74  | %      |         |   | 8,845  |   |   |   | 8,845      |   |   |   | 8,747 |   |
| Loan ID 517 |   | 7/24/2016 |   |          | 19.79  | %      |         |   | 2,403  |   |   |   | 2,403      |   |   |   | 2,341 |   |
| Loan ID 518 |   | 7/24/2016 |   |          | 25.66  | %      |         |   | 1,865  |   |   |   | 1,865      |   |   |   | 1,798 |   |

 

|   |
|--------|

|   |
|--------|

 

| Loan ID     |   | Maturity  |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|-------------|--------|-----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 520 |   | 7/24/2018 |   |          | 15.79  | %      |         |   | 7,915  |   |   |   | 7,915      |   |   |   | 7,872 |   |
| Loan ID 521 |   | 7/24/2018 |   |          | 19.84  | %      |         |   | 6,469  |   |   |   | 6,469      |   |   |   | 6,398 |   |
| Loan ID 522 |   | 7/24/2016 |   |          | 27.86  | %      |         |   | 2,642  |   |   |   | 2,642      |   |   |   | 2,546 |   |
| Loan ID 523 |   | 7/25/2016 |   |          | 16.39  | %      |         |   | 2,354  |   |   |   | 2,354      |   |   |   | 2,312 |   |
| Loan ID 524 |   | 7/25/2018 |   |          | 15.79  | %      |         |   | 6,728  |   |   |   | 6,728      |   |   |   | 6,691 |   |
| Loan ID 525 |   | 7/26/2016 |   |          | 21.99  | %      |         |   | 2,748  |   |   |   | 2,748      |   |   |   | 2,650 |   |
| Loan ID 526 |   | 7/26/2018 |   |          | 10.49  | %      |         |   | 7,677  |   |   |   | 7,677      |   |   |   | 7,687 |   |
| Loan ID 527 |   | 7/30/2016 |   |          | 15.59  | %      |         |   | 2,050  |   |   |   | 2,050      |   |   |   | 2,013 |   |
| Loan ID 528 |   | 7/31/2016 |   |          | 16.79  | %      |         |   | 6,166  |   |   |   | 6,166      |   |   |   | 6,055 |   |
| Loan ID 530 |   | 8/1/2016  |   |          | 15.59  | %      |         |   | 2,755  |   |   |   | 2,755      |   |   |   | 2,706 |   |
| Loan ID 531 |   | 8/1/2018  |   |          | 14.74  | %      |         |   | 20,011 |   |   |   | 20,011     |   |   |   | 19,902 |   |
| Loan ID 532 |   | 8/1/2018  |   |          | 9.99   | %      |         |   | 10,920 |   |   |   | 10,920     |   |   |   | 10,934 |   |
| Loan ID 533 |   | 8/1/2016  |   |          | 12.99  | %      |         |   | 9,045  |   |   |   | 9,045      |   |   |   | 8,936 |   |
| Loan ID 534 |   | 8/1/2018  |   |          | 22.84  | %      |         |   | 8,325  |   |   |   | 8,325      |   |   |   | 8,233 |   |
| Loan ID 535 |   | 8/1/2016  |   |          | 12.49  | %      |         |   | 6,614  |   |   |   | 6,614      |   |   |   | 6,534 |   |
| Loan ID 536 |   | 8/1/2018  |   |          | 12.19  | %      |         |   | 10,660 |   |   |   | 10,660     |   |   |   | 10,673 |   |
| Loan ID 537 |   | 8/1/2016  |   |          | 12.49  | %      |         |   | 6,914  |   |   |   | 6,914      |   |   |   | 6,831 |   |
| Loan ID 538 |   | 8/1/2018  |   |          | 18.19  | %      |         |   | 8,147  |   |   |   | 8,147      |   |   |   | 8,102 |   |
| Loan ID 539 |   | 8/1/2016  |   |          | 12.99  | %      |         |   | 3,015  |   |   |   | 3,015      |   |   |   | 2,979 |   |
| Loan ID 540 |   | 8/1/2018  |   |          | 22.84  | %      |         |   | 12,488 |   |   |   | 12,488     |   |   |   | 12,350 |   |
| Loan ID 541 |   | 8/1/2016  |   |          | 10.89  | %      |         |   | 2,382  |   |   |   | 2,382      |   |   |   | 2,353 |   |
| Loan ID 542 |   | 8/2/2018  |   |          | 15.19  | %      |         |   | 16,047 |   |   |   | 16,047     |   |   |   | 15,959 |   |
| Loan ID 543 |   | 8/2/2018  |   |          | 18.19  | %      |         |   | 12,218 |   |   |   | 12,218     |   |   |   | 12,152 |   |
| Loan ID 545 |   | 8/2/2018  |   |          | 14.74  | %      |         |   | 16,009 |   |   |   | 16,009     |   |   |   | 15,922 |   |
| Loan ID 546 |   | 8/2/2016  |   |          | 21.99  | %      |         |   | 1,270  |   |   |   | 1,270      |   |   |   | 1,224 |   |
| Loan ID 547 |   | 8/2/2018  |   |          | 30.96  | %      |         |   | 2,583  |   |   |   | 2,583      |   |   |   | 2,547 |   |
| Loan ID 548 |   | 8/2/2018  |   |          | 11.69  | %      |         |   | 7,875  |   |   |   | 7,875      |   |   |   | 7,884 |   |
| Loan ID 549 |   | 8/2/2018  |   |          | 16.49  | %      |         |   | 12,115 |   |   |   | 12,115     |   |   |   | 12,049 |   |
| Loan ID 550 |   | 8/2/2016  |   |          | 27.86  | %      |         |   | 1,310  |   |   |   | 1,310      |   |   |   | 1,262 |   |
| Loan ID 551 |   | 8/2/2018  |   |          | 23.19  | %      |         |   | 17,511 |   |   |   | 17,511     |   |   |   | 17,317 |   |
| Loan ID 552 |   | 8/2/2016  |   |          | 16.39  | %      |         |   | 11,076 |   |   |   | 11,076     |   |   |   | 10,877 |   |
| Loan ID 553 |   | 8/5/2016  |   |          | 17.34  | %      |         |   | 1,546  |   |   |   | 1,546      |   |   |   | 1,506 |   |
| Loan ID 554 |   | 8/5/2018  |   |          | 25.06  | %      |         |   | 3,363  |   |   |   | 3,363      |   |   |   | 3,306 |   |
| Loan ID 555 |   | 8/5/2018  |   |          | 14.19  | %      |         |   | 27,935 |   |   |   | 27,935     |   |   |   | 27,783 |   |
| Loan ID 556 |   | 8/5/2016  |   |          | 12.99  | %      |         |   | 6,030  |   |   |   | 6,030      |   |   |   | 5,958 |   |
| Loan ID 557 |   | 8/5/2018  |   |          | 13.34  | %      |         |   | 11,918 |   |   |   | 11,918     |   |   |   | 11,933 |   |
| Loan ID 558 |   | 8/5/2018  |   |          | 19.14  | %      |         |   | 12,275 |   |   |   | 12,275     |   |   |   | 12,139 |   |
| Loan ID 559 |   | 8/5/2018  |   |          | 10.49  | %      |         |   | 7,822  |   |   |   | 7,822      |   |   |   | 7,832 |   |
| Loan ID 560 |   | 8/6/2016  |   |          | 28.59  | %      |         |   | 3,049  |   |   |   | 3,049      |   |   |   | 2,938 |   |
| Loan ID 561 |   | 8/6/2018  |   |          | 10.99  | %      |         |   | 3,138  |   |   |   | 3,138      |   |   |   | 3,142 |   |
| Loan ID 562 |   | 8/6/2018  |   |          | 21.39  | %      |         |   | 5,789  |   |   |   | 5,789      |   |   |   | 5,725 |   |
| Loan ID 563 |   | 8/7/2018  |   |          | 10.99  | %      |         |   | 7,844  |   |   |   | 7,844      |   |   |   | 7,854 |   |
| Loan ID 564 |   | 8/7/2018  |   |          | 22.09  | %      |         |   | 2,489  |   |   |   | 2,489      |   |   |   | 2,462 |   |
| Loan ID 565 |   | 8/7/2016  |   |          | 23.46  | %      |         |   | 6,399  |   |   |   | 6,399      |   |   |   | 6,170 |   |
| Loan ID 566 |   | 8/7/2018  |   |          | 19.84  | %      |         |   | 12,316 |   |   |   | 12,316     |   |   |   | 12,180 |   |
| Loan ID 567 |   | 8/8/2016  |   |          | 24.92  | %      |         |   | 1,290  |   |   |   | 1,290      |   |   |   | 1,243 |   |
| Loan ID 568 |   | 8/8/2016  |   |          | 11.53  | %      |         |   | 7,771  |   |   |   | 7,771      |   |   |   | 7,678 |   |
| Loan ID 569 |   | 8/13/2016 |   |          | 21.24  | %      |         |   | 15,805 |   |   |   | 15,805     |   |   |   | 15,398 |   |
| Loan ID 570 |   | 8/16/2016 |   |          | 27.12  | %      |         |   | 2,610  |   |   |   | 2,610      |   |   |   | 2,515 |   |
| Loan ID 571 |   | 8/16/2016 |   |          | 24.19  | %      |         |   | 2,570  |   |   |   | 2,570      |   |   |   | 2,478 |   |
| Loan ID 573 |   | 8/16/2018 |   |          | 23.59  | %      |         |   | 8,353  |   |   |   | 8,353      |   |   |   | 8,212 |   |
| Loan ID 574 |   | 8/16/2018 |   |          | 14.19  | %      |         |   | 11,972 |   |   |   | 11,972     |   |   |   | 11,907 |   |
| Loan ID 575 |   | 8/19/2016 |   |          | 26.39  | %      |         |   | 2,901  |   |   |   | 2,901      |   |   |   | 2,796 |   |
| Loan ID 576 |   | 8/19/2018 |   |          | 12.69  | %      |         |   | 19,794 |   |   |   | 19,794     |   |   |   | 19,819 |   |
| Loan ID 577 |   | 8/19/2018 |   |          | 15.79  | %      |         |   | 12,072 |   |   |   | 12,072     |   |   |   | 12,006 |   |
| Loan ID 579 |   | 8/19/2016 |   |          | 15.59  | %      |         |   | 6,123  |   |   |   | 6,123      |   |   |   | 6,013 |   |
| Loan ID 580 |   | 8/19/2016 |   |          | 16.79  | %      |         |   | 1,233  |   |   |   | 1,233      |   |   |   | 1,211 |   |

 

|   |
|--------|

|   |
|--------|

  

| Loan ID     |   | Maturity  |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|-------------|--------|-----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 581 |   | 8/19/2018 |   |          | 15.79  | %      |         |   | 12,109 |   |   |   | 12,109     |   |   |   | 12,043 |   |
| Loan ID 583 |   | 8/19/2016 |   |          | 31.34  | %      |         |   | 2,752  |   |   |   | 2,752      |   |   |   | 2,612 |   |
| Loan ID 584 |   | 8/19/2018 |   |          | 25.06  | %      |         |   | 8,394  |   |   |   | 8,394      |   |   |   | 8,251 |   |
| Loan ID 585 |   | 8/19/2016 |   |          | 16.39  | %      |         |   | 7,382  |   |   |   | 7,382      |   |   |   | 7,250 |   |
| Loan ID 586 |   | 8/19/2018 |   |          | 13.34  | %      |         |   | 7,945  |   |   |   | 7,945      |   |   |   | 7,955 |   |
| Loan ID 587 |   | 8/19/2018 |   |          | 24.32  | %      |         |   | 2,748  |   |   |   | 2,748      |   |   |   | 2,702 |   |
| Loan ID 588 |   | 8/19/2018 |   |          | 22.59  | %      |         |   | 3,326  |   |   |   | 3,326      |   |   |   | 3,290 |   |
| Loan ID 589 |   | 8/19/2018 |   |          | 17.69  | %      |         |   | 12,189 |   |   |   | 12,189     |   |   |   | 12,123 |   |
| Loan ID 590 |   | 8/19/2016 |   |          | 16.39  | %      |         |   | 4,921  |   |   |   | 4,921      |   |   |   | 4,833 |   |
| Loan ID 591 |   | 8/19/2016 |   |          | 14.59  | %      |         |   | 3,653  |   |   |   | 3,653      |   |   |   | 3,587 |   |
| Loan ID 592 |   | 8/20/2018 |   |          | 12.69  | %      |         |   | 10,293 |   |   |   | 10,293     |   |   |   | 10,306 |   |
| Loan ID 593 |   | 8/20/2016 |   |          | 24.92  | %      |         |   | 2,257  |   |   |   | 2,257      |   |   |   | 2,176 |   |
| Loan ID 594 |   | 8/20/2016 |   |          | 12.49  | %      |         |   | 2,405  |   |   |   | 2,405      |   |   |   | 2,376 |   |
| Loan ID 595 |   | 8/20/2018 |   |          | 15.79  | %      |         |   | 12,072 |   |   |   | 12,072     |   |   |   | 12,006 |   |
| Loan ID 596 |   | 8/20/2018 |   |          | 12.69  | %      |         |   | 27,712 |   |   |   | 27,712     |   |   |   | 27,747 |   |
| Loan ID 597 |   | 8/20/2018 |   |          | 25.79  | %      |         |   | 3,373  |   |   |   | 3,373      |   |   |   | 3,316 |   |
| Loan ID 598 |   | 8/21/2016 |   |          | 10.34  | %      |         |   | 8,902  |   |   |   | 8,902      |   |   |   | 8,795 |   |
| Loan ID 599 |   | 8/21/2018 |   |          | 21.39  | %      |         |   | 11,165 |   |   |   | 11,165     |   |   |   | 11,042 |   |
| Loan ID 600 |   | 8/21/2018 |   |          | 15.19  | %      |         |   | 8,023  |   |   |   | 8,023      |   |   |   | 7,979 |   |
| Loan ID 601 |   | 8/21/2016 |   |          | 14.59  | %      |         |   | 15,219 |   |   |   | 15,219     |   |   |   | 14,946 |   |
| Loan ID 602 |   | 8/21/2016 |   |          | 15.59  | %      |         |   | 12,246 |   |   |   | 12,246     |   |   |   | 12,027 |   |
| Loan ID 603 |   | 8/22/2016 |   |          | 24.92  | %      |         |   | 2,580  |   |   |   | 2,580      |   |   |   | 2,487 |   |
| Loan ID 604 |   | 8/23/2018 |   |          | 9.99   | %      |         |   | 11,700 |   |   |   | 11,700     |   |   |   | 11,715 |   |
| Loan ID 605 |   | 8/23/2018 |   |          | 20.24  | %      |         |   | 8,226  |   |   |   | 8,226      |   |   |   | 8,135 |   |
| Loan ID 606 |   | 8/23/2016 |   |          | 9.74   | %      |         |   | 7,096  |   |   |   | 7,096      |   |   |   | 7,010 |   |
| Loan ID 607 |   | 8/26/2018 |   |          | 29.16  | %      |         |   | 3,458  |   |   |   | 3,458      |   |   |   | 3,410 |   |
| Loan ID 608 |   | 8/28/2018 |   |          | 16.99  | %      |         |   | 8,097  |   |   |   | 8,097      |   |   |   | 8,053 |   |
| Loan ID 609 |   | 8/28/2018 |   |          | 22.59  | %      |         |   | 20,790 |   |   |   | 20,790     |   |   |   | 20,560 |   |
| Loan ID 610 |   | 8/29/2018 |   |          | 15.19  | %      |         |   | 9,630  |   |   |   | 9,630      |   |   |   | 9,578 |   |
| Loan ID 611 |   | 8/29/2016 |   |          | 12.99  | %      |         |   | 6,030  |   |   |   | 6,030      |   |   |   | 5,958 |   |
| Loan ID 612 |   | 8/29/2016 |   |          | 14.14  | %      |         |   | 12,143 |   |   |   | 12,143     |   |   |   | 11,925 |   |
| Loan ID 613 |   | 8/29/2016 |   |          | 20.19  | %      |         |   | 9,428  |   |   |   | 9,428      |   |   |   | 9,185 |   |
| Loan ID 615 |   | 8/29/2016 |   |          | 12.49  | %      |         |   | 16,233 |   |   |   | 16,233     |   |   |   | 16,038 |   |
| Loan ID 616 |   | 8/29/2018 |   |          | 12.69  | %      |         |   | 2,493  |   |   |   | 2,493      |   |   |   | 2,496 |   |
| Loan ID 617 |   | 8/30/2016 |   |          | 20.99  | %      |         |   | 8,299  |   |   |   | 8,299      |   |   |   | 8,085 |   |
| Loan ID 618 |   | 8/30/2016 |   |          | 12.49  | %      |         |   | 3,006  |   |   |   | 3,006      |   |   |   | 2,970 |   |
| Loan ID 619 |   | 8/30/2016 |   |          | 23.46  | %      |         |   | 2,559  |   |   |   | 2,559      |   |   |   | 2,468 |   |
| Loan ID 620 |   | 8/30/2018 |   |          | 12.69  | %      |         |   | 11,845 |   |   |   | 11,845     |   |   |   | 11,860 |   |
| Loan ID 621 |   | 8/30/2016 |   |          | 16.39  | %      |         |   | 4,925  |   |   |   | 4,925      |   |   |   | 4,837 |   |
| Loan ID 622 |   | 8/30/2016 |   |          | 10.89  | %      |         |   | 8,932  |   |   |   | 8,932      |   |   |   | 8,824 |   |
| Loan ID 624 |   | 8/30/2018 |   |          | 17.69  | %      |         |   | 8,125  |   |   |   | 8,125      |   |   |   | 8,081 |   |
| Loan ID 625 |   | 8/30/2016 |   |          | 23.46  | %      |         |   | 2,532  |   |   |   | 2,532      |   |   |   | 2,441 |   |
| Loan ID 626 |   | 8/30/2016 |   |          | 22.72  | %      |         |   | 2,280  |   |   |   | 2,280      |   |   |   | 2,198 |   |
| Loan ID 627 |   | 8/30/2018 |   |          | 22.84  | %      |         |   | 12,487 |   |   |   | 12,487     |   |   |   | 12,349 |   |
| Loan ID 628 |   | 8/30/2016 |   |          | 21.99  | %      |         |   | 2,539  |   |   |   | 2,539      |   |   |   | 2,448 |   |
| Loan ID 629 |   | 8/30/2018 |   |          | 19.84  | %      |         |   | 12,316 |   |   |   | 12,316     |   |   |   | 12,180 |   |
| Loan ID 630 |   | 8/30/2016 |   |          | 17.74  | %      |         |   | 7,439  |   |   |   | 7,439      |   |   |   | 7,247 |   |
| Loan ID 631 |   | 8/30/2018 |   |          | 17.69  | %      |         |   | 20,313 |   |   |   | 20,313     |   |   |   | 20,202 |   |
| Loan ID 632 |   | 8/30/2016 |   |          | 19.79  | %      |         |   | 2,508  |   |   |   | 2,508      |   |   |   | 2,444 |   |
| Loan ID 633 |   | 8/30/2016 |   |          | 16.79  | %      |         |   | 9,248  |   |   |   | 9,248      |   |   |   | 9,082 |   |
| Loan ID 634 |   | 8/30/2016 |   |          | 10.89  | %      |         |   | 10,123 |   |   |   | 10,123     |   |   |   | 10,001 |   |
| Loan ID 635 |   | 8/30/2016 |   |          | 9.74   | %      |         |   | 11,799 |   |   |   | 11,799     |   |   |   | 11,657 |   |
| Loan ID 636 |   | 8/30/2018 |   |          | 13.34  | %      |         |   | 19,863 |   |   |   | 19,863     |   |   |   | 19,888 |   |
| Loan ID 637 |   | 8/30/2016 |   |          | 18.99  | %      |         |   | 2,497  |   |   |   | 2,497      |   |   |   | 2,433 |   |
| Loan ID 638 |   | 8/30/2018 |   |          | 11.69  | %      |         |   | 10,237 |   |   |   | 10,237     |   |   |   | 10,249 |   |
| Loan ID 639 |   | 8/30/2018 |   |          | 10.49  | %      |         |   | 11,733 |   |   |   | 11,733     |   |   |   | 11,748 |   |
| Loan ID 640 |   | 8/30/2016 |   |          | 20.49  | %      |         |   | 5,036  |   |   |   | 5,036      |   |   |   | 4,907 |   |
| Loan ID 641 |   | 8/30/2016 |   |          | 23.46  | %      |         |   | 2,559  |   |   |   | 2,559      |   |   |   | 2,468 |   |

 

|   |
|--------|

|   |
|--------|

 

| Loan ID     |   | Maturity  |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|-------------|--------|-----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 642 |   | 8/30/2016 |   |          | 10.34  | %      |         |   | 3,561  |   |   |   | 3,561      |   |   |   | 3,518 |   |
| Loan ID 643 |   | 8/30/2016 |   |          | 21.99  | %      |         |   | 2,665  |   |   |   | 2,665      |   |   |   | 2,569 |   |
| Loan ID 645 |   | 8/30/2016 |   |          | 27.86  | %      |         |   | 2,619  |   |   |   | 2,619      |   |   |   | 2,524 |   |
| Loan ID 646 |   | 8/30/2016 |   |          | 20.19  | %      |         |   | 2,105  |   |   |   | 2,105      |   |   |   | 2,050 |   |
| Loan ID 647 |   | 9/3/2018  |   |          | 23.59  | %      |         |   | 3,387  |   |   |   | 3,387      |   |   |   | 3,329 |   |
| Loan ID 648 |   | 9/3/2016  |   |          | 24.92  | %      |         |   | 1,340  |   |   |   | 1,340      |   |   |   | 1,292 |   |
| Loan ID 650 |   | 9/3/2016  |   |          | 18.24  | %      |         |   | 6,478  |   |   |   | 6,478      |   |   |   | 6,311 |   |
| Loan ID 651 |   | 9/3/2018  |   |          | 25.06  | %      |         |   | 1,703  |   |   |   | 1,703      |   |   |   | 1,675 |   |
| Loan ID 652 |   | 9/4/2018  |   |          | 22.84  | %      |         |   | 10,973 |   |   |   | 10,973     |   |   |   | 10,852 |   |
| Loan ID 653 |   | 9/4/2016  |   |          | 18.99  | %      |         |   | 7,804  |   |   |   | 7,804      |   |   |   | 7,603 |   |
| Loan ID 654 |   | 9/4/2018  |   |          | 12.69  | %      |         |   | 13,695 |   |   |   | 13,695     |   |   |   | 13,713 |   |
| Loan ID 655 |   | 9/4/2016  |   |          | 22.72  | %      |         |   | 6,629  |   |   |   | 6,629      |   |   |   | 6,391 |   |
| Loan ID 656 |   | 9/5/2018  |   |          | 13.34  | %      |         |   | 12,124 |   |   |   | 12,124     |   |   |   | 12,139 |   |
| Loan ID 657 |   | 9/6/2018  |   |          | 22.09  | %      |         |   | 11,046 |   |   |   | 11,046     |   |   |   | 10,924 |   |
| Loan ID 658 |   | 9/10/2018 |   |          | 19.84  | %      |         |   | 8,333  |   |   |   | 8,333      |   |   |   | 8,241 |   |
| Loan ID 659 |   | 9/12/2016 |   |          | 12.03  | %      |         |   | 15,675 |   |   |   | 15,675     |   |   |   | 15,487 |   |
| Loan ID 660 |   | 9/12/2016 |   |          | 13.49  | %      |         |   | 1,263  |   |   |   | 1,263      |   |   |   | 1,240 |   |
| Loan ID 661 |   | 9/12/2016 |   |          | 13.99  | %      |         |   | 15,828 |   |   |   | 15,828     |   |   |   | 15,545 |   |
| Loan ID 662 |   | 9/12/2018 |   |          | 19.14  | %      |         |   | 3,323  |   |   |   | 3,323      |   |   |   | 3,286 |   |
| Loan ID 663 |   | 9/12/2016 |   |          | 26.29  | %      |         |   | 2,024  |   |   |   | 2,024      |   |   |   | 1,950 |   |
| Loan ID 664 |   | 9/13/2018 |   |          | 16.95  | %      |         |   | 8,224  |   |   |   | 8,224      |   |   |   | 8,133 |   |
| Loan ID 665 |   | 9/13/2016 |   |          | 31.34  | %      |         |   | 1,382  |   |   |   | 1,382      |   |   |   | 1,312 |   |
| Loan ID 667 |   | 9/13/2018 |   |          | 23.10  | %      |         |   | 8,450  |   |   |   | 8,450      |   |   |   | 8,307 |   |
| Loan ID 668 |   | 9/13/2018 |   |          | 13.99  | %      |         |   | 5,345  |   |   |   | 5,345      |   |   |   | 5,316 |   |
| Loan ID 670 |   | 9/13/2016 |   |          | 19.80  | %      |         |   | 1,393  |   |   |   | 1,393      |   |   |   | 1,357 |   |
| Loan ID 672 |   | 9/13/2016 |   |          | 31.34  | %      |         |   | 2,764  |   |   |   | 2,764      |   |   |   | 2,623 |   |
| Loan ID 673 |   | 9/13/2018 |   |          | 27.69  | %      |         |   | 8,604  |   |   |   | 8,604      |   |   |   | 8,485 |   |
| Loan ID 674 |   | 9/13/2016 |   |          | 21.55  | %      |         |   | 1,310  |   |   |   | 1,310      |   |   |   | 1,263 |   |
| Loan ID 675 |   | 9/13/2018 |   |          | 29.69  | %      |         |   | 3,467  |   |   |   | 3,467      |   |   |   | 3,419 |   |
| Loan ID 676 |   | 9/13/2016 |   |          | 29.25  | %      |         |   | 2,737  |   |   |   | 2,737      |   |   |   | 2,638 |   |
| Loan ID 677 |   | 9/13/2018 |   |          | 18.00  | %      |         |   | 9,917  |   |   |   | 9,917      |   |   |   | 9,808 |   |
| Loan ID 678 |   | 9/13/2018 |   |          | 15.85  | %      |         |   | 12,273 |   |   |   | 12,273     |   |   |   | 12,206 |   |
| Loan ID 679 |   | 9/16/2018 |   |          | 21.55  | %      |         |   | 8,395  |   |   |   | 8,395      |   |   |   | 8,253 |   |
| Loan ID 680 |   | 9/16/2016 |   |          | 27.69  | %      |         |   | 6,792  |   |   |   | 6,792      |   |   |   | 6,546 |   |
| Loan ID 681 |   | 9/16/2016 |   |          | 13.49  | %      |         |   | 9,498  |   |   |   | 9,498      |   |   |   | 9,328 |   |
| Loan ID 682 |   | 9/16/2016 |   |          | 17.60  | %      |         |   | 2,582  |   |   |   | 2,582      |   |   |   | 2,516 |   |
| Loan ID 683 |   | 9/16/2016 |   |          | 31.34  | %      |         |   | 2,764  |   |   |   | 2,764      |   |   |   | 2,623 |   |
| Loan ID 684 |   | 9/16/2018 |   |          | 17.30  | %      |         |   | 12,474 |   |   |   | 12,474     |   |   |   | 12,337 |   |
| Loan ID 685 |   | 9/16/2016 |   |          | 19.15  | %      |         |   | 2,278  |   |   |   | 2,278      |   |   |   | 2,219 |   |
| Loan ID 686 |   | 9/16/2018 |   |          | 20.45  | %      |         |   | 1,065  |   |   |   | 1,065      |   |   |   | 1,053 |   |
| Loan ID 687 |   | 9/16/2018 |   |          | 17.30  | %      |         |   | 11,533 |   |   |   | 11,533     |   |   |   | 11,405 |   |
| Loan ID 688 |   | 9/16/2016 |   |          | 15.50  | %      |         |   | 6,384  |   |   |   | 6,384      |   |   |   | 6,269 |   |
| Loan ID 689 |   | 9/16/2016 |   |          | 26.29  | %      |         |   | 2,699  |   |   |   | 2,699      |   |   |   | 2,601 |   |
| Loan ID 690 |   | 9/16/2018 |   |          | 13.99  | %      |         |   | 7,703  |   |   |   | 7,703      |   |   |   | 7,661 |   |
| Loan ID 691 |   | 9/16/2018 |   |          | 19.50  | %      |         |   | 8,320  |   |   |   | 8,320      |   |   |   | 8,228 |   |
| Loan ID 692 |   | 9/17/2018 |   |          | 23.79  | %      |         |   | 1,695  |   |   |   | 1,695      |   |   |   | 1,666 |   |
| Loan ID 693 |   | 9/17/2018 |   |          | 19.80  | %      |         |   | 16,663 |   |   |   | 16,663     |   |   |   | 16,479 |   |
| Loan ID 694 |   | 9/17/2016 |   |          | 18.40  | %      |         |   | 9,725  |   |   |   | 9,725      |   |   |   | 9,474 |   |
| Loan ID 696 |   | 9/17/2016 |   |          | 16.60  | %      |         |   | 8,348  |   |   |   | 8,348      |   |   |   | 8,133 |   |
| Loan ID 697 |   | 9/17/2016 |   |          | 29.25  | %      |         |   | 2,053  |   |   |   | 2,053      |   |   |   | 1,978 |   |
| Loan ID 698 |   | 9/17/2018 |   |          | 13.49  | %      |         |   | 10,515 |   |   |   | 10,515     |   |   |   | 10,458 |   |
| Loan ID 699 |   | 9/18/2016 |   |          | 23.10  | %      |         |   | 6,547  |   |   |   | 6,547      |   |   |   | 6,312 |   |
| Loan ID 700 |   | 9/18/2016 |   |          | 17.60  | %      |         |   | 6,456  |   |   |   | 6,456      |   |   |   | 6,290 |   |
| Loan ID 701 |   | 9/18/2016 |   |          | 18.00  | %      |         |   | 6,469  |   |   |   | 6,469      |   |   |   | 6,303 |   |

 

|   |
|--------|

|   |
|--------|

 

| Loan ID     |   | Maturity  |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|-------------|--------|-----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 703 |   | 9/18/2018 |   |          | 25.49  | %      |         |   | 8,532  |   |   |   | 8,532      |   |   |   | 8,414 |   |
| Loan ID 704 |   | 9/18/2018 |   |          | 17.60  | %      |         |   | 4,125  |   |   |   | 4,125      |   |   |   | 4,079 |   |
| Loan ID 705 |   | 9/19/2016 |   |          | 16.95  | %      |         |   | 12,886 |   |   |   | 12,886     |   |   |   | 12,554 |   |
| Loan ID 706 |   | 9/19/2016 |   |          | 19.50  | %      |         |   | 3,260  |   |   |   | 3,260      |   |   |   | 3,176 |   |
| Loan ID 707 |   | 9/19/2016 |   |          | 11.59  | %      |         |   | 6,872  |   |   |   | 6,872      |   |   |   | 6,790 |   |
| Loan ID 708 |   | 9/19/2016 |   |          | 15.50  | %      |         |   | 9,575  |   |   |   | 9,575      |   |   |   | 9,404 |   |
| Loan ID 709 |   | 9/19/2016 |   |          | 26.99  | %      |         |   | 3,077  |   |   |   | 3,077      |   |   |   | 2,965 |   |
| Loan ID 710 |   | 9/19/2018 |   |          | 16.95  | %      |         |   | 9,869  |   |   |   | 9,869      |   |   |   | 9,760 |   |
| Loan ID 711 |   | 9/19/2018 |   |          | 20.45  | %      |         |   | 7,520  |   |   |   | 7,520      |   |   |   | 7,437 |   |
| Loan ID 712 |   | 9/19/2016 |   |          | 18.64  | %      |         |   | 2,596  |   |   |   | 2,596      |   |   |   | 2,530 |   |
| Loan ID 713 |   | 9/19/2016 |   |          | 11.59  | %      |         |   | 1,955  |   |   |   | 1,955      |   |   |   | 1,931 |   |
| Loan ID 714 |   | 9/19/2016 |   |          | 11.59  | %      |         |   | 1,874  |   |   |   | 1,874      |   |   |   | 1,852 |   |
| Loan ID 715 |   | 9/19/2016 |   |          | 16.39  | %      |         |   | 16,036 |   |   |   | 16,036     |   |   |   | 15,748 |   |
| Loan ID 716 |   | 9/20/2016 |   |          | 12.99  | %      |         |   | 6,297  |   |   |   | 6,297      |   |   |   | 6,221 |   |
| Loan ID 718 |   | 9/20/2018 |   |          | 16.95  | %      |         |   | 16,449 |   |   |   | 16,449     |   |   |   | 16,267 |   |
| Loan ID 719 |   | 9/20/2016 |   |          | 20.15  | %      |         |   | 9,814  |   |   |   | 9,814      |   |   |   | 9,561 |   |
| Loan ID 720 |   | 9/20/2016 |   |          | 14.85  | %      |         |   | 2,544  |   |   |   | 2,544      |   |   |   | 2,499 |   |
| Loan ID 721 |   | 9/20/2016 |   |          | 25.49  | %      |         |   | 1,620  |   |   |   | 1,620      |   |   |   | 1,561 |   |
| Loan ID 722 |   | 9/20/2016 |   |          | 11.99  | %      |         |   | 6,262  |   |   |   | 6,262      |   |   |   | 6,186 |   |
| Loan ID 723 |   | 9/20/2016 |   |          | 26.29  | %      |         |   | 1,705  |   |   |   | 1,705      |   |   |   | 1,643 |   |
| Loan ID 724 |   | 9/20/2018 |   |          | 22.25  | %      |         |   | 8,227  |   |   |   | 8,227      |   |   |   | 8,088 |   |
| Loan ID 725 |   | 9/20/2018 |   |          | 27.69  | %      |         |   | 3,442  |   |   |   | 3,442      |   |   |   | 3,394 |   |
| Loan ID 728 |   | 9/20/2018 |   |          | 17.30  | %      |         |   | 1,681  |   |   |   | 1,681      |   |   |   | 1,663 |   |
| Loan ID 729 |   | 9/20/2018 |   |          | 23.79  | %      |         |   | 12,711 |   |   |   | 12,711     |   |   |   | 12,496 |   |
| Loan ID 730 |   | 9/23/2016 |   |          | 23.10  | %      |         |   | 3,317  |   |   |   | 3,317      |   |   |   | 3,198 |   |
| Loan ID 731 |   | 9/23/2016 |   |          | 11.99  | %      |         |   | 4,693  |   |   |   | 4,693      |   |   |   | 4,637 |   |
| Loan ID 732 |   | 9/23/2018 |   |          | 10.99  | %      |         |   | 15,966 |   |   |   | 15,966     |   |   |   | 15,986 |   |
| Loan ID 733 |   | 9/23/2018 |   |          | 20.85  | %      |         |   | 8,363  |   |   |   | 8,363      |   |   |   | 8,221 |   |
| Loan ID 734 |   | 9/23/2018 |   |          | 16.20  | %      |         |   | 4,914  |   |   |   | 4,914      |   |   |   | 4,887 |   |
| Loan ID 735 |   | 9/24/2016 |   |          | 11.59  | %      |         |   | 2,499  |   |   |   | 2,499      |   |   |   | 2,469 |   |
| Loan ID 736 |   | 9/24/2018 |   |          | 20.45  | %      |         |   | 8,220  |   |   |   | 8,220      |   |   |   | 8,129 |   |
| Loan ID 737 |   | 9/24/2016 |   |          | 15.50  | %      |         |   | 7,728  |   |   |   | 7,728      |   |   |   | 7,590 |   |
| Loan ID 738 |   | 9/24/2018 |   |          | 15.85  | %      |         |   | 6,545  |   |   |   | 6,545      |   |   |   | 6,510 |   |
| Loan ID 739 |   | 9/24/2016 |   |          | 12.49  | %      |         |   | 6,279  |   |   |   | 6,279      |   |   |   | 6,203 |   |
| Loan ID 740 |   | 9/24/2018 |   |          | 19.50  | %      |         |   | 8,320  |   |   |   | 8,320      |   |   |   | 8,228 |   |
| Loan ID 741 |   | 9/24/2016 |   |          | 16.20  | %      |         |   | 6,408  |   |   |   | 6,408      |   |   |   | 6,293 |   |
| Loan ID 742 |   | 9/24/2018 |   |          | 16.60  | %      |         |   | 12,262 |   |   |   | 12,262     |   |   |   | 12,126 |   |
| Loan ID 743 |   | 9/25/2016 |   |          | 14.85  | %      |         |   | 9,542  |   |   |   | 9,542      |   |   |   | 9,371 |   |
| Loan ID 744 |   | 9/25/2016 |   |          | 29.99  | %      |         |   | 1,717  |   |   |   | 1,717      |   |   |   | 1,629 |   |
| Loan ID 745 |   | 9/25/2016 |   |          | 14.85  | %      |         |   | 3,711  |   |   |   | 3,711      |   |   |   | 3,645 |   |
| Loan ID 746 |   | 9/25/2016 |   |          | 15.20  | %      |         |   | 3,187  |   |   |   | 3,187      |   |   |   | 3,129 |   |
| Loan ID 747 |   | 9/25/2018 |   |          | 23.10  | %      |         |   | 7,182  |   |   |   | 7,182      |   |   |   | 7,061 |   |
| Loan ID 748 |   | 9/26/2016 |   |          | 31.34  | %      |         |   | 2,443  |   |   |   | 2,443      |   |   |   | 2,318 |   |
| Loan ID 749 |   | 9/26/2016 |   |          | 29.99  | %      |         |   | 2,747  |   |   |   | 2,747      |   |   |   | 2,607 |   |
| Loan ID 750 |   | 9/26/2016 |   |          | 18.70  | %      |         |   | 2,273  |   |   |   | 2,273      |   |   |   | 2,214 |   |
| Loan ID 751 |   | 9/26/2018 |   |          | 20.45  | %      |         |   | 5,264  |   |   |   | 5,264      |   |   |   | 5,206 |   |
| Loan ID 752 |   | 9/26/2016 |   |          | 15.50  | %      |         |   | 7,164  |   |   |   | 7,164      |   |   |   | 7,036 |   |
| Loan ID 753 |   | 9/26/2016 |   |          | 16.95  | %      |         |   | 9,650  |   |   |   | 9,650      |   |   |   | 9,402 |   |
| Loan ID 754 |   | 9/26/2018 |   |          | 20.45  | %      |         |   | 6,684  |   |   |   | 6,684      |   |   |   | 6,610 |   |
| Loan ID 755 |   | 9/26/2016 |   |          | 16.60  | %      |         |   | 5,137  |   |   |   | 5,137      |   |   |   | 5,005 |   |
| Loan ID 756 |   | 9/26/2018 |   |          | 24.69  | %      |         |   | 3,400  |   |   |   | 3,400      |   |   |   | 3,343 |   |
| Loan ID 757 |   | 9/26/2018 |   |          | 17.30  | %      |         |   | 4,119  |   |   |   | 4,119      |   |   |   | 4,073 |   |
| Loan ID 758 |   | 9/26/2016 |   |          | 20.45  | %      |         |   | 2,621  |   |   |   | 2,621      |   |   |   | 2,554 |   |
| Loan ID 759 |   | 9/26/2018 |   |          | 18.70  | %      |         |   | 4,145  |   |   |   | 4,145      |   |   |   | 4,099 |   |
| Loan ID 760 |   | 9/26/2016 |   |          | 25.49  | %      |         |   | 7,210  |   |   |   | 7,210      |   |   |   | 6,948 |   |
| Loan ID 761 |   | 9/27/2016 |   |          | 20.45  | %      |         |   | 2,621  |   |   |   | 2,621      |   |   |   | 2,554 |   |
| Loan ID 762 |   | 9/27/2018 |   |          | 25.49  | %      |         |   | 8,532  |   |   |   | 8,532      |   |   |   | 8,414 |   |
| Loan ID 763 |   | 9/27/2018 |   |          | 19.80  | %      |         |   | 12,497 |   |   |   | 12,497     |   |   |   | 12,359 |   |
| Loan ID 764 |   | 9/27/2016 |   |          | 18.00  | %      |         |   | 1,617  |   |   |   | 1,617      |   |   |   | 1,576 |   |

 

|   |
|--------|

|   |
|--------|

 

| Loan ID     |   | Maturity  |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|-------------|--------|-----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 766 |   | 9/27/2016 |   |          | 31.34  | %      |         |   | 3,362  |   |   |   | 3,362      |   |   |   | 3,191 |   |
| Loan ID 767 |   | 9/27/2016 |   |          | 15.50  | %      |         |   | 9,575  |   |   |   | 9,575      |   |   |   | 9,404 |   |
| Loan ID 769 |   | 9/27/2016 |   |          | 29.99  | %      |         |   | 1,956  |   |   |   | 1,956      |   |   |   | 1,857 |   |
| Loan ID 770 |   | 9/27/2018 |   |          | 28.49  | %      |         |   | 3,452  |   |   |   | 3,452      |   |   |   | 3,404 |   |
| Loan ID 771 |   | 9/27/2018 |   |          | 15.50  | %      |         |   | 16,336 |   |   |   | 16,336     |   |   |   | 16,247 |   |
| Loan ID 772 |   | 9/27/2016 |   |          | 9.49   | %      |         |   | 4,316  |   |   |   | 4,316      |   |   |   | 4,264 |   |
| Loan ID 773 |   | 9/27/2016 |   |          | 14.85  | %      |         |   | 1,272  |   |   |   | 1,272      |   |   |   | 1,249 |   |
| Loan ID 774 |   | 9/27/2018 |   |          | 16.95  | %      |         |   | 8,575  |   |   |   | 8,575      |   |   |   | 8,480 |   |
| Loan ID 775 |   | 9/27/2018 |   |          | 17.30  | %      |         |   | 4,119  |   |   |   | 4,119      |   |   |   | 4,073 |   |
| Loan ID 776 |   | 9/27/2018 |   |          | 24.69  | %      |         |   | 8,505  |   |   |   | 8,505      |   |   |   | 8,361 |   |
| Loan ID 777 |   | 9/27/2018 |   |          | 20.15  | %      |         |   | 7,510  |   |   |   | 7,510      |   |   |   | 7,427 |   |
| Loan ID 778 |   | 9/27/2018 |   |          | 19.80  | %      |         |   | 3,333  |   |   |   | 3,333      |   |   |   | 3,296 |   |
| Loan ID 779 |   | 9/27/2018 |   |          | 27.69  | %      |         |   | 8,604  |   |   |   | 8,604      |   |   |   | 8,485 |   |
| Loan ID 780 |   | 9/27/2016 |   |          | 23.79  | %      |         |   | 6,349  |   |   |   | 6,349      |   |   |   | 6,121 |   |
| Loan ID 781 |   | 9/27/2016 |   |          | 11.99  | %      |         |   | 12,523 |   |   |   | 12,523     |   |   |   | 12,373 |   |
| Loan ID 782 |   | 9/27/2018 |   |          | 16.95  | %      |         |   | 12,336 |   |   |   | 12,336     |   |   |   | 12,200 |   |
| Loan ID 783 |   | 9/27/2016 |   |          | 15.50  | %      |         |   | 9,575  |   |   |   | 9,575      |   |   |   | 9,404 |   |
| Loan ID 784 |   | 9/27/2016 |   |          | 27.69  | %      |         |   | 7,297  |   |   |   | 7,297      |   |   |   | 7,032 |   |
| Loan ID 785 |   | 9/27/2016 |   |          | 29.25  | %      |         |   | 2,737  |   |   |   | 2,737      |   |   |   | 2,638 |   |
| Loan ID 786 |   | 9/27/2016 |   |          | 29.99  | %      |         |   | 2,747  |   |   |   | 2,747      |   |   |   | 2,607 |   |
| Loan ID 787 |   | 9/27/2018 |   |          | 24.69  | %      |         |   | 8,505  |   |   |   | 8,505      |   |   |   | 8,361 |   |
| Loan ID 788 |   | 9/27/2016 |   |          | 18.00  | %      |         |   | 9,704  |   |   |   | 9,704      |   |   |   | 9,454 |   |
| Loan ID 789 |   | 9/27/2016 |   |          | 10.99  | %      |         |   | 9,340  |   |   |   | 9,340      |   |   |   | 9,227 |   |
| Loan ID 791 |   | 9/27/2016 |   |          | 14.85  | %      |         |   | 6,361  |   |   |   | 6,361      |   |   |   | 6,247 |   |
| Loan ID 792 |   | 9/27/2016 |   |          | 11.99  | %      |         |   | 18,785 |   |   |   | 18,785     |   |   |   | 18,559 |   |
| Loan ID 794 |   | 9/27/2016 |   |          | 19.80  | %      |         |   | 5,877  |   |   |   | 5,877      |   |   |   | 5,726 |   |
| Loan ID 795 |   | 9/27/2016 |   |          | 12.99  | %      |         |   | 5,667  |   |   |   | 5,667      |   |   |   | 5,599 |   |
| Loan ID 797 |   | 9/27/2016 |   |          | 15.85  | %      |         |   | 9,593  |   |   |   | 9,593      |   |   |   | 9,421 |   |
| Loan ID 798 |   | 9/27/2018 |   |          | 20.45  | %      |         |   | 8,327  |   |   |   | 8,327      |   |   |   | 8,235 |   |
| Loan ID 799 |   | 9/27/2018 |   |          | 16.60  | %      |         |   | 14,780 |   |   |   | 14,780     |   |   |   | 14,616 |   |
| Loan ID 800 |   | 9/30/2016 |   |          | 26.99  | %      |         |   | 2,707  |   |   |   | 2,707      |   |   |   | 2,609 |   |
| Loan ID 801 |   | 9/30/2018 |   |          | 16.20  | %      |         |   | 18,437 |   |   |   | 18,437     |   |   |   | 18,336 |   |
| Loan ID 802 |   | 9/30/2016 |   |          | 19.15  | %      |         |   | 9,762  |   |   |   | 9,762      |   |   |   | 9,511 |   |
| Loan ID 803 |   | 9/30/2016 |   |          | 23.79  | %      |         |   | 3,498  |   |   |   | 3,498      |   |   |   | 3,373 |   |
| Loan ID 804 |   | 9/30/2016 |   |          | 29.99  | %      |         |   | 1,373  |   |   |   | 1,373      |   |   |   | 1,303 |   |
| Loan ID 805 |   | 9/30/2016 |   |          | 26.99  | %      |         |   | 2,707  |   |   |   | 2,707      |   |   |   | 2,609 |   |
| Loan ID 806 |   | 9/30/2018 |   |          | 16.95  | %      |         |   | 3,290  |   |   |   | 3,290      |   |   |   | 3,253 |   |
| Loan ID 807 |   | 9/30/2016 |   |          | 21.55  | %      |         |   | 6,260  |   |   |   | 6,260      |   |   |   | 6,035 |   |
| Loan ID 808 |   | 9/30/2016 |   |          | 30.75  | %      |         |   | 2,756  |   |   |   | 2,756      |   |   |   | 2,616 |   |
| Loan ID 809 |   | 9/30/2016 |   |          | 31.34  | %      |         |   | 2,763  |   |   |   | 2,763      |   |   |   | 2,623 |   |
| Loan ID 810 |   | 9/30/2018 |   |          | 19.50  | %      |         |   | 12,480 |   |   |   | 12,480     |   |   |   | 12,342 |   |
| Loan ID 811 |   | 9/30/2016 |   |          | 12.49  | %      |         |   | 1,256  |   |   |   | 1,256      |   |   |   | 1,241 |   |
| Loan ID 812 |   | 9/30/2016 |   |          | 26.99  | %      |         |   | 2,707  |   |   |   | 2,707      |   |   |   | 2,609 |   |
| Loan ID 813 |   | 9/30/2018 |   |          | 20.45  | %      |         |   | 9,495  |   |   |   | 9,495      |   |   |   | 9,390 |   |
| Loan ID 814 |   | 9/30/2018 |   |          | 18.40  | %      |         |   | 20,698 |   |   |   | 20,698     |   |   |   | 20,469 |   |
| Loan ID 815 |   | 9/30/2016 |   |          | 21.59  | %      |         |   | 3,515  |   |   |   | 3,515      |   |   |   | 3,425 |   |
| Loan ID 817 |   | 9/30/2018 |   |          | 12.99  | %      |         |   | 12,102 |   |   |   | 12,102     |   |   |   | 12,117 |   |
| Loan ID 818 |   | 9/30/2016 |   |          | 15.50  | %      |         |   | 6,383  |   |   |   | 6,383      |   |   |   | 6,269 |   |
| Loan ID 819 |   | 9/30/2016 |   |          | 19.15  | %      |         |   | 9,762  |   |   |   | 9,762      |   |   |   | 9,511 |   |
| Loan ID 820 |   | 9/30/2016 |   |          | 10.99  | %      |         |   | 3,736  |   |   |   | 3,736      |   |   |   | 3,691 |   |
| Loan ID 821 |   | 9/30/2016 |   |          | 15.50  | %      |         |   | 10,213 |   |   |   | 10,213     |   |   |   | 10,030 |   |
| Loan ID 822 |   | 9/30/2016 |   |          | 22.25  | %      |         |   | 1,984  |   |   |   | 1,984      |   |   |   | 1,913 |   |
| Loan ID 823 |   | 9/30/2018 |   |          | 12.99  | %      |         |   | 6,051  |   |   |   | 6,051      |   |   |   | 6,059 |   |
| Loan ID 824 |   | 9/30/2016 |   |          | 20.85  | %      |         |   | 6,565  |   |   |   | 6,565      |   |   |   | 6,330 |   |
| Loan ID 825 |   | 9/30/2016 |   |          | 13.49  | %      |         |   | 6,314  |   |   |   | 6,314      |   |   |   | 6,201 |   |
| Loan ID 826 |   | 9/30/2016 |   |          | 10.50  | %      |         |   | 18,628 |   |   |   | 18,628     |   |   |   | 18,403 |   |

 

|   |
|--------|

|   |
|--------|

 

| Loan ID     |   | Maturity   |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|-------------|--------|------------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 828 |   | 9/30/2018  |   |          | 24.69  | %      |         |   | 8,721  |   |   |   | 8,721      |   |   |   | 8,574 |   |
| Loan ID 829 |   | 10/1/2016  |   |          | 22.25  | %      |         |   | 5,154  |   |   |   | 5,154      |   |   |   | 4,969 |   |
| Loan ID 830 |   | 10/1/2018  |   |          | 11.59  | %      |         |   | 12,231 |   |   |   | 12,231     |   |   |   | 12,247 |   |
| Loan ID 831 |   | 10/1/2018  |   |          | 12.49  | %      |         |   | 8,189  |   |   |   | 8,189      |   |   |   | 8,200 |   |
| Loan ID 832 |   | 10/1/2018  |   |          | 16.20  | %      |         |   | 8,330  |   |   |   | 8,330      |   |   |   | 8,284 |   |
| Loan ID 833 |   | 10/1/2018  |   |          | 18.70  | %      |         |   | 21,050 |   |   |   | 21,050     |   |   |   | 20,817 |   |
| Loan ID 834 |   | 10/1/2018  |   |          | 16.60  | %      |         |   | 8,344  |   |   |   | 8,344      |   |   |   | 8,252 |   |
| Loan ID 835 |   | 10/1/2016  |   |          | 12.99  | %      |         |   | 2,624  |   |   |   | 2,624      |   |   |   | 2,593 |   |
| Loan ID 836 |   | 10/1/2016  |   |          | 22.25  | %      |         |   | 6,872  |   |   |   | 6,872      |   |   |   | 6,626 |   |
| Loan ID 837 |   | 10/1/2016  |   |          | 29.99  | %      |         |   | 1,779  |   |   |   | 1,779      |   |   |   | 1,689 |   |
| Loan ID 838 |   | 10/1/2018  |   |          | 13.99  | %      |         |   | 19,380 |   |   |   | 19,380     |   |   |   | 19,274 |   |
| Loan ID 839 |   | 10/1/2018  |   |          | 18.40  | %      |         |   | 3,364  |   |   |   | 3,364      |   |   |   | 3,326 |   |
| Loan ID 840 |   | 10/1/2018  |   |          | 15.79  | %      |         |   | 7,512  |   |   |   | 7,512      |   |   |   | 7,471 |   |
| Loan ID 841 |   | 10/1/2016  |   |          | 16.95  | %      |         |   | 10,046 |   |   |   | 10,046     |   |   |   | 9,788 |   |
| Loan ID 842 |   | 10/2/2018  |   |          | 12.99  | %      |         |   | 8,209  |   |   |   | 8,209      |   |   |   | 8,219 |   |
| Loan ID 843 |   | 10/2/2018  |   |          | 24.69  | %      |         |   | 8,623  |   |   |   | 8,623      |   |   |   | 8,477 |   |
| Loan ID 844 |   | 10/2/2018  |   |          | 20.15  | %      |         |   | 4,235  |   |   |   | 4,235      |   |   |   | 4,189 |   |
| Loan ID 845 |   | 10/2/2016  |   |          | 11.59  | %      |         |   | 7,536  |   |   |   | 7,536      |   |   |   | 7,445 |   |
| Loan ID 846 |   | 10/2/2018  |   |          | 17.30  | %      |         |   | 10,881 |   |   |   | 10,881     |   |   |   | 10,760 |   |
| Loan ID 847 |   | 10/2/2018  |   |          | 19.15  | %      |         |   | 8,214  |   |   |   | 8,214      |   |   |   | 8,123 |   |
| Loan ID 848 |   | 10/3/2018  |   |          | 19.50  | %      |         |   | 12,672 |   |   |   | 12,672     |   |   |   | 12,532 |   |
| Loan ID 849 |   | 10/3/2016  |   |          | 10.99  | %      |         |   | 6,496  |   |   |   | 6,496      |   |   |   | 6,418 |   |
| Loan ID 850 |   | 10/3/2018  |   |          | 19.50  | %      |         |   | 21,120 |   |   |   | 21,120     |   |   |   | 20,887 |   |
| Loan ID 851 |   | 10/3/2016  |   |          | 17.30  | %      |         |   | 4,696  |   |   |   | 4,696      |   |   |   | 4,576 |   |
| Loan ID 852 |   | 10/3/2016  |   |          | 12.99  | %      |         |   | 9,846  |   |   |   | 9,846      |   |   |   | 9,728 |   |
| Loan ID 853 |   | 10/3/2018  |   |          | 18.70  | %      |         |   | 8,420  |   |   |   | 8,420      |   |   |   | 8,327 |   |
| Loan ID 854 |   | 10/4/2016  |   |          | 26.99  | %      |         |   | 2,810  |   |   |   | 2,810      |   |   |   | 2,707 |   |
| Loan ID 855 |   | 10/4/2016  |   |          | 22.25  | %      |         |   | 10,574 |   |   |   | 10,574     |   |   |   | 10,195 |   |
| Loan ID 856 |   | 10/4/2016  |   |          | 17.60  | %      |         |   | 2,688  |   |   |   | 2,688      |   |   |   | 2,618 |   |
| Loan ID 857 |   | 10/7/2018  |   |          | 26.99  | %      |         |   | 2,748  |   |   |   | 2,748      |   |   |   | 2,710 |   |
| Loan ID 858 |   | 10/7/2016  |   |          | 20.15  | %      |         |   | 10,205 |   |   |   | 10,205     |   |   |   | 9,943 |   |
| Loan ID 859 |   | 10/8/2016  |   |          | 16.60  | %      |         |   | 10,029 |   |   |   | 10,029     |   |   |   | 9,771 |   |
| Loan ID 860 |   | 10/8/2016  |   |          | 26.99  | %      |         |   | 2,810  |   |   |   | 2,810      |   |   |   | 2,707 |   |
| Loan ID 861 |   | 10/8/2018  |   |          | 12.99  | %      |         |   | 4,515  |   |   |   | 4,515      |   |   |   | 4,520 |   |
| Loan ID 862 |   | 10/8/2016  |   |          | 27.69  | %      |         |   | 7,046  |   |   |   | 7,046      |   |   |   | 6,790 |   |
| Loan ID 865 |   | 10/8/2018  |   |          | 17.60  | %      |         |   | 2,933  |   |   |   | 2,933      |   |   |   | 2,901 |   |
| Loan ID 867 |   | 10/8/2016  |   |          | 15.85  | %      |         |   | 6,661  |   |   |   | 6,661      |   |   |   | 6,541 |   |
| Loan ID 868 |   | 10/8/2018  |   |          | 15.20  | %      |         |   | 8,292  |   |   |   | 8,292      |   |   |   | 8,247 |   |
| Loan ID 869 |   | 10/8/2016  |   |          | 26.99  | %      |         |   | 2,810  |   |   |   | 2,810      |   |   |   | 2,707 |   |
| Loan ID 870 |   | 10/8/2016  |   |          | 29.99  | %      |         |   | 1,424  |   |   |   | 1,424      |   |   |   | 1,351 |   |
| Loan ID 871 |   | 10/8/2016  |   |          | 23.10  | %      |         |   | 1,794  |   |   |   | 1,794      |   |   |   | 1,730 |   |
| Loan ID 872 |   | 10/8/2018  |   |          | 14.85  | %      |         |   | 16,559 |   |   |   | 16,559     |   |   |   | 16,468 |   |
| Loan ID 873 |   | 10/8/2018  |   |          | 20.15  | %      |         |   | 12,706 |   |   |   | 12,706     |   |   |   | 12,566 |   |
| Loan ID 874 |   | 10/8/2016  |   |          | 19.80  | %      |         |   | 14,942 |   |   |   | 14,942     |   |   |   | 14,558 |   |
| Loan ID 875 |   | 10/8/2016  |   |          | 26.29  | %      |         |   | 2,801  |   |   |   | 2,801      |   |   |   | 2,699 |   |
| Loan ID 876 |   | 10/9/2018  |   |          | 29.25  | %      |         |   | 4,382  |   |   |   | 4,382      |   |   |   | 4,322 |   |
| Loan ID 877 |   | 10/9/2016  |   |          | 20.15  | %      |         |   | 10,243 |   |   |   | 10,243     |   |   |   | 9,979 |   |
| Loan ID 878 |   | 10/9/2018  |   |          | 22.25  | %      |         |   | 8,542  |   |   |   | 8,542      |   |   |   | 8,398 |   |
| Loan ID 879 |   | 10/9/2016  |   |          | 26.99  | %      |         |   | 3,512  |   |   |   | 3,512      |   |   |   | 3,384 |   |
| Loan ID 880 |   | 10/9/2016  |   |          | 9.49   | %      |         |   | 12,889 |   |   |   | 12,889     |   |   |   | 12,733 |   |
| Loan ID 881 |   | 10/10/2018 |   |          | 23.10  | %      |         |   | 3,428  |   |   |   | 3,428      |   |   |   | 3,370 |   |
| Loan ID 882 |   | 10/10/2016 |   |          | 29.99  | %      |         |   | 2,847  |   |   |   | 2,847      |   |   |   | 2,702 |   |
| Loan ID 883 |   | 10/10/2016 |   |          | 26.99  | %      |         |   | 3,512  |   |   |   | 3,512      |   |   |   | 3,384 |   |
| Loan ID 884 |   | 10/10/2018 |   |          | 18.00  | %      |         |   | 12,592 |   |   |   | 12,592     |   |   |   | 12,453 |   |
| Loan ID 885 |   | 10/10/2018 |   |          | 26.29  | %      |         |   | 3,469  |   |   |   | 3,469      |   |   |   | 3,421 |   |
| Loan ID 886 |   | 10/10/2016 |   |          | 12.49  | %      |         |   | 4,583  |   |   |   | 4,583      |   |   |   | 4,528 |   |
| Loan ID 887 |   | 10/10/2016 |   |          | 19.15  | %      |         |   | 7,765  |   |   |   | 7,765      |   |   |   | 7,565 |   |
| Loan ID 888 |   | 10/10/2016 |   |          | 10.50  | %      |         |   | 9,071  |   |   |   | 9,071      |   |   |   | 8,962 |   |
| Loan ID 890 |   | 10/10/2016 |   |          | 15.20  | %      |         |   | 6,639  |   |   |   | 6,639      |   |   |   | 6,520 |   |

 

|   |
|--------|

|   |
|--------|

 

| Loan ID     |   | Maturity   |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|-------------|--------|------------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 891 |   | 10/10/2016 |   |          | 23.10  | %      |         |   | 2,796  |   |   |   | 2,796      |   |   |   | 2,695 |   |
| Loan ID 892 |   | 10/10/2018 |   |          | 27.69  | %      |         |   | 8,717  |   |   |   | 8,717      |   |   |   | 8,596 |   |
| Loan ID 893 |   | 10/10/2016 |   |          | 22.25  | %      |         |   | 2,749  |   |   |   | 2,749      |   |   |   | 2,650 |   |
| Loan ID 894 |   | 10/10/2016 |   |          | 12.99  | %      |         |   | 4,267  |   |   |   | 4,267      |   |   |   | 4,215 |   |
| Loan ID 896 |   | 10/10/2016 |   |          | 31.34  | %      |         |   | 2,864  |   |   |   | 2,864      |   |   |   | 2,718 |   |
| Loan ID 897 |   | 10/10/2016 |   |          | 10.50  | %      |         |   | 7,559  |   |   |   | 7,559      |   |   |   | 7,468 |   |
| Loan ID 898 |   | 10/10/2016 |   |          | 17.60  | %      |         |   | 6,719  |   |   |   | 6,719      |   |   |   | 6,546 |   |
| Loan ID 899 |   | 10/10/2016 |   |          | 12.49  | %      |         |   | 20,951 |   |   |   | 20,951     |   |   |   | 20,699 |   |
| Loan ID 900 |   | 10/11/2016 |   |          | 18.40  | %      |         |   | 8,095  |   |   |   | 8,095      |   |   |   | 7,887 |   |
| Loan ID 901 |   | 10/11/2018 |   |          | 16.95  | %      |         |   | 16,714 |   |   |   | 16,714     |   |   |   | 16,529 |   |
| Loan ID 903 |   | 10/11/2016 |   |          | 29.25  | %      |         |   | 2,838  |   |   |   | 2,838      |   |   |   | 2,735 |   |
| Loan ID 904 |   | 10/11/2018 |   |          | 17.30  | %      |         |   | 8,370  |   |   |   | 8,370      |   |   |   | 8,277 |   |
| Loan ID 905 |   | 10/15/2016 |   |          | 16.20  | %      |         |   | 6,672  |   |   |   | 6,672      |   |   |   | 6,553 |   |
| Loan ID 906 |   | 10/15/2016 |   |          | 31.34  | %      |         |   | 1,489  |   |   |   | 1,489      |   |   |   | 1,414 |   |
| Loan ID 907 |   | 10/15/2018 |   |          | 23.10  | %      |         |   | 2,143  |   |   |   | 2,143      |   |   |   | 2,106 |   |
| Loan ID 909 |   | 10/15/2016 |   |          | 23.10  | %      |         |   | 2,760  |   |   |   | 2,760      |   |   |   | 2,661 |   |
| Loan ID 910 |   | 10/16/2018 |   |          | 12.99  | %      |         |   | 14,776 |   |   |   | 14,776     |   |   |   | 14,794 |   |
| Loan ID 912 |   | 10/16/2016 |   |          | 26.99  | %      |         |   | 1,756  |   |   |   | 1,756      |   |   |   | 1,692 |   |
| Loan ID 913 |   | 10/16/2018 |   |          | 20.15  | %      |         |   | 8,444  |   |   |   | 8,444      |   |   |   | 8,350 |   |
| Loan ID 914 |   | 10/16/2016 |   |          | 29.25  | %      |         |   | 903    |   |   |   | 903        |   |   |   | 870 |   |
| Loan ID 915 |   | 10/16/2018 |   |          | 18.70  | %      |         |   | 12,630 |   |   |   | 12,630     |   |   |   | 12,490 |   |
| Loan ID 916 |   | 10/16/2016 |   |          | 9.49   | %      |         |   | 5,155  |   |   |   | 5,155      |   |   |   | 5,093 |   |
| Loan ID 917 |   | 10/16/2018 |   |          | 19.50  | %      |         |   | 7      |   |   |   | 7          |   |   |   | 7 |   |
| Loan ID 918 |   | 10/16/2016 |   |          | 9.49   | %      |         |   | 9,667  |   |   |   | 9,667      |   |   |   | 9,550 |   |
| Loan ID 919 |   | 10/16/2016 |   |          | 12.49  | %      |         |   | 7      |   |   |   | 7          |   |   |   | 6 |   |
| Loan ID 920 |   | 10/16/2018 |   |          | 24.69  | %      |         |   | 3,450  |   |   |   | 3,450      |   |   |   | 3,392 |   |
| Loan ID 921 |   | 10/16/2016 |   |          | 12.99  | %      |         |   | 6,564  |   |   |   | 6,564      |   |   |   | 6,485 |   |
| Loan ID 922 |   | 10/16/2018 |   |          | 11.59  | %      |         |   | 16,308 |   |   |   | 16,308     |   |   |   | 16,329 |   |
| Loan ID 923 |   | 10/16/2018 |   |          | 19.15  | %      |         |   | 3,391  |   |   |   | 3,391      |   |   |   | 3,353 |   |
| Loan ID 924 |   | 10/17/2016 |   |          | 16.20  | %      |         |   | 2,669  |   |   |   | 2,669      |   |   |   | 2,621 |   |
| Loan ID 925 |   | 10/17/2016 |   |          | 14.40  | %      |         |   | 9,918  |   |   |   | 9,918      |   |   |   | 9,740 |   |
| Loan ID 928 |   | 10/17/2018 |   |          | 23.10  | %      |         |   | 2,571  |   |   |   | 2,571      |   |   |   | 2,528 |   |
| Loan ID 929 |   | 10/17/2018 |   |          | 11.59  | %      |         |   | 12,231 |   |   |   | 12,231     |   |   |   | 12,247 |   |
| Loan ID 931 |   | 10/17/2016 |   |          | 12.99  | %      |         |   | 3,282  |   |   |   | 3,282      |   |   |   | 3,242 |   |
| Loan ID 932 |   | 10/17/2018 |   |          | 16.20  | %      |         |   | 9,579  |   |   |   | 9,579      |   |   |   | 9,527 |   |
| Loan ID 933 |   | 10/17/2018 |   |          | 18.40  | %      |         |   | 12,614 |   |   |   | 12,614     |   |   |   | 12,474 |   |
| Loan ID 935 |   | 10/17/2016 |   |          | 9.90   | %      |         |   | 5,490  |   |   |   | 5,490      |   |   |   | 5,424 |   |
| Loan ID 936 |   | 10/17/2016 |   |          | 15.50  | %      |         |   | 9,973  |   |   |   | 9,973      |   |   |   | 9,795 |   |
| Loan ID 940 |   | 10/17/2016 |   |          | 13.49  | %      |         |   | 3,291  |   |   |   | 3,291      |   |   |   | 3,232 |   |
| Loan ID 941 |   | 10/17/2018 |   |          | 18.40  | %      |         |   | 12,614 |   |   |   | 12,614     |   |   |   | 12,474 |   |
| Loan ID 942 |   | 10/17/2018 |   |          | 20.45  | %      |         |   | 21,203 |   |   |   | 21,203     |   |   |   | 20,968 |   |
| Loan ID 943 |   | 10/17/2018 |   |          | 12.99  | %      |         |   | 9,850  |   |   |   | 9,850      |   |   |   | 9,863 |   |
| Loan ID 944 |   | 10/18/2018 |   |          | 17.60  | %      |         |   | 16,761 |   |   |   | 16,761     |   |   |   | 16,576 |   |
| Loan ID 945 |   | 10/18/2016 |   |          | 19.15  | %      |         |   | 10,156 |   |   |   | 10,156     |   |   |   | 9,894 |   |
| Loan ID 946 |   | 10/18/2016 |   |          | 15.85  | %      |         |   | 10,008 |   |   |   | 10,008     |   |   |   | 9,829 |   |
| Loan ID 948 |   | 10/18/2016 |   |          | 21.55  | %      |         |   | 6,849  |   |   |   | 6,849      |   |   |   | 6,604 |   |
| Loan ID 949 |   | 10/18/2018 |   |          | 19.50  | %      |         |   | 5,407  |   |   |   | 5,407      |   |   |   | 5,347 |   |
| Loan ID 950 |   | 10/18/2016 |   |          | 9.49   | %      |         |   | 8,369  |   |   |   | 8,369      |   |   |   | 8,268 |   |
| Loan ID 952 |   | 10/18/2016 |   |          | 18.00  | %      |         |   | 10,099 |   |   |   | 10,099     |   |   |   | 9,839 |   |
| Loan ID 954 |   | 10/18/2018 |   |          | 20.45  | %      |         |   | 6,785  |   |   |   | 6,785      |   |   |   | 6,710 |   |
| Loan ID 955 |   | 10/18/2016 |   |          | 21.55  | %      |         |   | 35     |   |   |   | 35         |   |   |   | 34 |   |
| Loan ID 957 |   | 10/18/2016 |   |          | 23.10  | %      |         |   | 3,588  |   |   |   | 3,588      |   |   |   | 3,459 |   |

 

|   |
|--------|

|   |
|--------|

 

 

 

| Loan ID |   | Maturity   |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|------------|--------|--------------------|--------|--------|------------------------|--------|--------|--------|--------|--------|-----------------|--------|
| Loan ID 958  |   | 10/18/2018 |   |               | 17.30  | %      |                   |   | 12,566 |   |   |   | 12,566          |   |   |   | 12,427 |   |
| Loan ID 959  |   | 10/18/2018 |   |               | 20.45  | %      |                   |   | 8,326  |   |   |   | 8,326           |   |   |   | 8,234 |   |
| Loan ID 960  |   | 10/18/2016 |   |               | 16.60  | %      |                   |   | 13,372 |   |   |   | 13,372          |   |   |   | 13,028 |   |
| Loan ID 961  |   | 10/18/2018 |   |               | 20.15  | %      |                   |   | 12,709 |   |   |   | 12,709          |   |   |   | 12,569 |   |
| Loan ID 962  |   | 10/21/2016 |   |               | 25.49  | %      |                   |   | 6,994  |   |   |   | 6,994           |   |   |   | 6,740 |   |
| Loan ID 963  |   | 10/21/2016 |   |               | 17.60  | %      |                   |   | 10,099 |   |   |   | 10,099          |   |   |   | 9,839 |   |
| Loan ID 965  |   | 10/21/2018 |   |               | 10.99  | %      |                   |   | 20,326 |   |   |   | 20,326          |   |   |   | 20,352 |   |
| Loan ID 966  |   | 10/21/2018 |   |               | 16.95  | %      |                   |   | 12,917 |   |   |   | 12,917          |   |   |   | 12,774 |   |
| Loan ID 968  |   | 10/22/2018 |   |               | 16.20  | %      |                   |   | 8,330  |   |   |   | 8,330           |   |   |   | 8,284 |   |
| Loan ID 969  |   | 10/22/2016 |   |               | 12.99  | %      |                   |   | 13,128 |   |   |   | 13,128          |   |   |   | 12,970 |   |
| Loan ID 970  |   | 10/22/2016 |   |               | 20.85  | %      |                   |   | 6,826  |   |   |   | 6,826           |   |   |   | 6,582 |   |
| Loan ID 971  |   | 10/22/2016 |   |               | 18.40  | %      |                   |   | 16,864 |   |   |   | 16,864          |   |   |   | 16,430 |   |
| Loan ID 972  |   | 10/22/2016 |   |               | 20.45  | %      |                   |   | 2,044  |   |   |   | 2,044           |   |   |   | 1,991 |   |
| Loan ID 973  |   | 10/22/2018 |   |               | 18.40  | %      |                   |   | 12,614 |   |   |   | 12,614          |   |   |   | 12,474 |   |
| Loan ID 974  |   | 10/22/2016 |   |               | 18.40  | %      |                   |   | 9,107  |   |   |   | 9,107           |   |   |   | 8,872 |   |
| Loan ID 975  |   | 10/23/2018 |   |               | 11.99  | %      |                   |   | 16,340 |   |   |   | 16,340          |   |   |   | 16,360 |   |
| Loan ID 976  |   | 10/23/2016 |   |               | 22.25  | %      |                   |   | 2,406  |   |   |   | 2,406           |   |   |   | 2,319 |   |
| Loan ID 977  |   | 10/24/2018 |   |               | 20.85  | %      |                   |   | 8,537  |   |   |   | 8,537           |   |   |   | 8,393 |   |
| Loan ID 978  |   | 10/25/2016 |   |               | 19.15  | %      |                   |   | 10,156 |   |   |   | 10,156          |   |   |   | 9,894 |   |
| Loan ID 980  |   | 10/28/2018 |   |               | 23.79  | %      |                   |   | 6,016  |   |   |   | 6,016           |   |   |   | 5,914 |   |
| Loan ID 981  |   | 10/28/2018 |   |               | 16.20  | %      |                   |   | 20,824 |   |   |   | 20,824          |   |   |   | 20,710 |   |
| Loan ID 982  |   | 10/28/2016 |   |               | 13.99  | %      |                   |   | 9,897  |   |   |   | 9,897           |   |   |   | 9,720 |   |
| Loan ID 983  |   | 10/28/2016 |   |               | 20.45  | %      |                   |   | 2,721  |   |   |   | 2,721           |   |   |   | 2,651 |   |
| Loan ID 984  |   | 10/28/2016 |   |               | 9.49   | %      |                   |   | 6,444  |   |   |   | 6,444           |   |   |   | 6,367 |   |
| Loan ID 985  |   | 10/28/2016 |   |               | 19.50  | %      |                   |   | 8,817  |   |   |   | 8,817           |   |   |   | 8,590 |   |
| Loan ID 986  |   | 10/28/2016 |   |               | 24.69  | %      |                   |   | 6,235  |   |   |   | 6,235           |   |   |   | 6,011 |   |
| Loan ID 987  |   | 10/28/2016 |   |               | 13.99  | %      |                   |   | 2,639  |   |   |   | 2,639           |   |   |   | 2,592 |   |
| Loan ID 988  |   | 10/29/2018 |   |               | 23.79  | %      |                   |   | 3,437  |   |   |   | 3,437           |   |   |   | 3,379 |   |
| Loan ID 989  |   | 10/29/2018 |   |               | 23.10  | %      |                   |   | 8,591  |   |   |   | 8,591           |   |   |   | 8,445 |   |
| Loan ID 990  |   | 10/29/2016 |   |               | 10.50  | %      |                   |   | 5,831  |   |   |   | 5,831           |   |   |   | 5,761 |   |
| Loan ID 991  |   | 10/29/2018 |   |               | 20.15  | %      |                   |   | 8,894  |   |   |   | 8,894           |   |   |   | 8,796 |   |
| Loan ID 992  |   | 10/29/2016 |   |               | 13.99  | %      |                   |   | 8,907  |   |   |   | 8,907           |   |   |   | 8,748 |   |
| Loan ID 993  |   | 10/29/2018 |   |               | 16.60  | %      |                   |   | 7,928  |   |   |   | 7,928           |   |   |   | 7,840 |   |
| Loan ID 994  |   | 10/29/2016 |   |               | 14.40  | %      |                   |   | 5,951  |   |   |   | 5,951           |   |   |   | 5,844 |   |
| Loan ID 995  |   | 10/29/2016 |   |               | 13.49  | %      |                   |   | 1,645  |   |   |   | 1,645           |   |   |   | 1,616 |   |
| Loan ID 996  |   | 10/29/2016 |   |               | 19.15  | %      |                   |   | 2,708  |   |   |   | 2,708           |   |   |   | 2,638 |   |
| Loan ID 997  |   | 10/29/2016 |   |               | 29.25  | %      |                   |   | 3,193  |   |   |   | 3,193           |   |   |   | 3,077 |   |
| Loan ID 999  |   | 10/29/2016 |   |               | 12.99  | %      |                   |   | 13,128 |   |   |   | 13,128          |   |   |   | 12,970 |   |
| Loan ID 1000 |   | 10/29/2018 |   |               | 13.99  | %      |                   |   | 6,086  |   |   |   | 6,086           |   |   |   | 6,053 |   |
| Loan ID 1001 |   | 10/30/2016 |   |               | 10.50  | %      |                   |   | 1,035  |   |   |   | 1,035           |   |   |   | 1,022 |   |
| Loan ID 1002 |   | 10/30/2016 |   |               | 17.60  | %      |                   |   | 7,229  |   |   |   | 7,229           |   |   |   | 7,043 |   |
| Loan ID 1003 |   | 10/30/2016 |   |               | 16.20  | %      |                   |   | 2,669  |   |   |   | 2,669           |   |   |   | 2,621 |   |
| Loan ID 1004 |   | 10/30/2018 |   |               | 19.15  | %      |                   |   | 8,436  |   |   |   | 8,436           |   |   |   | 8,342 |   |
| Loan ID 1005 |   | 10/30/2018 |   |               | 15.50  | %      |                   |   | 20,758 |   |   |   | 20,758          |   |   |   | 20,645 |   |
| Loan ID 1006 |   | 10/31/2016 |   |               | 18.00  | %      |                   |   | 6,986  |   |   |   | 6,986           |   |   |   | 6,806 |   |
| Loan ID 1008 |   | 10/31/2016 |   |               | 20.45  | %      |                   |   | 1,413  |   |   |   | 1,413           |   |   |   | 1,376 |   |
| Loan ID 1009 |   | 10/31/2016 |   |               | 20.45  | %      |                   |   | 2,825  |   |   |   | 2,825           |   |   |   | 2,752 |   |
| Loan ID 1010 |   | 10/31/2018 |   |               | 26.99  | %      |                   |   | 8,797  |   |   |   | 8,797           |   |   |   | 8,675 |   |
| Loan ID 1011 |   | 10/31/2016 |   |               | 19.15  | %      |                   |   | 10,553 |   |   |   | 10,553          |   |   |   | 10,281 |   |
| Loan ID 1012 |   | 11/1/2016  |   |               | 24.69  | %      |                   |   | 7,238  |   |   |   | 7,238           |   |   |   | 6,978 |   |
| Loan ID 1013 |   | 11/1/2016  |   |               | 15.50  | %      |                   |   | 10,359 |   |   |   | 10,359          |   |   |   | 10,173 |   |
| Loan ID 1014 |   | 11/1/2018  |   |               | 13.49  | %      |                   |   | 16,721 |   |   |   | 16,721          |   |   |   | 16,629 |   |
| Loan ID 1015 |   | 11/1/2016  |   |               | 26.29  | %      |                   |   | 2,897  |   |   |   | 2,897           |   |   |   | 2,792 |   |
| Loan ID 1016 |   | 11/1/2016  |   |               | 11.59  | %      |                   |   | 10,169 |   |   |   | 10,169          |   |   |   | 10,046 |   |
| Loan ID 1017 |   | 11/1/2016  |   |               | 13.99  | %      |                   |   | 6,857  |   |   |   | 6,857           |   |   |   | 6,734 |   |
| Loan ID 1018 |   | 11/1/2016  |   |               | 10.50  | %      |                   |   | 9,050  |   |   |   | 9,050           |   |   |   | 8,941 |   |
| Loan ID 1019 |   | 11/1/2016  |   |               | 26.99  | %      |                   |   | 7,263  |   |   |   | 7,263           |   |   |   | 6,999 |   |

 

|   |
|--------|

|   |
|--------|

  

| Loan ID |   | Maturity   |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|------------|--------|--------------------|--------|--------|------------------------|--------|--------|--------|--------|--------|-----------------|--------|
| Loan ID 1020 |   | 11/1/2016  |   |               | 11.99  | %      |                   |   | 10,991 |   |   |   | 10,991          |   |   |   | 10,858 |   |
| Loan ID 1021 |   | 11/1/2016  |   |               | 28.49  | %      |                   |   | 1,461  |   |   |   | 1,461           |   |   |   | 1,408 |   |
| Loan ID 1023 |   | 11/1/2018  |   |               | 13.99  | %      |                   |   | 15,920 |   |   |   | 15,920          |   |   |   | 15,833 |   |
| Loan ID 1024 |   | 11/1/2018  |   |               | 19.15  | %      |                   |   | 8,556  |   |   |   | 8,556           |   |   |   | 8,461 |   |
| Loan ID 1025 |   | 11/4/2016  |   |               | 26.99  | %      |                   |   | 2,905  |   |   |   | 2,905           |   |   |   | 2,800 |   |
| Loan ID 1026 |   | 11/4/2016  |   |               | 20.45  | %      |                   |   | 6,945  |   |   |   | 6,945           |   |   |   | 6,767 |   |
| Loan ID 1027 |   | 11/4/2016  |   |               | 29.25  | %      |                   |   | 2,932  |   |   |   | 2,932           |   |   |   | 2,825 |   |
| Loan ID 1028 |   | 11/4/2018  |   |               | 16.60  | %      |                   |   | 21,175 |   |   |   | 21,175          |   |   |   | 20,941 |   |
| Loan ID 1029 |   | 11/4/2016  |   |               | 10.99  | %      |                   |   | 6,759  |   |   |   | 6,759           |   |   |   | 6,678 |   |
| Loan ID 1030 |   | 11/4/2018  |   |               | 14.85  | %      |                   |   | 12,614 |   |   |   | 12,614          |   |   |   | 12,545 |   |
| Loan ID 1031 |   | 11/4/2016  |   |               | 28.49  | %      |                   |   | 2,923  |   |   |   | 2,923           |   |   |   | 2,817 |   |
| Loan ID 1032 |   | 11/4/2016  |   |               | 10.99  | %      |                   |   | 10,139 |   |   |   | 10,139          |   |   |   | 10,017 |   |
| Loan ID 1033 |   | 11/4/2018  |   |               | 23.79  | %      |                   |   | 6,092  |   |   |   | 6,092           |   |   |   | 5,989 |   |
| Loan ID 1034 |   | 11/4/2016  |   |               | 16.60  | %      |                   |   | 13,882 |   |   |   | 13,882          |   |   |   | 13,525 |   |
| Loan ID 1035 |   | 11/4/2018  |   |               | 20.85  | %      |                   |   | 7,819  |   |   |   | 7,819           |   |   |   | 7,686 |   |
| Loan ID 1036 |   | 11/5/2018  |   |               | 18.70  | %      |                   |   | 12,811 |   |   |   | 12,811          |   |   |   | 12,670 |   |
| Loan ID 1037 |   | 11/5/2016  |   |               | 9.49   | %      |                   |   | 4,697  |   |   |   | 4,697           |   |   |   | 4,640 |   |
| Loan ID 1038 |   | 11/6/2018  |   |               | 19.50  | %      |                   |   | 13,557 |   |   |   | 13,557          |   |   |   | 13,407 |   |
| Loan ID 1040 |   | 11/6/2016  |   |               | 18.00  | %      |                   |   | 6,986  |   |   |   | 6,986           |   |   |   | 6,806 |   |
| Loan ID 1041 |   | 11/6/2018  |   |               | 23.79  | %      |                   |   | 13,054 |   |   |   | 13,054          |   |   |   | 12,833 |   |
| Loan ID 1042 |   | 11/6/2016  |   |               | 12.49  | %      |                   |   | 17,021 |   |   |   | 17,021          |   |   |   | 16,816 |   |
| Loan ID 1043 |   | 11/6/2016  |   |               | 19.15  | %      |                   |   | 7,022  |   |   |   | 7,022           |   |   |   | 6,841 |   |
| Loan ID 1046 |   | 11/6/2016  |   |               | 17.30  | %      |                   |   | 8,356  |   |   |   | 8,356           |   |   |   | 8,141 |   |
| Loan ID 1047 |   | 11/6/2018  |   |               | 25.49  | %      |                   |   | 4,418  |   |   |   | 4,418           |   |   |   | 4,357 |   |
| Loan ID 1048 |   | 11/6/2016  |   |               | 12.49  | %      |                   |   | 16,000 |   |   |   | 16,000          |   |   |   | 15,807 |   |
| Loan ID 1049 |   | 11/6/2016  |   |               | 16.20  | %      |                   |   | 2,706  |   |   |   | 2,706           |   |   |   | 2,657 |   |
| Loan ID 1050 |   | 11/6/2018  |   |               | 23.79  | %      |                   |   | 8,702  |   |   |   | 8,702           |   |   |   | 8,555 |   |
| Loan ID 1051 |   | 11/6/2016  |   |               | 20.15  | %      |                   |   | 6,599  |   |   |   | 6,599           |   |   |   | 6,429 |   |
| Loan ID 1052 |   | 11/6/2016  |   |               | 26.99  | %      |                   |   | 7,263  |   |   |   | 7,263           |   |   |   | 6,999 |   |
| Loan ID 1053 |   | 11/6/2016  |   |               | 23.10  | %      |                   |   | 7,145  |   |   |   | 7,145           |   |   |   | 6,889 |   |
| Loan ID 1054 |   | 11/6/2016  |   |               | 28.49  | %      |                   |   | 3,477  |   |   |   | 3,477           |   |   |   | 3,351 |   |
| Loan ID 1055 |   | 11/6/2016  |   |               | 9.90   | %      |                   |   | 2,690  |   |   |   | 2,690           |   |   |   | 2,657 |   |
| Loan ID 1056 |   | 11/7/2018  |   |               | 18.40  | %      |                   |   | 12,796 |   |   |   | 12,796          |   |   |   | 12,655 |   |
| Loan ID 1057 |   | 11/7/2016  |   |               | 24.69  | %      |                   |   | 6,114  |   |   |   | 6,114           |   |   |   | 5,895 |   |
| Loan ID 1058 |   | 11/7/2016  |   |               | 12.49  | %      |                   |   | 10,212 |   |   |   | 10,212          |   |   |   | 10,089 |   |
| Loan ID 1059 |   | 11/7/2016  |   |               | 19.80  | %      |                   |   | 2,829  |   |   |   | 2,829           |   |   |   | 2,756 |   |
| Loan ID 1060 |   | 11/7/2016  |   |               | 18.70  | %      |                   |   | 6,657  |   |   |   | 6,657           |   |   |   | 6,486 |   |
| Loan ID 1061 |   | 11/7/2016  |   |               | 29.25  | %      |                   |   | 2,932  |   |   |   | 2,932           |   |   |   | 2,825 |   |
| Loan ID 1062 |   | 11/7/2016  |   |               | 16.95  | %      |                   |   | 10,428 |   |   |   | 10,428          |   |   |   | 10,160 |   |
| Loan ID 1063 |   | 11/8/2016  |   |               | 26.99  | %      |                   |   | 7,263  |   |   |   | 7,263           |   |   |   | 6,999 |   |
| Loan ID 1064 |   | 11/8/2016  |   |               | 29.25  | %      |                   |   | 7,330  |   |   |   | 7,330           |   |   |   | 7,064 |   |
| Loan ID 1065 |   | 11/8/2016  |   |               | 19.50  | %      |                   |   | 10,549 |   |   |   | 10,549          |   |   |   | 10,278 |   |
| Loan ID 1066 |   | 11/8/2018  |   |               | 20.45  | %      |                   |   | 5,159  |   |   |   | 5,159           |   |   |   | 5,102 |   |
| Loan ID 1067 |   | 11/12/2016 |   |               | 11.59  | %      |                   |   | 16,948 |   |   |   | 16,948          |   |   |   | 16,743 |   |
| Loan ID 1068 |   | 11/12/2016 |   |               | 20.15  | %      |                   |   | 2,821  |   |   |   | 2,821           |   |   |   | 2,749 |   |
| Loan ID 1069 |   | 11/12/2016 |   |               | 9.90   | %      |                   |   | 10,085 |   |   |   | 10,085          |   |   |   | 9,963 |   |
| Loan ID 1070 |   | 11/12/2016 |   |               | 19.15  | %      |                   |   | 6,336  |   |   |   | 6,336           |   |   |   | 6,173 |   |
| Loan ID 1071 |   | 11/12/2016 |   |               | 29.25  | %      |                   |   | 2,932  |   |   |   | 2,932           |   |   |   | 2,825 |   |
| Loan ID 1074 |   | 11/12/2016 |   |               | 14.85  | %      |                   |   | 17,212 |   |   |   | 17,212          |   |   |   | 16,904 |   |
| Loan ID 1075 |   | 11/12/2016 |   |               | 20.45  | %      |                   |   | 2,472  |   |   |   | 2,472           |   |   |   | 2,408 |   |
| Loan ID 1077 |   | 11/12/2016 |   |               | 12.99  | %      |                   |   | 12,971 |   |   |   | 12,971          |   |   |   | 12,815 |   |
| Loan ID 1078 |   | 11/12/2016 |   |               | 17.30  | %      |                   |   | 9,910  |   |   |   | 9,910           |   |   |   | 9,655 |   |
| Loan ID 1079 |   | 11/12/2016 |   |               | 29.25  | %      |                   |   | 7,330  |   |   |   | 7,330           |   |   |   | 7,064 |   |
| Loan ID 1080 |   | 11/12/2016 |   |               | 13.99  | %      |                   |   | 5,486  |   |   |   | 5,486           |   |   |   | 5,387 |   |
| Loan ID 1081 |   | 11/12/2016 |   |               | 29.25  | %      |                   |   | 2,685  |   |   |   | 2,685           |   |   |   | 2,588 |   |
| Loan ID 1082 |   | 11/12/2018 |   |               | 15.50  | %      |                   |   | 12,648 |   |   |   | 12,648          |   |   |   | 12,579 |   |
| Loan ID 1083 |   | 11/12/2016 |   |               | 16.20  | %      |                   |   | 4,850  |   |   |   | 4,850           |   |   |   | 4,763 |   |
| Loan ID 1084 |   | 11/12/2018 |   |               | 14.85  | %      |                   |   | 8,410  |   |   |   | 8,410           |   |   |   | 8,364 |   |

 

|   |
|--------|

|   |
|--------|

  

| Loan ID |   | Maturity   |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|------------|--------|--------------------|--------|--------|------------------------|--------|--------|--------|--------|--------|-----------------|--------|
| Loan ID 1085 |   | 11/12/2016 |   |               | 11.99  | %      |                   |   | 9,654  |   |   |   | 9,654           |   |   |   | 9,538 |   |
| Loan ID 1086 |   | 11/13/2018 |   |               | 16.60  | %      |                   |   | 8,470  |   |   |   | 8,470           |   |   |   | 8,377 |   |
| Loan ID 1087 |   | 11/13/2016 |   |               | 10.99  | %      |                   |   | 13,536 |   |   |   | 13,536          |   |   |   | 13,373 |   |
| Loan ID 1088 |   | 11/13/2016 |   |               | 9.49   | %      |                   |   | 16,775 |   |   |   | 16,775          |   |   |   | 16,572 |   |
| Loan ID 1089 |   | 11/13/2016 |   |               | 13.49  | %      |                   |   | 9,577  |   |   |   | 9,577           |   |   |   | 9,406 |   |
| Loan ID 1090 |   | 11/13/2016 |   |               | 9.90   | %      |                   |   | 4,437  |   |   |   | 4,437           |   |   |   | 4,384 |   |
| Loan ID 1091 |   | 11/13/2018 |   |               | 10.99  | %      |                   |   | 10,070 |   |   |   | 10,070          |   |   |   | 10,083 |   |
| Loan ID 1092 |   | 11/13/2018 |   |               | 17.30  | %      |                   |   | 11,892 |   |   |   | 11,892          |   |   |   | 11,760 |   |
| Loan ID 1095 |   | 11/13/2016 |   |               | 18.00  | %      |                   |   | 10,478 |   |   |   | 10,478          |   |   |   | 10,209 |   |
| Loan ID 1096 |   | 11/13/2016 |   |               | 17.60  | %      |                   |   | 2,789  |   |   |   | 2,789           |   |   |   | 2,717 |   |
| Loan ID 1097 |   | 11/13/2016 |   |               | 29.25  | %      |                   |   | 1,466  |   |   |   | 1,466           |   |   |   | 1,413 |   |
| Loan ID 1098 |   | 11/13/2016 |   |               | 16.20  | %      |                   |   | 8,660  |   |   |   | 8,660           |   |   |   | 8,505 |   |
| Loan ID 1099 |   | 11/13/2018 |   |               | 12.49  | %      |                   |   | 14,983 |   |   |   | 14,983          |   |   |   | 15,002 |   |
| Loan ID 1100 |   | 11/13/2018 |   |               | 13.99  | %      |                   |   | 12,441 |   |   |   | 12,441          |   |   |   | 12,373 |   |
| Loan ID 1101 |   | 11/13/2018 |   |               | 13.99  | %      |                   |   | 26,604 |   |   |   | 26,604          |   |   |   | 26,459 |   |
| Loan ID 1102 |   | 11/13/2016 |   |               | 14.40  | %      |                   |   | 9,619  |   |   |   | 9,619           |   |   |   | 9,446 |   |
| Loan ID 1103 |   | 11/13/2016 |   |               | 11.99  | %      |                   |   | 5,254  |   |   |   | 5,254           |   |   |   | 5,190 |   |
| Loan ID 1104 |   | 11/13/2018 |   |               | 28.49  | %      |                   |   | 8,840  |   |   |   | 8,840           |   |   |   | 8,717 |   |
| Loan ID 1105 |   | 11/13/2016 |   |               | 24.69  | %      |                   |   | 4,676  |   |   |   | 4,676           |   |   |   | 4,508 |   |
| Loan ID 1106 |   | 11/14/2018 |   |               | 16.20  | %      |                   |   | 21,141 |   |   |   | 21,141          |   |   |   | 21,026 |   |
| Loan ID 1108 |   | 11/14/2018 |   |               | 17.60  | %      |                   |   | 8,504  |   |   |   | 8,504           |   |   |   | 8,410 |   |
| Loan ID 1110 |   | 11/14/2018 |   |               | 16.95  | %      |                   |   | 12,723 |   |   |   | 12,723          |   |   |   | 12,582 |   |
| Loan ID 1111 |   | 11/14/2018 |   |               | 20.85  | %      |                   |   | 8,611  |   |   |   | 8,611           |   |   |   | 8,465 |   |
| Loan ID 1112 |   | 11/15/2016 |   |               | 16.95  | %      |                   |   | 6,952  |   |   |   | 6,952           |   |   |   | 6,773 |   |
| Loan ID 1113 |   | 11/15/2016 |   |               | 9.90   | %      |                   |   | 10,085 |   |   |   | 10,085          |   |   |   | 9,964 |   |
| Loan ID 1114 |   | 11/15/2016 |   |               | 24.69  | %      |                   |   | 3,597  |   |   |   | 3,597           |   |   |   | 3,468 |   |
| Loan ID 1115 |   | 11/15/2016 |   |               | 10.99  | %      |                   |   | 10,139 |   |   |   | 10,139          |   |   |   | 10,017 |   |
| Loan ID 1116 |   | 11/15/2016 |   |               | 10.99  | %      |                   |   | 9,463  |   |   |   | 9,463           |   |   |   | 9,349 |   |
| Loan ID 1117 |   | 11/15/2016 |   |               | 16.20  | %      |                   |   | 6,928  |   |   |   | 6,928           |   |   |   | 6,804 |   |
| Loan ID 1118 |   | 11/18/2016 |   |               | 14.85  | %      |                   |   | 13,604 |   |   |   | 13,604          |   |   |   | 13,360 |   |
| Loan ID 1119 |   | 11/18/2016 |   |               | 10.99  | %      |                   |   | 4,021  |   |   |   | 4,021           |   |   |   | 3,972 |   |
| Loan ID 1120 |   | 11/18/2016 |   |               | 9.90   | %      |                   |   | 10,085 |   |   |   | 10,085          |   |   |   | 9,964 |   |
| Loan ID 1121 |   | 11/19/2018 |   |               | 14.85  | %      |                   |   | 8,410  |   |   |   | 8,410           |   |   |   | 8,364 |   |
| Loan ID 1122 |   | 11/20/2018 |   |               | 11.59  | %      |                   |   | 7,256  |   |   |   | 7,256           |   |   |   | 7,265 |   |
| Loan ID 1124 |   | 11/20/2016 |   |               | 18.40  | %      |                   |   | 12,526 |   |   |   | 12,526          |   |   |   | 12,203 |   |
| Loan ID 1125 |   | 11/20/2016 |   |               | 20.85  | %      |                   |   | 7,368  |   |   |   | 7,368           |   |   |   | 7,104 |   |
| Loan ID 1126 |   | 11/20/2018 |   |               | 20.85  | %      |                   |   | 3,444  |   |   |   | 3,444           |   |   |   | 3,386 |   |
| Loan ID 1127 |   | 11/20/2018 |   |               | 18.70  | %      |                   |   | 12,811 |   |   |   | 12,811          |   |   |   | 12,670 |   |
| Loan ID 1128 |   | 11/20/2018 |   |               | 12.49  | %      |                   |   | 6,660  |   |   |   | 6,660           |   |   |   | 6,669 |   |
| Loan ID 1129 |   | 11/20/2018 |   |               | 9.90   | %      |                   |   | 16,459 |   |   |   | 16,459          |   |   |   | 16,480 |   |
| Loan ID 1130 |   | 11/20/2018 |   |               | 23.79  | %      |                   |   | 13,054 |   |   |   | 13,054          |   |   |   | 12,833 |   |
| Loan ID 1131 |   | 11/20/2016 |   |               | 19.50  | %      |                   |   | 12,223 |   |   |   | 12,223          |   |   |   | 11,908 |   |
| Loan ID 1132 |   | 11/20/2016 |   |               | 14.40  | %      |                   |   | 10,305 |   |   |   | 10,305          |   |   |   | 10,120 |   |
| Loan ID 1133 |   | 11/20/2016 |   |               | 18.40  | %      |                   |   | 10,497 |   |   |   | 10,497          |   |   |   | 10,227 |   |
| Loan ID 1134 |   | 11/20/2016 |   |               | 16.20  | %      |                   |   | 7,618  |   |   |   | 7,618           |   |   |   | 7,481 |   |
| Loan ID 1135 |   | 11/21/2016 |   |               | 15.85  | %      |                   |   | 2,767  |   |   |   | 2,767           |   |   |   | 2,717 |   |
| Loan ID 1136 |   | 11/21/2016 |   |               | 10.99  | %      |                   |   | 1,352  |   |   |   | 1,352           |   |   |   | 1,336 |   |
| Loan ID 1137 |   | 11/22/2016 |   |               | 10.99  | %      |                   |   | 3,380  |   |   |   | 3,380           |   |   |   | 3,339 |   |
| Loan ID 1138 |   | 11/22/2016 |   |               | 17.60  | %      |                   |   | 6,973  |   |   |   | 6,973           |   |   |   | 6,794 |   |
| Loan ID 1139 |   | 11/22/2016 |   |               | 14.40  | %      |                   |   | 10,306 |   |   |   | 10,306          |   |   |   | 10,121 |   |
| Loan ID 1140 |   | 11/25/2016 |   |               | 13.49  | %      |                   |   | 22,575 |   |   |   | 22,575          |   |   |   | 22,171 |   |
| Loan ID 1141 |   | 11/25/2016 |   |               | 9.49   | %      |                   |   | 12,746 |   |   |   | 12,746          |   |   |   | 12,592 |   |
| Loan ID 1142 |   | 11/25/2018 |   |               | 19.15  | %      |                   |   | 3,422  |   |   |   | 3,422           |   |   |   | 3,384 |   |
| Loan ID 1143 |   | 11/25/2018 |   |               | 17.60  | %      |                   |   | 12,756 |   |   |   | 12,756          |   |   |   | 12,615 |   |
| Loan ID 1144 |   | 11/25/2018 |   |               | 10.99  | %      |                   |   | 6,203  |   |   |   | 6,203           |   |   |   | 6,210 |   |
| Loan ID 1145 |   | 11/25/2018 |   |               | 15.50  | %      |                   |   | 10,962 |   |   |   | 10,962          |   |   |   | 10,902 |   |
| Loan ID 1146 |   | 11/26/2016 |   |               | 13.99  | %      |                   |   | 6,857  |   |   |   | 6,857           |   |   |   | 6,734 |   |

 

|   |
|--------|

|   |
|--------|

  

| Loan ID |   | Maturity   |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|------------|--------|--------------------|--------|--------|------------------------|--------|--------|--------|--------|--------|-----------------|--------|
| Loan ID 1147 |   | 11/26/2016 |   |               | 15.85  | %      |                   |   | 5,879  |   |   |   | 5,879           |   |   |   | 5,774 |   |
| Loan ID 1148 |   | 11/26/2016 |   |               | 10.50  | %      |                   |   | 5,057  |   |   |   | 5,057           |   |   |   | 4,996 |   |
| Loan ID 1149 |   | 11/26/2016 |   |               | 9.49   | %      |                   |   | 23,484 |   |   |   | 23,484          |   |   |   | 23,201 |   |
| Loan ID 1150 |   | 11/26/2018 |   |               | 19.70  | %      |                   |   | 8,592  |   |   |   | 8,592           |   |   |   | 8,497 |   |
| Loan ID 1151 |   | 11/26/2018 |   |               | 12.74  | %      |                   |   | 16,669 |   |   |   | 16,669          |   |   |   | 16,578 |   |
| Loan ID 1153 |   | 11/26/2016 |   |               | 19.70  | %      |                   |   | 11,016 |   |   |   | 11,016          |   |   |   | 10,733 |   |
| Loan ID 1154 |   | 11/26/2018 |   |               | 26.24  | %      |                   |   | 8,775  |   |   |   | 8,775           |   |   |   | 8,654 |   |
| Loan ID 1155 |   | 11/26/2016 |   |               | 9.90   | %      |                   |   | 5,379  |   |   |   | 5,379           |   |   |   | 5,314 |   |
| Loan ID 1156 |   | 11/26/2016 |   |               | 17.25  | %      |                   |   | 10,443 |   |   |   | 10,443          |   |   |   | 10,174 |   |
| Loan ID 1157 |   | 11/26/2018 |   |               | 12.39  | %      |                   |   | 16,643 |   |   |   | 16,643          |   |   |   | 16,664 |   |
| Loan ID 1158 |   | 11/26/2018 |   |               | 16.60  | %      |                   |   | 5,524  |   |   |   | 5,524           |   |   |   | 5,463 |   |
| Loan ID 1161 |   | 11/26/2016 |   |               | 9.30   | %      |                   |   | 10,055 |   |   |   | 10,055          |   |   |   | 9,934 |   |
| Loan ID 1162 |   | 11/26/2018 |   |               | 18.40  | %      |                   |   | 12,796 |   |   |   | 12,796          |   |   |   | 12,655 |   |
| Loan ID 1163 |   | 11/26/2018 |   |               | 14.35  | %      |                   |   | 16,784 |   |   |   | 16,784          |   |   |   | 16,692 |   |
| Loan ID 1164 |   | 11/26/2018 |   |               | 13.14  | %      |                   |   | 10,853 |   |   |   | 10,853          |   |   |   | 10,794 |   |
| Loan ID 1166 |   | 11/26/2016 |   |               | 14.00  | %      |                   |   | 8,229  |   |   |   | 8,229           |   |   |   | 8,082 |   |
| Loan ID 1168 |   | 11/26/2018 |   |               | 18.40  | %      |                   |   | 12,796 |   |   |   | 12,796          |   |   |   | 12,655 |   |
| Loan ID 1169 |   | 11/26/2016 |   |               | 10.99  | %      |                   |   | 13,519 |   |   |   | 13,519          |   |   |   | 13,356 |   |
| Loan ID 1170 |   | 11/26/2018 |   |               | 16.20  | %      |                   |   | 12,685 |   |   |   | 12,685          |   |   |   | 12,544 |   |
| Loan ID 1171 |   | 11/26/2016 |   |               | 13.49  | %      |                   |   | 13,682 |   |   |   | 13,682          |   |   |   | 13,437 |   |
| Loan ID 1172 |   | 11/27/2016 |   |               | 21.50  | %      |                   |   | 2,838  |   |   |   | 2,838           |   |   |   | 2,736 |   |
| Loan ID 1173 |   | 11/27/2016 |   |               | 9.30   | %      |                   |   | 12,529 |   |   |   | 12,529          |   |   |   | 12,378 |   |
| Loan ID 1174 |   | 11/27/2016 |   |               | 14.65  | %      |                   |   | 3,973  |   |   |   | 3,973           |   |   |   | 3,902 |   |
| Loan ID 1175 |   | 11/27/2018 |   |               | 19.15  | %      |                   |   | 7,700  |   |   |   | 7,700           |   |   |   | 7,615 |   |
| Loan ID 1176 |   | 11/27/2016 |   |               | 10.50  | %      |                   |   | 10,115 |   |   |   | 10,115          |   |   |   | 9,993 |   |
| Loan ID 1177 |   | 11/27/2016 |   |               | 12.49  | %      |                   |   | 4,766  |   |   |   | 4,766           |   |   |   | 4,709 |   |
| Loan ID 1180 |   | 11/27/2016 |   |               | 9.30   | %      |                   |   | 10,055 |   |   |   | 10,055          |   |   |   | 9,934 |   |
| Loan ID 1181 |   | 11/27/2016 |   |               | 19.40  | %      |                   |   | 10,235 |   |   |   | 10,235          |   |   |   | 9,972 |   |
| Loan ID 1182 |   | 11/27/2016 |   |               | 16.20  | %      |                   |   | 8,314  |   |   |   | 8,314           |   |   |   | 8,100 |   |
| Loan ID 1183 |   | 11/27/2018 |   |               | 15.50  | %      |                   |   | 8,432  |   |   |   | 8,432           |   |   |   | 8,386 |   |
| Loan ID 1185 |   | 11/27/2018 |   |               | 19.80  | %      |                   |   | 4,289  |   |   |   | 4,289           |   |   |   | 4,241 |   |
| Loan ID 1187 |   | 11/27/2016 |   |               | 13.99  | %      |                   |   | 13,714 |   |   |   | 13,714          |   |   |   | 13,468 |   |
| Loan ID 1189 |   | 11/27/2016 |   |               | 12.39  | %      |                   |   | 14,291 |   |   |   | 14,291          |   |   |   | 14,119 |   |
| Loan ID 1190 |   | 11/27/2016 |   |               | 8.79   | %      |                   |   | 10,030 |   |   |   | 10,030          |   |   |   | 9,909 |   |
| Loan ID 1191 |   | 11/27/2018 |   |               | 14.00  | %      |                   |   | 6,051  |   |   |   | 6,051           |   |   |   | 6,018 |   |
| Loan ID 1192 |   | 11/27/2016 |   |               | 13.49  | %      |                   |   | 10,256 |   |   |   | 10,256          |   |   |   | 10,072 |   |
| Loan ID 1193 |   | 11/27/2016 |   |               | 11.89  | %      |                   |   | 16,972 |   |   |   | 16,972          |   |   |   | 16,768 |   |
| Loan ID 1194 |   | 11/27/2016 |   |               | 16.20  | %      |                   |   | 11,529 |   |   |   | 11,529          |   |   |   | 11,232 |   |
| Loan ID 1195 |   | 11/27/2016 |   |               | 16.85  | %      |                   |   | 7,416  |   |   |   | 7,416           |   |   |   | 7,225 |   |
| Loan ID 1196 |   | 11/27/2016 |   |               | 17.60  | %      |                   |   | 3,486  |   |   |   | 3,486           |   |   |   | 3,397 |   |
| Loan ID 1198 |   | 11/27/2016 |   |               | 15.00  | %      |                   |   | 10,335 |   |   |   | 10,335          |   |   |   | 10,149 |   |
| Loan ID 1199 |   | 11/27/2018 |   |               | 16.20  | %      |                   |   | 12,911 |   |   |   | 12,911          |   |   |   | 12,768 |   |
| Loan ID 1200 |   | 11/27/2016 |   |               | 11.99  | %      |                   |   | 6,792  |   |   |   | 6,792           |   |   |   | 6,710 |   |
| Loan ID 1201 |   | 11/27/2016 |   |               | 10.99  | %      |                   |   | 10,139 |   |   |   | 10,139          |   |   |   | 10,017 |   |
| Loan ID 1202 |   | 11/27/2016 |   |               | 11.89  | %      |                   |   | 10,183 |   |   |   | 10,183          |   |   |   | 10,061 |   |
| Loan ID 1203 |   | 11/27/2016 |   |               | 10.50  | %      |                   |   | 2,697  |   |   |   | 2,697           |   |   |   | 2,665 |   |
| Loan ID 1204 |   | 11/27/2016 |   |               | 17.95  | %      |                   |   | 6,984  |   |   |   | 6,984           |   |   |   | 6,804 |   |
| Loan ID 1206 |   | 11/27/2018 |   |               | 18.75  | %      |                   |   | 12,814 |   |   |   | 12,814          |   |   |   | 12,672 |   |
| Loan ID 1207 |   | 11/29/2016 |   |               | 13.99  | %      |                   |   | 10,320 |   |   |   | 10,320          |   |   |   | 10,135 |   |
| Loan ID 1208 |   | 11/29/2018 |   |               | 16.85  | %      |                   |   | 12,718 |   |   |   | 12,718          |   |   |   | 12,577 |   |
| Loan ID 1209 |   | 11/29/2016 |   |               | 13.14  | %      |                   |   | 9,561  |   |   |   | 9,561           |   |   |   | 9,390 |   |
| Loan ID 1210 |   | 11/29/2018 |   |               | 18.75  | %      |                   |   | 12,813 |   |   |   | 12,813          |   |   |   | 12,672 |   |
| Loan ID 1211 |   | 11/29/2018 |   |               | 14.65  | %      |                   |   | 16,805 |   |   |   | 16,805          |   |   |   | 16,713 |   |

 

|   |
|--------|

|   |
|--------|

  

| Loan ID |   | Maturity   |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|------------|--------|--------------------|--------|--------|------------------------|--------|--------|--------|--------|--------|-----------------|--------|
| Loan ID 1212 |   | 11/29/2018 |   |               | 19.70  | %      |                   |   | 11,146 |   |   |   | 11,146          |   |   |   | 11,022 |   |
| Loan ID 1213 |   | 11/29/2018 |   |               | 16.60  | %      |                   |   | 13,452 |   |   |   | 13,452          |   |   |   | 13,303 |   |
| Loan ID 1214 |   | 11/29/2016 |   |               | 10.99  | %      |                   |   | 6,759  |   |   |   | 6,759           |   |   |   | 6,678 |   |
| Loan ID 1215 |   | 11/29/2016 |   |               | 16.20  | %      |                   |   | 4,850  |   |   |   | 4,850           |   |   |   | 4,725 |   |
| Loan ID 1217 |   | 11/29/2016 |   |               | 11.89  | %      |                   |   | 10,183 |   |   |   | 10,183          |   |   |   | 10,060 |   |
| Loan ID 1218 |   | 11/29/2018 |   |               | 16.55  | %      |                   |   | 12,702 |   |   |   | 12,702          |   |   |   | 12,562 |   |
| Loan ID 1219 |   | 11/29/2018 |   |               | 20.15  | %      |                   |   | 9,455  |   |   |   | 9,455           |   |   |   | 9,351 |   |
| Loan ID 1220 |   | 12/2/2016  |   |               | 15.35  | %      |                   |   | 2,864  |   |   |   | 2,864           |   |   |   | 2,813 |   |
| Loan ID 1221 |   | 12/2/2016  |   |               | 12.39  | %      |                   |   | 7,068  |   |   |   | 7,068           |   |   |   | 6,983 |   |
| Loan ID 1222 |   | 12/2/2016  |   |               | 12.39  | %      |                   |   | 1,961  |   |   |   | 1,961           |   |   |   | 1,937 |   |
| Loan ID 1223 |   | 12/2/2016  |   |               | 23.04  | %      |                   |   | 7,392  |   |   |   | 7,392           |   |   |   | 7,127 |   |
| Loan ID 1224 |   | 12/2/2018  |   |               | 13.55  | %      |                   |   | 8,500  |   |   |   | 8,500           |   |   |   | 8,453 |   |
| Loan ID 1225 |   | 12/2/2018  |   |               | 14.35  | %      |                   |   | 8,953  |   |   |   | 8,953           |   |   |   | 8,904 |   |
| Loan ID 1226 |   | 12/2/2016  |   |               | 14.00  | %      |                   |   | 14,236 |   |   |   | 14,236          |   |   |   | 13,981 |   |
| Loan ID 1227 |   | 12/2/2016  |   |               | 9.90   | %      |                   |   | 9,086  |   |   |   | 9,086           |   |   |   | 8,977 |   |
| Loan ID 1228 |   | 12/3/2016  |   |               | 8.79   | %      |                   |   | 6,954  |   |   |   | 6,954           |   |   |   | 6,870 |   |
| Loan ID 1229 |   | 12/3/2016  |   |               | 16.85  | %      |                   |   | 2,522  |   |   |   | 2,522           |   |   |   | 2,457 |   |
| Loan ID 1230 |   | 12/3/2018  |   |               | 20.10  | %      |                   |   | 13,064 |   |   |   | 13,064          |   |   |   | 12,842 |   |
| Loan ID 1231 |   | 12/3/2016  |   |               | 12.39  | %      |                   |   | 5,301  |   |   |   | 5,301           |   |   |   | 5,237 |   |
| Loan ID 1232 |   | 12/3/2018  |   |               | 19.40  | %      |                   |   | 21,719 |   |   |   | 21,719          |   |   |   | 21,479 |   |
| Loan ID 1233 |   | 12/3/2016  |   |               | 19.70  | %      |                   |   | 2,917  |   |   |   | 2,917           |   |   |   | 2,842 |   |
| Loan ID 1234 |   | 12/3/2016  |   |               | 12.49  | %      |                   |   | 4,950  |   |   |   | 4,950           |   |   |   | 4,890 |   |
| Loan ID 1235 |   | 12/4/2016  |   |               | 17.65  | %      |                   |   | 10,845 |   |   |   | 10,845          |   |   |   | 10,566 |   |
| Loan ID 1236 |   | 12/4/2018  |   |               | 19.40  | %      |                   |   | 13,031 |   |   |   | 13,031          |   |   |   | 12,887 |   |
| Loan ID 1237 |   | 12/4/2016  |   |               | 15.35  | %      |                   |   | 14,320 |   |   |   | 14,320          |   |   |   | 14,063 |   |
| Loan ID 1239 |   | 12/4/2016  |   |               | 14.65  | %      |                   |   | 10,707 |   |   |   | 10,707          |   |   |   | 10,515 |   |
| Loan ID 1240 |   | 12/4/2016  |   |               | 10.39  | %      |                   |   | 8,065  |   |   |   | 8,065           |   |   |   | 7,967 |   |
| Loan ID 1241 |   | 12/4/2018  |   |               | 15.35  | %      |                   |   | 16,263 |   |   |   | 16,263          |   |   |   | 16,174 |   |
| Loan ID 1242 |   | 12/4/2016  |   |               | 18.40  | %      |                   |   | 14,506 |   |   |   | 14,506          |   |   |   | 14,133 |   |
| Loan ID 1244 |   | 12/4/2018  |   |               | 17.25  | %      |                   |   | 12,931 |   |   |   | 12,931          |   |   |   | 12,788 |   |
| Loan ID 1245 |   | 12/4/2018  |   |               | 16.20  | %      |                   |   | 8,587  |   |   |   | 8,587           |   |   |   | 8,492 |   |
| Loan ID 1246 |   | 12/4/2016  |   |               | 10.99  | %      |                   |   | 17,559 |   |   |   | 17,559          |   |   |   | 17,348 |   |
| Loan ID 1247 |   | 12/4/2018  |   |               | 15.35  | %      |                   |   | 29,958 |   |   |   | 29,958          |   |   |   | 29,794 |   |
| Loan ID 1248 |   | 12/4/2016  |   |               | 16.85  | %      |                   |   | 2,882  |   |   |   | 2,882           |   |   |   | 2,808 |   |
| Loan ID 1249 |   | 12/4/2018  |   |               | 16.55  | %      |                   |   | 12,897 |   |   |   | 12,897          |   |   |   | 12,755 |   |
| Loan ID 1250 |   | 12/4/2018  |   |               | 16.55  | %      |                   |   | 12,897 |   |   |   | 12,897          |   |   |   | 12,755 |   |
| Loan ID 1251 |   | 12/4/2018  |   |               | 19.70  | %      |                   |   | 6,088  |   |   |   | 6,088           |   |   |   | 6,021 |   |
| Loan ID 1253 |   | 12/4/2016  |   |               | 24.74  | %      |                   |   | 7,463  |   |   |   | 7,463           |   |   |   | 7,192 |   |
| Loan ID 1254 |   | 12/4/2018  |   |               | 14.65  | %      |                   |   | 8,536  |   |   |   | 8,536           |   |   |   | 8,490 |   |
| Loan ID 1255 |   | 12/4/2016  |   |               | 19.05  | %      |                   |   | 10,909 |   |   |   | 10,909          |   |   |   | 10,628 |   |
| Loan ID 1256 |   | 12/5/2016  |   |               | 18.40  | %      |                   |   | 4,352  |   |   |   | 4,352           |   |   |   | 4,240 |   |
| Loan ID 1257 |   | 12/5/2016  |   |               | 22.35  | %      |                   |   | 3,317  |   |   |   | 3,317           |   |   |   | 3,198 |   |
| Loan ID 1258 |   | 12/5/2018  |   |               | 14.35  | %      |                   |   | 29,842 |   |   |   | 29,842          |   |   |   | 29,679 |   |
| Loan ID 1259 |   | 12/5/2016  |   |               | 10.99  | %      |                   |   | 7,024  |   |   |   | 7,024           |   |   |   | 6,939 |   |
| Loan ID 1260 |   | 12/5/2016  |   |               | 16.20  | %      |                   |   | 7,186  |   |   |   | 7,186           |   |   |   | 7,001 |   |
| Loan ID 1261 |   | 12/5/2016  |   |               | 13.55  | %      |                   |   | 6,038  |   |   |   | 6,038           |   |   |   | 5,930 |   |
| Loan ID 1262 |   | 12/5/2016  |   |               | 14.65  | %      |                   |   | 5,459  |   |   |   | 5,459           |   |   |   | 5,361 |   |
| Loan ID 1263 |   | 12/5/2018  |   |               | 11.39  | %      |                   |   | 14,324 |   |   |   | 14,324          |   |   |   | 14,342 |   |
| Loan ID 1264 |   | 12/5/2016  |   |               | 14.35  | %      |                   |   | 10,693 |   |   |   | 10,693          |   |   |   | 10,502 |   |
| Loan ID 1265 |   | 12/5/2016  |   |               | 10.39  | %      |                   |   | 12,609 |   |   |   | 12,609          |   |   |   | 12,457 |   |
| Loan ID 1266 |   | 12/5/2018  |   |               | 15.85  | %      |                   |   | 6,432  |   |   |   | 6,432           |   |   |   | 6,361 |   |
| Loan ID 1267 |   | 12/5/2016  |   |               | 19.80  | %      |                   |   | 3,610  |   |   |   | 3,610           |   |   |   | 3,518 |   |
| Loan ID 1268 |   | 12/5/2016  |   |               | 12.74  | %      |                   |   | 24,776 |   |   |   | 24,776          |   |   |   | 24,331 |   |
| Loan ID 1270 |   | 12/5/2016  |   |               | 13.14  | %      |                   |   | 7,091  |   |   |   | 7,091           |   |   |   | 6,964 |   |
| Loan ID 1271 |   | 12/5/2018  |   |               | 19.05  | %      |                   |   | 10,412 |   |   |   | 10,412          |   |   |   | 10,297 |   |

 

|   |
|--------|

|   |
|--------|

  

| Loan ID |   | Maturity   |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|------------|--------|--------------------|--------|--------|------------------------|--------|--------|--------|--------|--------|-----------------|--------|
| Loan ID 1273 |   | 12/5/2018  |   |               | 22.35  | %      |                   |   | 3,510  |   |   |   | 3,510           |   |   |   | 3,451 |   |
| Loan ID 1274 |   | 12/5/2018  |   |               | 15.35  | %      |                   |   | 21,398 |   |   |   | 21,398          |   |   |   | 21,281 |   |
| Loan ID 1275 |   | 12/5/2016  |   |               | 13.14  | %      |                   |   | 10,637 |   |   |   | 10,637          |   |   |   | 10,446 |   |
| Loan ID 1276 |   | 12/5/2018  |   |               | 22.35  | %      |                   |   | 8,776  |   |   |   | 8,776           |   |   |   | 8,627 |   |
| Loan ID 1277 |   | 12/6/2018  |   |               | 17.95  | %      |                   |   | 12,964 |   |   |   | 12,964          |   |   |   | 12,821 |   |
| Loan ID 1278 |   | 12/6/2018  |   |               | 16.20  | %      |                   |   | 6,011  |   |   |   | 6,011           |   |   |   | 5,944 |   |
| Loan ID 1279 |   | 12/6/2016  |   |               | 10.39  | %      |                   |   | 5,954  |   |   |   | 5,954           |   |   |   | 5,882 |   |
| Loan ID 1280 |   | 12/6/2018  |   |               | 19.70  | %      |                   |   | 13,064 |   |   |   | 13,064          |   |   |   | 12,919 |   |
| Loan ID 1282 |   | 12/6/2016  |   |               | 11.39  | %      |                   |   | 7,036  |   |   |   | 7,036           |   |   |   | 6,952 |   |
| Loan ID 1283 |   | 12/6/2016  |   |               | 19.40  | %      |                   |   | 14,567 |   |   |   | 14,567          |   |   |   | 14,192 |   |
| Loan ID 1284 |   | 12/6/2018  |   |               | 12.39  | %      |                   |   | 12,690 |   |   |   | 12,690          |   |   |   | 12,706 |   |
| Loan ID 1285 |   | 12/6/2016  |   |               | 11.39  | %      |                   |   | 24,627 |   |   |   | 24,627          |   |   |   | 24,331 |   |
| Loan ID 1286 |   | 12/6/2016  |   |               | 10.99  | %      |                   |   | 17,559 |   |   |   | 17,559          |   |   |   | 17,348 |   |
| Loan ID 1287 |   | 12/6/2018  |   |               | 15.35  | %      |                   |   | 21,398 |   |   |   | 21,398          |   |   |   | 21,281 |   |
| Loan ID 1288 |   | 12/6/2016  |   |               | 12.39  | %      |                   |   | 14,136 |   |   |   | 14,136          |   |   |   | 13,965 |   |
| Loan ID 1289 |   | 12/6/2016  |   |               | 10.39  | %      |                   |   | 9,807  |   |   |   | 9,807           |   |   |   | 9,688 |   |
| Loan ID 1290 |   | 12/6/2016  |   |               | 15.85  | %      |                   |   | 3,588  |   |   |   | 3,588           |   |   |   | 3,495 |   |
| Loan ID 1291 |   | 12/6/2016  |   |               | 22.35  | %      |                   |   | 7,371  |   |   |   | 7,371           |   |   |   | 7,107 |   |
| Loan ID 1292 |   | 12/9/2018  |   |               | 22.35  | %      |                   |   | 1,755  |   |   |   | 1,755           |   |   |   | 1,725 |   |
| Loan ID 1293 |   | 12/9/2018  |   |               | 13.14  | %      |                   |   | 16,971 |   |   |   | 16,971          |   |   |   | 16,879 |   |
| Loan ID 1294 |   | 12/9/2018  |   |               | 19.40  | %      |                   |   | 21,719 |   |   |   | 21,719          |   |   |   | 21,479 |   |
| Loan ID 1295 |   | 12/9/2018  |   |               | 16.20  | %      |                   |   | 12,880 |   |   |   | 12,880          |   |   |   | 12,738 |   |
| Loan ID 1296 |   | 12/9/2016  |   |               | 12.39  | %      |                   |   | 4,947  |   |   |   | 4,947           |   |   |   | 4,888 |   |
| Loan ID 1297 |   | 12/9/2016  |   |               | 10.39  | %      |                   |   | 2,101  |   |   |   | 2,101           |   |   |   | 2,076 |   |
| Loan ID 1298 |   | 12/9/2018  |   |               | 11.89  | %      |                   |   | 16,886 |   |   |   | 16,886          |   |   |   | 16,907 |   |
| Loan ID 1299 |   | 12/9/2016  |   |               | 15.35  | %      |                   |   | 1,631  |   |   |   | 1,631           |   |   |   | 1,602 |   |
| Loan ID 1300 |   | 12/9/2016  |   |               | 11.39  | %      |                   |   | 10,554 |   |   |   | 10,554          |   |   |   | 10,427 |   |
| Loan ID 1301 |   | 12/10/2018 |   |               | 14.65  | %      |                   |   | 12,804 |   |   |   | 12,804          |   |   |   | 12,734 |   |
| Loan ID 1302 |   | 12/10/2018 |   |               | 12.74  | %      |                   |   | 16,944 |   |   |   | 16,944          |   |   |   | 16,852 |   |
| Loan ID 1303 |   | 12/10/2016 |   |               | 12.39  | %      |                   |   | 10,602 |   |   |   | 10,602          |   |   |   | 10,474 |   |
| Loan ID 1304 |   | 12/10/2016 |   |               | 10.39  | %      |                   |   | 1,401  |   |   |   | 1,401           |   |   |   | 1,384 |   |
| Loan ID 1306 |   | 12/10/2018 |   |               | 18.40  | %      |                   |   | 8,657  |   |   |   | 8,657           |   |   |   | 8,561 |   |
| Loan ID 1307 |   | 12/10/2016 |   |               | 10.99  | %      |                   |   | 6,321  |   |   |   | 6,321           |   |   |   | 6,245 |   |
| Loan ID 1308 |   | 12/10/2018 |   |               | 21.50  | %      |                   |   | 8,751  |   |   |   | 8,751           |   |   |   | 8,603 |   |
| Loan ID 1309 |   | 12/10/2018 |   |               | 13.14  | %      |                   |   | 21,369 |   |   |   | 21,369          |   |   |   | 21,253 |   |
| Loan ID 1310 |   | 12/10/2018 |   |               | 13.55  | %      |                   |   | 21,249 |   |   |   | 21,249          |   |   |   | 21,133 |   |
| Loan ID 1311 |   | 12/10/2016 |   |               | 13.14  | %      |                   |   | 7,855  |   |   |   | 7,855           |   |   |   | 7,714 |   |
| Loan ID 1312 |   | 12/10/2016 |   |               | 16.85  | %      |                   |   | 10,809 |   |   |   | 10,809          |   |   |   | 10,531 |   |
| Loan ID 1313 |   | 12/11/2016 |   |               | 26.24  | %      |                   |   | 3,097  |   |   |   | 3,097           |   |   |   | 2,985 |   |
| Loan ID 1314 |   | 12/11/2016 |   |               | 26.24  | %      |                   |   | 2,994  |   |   |   | 2,994           |   |   |   | 2,885 |   |
| Loan ID 1315 |   | 12/11/2016 |   |               | 13.14  | %      |                   |   | 10,637 |   |   |   | 10,637          |   |   |   | 10,446 |   |
| Loan ID 1317 |   | 12/11/2016 |   |               | 10.39  | %      |                   |   | 8,055  |   |   |   | 8,055           |   |   |   | 7,958 |   |
| Loan ID 1318 |   | 12/11/2016 |   |               | 20.10  | %      |                   |   | 5,843  |   |   |   | 5,843           |   |   |   | 5,634 |   |
| Loan ID 1319 |   | 12/11/2018 |   |               | 15.85  | %      |                   |   | 9,862  |   |   |   | 9,862           |   |   |   | 9,753 |   |
| Loan ID 1321 |   | 12/11/2016 |   |               | 28.50  | %      |                   |   | 4,529  |   |   |   | 4,529           |   |   |   | 4,365 |   |
| Loan ID 1322 |   | 12/12/2018 |   |               | 19.40  | %      |                   |   | 8,688  |   |   |   | 8,688           |   |   |   | 8,592 |   |
| Loan ID 1323 |   | 12/12/2018 |   |               | 17.95  | %      |                   |   | 21,607 |   |   |   | 21,607          |   |   |   | 21,368 |   |
| Loan ID 1324 |   | 12/12/2016 |   |               | 28.50  | %      |                   |   | 3,020  |   |   |   | 3,020           |   |   |   | 2,910 |   |
| Loan ID 1325 |   | 12/12/2018 |   |               | 9.90   | %      |                   |   | 13,398 |   |   |   | 13,398          |   |   |   | 13,415 |   |
| Loan ID 1326 |   | 12/13/2016 |   |               | 9.90   | %      |                   |   | 2,796  |   |   |   | 2,796           |   |   |   | 2,762 |   |
| Loan ID 1328 |   | 12/13/2018 |   |               | 22.35  | %      |                   |   | 8,776  |   |   |   | 8,776           |   |   |   | 8,627 |   |
| Loan ID 1329 |   | 12/13/2016 |   |               | 14.65  | %      |                   |   | 3,569  |   |   |   | 3,569           |   |   |   | 3,505 |   |
| Loan ID 1330 |   | 12/13/2016 |   |               | 12.74  | %      |                   |   | 2,478  |   |   |   | 2,478           |   |   |   | 2,433 |   |
| Loan ID 1331 |   | 12/13/2018 |   |               | 18.40  | %      |                   |   | 13,004 |   |   |   | 13,004          |   |   |   | 12,861 |   |
| Loan ID 1334 |   | 12/16/2016 |   |               | 11.89  | %      |                   |   | 14,015 |   |   |   | 14,015          |   |   |   | 13,846 |   |
| Loan ID 1335 |   | 12/16/2016 |   |               | 28.50  | %      |                   |   | 3,089  |   |   |   | 3,089           |   |   |   | 2,976 |   |
| Loan ID 1336 |   | 12/16/2018 |   |               | 12.39  | %      |                   |   | 4,230  |   |   |   | 4,230           |   |   |   | 4,235 |   |

 

|   |
|--------|

|   |
|--------|

  

| Loan ID |   | Maturity   |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|------------|--------|--------------------|--------|--------|------------------------|--------|--------|--------|--------|--------|-----------------|--------|
| Loan ID 1337 |   | 12/16/2018 |   |               | 18.00  | %      |                   |   | 12,102 |   |   |   | 12,102          |   |   |   | 11,968 |   |
| Loan ID 1338 |   | 12/16/2016 |   |               | 11.39  | %      |                   |   | 12,314 |   |   |   | 12,314          |   |   |   | 12,165 |   |
| Loan ID 1339 |   | 12/16/2018 |   |               | 16.55  | %      |                   |   | 17,196 |   |   |   | 17,196          |   |   |   | 17,006 |   |
| Loan ID 1340 |   | 12/16/2016 |   |               | 24.74  | %      |                   |   | 2,977  |   |   |   | 2,977           |   |   |   | 2,868 |   |
| Loan ID 1341 |   | 12/16/2016 |   |               | 20.80  | %      |                   |   | 4,029  |   |   |   | 4,029           |   |   |   | 3,885 |   |
| Loan ID 1342 |   | 12/16/2016 |   |               | 18.75  | %      |                   |   | 11,911 |   |   |   | 11,911          |   |   |   | 11,604 |   |
| Loan ID 1343 |   | 12/16/2016 |   |               | 19.70  | %      |                   |   | 1,458  |   |   |   | 1,458           |   |   |   | 1,421 |   |
| Loan ID 1344 |   | 12/16/2016 |   |               | 19.05  | %      |                   |   | 18,182 |   |   |   | 18,182          |   |   |   | 17,714 |   |
| Loan ID 1345 |   | 12/16/2016 |   |               | 9.90   | %      |                   |   | 13,978 |   |   |   | 13,978          |   |   |   | 13,810 |   |
| Loan ID 1346 |   | 12/16/2018 |   |               | 23.04  | %      |                   |   | 13,194 |   |   |   | 13,194          |   |   |   | 12,971 |   |
| Loan ID 1347 |   | 12/17/2016 |   |               | 11.89  | %      |                   |   | 14,104 |   |   |   | 14,104          |   |   |   | 13,934 |   |
| Loan ID 1348 |   | 12/17/2018 |   |               | 12.74  | %      |                   |   | 8,472  |   |   |   | 8,472           |   |   |   | 8,426 |   |
| Loan ID 1349 |   | 12/17/2018 |   |               | 19.70  | %      |                   |   | 13,045 |   |   |   | 13,045          |   |   |   | 12,901 |   |
| Loan ID 1350 |   | 12/17/2016 |   |               | 30.59  | %      |                   |   | 1,522  |   |   |   | 1,522           |   |   |   | 1,444 |   |
| Loan ID 1351 |   | 12/17/2016 |   |               | 11.89  | %      |                   |   | 9,168  |   |   |   | 9,168           |   |   |   | 9,057 |   |
| Loan ID 1352 |   | 12/17/2018 |   |               | 11.39  | %      |                   |   | 12,639 |   |   |   | 12,639          |   |   |   | 12,655 |   |
| Loan ID 1354 |   | 12/17/2016 |   |               | 15.35  | %      |                   |   | 10,740 |   |   |   | 10,740          |   |   |   | 10,547 |   |
| Loan ID 1355 |   | 12/17/2018 |   |               | 15.00  | %      |                   |   | 21,591 |   |   |   | 21,591          |   |   |   | 21,473 |   |
| Loan ID 1357 |   | 12/17/2016 |   |               | 19.70  | %      |                   |   | 7,292  |   |   |   | 7,292           |   |   |   | 7,105 |   |
| Loan ID 1358 |   | 12/17/2016 |   |               | 11.89  | %      |                   |   | 2,116  |   |   |   | 2,116           |   |   |   | 2,090 |   |
| Loan ID 1359 |   | 12/17/2016 |   |               | 14.00  | %      |                   |   | 7,094  |   |   |   | 7,094           |   |   |   | 6,967 |   |
| Loan ID 1360 |   | 12/17/2016 |   |               | 9.30   | %      |                   |   | 3,485  |   |   |   | 3,485           |   |   |   | 3,443 |   |
| Loan ID 1361 |   | 12/18/2016 |   |               | 13.55  | %      |                   |   | 9,235  |   |   |   | 9,235           |   |   |   | 9,070 |   |
| Loan ID 1363 |   | 12/18/2018 |   |               | 12.39  | %      |                   |   | 16,074 |   |   |   | 16,074          |   |   |   | 16,095 |   |
| Loan ID 1364 |   | 12/18/2016 |   |               | 12.39  | %      |                   |   | 10,602 |   |   |   | 10,602          |   |   |   | 10,474 |   |
| Loan ID 1365 |   | 12/18/2016 |   |               | 19.40  | %      |                   |   | 14,567 |   |   |   | 14,567          |   |   |   | 14,192 |   |
| Loan ID 1367 |   | 12/18/2016 |   |               | 11.89  | %      |                   |   | 7,052  |   |   |   | 7,052           |   |   |   | 6,967 |   |
| Loan ID 1368 |   | 12/18/2018 |   |               | 17.95  | %      |                   |   | 12,964 |   |   |   | 12,964          |   |   |   | 12,821 |   |
| Loan ID 1369 |   | 12/18/2018 |   |               | 23.94  | %      |                   |   | 8,822  |   |   |   | 8,822           |   |   |   | 8,672 |   |
| Loan ID 1370 |   | 12/18/2016 |   |               | 16.85  | %      |                   |   | 7,223  |   |   |   | 7,223           |   |   |   | 7,037 |   |
| Loan ID 1371 |   | 12/19/2018 |   |               | 14.00  | %      |                   |   | 17,022 |   |   |   | 17,022          |   |   |   | 16,929 |   |
| Loan ID 1372 |   | 12/19/2016 |   |               | 12.39  | %      |                   |   | 17,670 |   |   |   | 17,670          |   |   |   | 17,457 |   |
| Loan ID 1373 |   | 12/19/2018 |   |               | 16.85  | %      |                   |   | 8,608  |   |   |   | 8,608           |   |   |   | 8,513 |   |
| Loan ID 1374 |   | 12/19/2018 |   |               | 19.05  | %      |                   |   | 13,015 |   |   |   | 13,015          |   |   |   | 12,871 |   |
| Loan ID 1375 |   | 12/19/2018 |   |               | 12.39  | %      |                   |   | 4,230  |   |   |   | 4,230           |   |   |   | 4,235 |   |
| Loan ID 1377 |   | 12/19/2016 |   |               | 9.90   | %      |                   |   | 1,398  |   |   |   | 1,398           |   |   |   | 1,381 |   |
| Loan ID 1378 |   | 12/19/2018 |   |               | 16.55  | %      |                   |   | 12,897 |   |   |   | 12,897          |   |   |   | 12,755 |   |
| Loan ID 1379 |   | 12/19/2016 |   |               | 18.75  | %      |                   |   | 10,895 |   |   |   | 10,895          |   |   |   | 10,615 |   |
| Loan ID 1380 |   | 12/19/2018 |   |               | 17.95  | %      |                   |   | 21,921 |   |   |   | 21,921          |   |   |   | 21,678 |   |
| Loan ID 1382 |   | 12/19/2016 |   |               | 9.90   | %      |                   |   | 1,398  |   |   |   | 1,398           |   |   |   | 1,381 |   |
| Loan ID 1383 |   | 12/19/2016 |   |               | 28.50  | %      |                   |   | 3,020  |   |   |   | 3,020           |   |   |   | 2,910 |   |
| Loan ID 1384 |   | 12/19/2016 |   |               | 19.05  | %      |                   |   | 2,909  |   |   |   | 2,909           |   |   |   | 2,834 |   |
| Loan ID 1385 |   | 12/19/2018 |   |               | 15.35  | %      |                   |   | 12,839 |   |   |   | 12,839          |   |   |   | 12,769 |   |
| Loan ID 1386 |   | 12/19/2016 |   |               | 14.35  | %      |                   |   | 1,916  |   |   |   | 1,916           |   |   |   | 1,882 |   |
| Loan ID 1387 |   | 12/19/2016 |   |               | 26.94  | %      |                   |   | 3,019  |   |   |   | 3,019           |   |   |   | 2,909 |   |
| Loan ID 1388 |   | 12/19/2018 |   |               | 12.74  | %      |                   |   | 12,708 |   |   |   | 12,708          |   |   |   | 12,639 |   |
| Loan ID 1389 |   | 12/19/2016 |   |               | 11.39  | %      |                   |   | 3,518  |   |   |   | 3,518           |   |   |   | 3,476 |   |
| Loan ID 1390 |   | 12/19/2016 |   |               | 14.65  | %      |                   |   | 17,846 |   |   |   | 17,846          |   |   |   | 17,526 |   |
| Loan ID 1392 |   | 12/20/2018 |   |               | 17.65  | %      |                   |   | 10,261 |   |   |   | 10,261          |   |   |   | 10,148 |   |
| Loan ID 1393 |   | 12/20/2016 |   |               | 9.90   | %      |                   |   | 9,785  |   |   |   | 9,785           |   |   |   | 9,667 |   |
| Loan ID 1394 |   | 12/20/2018 |   |               | 19.70  | %      |                   |   | 13,417 |   |   |   | 13,417          |   |   |   | 13,269 |   |
| Loan ID 1395 |   | 12/20/2016 |   |               | 18.75  | %      |                   |   | 10,895 |   |   |   | 10,895          |   |   |   | 10,615 |   |
| Loan ID 1396 |   | 12/20/2018 |   |               | 15.00  | %      |                   |   | 21,369 |   |   |   | 21,369          |   |   |   | 21,253 |   |
| Loan ID 1397 |   | 12/20/2016 |   |               | 14.65  | %      |                   |   | 4,854  |   |   |   | 4,854           |   |   |   | 4,767 |   |

 

|   |
|--------|

|   |
|--------|

  

| Loan ID |   | Maturity   |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|------------|--------|--------------------|--------|--------|------------------------|--------|--------|--------|--------|--------|-----------------|--------|
| Loan ID 1399 |   | 12/20/2016 |   |               | 18.40  | %      |                   |   | 2,901  |   |   |   | 2,901           |   |   |   | 2,827 |   |
| Loan ID 1400 |   | 12/20/2018 |   |               | 17.65  | %      |                   |   | 15,017 |   |   |   | 15,017          |   |   |   | 14,851 |   |
| Loan ID 1401 |   | 12/20/2016 |   |               | 15.35  | %      |                   |   | 2,880  |   |   |   | 2,880           |   |   |   | 2,829 |   |
| Loan ID 1402 |   | 12/20/2018 |   |               | 18.40  | %      |                   |   | 12,985 |   |   |   | 12,985          |   |   |   | 12,842 |   |
| Loan ID 1403 |   | 12/20/2018 |   |               | 19.40  | %      |                   |   | 21,719 |   |   |   | 21,719          |   |   |   | 21,479 |   |
| Loan ID 1404 |   | 12/20/2016 |   |               | 14.00  | %      |                   |   | 7,118  |   |   |   | 7,118           |   |   |   | 6,990 |   |
| Loan ID 1405 |   | 12/20/2016 |   |               | 15.85  | %      |                   |   | 3,588  |   |   |   | 3,588           |   |   |   | 3,495 |   |
| Loan ID 1407 |   | 12/23/2018 |   |               | 14.35  | %      |                   |   | 12,790 |   |   |   | 12,790          |   |   |   | 12,720 |   |
| Loan ID 1408 |   | 12/23/2018 |   |               | 14.35  | %      |                   |   | 12,790 |   |   |   | 12,790          |   |   |   | 12,720 |   |
| Loan ID 1409 |   | 12/23/2016 |   |               | 16.85  | %      |                   |   | 7,206  |   |   |   | 7,206           |   |   |   | 7,021 |   |
| Loan ID 1412 |   | 12/23/2018 |   |               | 15.35  | %      |                   |   | 12,839 |   |   |   | 12,839          |   |   |   | 12,769 |   |
| Loan ID 1414 |   | 12/23/2016 |   |               | 28.50  | %      |                   |   | 3,020  |   |   |   | 3,020           |   |   |   | 2,910 |   |
| Loan ID 1415 |   | 12/23/2016 |   |               | 28.50  | %      |                   |   | 3,020  |   |   |   | 3,020           |   |   |   | 2,910 |   |
| Loan ID 1416 |   | 12/23/2018 |   |               | 19.70  | %      |                   |   | 8,697  |   |   |   | 8,697           |   |   |   | 8,601 |   |
| Loan ID 1417 |   | 12/23/2018 |   |               | 16.55  | %      |                   |   | 12,897 |   |   |   | 12,897          |   |   |   | 12,755 |   |
| Loan ID 1418 |   | 12/23/2016 |   |               | 12.39  | %      |                   |   | 3,534  |   |   |   | 3,534           |   |   |   | 3,491 |   |
| Loan ID 1419 |   | 12/23/2018 |   |               | 15.85  | %      |                   |   | 8,576  |   |   |   | 8,576           |   |   |   | 8,481 |   |
| Loan ID 1420 |   | 12/23/2016 |   |               | 6.29   | %      |                   |   | 6,873  |   |   |   | 6,873           |   |   |   | 6,873 |   |
| Loan ID 1421 |   | 12/23/2016 |   |               | 10.39  | %      |                   |   | 17,512 |   |   |   | 17,512          |   |   |   | 17,301 |   |
| Loan ID 1424 |   | 12/24/2016 |   |               | 12.74  | %      |                   |   | 44     |   |   |   | 44              |   |   |   | 43 |   |
| Loan ID 1425 |   | 12/24/2016 |   |               | 10.39  | %      |                   |   | 8,055  |   |   |   | 8,055           |   |   |   | 7,958 |   |
| Loan ID 1426 |   | 12/24/2016 |   |               | 10.99  | %      |                   |   | 12,643 |   |   |   | 12,643          |   |   |   | 12,490 |   |
| Loan ID 1427 |   | 12/24/2018 |   |               | 15.85  | %      |                   |   | 21,439 |   |   |   | 21,439          |   |   |   | 21,202 |   |
| Loan ID 1429 |   | 12/24/2016 |   |               | 9.90   | %      |                   |   | 10,484 |   |   |   | 10,484          |   |   |   | 10,358 |   |
| Loan ID 1430 |   | 12/24/2018 |   |               | 19.70  | %      |                   |   | 8,697  |   |   |   | 8,697           |   |   |   | 8,601 |   |
| Loan ID 1432 |   | 12/24/2016 |   |               | 9.30   | %      |                   |   | 20,910 |   |   |   | 20,910          |   |   |   | 20,658 |   |
| Loan ID 1434 |   | 12/26/2018 |   |               | 17.95  | %      |                   |   | 12,964 |   |   |   | 12,964          |   |   |   | 12,821 |   |
| Loan ID 1435 |   | 12/26/2018 |   |               | 14.35  | %      |                   |   | 8,526  |   |   |   | 8,526           |   |   |   | 8,480 |   |
| Loan ID 1436 |   | 12/26/2018 |   |               | 16.20  | %      |                   |   | 21,467 |   |   |   | 21,467          |   |   |   | 21,230 |   |
| Loan ID 1437 |   | 12/26/2018 |   |               | 24.74  | %      |                   |   | 3,601  |   |   |   | 3,601           |   |   |   | 3,551 |   |
| Loan ID 1438 |   | 12/26/2018 |   |               | 19.05  | %      |                   |   | 13,015 |   |   |   | 13,015          |   |   |   | 12,871 |   |
| Loan ID 1439 |   | 12/27/2016 |   |               | 18.40  | %      |                   |   | 10,880 |   |   |   | 10,880          |   |   |   | 10,600 |   |
| Loan ID 1440 |   | 12/27/2016 |   |               | 14.65  | %      |                   |   | 3,569  |   |   |   | 3,569           |   |   |   | 3,505 |   |
| Loan ID 1441 |   | 12/27/2016 |   |               | 23.04  | %      |                   |   | 2,957  |   |   |   | 2,957           |   |   |   | 2,851 |   |
| Loan ID 1442 |   | 12/30/2016 |   |               | 18.40  | %      |                   |   | 1,370  |   |   |   | 1,370           |   |   |   | 1,335 |   |
| Loan ID 1443 |   | 12/30/2016 |   |               | 10.99  | %      |                   |   | 5,619  |   |   |   | 5,619           |   |   |   | 5,551 |   |
| Loan ID 1444 |   | 12/30/2016 |   |               | 11.39  | %      |                   |   | 3,518  |   |   |   | 3,518           |   |   |   | 3,476 |   |
| Loan ID 1445 |   | 12/30/2016 |   |               | 19.70  | %      |                   |   | 7,292  |   |   |   | 7,292           |   |   |   | 7,104 |   |
| Loan ID 1446 |   | 12/30/2016 |   |               | 17.65  | %      |                   |   | 7,230  |   |   |   | 7,230           |   |   |   | 7,044 |   |
| Loan ID 1447 |   | 12/30/2016 |   |               | 25.54  | %      |                   |   | 2,986  |   |   |   | 2,986           |   |   |   | 2,877 |   |
| Loan ID 1448 |   | 12/30/2016 |   |               | 14.65  | %      |                   |   | 6,067  |   |   |   | 6,067           |   |   |   | 5,958 |   |
| Loan ID 1449 |   | 12/30/2018 |   |               | 21.50  | %      |                   |   | 6,526  |   |   |   | 6,526           |   |   |   | 6,415 |   |
| Loan ID 1450 |   | 12/30/2018 |   |               | 16.20  | %      |                   |   | 12,880 |   |   |   | 12,880          |   |   |   | 12,738 |   |
| Loan ID 1451 |   | 12/30/2018 |   |               | 16.55  | %      |                   |   | 8,571  |   |   |   | 8,571           |   |   |   | 8,476 |   |
| Loan ID 1452 |   | 12/30/2016 |   |               | 8.79   | %      |                   |   | 10,430 |   |   |   | 10,430          |   |   |   | 10,305 |   |
| Loan ID 1453 |   | 12/30/2016 |   |               | 18.75  | %      |                   |   | 10,895 |   |   |   | 10,895          |   |   |   | 10,614 |   |
| Loan ID 1454 |   | 12/30/2016 |   |               | 20.80  | %      |                   |   | 7,325  |   |   |   | 7,325           |   |   |   | 7,062 |   |
| Loan ID 1455 |   | 12/30/2016 |   |               | 8.79   | %      |                   |   | 4,868  |   |   |   | 4,868           |   |   |   | 4,809 |   |
| Loan ID 1458 |   | 12/30/2018 |   |               | 12.74  | %      |                   |   | 12,708 |   |   |   | 12,708          |   |   |   | 12,639 |   |
| Loan ID 1459 |   | 12/30/2016 |   |               | 27.74  | %      |                   |   | 7,527  |   |   |   | 7,527           |   |   |   | 7,253 |   |
| Loan ID 1460 |   | 12/31/2018 |   |               | 10.99  | %      |                   |   | 8,549  |   |   |   | 8,549           |   |   |   | 8,560 |   |

 

|   |
|--------|

|   |
|--------|

  

| Loan ID |   | Maturity   |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|------------|--------|--------------------|--------|--------|------------------------|--------|--------|--------|--------|--------|-----------------|--------|
| Loan ID 1461 |   | 12/31/2018 |   |               | 20.10  | %      |                   |   | 8,823  |   |   |   | 8,823           |   |   |   | 8,674 |   |
| Loan ID 1463 |   | 12/31/2016 |   |               | 14.65  | %      |                   |   | 11,085 |   |   |   | 11,085          |   |   |   | 10,887 |   |
| Loan ID 1464 |   | 12/31/2018 |   |               | 17.95  | %      |                   |   | 17,524 |   |   |   | 17,524          |   |   |   | 17,330 |   |
| Loan ID 1466 |   | 12/31/2016 |   |               | 9.30   | %      |                   |   | 3,616  |   |   |   | 3,616           |   |   |   | 3,572 |   |
| Loan ID 1467 |   | 12/31/2016 |   |               | 30.59  | %      |                   |   | 3,132  |   |   |   | 3,132           |   |   |   | 2,973 |   |
| Loan ID 1468 |   | 12/31/2016 |   |               | 23.94  | %      |                   |   | 2,296  |   |   |   | 2,296           |   |   |   | 2,214 |   |
| Loan ID 1469 |   | 12/31/2018 |   |               | 16.55  | %      |                   |   | 17,442 |   |   |   | 17,442          |   |   |   | 17,249 |   |
| Loan ID 1470 |   | 12/31/2016 |   |               | 9.30   | %      |                   |   | 4,617  |   |   |   | 4,617           |   |   |   | 4,562 |   |
| Loan ID 1471 |   | 12/31/2016 |   |               | 13.14  | %      |                   |   | 25,711 |   |   |   | 25,711          |   |   |   | 25,250 |   |
| Loan ID 1472 |   | 12/31/2018 |   |               | 15.35  | %      |                   |   | 13,028 |   |   |   | 13,028          |   |   |   | 12,956 |   |
| Loan ID 1473 |   | 12/31/2016 |   |               | 11.89  | %      |                   |   | 10,964 |   |   |   | 10,964          |   |   |   | 10,832 |   |
| Loan ID 1474 |   | 12/31/2016 |   |               | 12.39  | %      |                   |   | 9,521  |   |   |   | 9,521           |   |   |   | 9,406 |   |
| Loan ID 1475 |   | 12/31/2018 |   |               | 13.55  | %      |                   |   | 8,630  |   |   |   | 8,630           |   |   |   | 8,583 |   |
| Loan ID 1476 |   | 12/31/2016 |   |               | 10.99  | %      |                   |   | 2,913  |   |   |   | 2,913           |   |   |   | 2,878 |   |
| Loan ID 1477 |   | 12/31/2016 |   |               | 15.85  | %      |                   |   | 11,137 |   |   |   | 11,137          |   |   |   | 10,851 |   |
| Loan ID 1478 |   | 12/31/2018 |   |               | 14.00  | %      |                   |   | 19,811 |   |   |   | 19,811          |   |   |   | 19,703 |   |
| Loan ID 1479 |   | 12/31/2016 |   |               | 13.55  | %      |                   |   | 2,943  |   |   |   | 2,943           |   |   |   | 2,890 |   |
| Loan ID 1480 |   | 12/31/2016 |   |               | 12.39  | %      |                   |   | 4,761  |   |   |   | 4,761           |   |   |   | 4,703 |   |
| Loan ID 1481 |   | 12/31/2016 |   |               | 11.39  | %      |                   |   | 4,231  |   |   |   | 4,231           |   |   |   | 4,180 |   |
| Loan ID 1482 |   | 12/31/2016 |   |               | 21.50  | %      |                   |   | 5,916  |   |   |   | 5,916           |   |   |   | 5,704 |   |
| Loan ID 1483 |   | 12/31/2016 |   |               | 8.79   | %      |                   |   | 9,020  |   |   |   | 9,020           |   |   |   | 8,912 |   |
| Loan ID 1484 |   | 12/31/2016 |   |               | 14.00  | %      |                   |   | 11,057 |   |   |   | 11,057          |   |   |   | 10,859 |   |
| Loan ID 1485 |   | 12/31/2016 |   |               | 10.99  | %      |                   |   | 20,027 |   |   |   | 20,027          |   |   |   | 19,785 |   |
| Loan ID 1487 |   | 12/31/2016 |   |               | 17.65  | %      |                   |   | 7,477  |   |   |   | 7,477           |   |   |   | 7,284 |   |
| Loan ID 1489 |   | 12/31/2016 |   |               | 15.85  | %      |                   |   | 11,137 |   |   |   | 11,137          |   |   |   | 10,851 |   |
| Loan ID 1490 |   | 12/31/2016 |   |               | 12.74  | %      |                   |   | 2,567  |   |   |   | 2,567           |   |   |   | 2,521 |   |
| Loan ID 1491 |   | 12/31/2016 |   |               | 11.89  | %      |                   |   | 14,618 |   |   |   | 14,618          |   |   |   | 14,442 |   |
| Loan ID 1492 |   | 12/31/2016 |   |               | 7.69   | %      |                   |   | 10,022 |   |   |   | 10,022          |   |   |   | 10,022 |   |
| Loan ID 1493 |   | 12/31/2018 |   |               | 15.85  | %      |                   |   | 8,700  |   |   |   | 8,700           |   |   |   | 8,604 |   |
| Loan ID 1494 |   | 12/31/2016 |   |               | 10.39  | %      |                   |   | 2,906  |   |   |   | 2,906           |   |   |   | 2,871 |   |
| Loan ID 1495 |   | 12/31/2016 |   |               | 6.29   | %      |                   |   | 2,499  |   |   |   | 2,499           |   |   |   | 2,499 |   |
| Loan ID 1496 |   | 12/31/2016 |   |               | 26.24  | %      |                   |   | 5,400  |   |   |   | 5,400           |   |   |   | 5,204 |   |
| Loan ID 1497 |   | 12/31/2018 |   |               | 12.39  | %      |                   |   | 8,586  |   |   |   | 8,586           |   |   |   | 8,597 |   |
| Loan ID 1498 |   | 12/31/2018 |   |               | 13.55  | %      |                   |   | 19,418 |   |   |   | 19,418          |   |   |   | 19,311 |   |
| Loan ID 1499 |   | 12/31/2018 |   |               | 20.80  | %      |                   |   | 6,189  |   |   |   | 6,189           |   |   |   | 6,085 |   |
| Loan ID 1500 |   | 12/31/2016 |   |               | 15.85  | %      |                   |   | 7,054  |   |   |   | 7,054           |   |   |   | 6,872 |   |
| Loan ID 1501 |   | 1/2/2017   |   |               | 15.85  | %      |                   |   | 11,137 |   |   |   | 11,137          |   |   |   | 10,851 |   |
| Loan ID 1502 |   | 1/2/2017   |   |               | 12.74  | %      |                   |   | 2,860  |   |   |   | 2,860           |   |   |   | 2,809 |   |
| Loan ID 1503 |   | 1/2/2017   |   |               | 26.94  | %      |                   |   | 3,093  |   |   |   | 3,093           |   |   |   | 2,981 |   |
| Loan ID 1504 |   | 1/2/2019   |   |               | 12.39  | %      |                   |   | 10,123 |   |   |   | 10,123          |   |   |   | 10,136 |   |
| Loan ID 1505 |   | 1/2/2019   |   |               | 17.95  | %      |                   |   | 20,152 |   |   |   | 20,152          |   |   |   | 19,929 |   |
| Loan ID 1506 |   | 1/2/2019   |   |               | 14.00  | %      |                   |   | 17,288 |   |   |   | 17,288          |   |   |   | 17,193 |   |
| Loan ID 1508 |   | 1/2/2017   |   |               | 12.39  | %      |                   |   | 18,310 |   |   |   | 18,310          |   |   |   | 18,089 |   |
| Loan ID 1509 |   | 1/2/2017   |   |               | 12.39  | %      |                   |   | 13,803 |   |   |   | 13,803          |   |   |   | 13,637 |   |
| Loan ID 1510 |   | 1/2/2017   |   |               | 26.24  | %      |                   |   | 7,735  |   |   |   | 7,735           |   |   |   | 7,454 |   |
| Loan ID 1511 |   | 1/2/2019   |   |               | 12.39  | %      |                   |   | 8,594  |   |   |   | 8,594           |   |   |   | 8,604 |   |
| Loan ID 1512 |   | 1/2/2019   |   |               | 19.70  | %      |                   |   | 8,812  |   |   |   | 8,812           |   |   |   | 8,714 |   |
| Loan ID 1513 |   | 1/2/2017   |   |               | 16.55  | %      |                   |   | 18,613 |   |   |   | 18,613          |   |   |   | 18,134 |   |
| Loan ID 1514 |   | 1/2/2017   |   |               | 19.05  | %      |                   |   | 18,791 |   |   |   | 18,791          |   |   |   | 18,308 |   |
| Loan ID 1515 |   | 1/2/2019   |   |               | 17.95  | %      |                   |   | 8,762  |   |   |   | 8,762           |   |   |   | 8,665 |   |
| Loan ID 1516 |   | 1/2/2019   |   |               | 16.85  | %      |                   |   | 13,095 |   |   |   | 13,095          |   |   |   | 12,950 |   |
| Loan ID 1518 |   | 1/2/2019   |   |               | 24.74  | %      |                   |   | 7,822  |   |   |   | 7,822           |   |   |   | 7,714 |   |
| Loan ID 1519 |   | 1/2/2019   |   |               | 16.55  | %      |                   |   | 7,849  |   |   |   | 7,849           |   |   |   | 7,762 |   |
| Loan ID 1520 |   | 1/2/2017   |   |               | 15.00  | %      |                   |   | 7,400  |   |   |   | 7,400           |   |   |   | 7,268 |   |
| Loan ID 1521 |   | 1/2/2019   |   |               | 12.39  | %      |                   |   | 25,203 |   |   |   | 25,203          |   |   |   | 25,235 |   |
| Loan ID 1522 |   | 1/2/2017   |   |               | 9.90   | %      |                   |   | 7,250  |   |   |   | 7,250           |   |   |   | 7,162 |   |
| Loan ID 1523 |   | 1/2/2017   |   |               | 17.25  | %      |                   |   | 5,226  |   |   |   | 5,226           |   |   |   | 5,091 |   |

 

|   |
|--------|

|   |
|--------|

  

| Loan ID |   | Maturity |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|----------|--------|--------------------|--------|--------|------------------------|--------|--------|--------|--------|--------|-----------------|--------|
| Loan ID 1524 |   | 1/2/2017 |   |               | 8.79   | %      |                   |   | 12,629 |   |   |   | 12,629          |   |   |   | 12,476 |   |
| Loan ID 1525 |   | 1/2/2019 |   |               | 12.74  | %      |                   |   | 5,163  |   |   |   | 5,163           |   |   |   | 5,135 |   |
| Loan ID 1526 |   | 1/2/2017 |   |               | 9.30   | %      |                   |   | 10,848 |   |   |   | 10,848          |   |   |   | 10,717 |   |
| Loan ID 1527 |   | 1/2/2017 |   |               | 14.65  | %      |                   |   | 11,085 |   |   |   | 11,085          |   |   |   | 10,887 |   |
| Loan ID 1528 |   | 1/2/2019 |   |               | 15.35  | %      |                   |   | 13,044 |   |   |   | 13,044          |   |   |   | 12,973 |   |
| Loan ID 1529 |   | 1/2/2017 |   |               | 19.05  | %      |                   |   | 5,637  |   |   |   | 5,637           |   |   |   | 5,492 |   |
| Loan ID 1530 |   | 1/2/2019 |   |               | 18.75  | %      |                   |   | 8,785  |   |   |   | 8,785           |   |   |   | 8,688 |   |
| Loan ID 1531 |   | 1/2/2017 |   |               | 15.85  | %      |                   |   | 2,970  |   |   |   | 2,970           |   |   |   | 2,894 |   |
| Loan ID 1532 |   | 1/2/2017 |   |               | 28.50  | %      |                   |   | 7,775  |   |   |   | 7,775           |   |   |   | 7,492 |   |
| Loan ID 1533 |   | 1/2/2019 |   |               | 24.74  | %      |                   |   | 3,579  |   |   |   | 3,579           |   |   |   | 3,529 |   |
| Loan ID 1534 |   | 1/2/2019 |   |               | 13.55  | %      |                   |   | 21,575 |   |   |   | 21,575          |   |   |   | 21,457 |   |
| Loan ID 1535 |   | 1/2/2017 |   |               | 11.39  | %      |                   |   | 2,553  |   |   |   | 2,553           |   |   |   | 2,522 |   |
| Loan ID 1536 |   | 1/2/2019 |   |               | 11.89  | %      |                   |   | 6,619  |   |   |   | 6,619           |   |   |   | 6,628 |   |
| Loan ID 1537 |   | 1/2/2017 |   |               | 11.39  | %      |                   |   | 8,753  |   |   |   | 8,753           |   |   |   | 8,648 |   |
| Loan ID 1538 |   | 1/2/2017 |   |               | 14.00  | %      |                   |   | 11,057 |   |   |   | 11,057          |   |   |   | 10,859 |   |
| Loan ID 1539 |   | 1/2/2019 |   |               | 18.75  | %      |                   |   | 8,785  |   |   |   | 8,785           |   |   |   | 8,688 |   |
| Loan ID 1540 |   | 1/2/2019 |   |               | 11.89  | %      |                   |   | 12,867 |   |   |   | 12,867          |   |   |   | 12,883 |   |
| Loan ID 1541 |   | 1/3/2019 |   |               | 18.70  | %      |                   |   | 13,175 |   |   |   | 13,175          |   |   |   | 13,029 |   |
| Loan ID 1542 |   | 1/3/2017 |   |               | 13.55  | %      |                   |   | 7,358  |   |   |   | 7,358           |   |   |   | 7,226 |   |
| Loan ID 1543 |   | 1/3/2017 |   |               | 15.85  | %      |                   |   | 2,970  |   |   |   | 2,970           |   |   |   | 2,894 |   |
| Loan ID 1544 |   | 1/3/2017 |   |               | 10.99  | %      |                   |   | 9,245  |   |   |   | 9,245           |   |   |   | 9,134 |   |
| Loan ID 1545 |   | 1/3/2017 |   |               | 12.39  | %      |                   |   | 10,986 |   |   |   | 10,986          |   |   |   | 10,854 |   |
| Loan ID 1546 |   | 1/3/2019 |   |               | 18.75  | %      |                   |   | 21,962 |   |   |   | 21,962          |   |   |   | 21,719 |   |
| Loan ID 1547 |   | 1/3/2017 |   |               | 12.74  | %      |                   |   | 11,001 |   |   |   | 11,001          |   |   |   | 10,804 |   |
| Loan ID 1548 |   | 1/3/2019 |   |               | 15.00  | %      |                   |   | 2,607  |   |   |   | 2,607           |   |   |   | 2,593 |   |
| Loan ID 1549 |   | 1/3/2017 |   |               | 14.35  | %      |                   |   | 1,935  |   |   |   | 1,935           |   |   |   | 1,900 |   |
| Loan ID 1550 |   | 1/3/2017 |   |               | 15.85  | %      |                   |   | 11,137 |   |   |   | 11,137          |   |   |   | 10,851 |   |
| Loan ID 1551 |   | 1/3/2017 |   |               | 14.00  | %      |                   |   | 4,423  |   |   |   | 4,423           |   |   |   | 4,343 |   |
| Loan ID 1552 |   | 1/3/2019 |   |               | 20.80  | %      |                   |   | 13,263 |   |   |   | 13,263          |   |   |   | 13,039 |   |
| Loan ID 1554 |   | 1/3/2019 |   |               | 24.74  | %      |                   |   | 8,947  |   |   |   | 8,947           |   |   |   | 8,823 |   |
| Loan ID 1555 |   | 1/3/2019 |   |               | 19.70  | %      |                   |   | 13,217 |   |   |   | 13,217          |   |   |   | 13,071 |   |
| Loan ID 1556 |   | 1/3/2019 |   |               | 16.20  | %      |                   |   | 17,421 |   |   |   | 17,421          |   |   |   | 17,228 |   |
| Loan ID 1557 |   | 1/3/2017 |   |               | 15.85  | %      |                   |   | 7,425  |   |   |   | 7,425           |   |   |   | 7,234 |   |
| Loan ID 1558 |   | 1/3/2017 |   |               | 26.94  | %      |                   |   | 3,125  |   |   |   | 3,125           |   |   |   | 3,011 |   |
| Loan ID 1559 |   | 1/3/2017 |   |               | 23.94  | %      |                   |   | 3,061  |   |   |   | 3,061           |   |   |   | 2,951 |   |
| Loan ID 1560 |   | 1/6/2017 |   |               | 11.39  | %      |                   |   | 14,589 |   |   |   | 14,589          |   |   |   | 14,413 |   |
| Loan ID 1561 |   | 1/6/2017 |   |               | 12.74  | %      |                   |   | 7,334  |   |   |   | 7,334           |   |   |   | 7,203 |   |
| Loan ID 1562 |   | 1/6/2019 |   |               | 19.40  | %      |                   |   | 13,205 |   |   |   | 13,205          |   |   |   | 13,059 |   |
| Loan ID 1563 |   | 1/6/2017 |   |               | 6.59   | %      |                   |   | 6,077  |   |   |   | 6,077           |   |   |   | 6,077 |   |
| Loan ID 1564 |   | 1/6/2017 |   |               | 12.74  | %      |                   |   | 15,402 |   |   |   | 15,402          |   |   |   | 15,126 |   |
| Loan ID 1565 |   | 1/6/2017 |   |               | 14.00  | %      |                   |   | 2,580  |   |   |   | 2,580           |   |   |   | 2,534 |   |
| Loan ID 1566 |   | 1/6/2019 |   |               | 26.94  | %      |                   |   | 9,002  |   |   |   | 9,002           |   |   |   | 8,877 |   |
| Loan ID 1567 |   | 1/6/2017 |   |               | 15.85  | %      |                   |   | 5,922  |   |   |   | 5,922           |   |   |   | 5,770 |   |
| Loan ID 1568 |   | 1/6/2019 |   |               | 15.35  | %      |                   |   | 5,211  |   |   |   | 5,211           |   |   |   | 5,183 |   |
| Loan ID 1569 |   | 1/6/2017 |   |               | 15.00  | %      |                   |   | 11,101 |   |   |   | 11,101          |   |   |   | 10,902 |   |
| Loan ID 1570 |   | 1/6/2019 |   |               | 17.95  | %      |                   |   | 8,761  |   |   |   | 8,761           |   |   |   | 8,664 |   |
| Loan ID 1571 |   | 1/6/2017 |   |               | 15.85  | %      |                   |   | 3,712  |   |   |   | 3,712           |   |   |   | 3,617 |   |
| Loan ID 1572 |   | 1/6/2017 |   |               | 9.90   | %      |                   |   | 2,900  |   |   |   | 2,900           |   |   |   | 2,865 |   |
| Loan ID 1573 |   | 1/6/2019 |   |               | 12.74  | %      |                   |   | 21,512 |   |   |   | 21,512          |   |   |   | 21,394 |   |
| Loan ID 1574 |   | 1/6/2019 |   |               | 14.65  | %      |                   |   | 21,660 |   |   |   | 21,660          |   |   |   | 21,541 |   |
| Loan ID 1575 |   | 1/6/2017 |   |               | 30.59  | %      |                   |   | 3,132  |   |   |   | 3,132           |   |   |   | 2,973 |   |
| Loan ID 1576 |   | 1/6/2019 |   |               | 17.65  | %      |                   |   | 21,883 |   |   |   | 21,883          |   |   |   | 21,641 |   |
| Loan ID 1577 |   | 1/6/2017 |   |               | 23.94  | %      |                   |   | 9,183  |   |   |   | 9,183           |   |   |   | 8,854 |   |
| Loan ID 1579 |   | 1/6/2017 |   |               | 10.39  | %      |                   |   | 7,162  |   |   |   | 7,162           |   |   |   | 7,076 |   |
| Loan ID 1580 |   | 1/7/2017 |   |               | 16.20  | %      |                   |   | 4,833  |   |   |   | 4,833           |   |   |   | 4,708 |   |
| Loan ID 1581 |   | 1/7/2019 |   |               | 18.40  | %      |                   |   | 17,549 |   |   |   | 17,549          |   |   |   | 17,355 |   |
| Loan ID 1582 |   | 1/7/2017 |   |               | 12.39  | %      |                   |   | 5,859  |   |   |   | 5,859           |   |   |   | 5,789 |   |
| Loan ID 1583 |   | 1/7/2017 |   |               | 15.85  | %      |                   |   | 7,478  |   |   |   | 7,478           |   |   |   | 7,286 |   |

|   |
|--------|

|   |
|--------|

  

| Loan ID |   | Maturity  |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|-----------|--------|--------------------|--------|--------|------------------------|--------|--------|--------|--------|--------|-----------------|--------|
| Loan ID 1584 |   | 1/7/2017  |   |               | 15.85  | %      |                   |   | 2,970  |   |   |   | 2,970           |   |   |   | 2,894 |   |
| Loan ID 1585 |   | 1/7/2019  |   |               | 26.94  | %      |                   |   | 9,002  |   |   |   | 9,002           |   |   |   | 8,877 |   |
| Loan ID 1586 |   | 1/7/2017  |   |               | 14.00  | %      |                   |   | 2,211  |   |   |   | 2,211           |   |   |   | 2,172 |   |
| Loan ID 1587 |   | 1/7/2019  |   |               | 12.74  | %      |                   |   | 11,186 |   |   |   | 11,186          |   |   |   | 11,125 |   |
| Loan ID 1588 |   | 1/7/2017  |   |               | 27.74  | %      |                   |   | 7,755  |   |   |   | 7,755           |   |   |   | 7,473 |   |
| Loan ID 1589 |   | 1/7/2019  |   |               | 23.94  | %      |                   |   | 13,489 |   |   |   | 13,489          |   |   |   | 13,260 |   |
| Loan ID 1590 |   | 1/7/2017  |   |               | 10.99  | %      |                   |   | 10,924 |   |   |   | 10,924          |   |   |   | 10,792 |   |
| Loan ID 1591 |   | 1/7/2019  |   |               | 19.40  | %      |                   |   | (7     | )      |   |   | (7              | )      |   |   | (6 | ) |
| Loan ID 1592 |   | 1/7/2017  |   |               | 16.85  | %      |                   |   | 7,454  |   |   |   | 7,454           |   |   |   | 7,262 |   |
| Loan ID 1593 |   | 1/7/2017  |   |               | 9.30   | %      |                   |   | 7,232  |   |   |   | 7,232           |   |   |   | 7,145 |   |
| Loan ID 1594 |   | 1/7/2017  |   |               | 9.30   | %      |                   |   | 3,616  |   |   |   | 3,616           |   |   |   | 3,572 |   |
| Loan ID 1595 |   | 1/7/2017  |   |               | 12.39  | %      |                   |   | 10,765 |   |   |   | 10,765          |   |   |   | 10,635 |   |
| Loan ID 1596 |   | 1/7/2017  |   |               | 22.35  | %      |                   |   | 11,413 |   |   |   | 11,413          |   |   |   | 11,004 |   |
| Loan ID 1597 |   | 1/7/2017  |   |               | 19.70  | %      |                   |   | 11,302 |   |   |   | 11,302          |   |   |   | 11,011 |   |
| Loan ID 1598 |   | 1/7/2019  |   |               | 18.40  | %      |                   |   | 17,549 |   |   |   | 17,549          |   |   |   | 17,355 |   |
| Loan ID 1599 |   | 1/7/2017  |   |               | 17.95  | %      |                   |   | 7,485  |   |   |   | 7,485           |   |   |   | 7,293 |   |
| Loan ID 1600 |   | 1/7/2017  |   |               | 16.20  | %      |                   |   | 11,153 |   |   |   | 11,153          |   |   |   | 10,866 |   |
| Loan ID 1602 |   | 1/8/2019  |   |               | 16.55  | %      |                   |   | 6,541  |   |   |   | 6,541           |   |   |   | 6,468 |   |
| Loan ID 1604 |   | 1/8/2017  |   |               | 22.35  | %      |                   |   | 12,465 |   |   |   | 12,465          |   |   |   | 12,018 |   |
| Loan ID 1605 |   | 1/8/2017  |   |               | 17.95  | %      |                   |   | 2,994  |   |   |   | 2,994           |   |   |   | 2,917 |   |
| Loan ID 1606 |   | 1/8/2017  |   |               | 28.50  | %      |                   |   | 3,110  |   |   |   | 3,110           |   |   |   | 2,997 |   |
| Loan ID 1607 |   | 1/8/2019  |   |               | 15.85  | %      |                   |   | 7,395  |   |   |   | 7,395           |   |   |   | 7,313 |   |
| Loan ID 1608 |   | 1/9/2019  |   |               | 18.40  | %      |                   |   | 13,162 |   |   |   | 13,162          |   |   |   | 13,017 |   |
| Loan ID 1609 |   | 1/9/2019  |   |               | 16.85  | %      |                   |   | 8,730  |   |   |   | 8,730           |   |   |   | 8,633 |   |
| Loan ID 1610 |   | 1/9/2017  |   |               | 23.94  | %      |                   |   | 7,652  |   |   |   | 7,652           |   |   |   | 7,378 |   |
| Loan ID 1611 |   | 1/10/2019 |   |               | 15.35  | %      |                   |   | 6,080  |   |   |   | 6,080           |   |   |   | 6,046 |   |
| Loan ID 1612 |   | 1/13/2019 |   |               | 13.55  | %      |                   |   | 12,945 |   |   |   | 12,945          |   |   |   | 12,874 |   |
| Loan ID 1613 |   | 1/13/2017 |   |               | 15.00  | %      |                   |   | 18,501 |   |   |   | 18,501          |   |   |   | 18,169 |   |
| Loan ID 1615 |   | 1/13/2019 |   |               | 15.85  | %      |                   |   | 3,468  |   |   |   | 3,468           |   |   |   | 3,429 |   |
| Loan ID 1616 |   | 1/14/2017 |   |               | 11.89  | %      |                   |   | 18,273 |   |   |   | 18,273          |   |   |   | 18,053 |   |
| Loan ID 1617 |   | 1/14/2017 |   |               | 20.10  | %      |                   |   | 3,018  |   |   |   | 3,018           |   |   |   | 2,910 |   |
| Loan ID 1619 |   | 1/14/2019 |   |               | 15.35  | %      |                   |   | 6,948  |   |   |   | 6,948           |   |   |   | 6,910 |   |
| Loan ID 1620 |   | 1/14/2017 |   |               | 9.90   | %      |                   |   | 17,018 |   |   |   | 17,018          |   |   |   | 16,813 |   |
| Loan ID 1621 |   | 1/14/2017 |   |               | 15.85  | %      |                   |   | 1,856  |   |   |   | 1,856           |   |   |   | 1,808 |   |
| Loan ID 1622 |   | 1/14/2017 |   |               | 19.70  | %      |                   |   | 7,535  |   |   |   | 7,535           |   |   |   | 7,341 |   |
| Loan ID 1623 |   | 1/14/2019 |   |               | 20.80  | %      |                   |   | 6,189  |   |   |   | 6,189           |   |   |   | 6,085 |   |
| Loan ID 1624 |   | 1/14/2017 |   |               | 10.39  | %      |                   |   | 10,897 |   |   |   | 10,897          |   |   |   | 10,765 |   |
| Loan ID 1625 |   | 1/14/2019 |   |               | 16.20  | %      |                   |   | 21,776 |   |   |   | 21,776          |   |   |   | 21,536 |   |
| Loan ID 1626 |   | 1/14/2019 |   |               | 14.00  | %      |                   |   | 3,025  |   |   |   | 3,025           |   |   |   | 3,009 |   |
| Loan ID 1627 |   | 1/14/2019 |   |               | 18.75  | %      |                   |   | 13,177 |   |   |   | 13,177          |   |   |   | 13,031 |   |
| Loan ID 1628 |   | 1/14/2017 |   |               | 16.85  | %      |                   |   | 4,472  |   |   |   | 4,472           |   |   |   | 4,357 |   |
| Loan ID 1629 |   | 1/14/2019 |   |               | 11.39  | %      |                   |   | 11,130 |   |   |   | 11,130          |   |   |   | 11,144 |   |
| Loan ID 1630 |   | 1/14/2017 |   |               | 28.50  | %      |                   |   | 13     |   |   |   | 13              |   |   |   | 12 |   |
| Loan ID 1631 |   | 1/14/2019 |   |               | 22.35  | %      |                   |   | 8,884  |   |   |   | 8,884           |   |   |   | 8,734 |   |
| Loan ID 1632 |   | 1/14/2017 |   |               | 15.85  | %      |                   |   | 7,425  |   |   |   | 7,425           |   |   |   | 7,234 |   |
| Loan ID 1633 |   | 1/15/2017 |   |               | 10.39  | %      |                   |   | 2,179  |   |   |   | 2,179           |   |   |   | 2,153 |   |
| Loan ID 1634 |   | 1/15/2019 |   |               | 27.74  | %      |                   |   | 9,022  |   |   |   | 9,022           |   |   |   | 8,897 |   |
| Loan ID 1636 |   | 1/15/2019 |   |               | 14.00  | %      |                   |   | 8,644  |   |   |   | 8,644           |   |   |   | 8,597 |   |
| Loan ID 1637 |   | 1/15/2017 |   |               | 22.35  | %      |                   |   | 7,254  |   |   |   | 7,254           |   |   |   | 6,994 |   |
| Loan ID 1638 |   | 1/15/2019 |   |               | 17.65  | %      |                   |   | 12,256 |   |   |   | 12,256          |   |   |   | 12,121 |   |
| Loan ID 1639 |   | 1/15/2017 |   |               | 12.39  | %      |                   |   | 2,930  |   |   |   | 2,930           |   |   |   | 2,894 |   |
| Loan ID 1640 |   | 1/15/2017 |   |               | 11.39  | %      |                   |   | 4,741  |   |   |   | 4,741           |   |   |   | 4,684 |   |
| Loan ID 1641 |   | 1/15/2017 |   |               | 10.99  | %      |                   |   | 21,847 |   |   |   | 21,847          |   |   |   | 21,584 |   |
| Loan ID 1642 |   | 1/15/2019 |   |               | 19.05  | %      |                   |   | 13,190 |   |   |   | 13,190          |   |   |   | 13,044 |   |
| Loan ID 1643 |   | 1/15/2017 |   |               | 14.00  | %      |                   |   | 7,659  |   |   |   | 7,659           |   |   |   | 7,522 |   |
| Loan ID 1645 |   | 1/15/2019 |   |               | 13.14  | %      |                   |   | 9,435  |   |   |   | 9,435           |   |   |   | 9,384 |   |
| Loan ID 1646 |   | 1/16/2017 |   |               | 15.85  | %      |                   |   | 7,425  |   |   |   | 7,425           |   |   |   | 7,234 |   |

 

|   |
|--------|

|   |
|--------|

  

| Loan ID |   | Maturity  |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|-----------|--------|--------------------|--------|--------|------------------------|--------|--------|--------|--------|--------|-----------------|--------|
| Loan ID 1647 |   | 1/16/2019 |   |               | 16.85  | %      |                   |   | 4,365  |   |   |   | 4,365           |   |   |   | 4,317 |   |
| Loan ID 1648 |   | 1/16/2017 |   |               | 11.39  | %      |                   |   | 14,589 |   |   |   | 14,589          |   |   |   | 14,413 |   |
| Loan ID 1649 |   | 1/16/2017 |   |               | 8.79   | %      |                   |   | 2,165  |   |   |   | 2,165           |   |   |   | 2,139 |   |
| Loan ID 1650 |   | 1/16/2017 |   |               | 13.55  | %      |                   |   | 11,037 |   |   |   | 11,037          |   |   |   | 10,839 |   |
| Loan ID 1651 |   | 1/16/2019 |   |               | 19.40  | %      |                   |   | 8,566  |   |   |   | 8,566           |   |   |   | 8,471 |   |
| Loan ID 1652 |   | 1/16/2017 |   |               | 9.30   | %      |                   |   | 8,678  |   |   |   | 8,678           |   |   |   | 8,574 |   |
| Loan ID 1653 |   | 1/17/2019 |   |               | 17.25  | %      |                   |   | 13,111 |   |   |   | 13,111          |   |   |   | 12,966 |   |
| Loan ID 1654 |   | 1/17/2017 |   |               | 14.65  | %      |                   |   | 18,476 |   |   |   | 18,476          |   |   |   | 18,144 |   |
| Loan ID 1655 |   | 1/17/2017 |   |               | 15.00  | %      |                   |   | 18,501 |   |   |   | 18,501          |   |   |   | 18,169 |   |
| Loan ID 1656 |   | 1/21/2017 |   |               | 18.40  | %      |                   |   | 8,998  |   |   |   | 8,998           |   |   |   | 8,766 |   |
| Loan ID 1657 |   | 1/21/2019 |   |               | 19.70  | %      |                   |   | 8,812  |   |   |   | 8,812           |   |   |   | 8,714 |   |
| Loan ID 1658 |   | 1/21/2017 |   |               | 17.95  | %      |                   |   | 7,485  |   |   |   | 7,485           |   |   |   | 7,293 |   |
| Loan ID 1659 |   | 1/21/2017 |   |               | 16.20  | %      |                   |   | 7,435  |   |   |   | 7,435           |   |   |   | 7,244 |   |
| Loan ID 1660 |   | 1/21/2019 |   |               | 14.35  | %      |                   |   | 21,636 |   |   |   | 21,636          |   |   |   | 21,518 |   |
| Loan ID 1662 |   | 1/22/2019 |   |               | 16.85  | %      |                   |   | 3,492  |   |   |   | 3,492           |   |   |   | 3,453 |   |
| Loan ID 1663 |   | 1/22/2017 |   |               | 16.85  | %      |                   |   | 2,863  |   |   |   | 2,863           |   |   |   | 2,790 |   |
| Loan ID 1664 |   | 1/22/2017 |   |               | 16.20  | %      |                   |   | 11,153 |   |   |   | 11,153          |   |   |   | 10,866 |   |
| Loan ID 1665 |   | 1/22/2017 |   |               | 8.79   | %      |                   |   | 6,856  |   |   |   | 6,856           |   |   |   | 6,773 |   |
| Loan ID 1666 |   | 1/22/2019 |   |               | 22.35  | %      |                   |   | 8,884  |   |   |   | 8,884           |   |   |   | 8,734 |   |
| Loan ID 1667 |   | 1/22/2017 |   |               | 8.79   | %      |                   |   | 5,412  |   |   |   | 5,412           |   |   |   | 5,347 |   |
| Loan ID 1668 |   | 1/22/2017 |   |               | 14.00  | %      |                   |   | 11,057 |   |   |   | 11,057          |   |   |   | 10,859 |   |
| Loan ID 1669 |   | 1/22/2017 |   |               | 15.85  | %      |                   |   | 412    |   |   |   | 412             |   |   |   | 401 |   |
| Loan ID 1670 |   | 1/22/2017 |   |               | 14.00  | %      |                   |   | 11,057 |   |   |   | 11,057          |   |   |   | 10,859 |   |
| Loan ID 1671 |   | 1/22/2017 |   |               | 11.89  | %      |                   |   | 11,695 |   |   |   | 11,695          |   |   |   | 11,554 |   |
| Loan ID 1672 |   | 1/22/2017 |   |               | 11.39  | %      |                   |   | 10,663 |   |   |   | 10,663          |   |   |   | 10,534 |   |
| Loan ID 1674 |   | 1/22/2017 |   |               | 11.39  | %      |                   |   | 9,500  |   |   |   | 9,500           |   |   |   | 9,386 |   |
| Loan ID 1676 |   | 1/22/2019 |   |               | 18.75  | %      |                   |   | 8,906  |   |   |   | 8,906           |   |   |   | 8,807 |   |
| Loan ID 1678 |   | 1/22/2017 |   |               | 14.65  | %      |                   |   | 5,908  |   |   |   | 5,908           |   |   |   | 5,802 |   |
| Loan ID 1679 |   | 1/22/2017 |   |               | 18.40  | %      |                   |   | 10,310 |   |   |   | 10,310          |   |   |   | 10,044 |   |
| Loan ID 1680 |   | 1/22/2017 |   |               | 20.80  | %      |                   |   | 11,348 |   |   |   | 11,348          |   |   |   | 10,942 |   |
| Loan ID 1681 |   | 1/22/2017 |   |               | 8.79   | %      |                   |   | 9,367  |   |   |   | 9,367           |   |   |   | 9,254 |   |
| Loan ID 1682 |   | 1/22/2017 |   |               | 8.79   | %      |                   |   | 2,887  |   |   |   | 2,887           |   |   |   | 2,852 |   |
| Loan ID 1683 |   | 1/22/2017 |   |               | 8.79   | %      |                   |   | 10,825 |   |   |   | 10,825          |   |   |   | 10,694 |   |
| Loan ID 1685 |   | 1/22/2019 |   |               | 23.04  | %      |                   |   | 2,671  |   |   |   | 2,671           |   |   |   | 2,626 |   |
| Loan ID 1687 |   | 1/22/2017 |   |               | 15.35  | %      |                   |   | 11,116 |   |   |   | 11,116          |   |   |   | 10,917 |   |
| Loan ID 1688 |   | 1/23/2019 |   |               | 15.35  | %      |                   |   | 8,685  |   |   |   | 8,685           |   |   |   | 8,638 |   |
| Loan ID 1689 |   | 1/23/2017 |   |               | 18.75  | %      |                   |   | 11,262 |   |   |   | 11,262          |   |   |   | 10,972 |   |
| Loan ID 1690 |   | 1/23/2017 |   |               | 15.35  | %      |                   |   | 14,821 |   |   |   | 14,821          |   |   |   | 14,555 |   |
| Loan ID 1691 |   | 1/23/2017 |   |               | 17.95  | %      |                   |   | 2,471  |   |   |   | 2,471           |   |   |   | 2,408 |   |
| Loan ID 1692 |   | 1/23/2017 |   |               | 10.99  | %      |                   |   | 10,924 |   |   |   | 10,924          |   |   |   | 10,792 |   |
| Loan ID 1693 |   | 1/23/2017 |   |               | 14.35  | %      |                   |   | 11,119 |   |   |   | 11,119          |   |   |   | 10,919 |   |
| Loan ID 1695 |   | 1/23/2017 |   |               | 16.85  | %      |                   |   | 7,454  |   |   |   | 7,454           |   |   |   | 7,262 |   |
| Loan ID 1696 |   | 1/24/2019 |   |               | 14.35  | %      |                   |   | 12,982 |   |   |   | 12,982          |   |   |   | 12,911 |   |
| Loan ID 1697 |   | 1/24/2017 |   |               | 10.99  | %      |                   |   | 9,467  |   |   |   | 9,467           |   |   |   | 9,353 |   |
| Loan ID 1698 |   | 1/24/2017 |   |               | 10.39  | %      |                   |   | 3,632  |   |   |   | 3,632           |   |   |   | 3,589 |   |
| Loan ID 1699 |   | 1/24/2017 |   |               | 12.39  | %      |                   |   | 5,859  |   |   |   | 5,859           |   |   |   | 5,789 |   |
| Loan ID 1700 |   | 1/24/2017 |   |               | 10.39  | %      |                   |   | 7,264  |   |   |   | 7,264           |   |   |   | 7,177 |   |
| Loan ID 1701 |   | 1/24/2019 |   |               | 9.90   | %      |                   |   | 12,770 |   |   |   | 12,770          |   |   |   | 12,786 |   |
| Loan ID 1702 |   | 1/24/2017 |   |               | 29.24  | %      |                   |   | 3,118  |   |   |   | 3,118           |   |   |   | 2,959 |   |
| Loan ID 1703 |   | 1/24/2017 |   |               | 13.14  | %      |                   |   | 7,346  |   |   |   | 7,346           |   |   |   | 7,214 |   |
| Loan ID 1704 |   | 1/24/2017 |   |               | 11.39  | %      |                   |   | 25,530 |   |   |   | 25,530          |   |   |   | 25,222 |   |
| Loan ID 1706 |   | 1/24/2019 |   |               | 16.55  | %      |                   |   | 2,616  |   |   |   | 2,616           |   |   |   | 2,587 |   |
| Loan ID 1707 |   | 1/27/2017 |   |               | 14.35  | %      |                   |   | 5,093  |   |   |   | 5,093           |   |   |   | 5,002 |   |
| Loan ID 1709 |   | 1/27/2019 |   |               | 17.25  | %      |                   |   | 15,297 |   |   |   | 15,297          |   |   |   | 15,128 |   |
| Loan ID 1710 |   | 1/27/2019 |   |               | 14.35  | %      |                   |   | 12,117 |   |   |   | 12,117          |   |   |   | 12,050 |   |

 

|   |
|--------|

|   |
|--------|

  

| Loan ID |   | Maturity  |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|-----------|--------|--------------------|--------|--------|------------------------|--------|--------|--------|--------|--------|-----------------|--------|
| Loan ID 1711 |   | 1/28/2017 |   |               | 9.30   | %      |                   |   | 4,339  |   |   |   | 4,339           |   |   |   | 4,287 |   |
| Loan ID 1712 |   | 1/28/2017 |   |               | 12.39  | %      |                   |   | 6,591  |   |   |   | 6,591           |   |   |   | 6,512 |   |
| Loan ID 1713 |   | 1/28/2017 |   |               | 15.85  | %      |                   |   | 2,914  |   |   |   | 2,914           |   |   |   | 2,839 |   |
| Loan ID 1714 |   | 1/28/2017 |   |               | 10.99  | %      |                   |   | 6,432  |   |   |   | 6,432           |   |   |   | 6,354 |   |
| Loan ID 1715 |   | 1/28/2017 |   |               | 9.30   | %      |                   |   | 7,232  |   |   |   | 7,232           |   |   |   | 7,145 |   |
| Loan ID 1716 |   | 1/28/2017 |   |               | 18.40  | %      |                   |   | 5,998  |   |   |   | 5,998           |   |   |   | 5,844 |   |
| Loan ID 1717 |   | 1/28/2019 |   |               | 12.74  | %      |                   |   | 12,907 |   |   |   | 12,907          |   |   |   | 12,837 |   |
| Loan ID 1718 |   | 1/28/2017 |   |               | 28.50  | %      |                   |   | 6,997  |   |   |   | 6,997           |   |   |   | 6,743 |   |
| Loan ID 1720 |   | 1/28/2019 |   |               | 17.65  | %      |                   |   | 13,408 |   |   |   | 13,408          |   |   |   | 13,260 |   |
| Loan ID 1721 |   | 1/28/2017 |   |               | 12.74  | %      |                   |   | 6,601  |   |   |   | 6,601           |   |   |   | 6,482 |   |
| Loan ID 1722 |   | 1/28/2017 |   |               | 12.74  | %      |                   |   | 1,523  |   |   |   | 1,523           |   |   |   | 1,495 |   |
| Loan ID 1723 |   | 1/28/2019 |   |               | 20.80  | %      |                   |   | 7,516  |   |   |   | 7,516           |   |   |   | 7,389 |   |
| Loan ID 1724 |   | 1/28/2017 |   |               | 18.75  | %      |                   |   | 11,131 |   |   |   | 11,131          |   |   |   | 10,845 |   |
| Loan ID 1725 |   | 1/28/2017 |   |               | 11.39  | %      |                   |   | 4,522  |   |   |   | 4,522           |   |   |   | 4,468 |   |
| Loan ID 1726 |   | 1/29/2017 |   |               | 9.90   | %      |                   |   | 13,774 |   |   |   | 13,774          |   |   |   | 13,609 |   |
| Loan ID 1727 |   | 1/29/2017 |   |               | 16.55  | %      |                   |   | 8,934  |   |   |   | 8,934           |   |   |   | 8,704 |   |
| Loan ID 1728 |   | 1/29/2017 |   |               | 15.85  | %      |                   |   | 2,970  |   |   |   | 2,970           |   |   |   | 2,894 |   |
| Loan ID 1729 |   | 1/29/2017 |   |               | 20.10  | %      |                   |   | 7,986  |   |   |   | 7,986           |   |   |   | 7,700 |   |
| Loan ID 1730 |   | 1/29/2017 |   |               | 28.50  | %      |                   |   | 5,831  |   |   |   | 5,831           |   |   |   | 5,619 |   |
| Loan ID 1731 |   | 1/29/2019 |   |               | 11.39  | %      |                   |   | 17,124 |   |   |   | 17,124          |   |   |   | 17,145 |   |
| Loan ID 1732 |   | 1/29/2017 |   |               | 10.99  | %      |                   |   | 5,293  |   |   |   | 5,293           |   |   |   | 5,229 |   |
| Loan ID 1733 |   | 1/29/2019 |   |               | 15.00  | %      |                   |   | 13,012 |   |   |   | 13,012          |   |   |   | 12,940 |   |
| Loan ID 1736 |   | 1/29/2019 |   |               | 26.94  | %      |                   |   | 3,601  |   |   |   | 3,601           |   |   |   | 3,551 |   |
| Loan ID 1737 |   | 1/30/2017 |   |               | 21.50  | %      |                   |   | 7,585  |   |   |   | 7,585           |   |   |   | 7,313 |   |
| Loan ID 1738 |   | 1/30/2017 |   |               | 23.94  | %      |                   |   | 1,530  |   |   |   | 1,530           |   |   |   | 1,476 |   |
| Loan ID 1739 |   | 1/30/2017 |   |               | 15.85  | %      |                   |   | 2,970  |   |   |   | 2,970           |   |   |   | 2,893 |   |
| Loan ID 1740 |   | 1/31/2019 |   |               | 19.40  | %      |                   |   | 10,700 |   |   |   | 10,700          |   |   |   | 10,582 |   |
| Loan ID 1741 |   | 2/3/2017  |   |               | 17.95  | %      |                   |   | 11,153 |   |   |   | 11,153          |   |   |   | 10,866 |   |
| Loan ID 1742 |   | 2/3/2019  |   |               | 14.35  | %      |                   |   | 13,172 |   |   |   | 13,172          |   |   |   | 13,100 |   |
| Loan ID 1743 |   | 2/3/2017  |   |               | 12.74  | %      |                   |   | 11,380 |   |   |   | 11,380          |   |   |   | 11,176 |   |
| Loan ID 1744 |   | 2/4/2017  |   |               | 20.80  | %      |                   |   | 7,802  |   |   |   | 7,802           |   |   |   | 7,522 |   |
| Loan ID 1745 |   | 2/6/2017  |   |               | 11.39  | %      |                   |   | 8,760  |   |   |   | 8,760           |   |   |   | 8,655 |   |
| Loan ID 1746 |   | 2/7/2017  |   |               | 11.39  | %      |                   |   | 11,383 |   |   |   | 11,383          |   |   |   | 11,246 |   |
| Loan ID 1747 |   | 2/7/2019  |   |               | 19.40  | %      |                   |   | 13,375 |   |   |   | 13,375          |   |   |   | 13,227 |   |
| Loan ID 1748 |   | 2/7/2017  |   |               | 11.39  | %      |                   |   | 3,775  |   |   |   | 3,775           |   |   |   | 3,729 |   |
| Loan ID 1750 |   | 2/7/2019  |   |               | 17.65  | %      |                   |   | 13,307 |   |   |   | 13,307          |   |   |   | 13,160 |   |
| Loan ID 1751 |   | 2/7/2017  |   |               | 11.39  | %      |                   |   | 1,773  |   |   |   | 1,773           |   |   |   | 1,751 |   |
| Loan ID 1752 |   | 2/7/2019  |   |               | 15.00  | %      |                   |   | 8,800  |   |   |   | 8,800           |   |   |   | 8,751 |   |
| Loan ID 1753 |   | 2/7/2017  |   |               | 15.00  | %      |                   |   | 11,473 |   |   |   | 11,473          |   |   |   | 11,267 |   |
| Loan ID 1754 |   | 2/7/2019  |   |               | 16.85  | %      |                   |   | 17,700 |   |   |   | 17,700          |   |   |   | 17,504 |   |
| Loan ID 1756 |   | 2/10/2019 |   |               | 16.85  | %      |                   |   | 8,850  |   |   |   | 8,850           |   |   |   | 8,752 |   |
| Loan ID 1757 |   | 2/10/2017 |   |               | 9.90   | %      |                   |   | 6,382  |   |   |   | 6,382           |   |   |   | 6,305 |   |
| Loan ID 1758 |   | 2/10/2019 |   |               | 11.89  | %      |                   |   | 15,349 |   |   |   | 15,349          |   |   |   | 15,368 |   |
| Loan ID 1759 |   | 2/10/2019 |   |               | 15.00  | %      |                   |   | 13,199 |   |   |   | 13,199          |   |   |   | 13,127 |   |
| Loan ID 1760 |   | 2/11/2017 |   |               | 12.39  | %      |                   |   | 2,273  |   |   |   | 2,273           |   |   |   | 2,246 |   |
| Loan ID 1761 |   | 2/11/2019 |   |               | 15.85  | %      |                   |   | 13,234 |   |   |   | 13,234          |   |   |   | 13,088 |   |
| Loan ID 1762 |   | 2/11/2019 |   |               | 18.40  | %      |                   |   | 23     |   |   |   | 23              |   |   |   | 23 |   |
| Loan ID 1763 |   | 2/11/2017 |   |               | 19.05  | %      |                   |   | 1,553  |   |   |   | 1,553           |   |   |   | 1,513 |   |
| Loan ID 1764 |   | 2/11/2019 |   |               | 13.55  | %      |                   |   | 11,474 |   |   |   | 11,474          |   |   |   | 11,412 |   |
| Loan ID 1765 |   | 2/11/2019 |   |               | 17.25  | %      |                   |   | 11,206 |   |   |   | 11,206          |   |   |   | 11,082 |   |
| Loan ID 1766 |   | 2/11/2017 |   |               | 13.55  | %      |                   |   | 9,892  |   |   |   | 9,892           |   |   |   | 9,715 |   |
| Loan ID 1767 |   | 2/11/2017 |   |               | 9.90   | %      |                   |   | 3,003  |   |   |   | 3,003           |   |   |   | 2,967 |   |
| Loan ID 1768 |   | 2/11/2019 |   |               | 14.35  | %      |                   |   | 13,144 |   |   |   | 13,144          |   |   |   | 13,072 |   |
| Loan ID 1769 |   | 2/12/2017 |   |               | 11.39  | %      |                   |   | 9,626  |   |   |   | 9,626           |   |   |   | 9,510 |   |
| Loan ID 1770 |   | 2/12/2017 |   |               | 28.50  | %      |                   |   | 2,036  |   |   |   | 2,036           |   |   |   | 1,962 |   |
| Loan ID 1771 |   | 2/12/2017 |   |               | 16.85  | %      |                   |   | 11,547 |   |   |   | 11,547          |   |   |   | 11,250 |   |
| Loan ID 1772 |   | 2/12/2017 |   |               | 18.75  | %      |                   |   | 11,623 |   |   |   | 11,623          |   |   |   | 11,324 |   |

 

|   |
|--------|

|   |
|--------|

  

| Loan ID |   | Maturity  |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|-----------|--------|--------------------|--------|--------|------------------------|--------|--------|--------|--------|--------|-----------------|--------|
| Loan ID 1773 |   | 2/12/2017 |   |               | 18.40  | %      |                   |   | 11,609 |   |   |   | 11,609          |   |   |   | 11,310 |   |
| Loan ID 1774 |   | 2/12/2019 |   |               | 14.00  | %      |                   |   | 10,390 |   |   |   | 10,390          |   |   |   | 10,333 |   |
| Loan ID 1775 |   | 2/12/2017 |   |               | 19.40  | %      |                   |   | 10,483 |   |   |   | 10,483          |   |   |   | 10,214 |   |
| Loan ID 1776 |   | 2/12/2019 |   |               | 23.94  | %      |                   |   | 13,543 |   |   |   | 13,543          |   |   |   | 13,313 |   |
| Loan ID 1777 |   | 2/12/2017 |   |               | 15.35  | %      |                   |   | 2,451  |   |   |   | 2,451           |   |   |   | 2,407 |   |
| Loan ID 1778 |   | 2/13/2017 |   |               | 15.35  | %      |                   |   | 11,487 |   |   |   | 11,487          |   |   |   | 11,281 |   |
| Loan ID 1779 |   | 2/13/2017 |   |               | 12.74  | %      |                   |   | 7,587  |   |   |   | 7,587           |   |   |   | 7,451 |   |
| Loan ID 1781 |   | 2/13/2017 |   |               | 15.85  | %      |                   |   | 5,677  |   |   |   | 5,677           |   |   |   | 5,531 |   |
| Loan ID 1782 |   | 2/13/2017 |   |               | 9.30   | %      |                   |   | 18,728 |   |   |   | 18,728          |   |   |   | 18,503 |   |
| Loan ID 1783 |   | 2/13/2019 |   |               | 14.00  | %      |                   |   | 17,543 |   |   |   | 17,543          |   |   |   | 17,447 |   |
| Loan ID 1784 |   | 2/13/2017 |   |               | 13.14  | %      |                   |   | 6,458  |   |   |   | 6,458           |   |   |   | 6,342 |   |
| Loan ID 1786 |   | 2/14/2017 |   |               | 28.50  | %      |                   |   | 8,037  |   |   |   | 8,037           |   |   |   | 7,745 |   |
| Loan ID 1787 |   | 2/18/2017 |   |               | 12.39  | %      |                   |   | 18,943 |   |   |   | 18,943          |   |   |   | 18,715 |   |
| Loan ID 1788 |   | 2/18/2017 |   |               | 14.65  | %      |                   |   | 6,875  |   |   |   | 6,875           |   |   |   | 6,752 |   |
| Loan ID 1789 |   | 2/18/2017 |   |               | 14.65  | %      |                   |   | 5,538  |   |   |   | 5,538           |   |   |   | 5,439 |   |
| Loan ID 1790 |   | 2/18/2017 |   |               | 11.39  | %      |                   |   | 7,550  |   |   |   | 7,550           |   |   |   | 7,459 |   |
| Loan ID 1791 |   | 2/18/2017 |   |               | 20.10  | %      |                   |   | 11,676 |   |   |   | 11,676          |   |   |   | 11,257 |   |
| Loan ID 1792 |   | 2/18/2019 |   |               | 15.85  | %      |                   |   | 8,823  |   |   |   | 8,823           |   |   |   | 8,725 |   |
| Loan ID 1793 |   | 2/18/2017 |   |               | 13.55  | %      |                   |   | 5,326  |   |   |   | 5,326           |   |   |   | 5,231 |   |
| Loan ID 1794 |   | 2/18/2019 |   |               | 16.55  | %      |                   |   | 13,263 |   |   |   | 13,263          |   |   |   | 13,116 |   |
| Loan ID 1795 |   | 2/18/2017 |   |               | 13.55  | %      |                   |   | 7,609  |   |   |   | 7,609           |   |   |   | 7,473 |   |
| Loan ID 1797 |   | 2/18/2017 |   |               | 12.39  | %      |                   |   | 22,732 |   |   |   | 22,732          |   |   |   | 22,458 |   |
| Loan ID 1798 |   | 2/18/2019 |   |               | 24.74  | %      |                   |   | 7,057  |   |   |   | 7,057           |   |   |   | 6,959 |   |
| Loan ID 1799 |   | 2/18/2017 |   |               | 19.05  | %      |                   |   | 2,715  |   |   |   | 2,715           |   |   |   | 2,645 |   |
| Loan ID 1800 |   | 2/18/2019 |   |               | 16.55  | %      |                   |   | 6,189  |   |   |   | 6,189           |   |   |   | 6,121 |   |
| Loan ID 1801 |   | 2/18/2017 |   |               | 8.79   | %      |                   |   | 11,216 |   |   |   | 11,216          |   |   |   | 11,080 |   |
| Loan ID 1802 |   | 2/18/2017 |   |               | 10.39  | %      |                   |   | 12,787 |   |   |   | 12,787          |   |   |   | 12,633 |   |
| Loan ID 1804 |   | 2/18/2017 |   |               | 16.20  | %      |                   |   | 2,689  |   |   |   | 2,689           |   |   |   | 2,620 |   |
| Loan ID 1806 |   | 2/19/2017 |   |               | 9.90   | %      |                   |   | 9,761  |   |   |   | 9,761           |   |   |   | 9,643 |   |
| Loan ID 1807 |   | 2/19/2017 |   |               | 11.89  | %      |                   |   | 11,345 |   |   |   | 11,345          |   |   |   | 11,209 |   |
| Loan ID 1808 |   | 2/19/2019 |   |               | 12.74  | %      |                   |   | 8,736  |   |   |   | 8,736           |   |   |   | 8,688 |   |
| Loan ID 1809 |   | 2/19/2017 |   |               | 15.85  | %      |                   |   | 19,179 |   |   |   | 19,179          |   |   |   | 18,685 |   |
| Loan ID 1810 |   | 2/19/2017 |   |               | 8.79   | %      |                   |   | 7,477  |   |   |   | 7,477           |   |   |   | 7,387 |   |
| Loan ID 1811 |   | 2/19/2019 |   |               | 17.95  | %      |                   |   | 11,543 |   |   |   | 11,543          |   |   |   | 11,415 |   |
| Loan ID 1812 |   | 2/19/2019 |   |               | 20.80  | %      |                   |   | 13,428 |   |   |   | 13,428          |   |   |   | 13,201 |   |
| Loan ID 1813 |   | 2/19/2017 |   |               | 10.99  | %      |                   |   | 18,846 |   |   |   | 18,846          |   |   |   | 18,619 |   |
| Loan ID 1814 |   | 2/19/2017 |   |               | 14.00  | %      |                   |   | 11,432 |   |   |   | 11,432          |   |   |   | 11,227 |   |
| Loan ID 1815 |   | 2/19/2019 |   |               | 14.65  | %      |                   |   | 1,758  |   |   |   | 1,758           |   |   |   | 1,748 |   |
| Loan ID 1816 |   | 2/19/2017 |   |               | 23.94  | %      |                   |   | 2,912  |   |   |   | 2,912           |   |   |   | 2,807 |   |
| Loan ID 1817 |   | 2/19/2017 |   |               | 16.55  | %      |                   |   | 11,535 |   |   |   | 11,535          |   |   |   | 11,238 |   |
| Loan ID 1819 |   | 2/19/2019 |   |               | 19.05  | %      |                   |   | 13,362 |   |   |   | 13,362          |   |   |   | 13,214 |   |
| Loan ID 1820 |   | 2/19/2017 |   |               | 17.65  | %      |                   |   | 11,945 |   |   |   | 11,945          |   |   |   | 11,638 |   |
| Loan ID 1821 |   | 2/20/2017 |   |               | 15.85  | %      |                   |   | 3,069  |   |   |   | 3,069           |   |   |   | 2,990 |   |
| Loan ID 1822 |   | 2/20/2017 |   |               | 14.35  | %      |                   |   | 10,683 |   |   |   | 10,683          |   |   |   | 10,492 |   |
| Loan ID 1823 |   | 2/20/2017 |   |               | 14.35  | %      |                   |   | 11,446 |   |   |   | 11,446          |   |   |   | 11,241 |   |
| Loan ID 1824 |   | 2/20/2017 |   |               | 12.39  | %      |                   |   | 18,943 |   |   |   | 18,943          |   |   |   | 18,715 |   |
| Loan ID 1825 |   | 2/20/2019 |   |               | 16.55  | %      |                   |   | 22,105 |   |   |   | 22,105          |   |   |   | 21,860 |   |
| Loan ID 1826 |   | 2/20/2017 |   |               | 13.14  | %      |                   |   | 3,039  |   |   |   | 3,039           |   |   |   | 2,985 |   |
| Loan ID 1829 |   | 2/20/2017 |   |               | 13.14  | %      |                   |   | 11,397 |   |   |   | 11,397          |   |   |   | 11,193 |   |
| Loan ID 1830 |   | 2/20/2017 |   |               | 8.79   | %      |                   |   | 18,693 |   |   |   | 18,693          |   |   |   | 18,467 |   |
| Loan ID 1831 |   | 2/21/2017 |   |               | 17.95  | %      |                   |   | 6,568  |   |   |   | 6,568           |   |   |   | 6,399 |   |
| Loan ID 1832 |   | 2/21/2019 |   |               | 23.94  | %      |                   |   | 7,765  |   |   |   | 7,765           |   |   |   | 7,634 |   |
| Loan ID 1833 |   | 2/21/2019 |   |               | 28.50  | %      |                   |   | 9,131  |   |   |   | 9,131           |   |   |   | 9,005 |   |
| Loan ID 1834 |   | 2/21/2019 |   |               | 14.65  | %      |                   |   | 8,790  |   |   |   | 8,790           |   |   |   | 8,742 |   |
| Loan ID 1835 |   | 2/21/2017 |   |               | 19.05  | %      |                   |   | 3,102  |   |   |   | 3,102           |   |   |   | 3,023 |   |
| Loan ID 1836 |   | 2/21/2017 |   |               | 28.50  | %      |                   |   | 3,198  |   |   |   | 3,198           |   |   |   | 3,082 |   |

 

|   |
|--------|

|   |
|--------|

  

| Loan ID |   | Maturity  |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|-----------|--------|--------------------|--------|--------|------------------------|--------|--------|--------|--------|--------|-----------------|--------|
| Loan ID 1837 |   | 2/21/2017 |   |               | 8.79   | %      |                   |   | 11,216 |   |   |   | 11,216          |   |   |   | 11,080 |   |
| Loan ID 1838 |   | 2/24/2017 |   |               | 9.30   | %      |                   |   | 5,619  |   |   |   | 5,619           |   |   |   | 5,551 |   |
| Loan ID 1839 |   | 2/24/2019 |   |               | 26.94  | %      |                   |   | 9,097  |   |   |   | 9,097           |   |   |   | 8,971 |   |
| Loan ID 1840 |   | 2/24/2017 |   |               | 10.39  | %      |                   |   | 11,283 |   |   |   | 11,283          |   |   |   | 11,147 |   |
| Loan ID 1841 |   | 2/24/2017 |   |               | 15.85  | %      |                   |   | 11,507 |   |   |   | 11,507          |   |   |   | 11,211 |   |
| Loan ID 1842 |   | 2/24/2019 |   |               | 14.35  | %      |                   |   | 13,172 |   |   |   | 13,172          |   |   |   | 13,100 |   |
| Loan ID 1843 |   | 2/25/2019 |   |               | 20.30  | %      |                   |   | 3,487  |   |   |   | 3,487           |   |   |   | 3,427 |   |
| Loan ID 1844 |   | 2/25/2017 |   |               | 10.89  | %      |                   |   | 4,521  |   |   |   | 4,521           |   |   |   | 4,467 |   |
| Loan ID 1845 |   | 2/25/2017 |   |               | 11.39  | %      |                   |   | 26,424 |   |   |   | 26,424          |   |   |   | 26,106 |   |
| Loan ID 1846 |   | 2/25/2017 |   |               | 20.10  | %      |                   |   | 1,557  |   |   |   | 1,557           |   |   |   | 1,501 |   |
| Loan ID 1847 |   | 2/25/2017 |   |               | 18.55  | %      |                   |   | 7,743  |   |   |   | 7,743           |   |   |   | 7,544 |   |
| Loan ID 1848 |   | 2/25/2017 |   |               | 10.39  | %      |                   |   | 7,522  |   |   |   | 7,522           |   |   |   | 7,431 |   |
| Loan ID 1849 |   | 2/25/2017 |   |               | 12.39  | %      |                   |   | 11,366 |   |   |   | 11,366          |   |   |   | 11,229 |   |
| Loan ID 1850 |   | 2/25/2017 |   |               | 9.90   | %      |                   |   | 26,279 |   |   |   | 26,279          |   |   |   | 25,962 |   |
| Loan ID 1851 |   | 2/25/2017 |   |               | 11.89  | %      |                   |   | 9,833  |   |   |   | 9,833           |   |   |   | 9,714 |   |
| Loan ID 1852 |   | 2/25/2017 |   |               | 16.55  | %      |                   |   | 11,535 |   |   |   | 11,535          |   |   |   | 11,238 |   |
| Loan ID 1853 |   | 2/25/2019 |   |               | 15.85  | %      |                   |   | 13,234 |   |   |   | 13,234          |   |   |   | 13,088 |   |
| Loan ID 1854 |   | 2/25/2019 |   |               | 13.14  | %      |                   |   | 11,109 |   |   |   | 11,109          |   |   |   | 11,048 |   |
| Loan ID 1855 |   | 2/25/2019 |   |               | 16.05  | %      |                   |   | 6,533  |   |   |   | 6,533           |   |   |   | 6,461 |   |
| Loan ID 1857 |   | 2/25/2017 |   |               | 19.70  | %      |                   |   | 7,773  |   |   |   | 7,773           |   |   |   | 7,573 |   |
| Loan ID 1858 |   | 2/25/2019 |   |               | 14.65  | %      |                   |   | 13,185 |   |   |   | 13,185          |   |   |   | 13,113 |   |
| Loan ID 1859 |   | 2/25/2017 |   |               | 29.24  | %      |                   |   | 3,205  |   |   |   | 3,205           |   |   |   | 3,042 |   |
| Loan ID 1860 |   | 2/26/2017 |   |               | 12.64  | %      |                   |   | 11,376 |   |   |   | 11,376          |   |   |   | 11,172 |   |
| Loan ID 1862 |   | 2/26/2019 |   |               | 19.70  | %      |                   |   | 13,387 |   |   |   | 13,387          |   |   |   | 13,239 |   |
| Loan ID 1863 |   | 2/26/2017 |   |               | 19.05  | %      |                   |   | 3,199  |   |   |   | 3,199           |   |   |   | 3,117 |   |
| Loan ID 1864 |   | 2/26/2019 |   |               | 10.89  | %      |                   |   | 13,023 |   |   |   | 13,023          |   |   |   | 13,039 |   |
| Loan ID 1865 |   | 2/26/2019 |   |               | 12.24  | %      |                   |   | 13,082 |   |   |   | 13,082          |   |   |   | 13,011 |   |
| Loan ID 1866 |   | 2/26/2019 |   |               | 14.65  | %      |                   |   | 15,382 |   |   |   | 15,382          |   |   |   | 15,298 |   |
| Loan ID 1867 |   | 2/27/2017 |   |               | 9.30   | %      |                   |   | 8,615  |   |   |   | 8,615           |   |   |   | 8,511 |   |
| Loan ID 1868 |   | 2/27/2017 |   |               | 13.05  | %      |                   |   | 7,595  |   |   |   | 7,595           |   |   |   | 7,459 |   |
| Loan ID 1869 |   | 2/27/2017 |   |               | 10.29  | %      |                   |   | 22,878 |   |   |   | 22,878          |   |   |   | 22,602 |   |
| Loan ID 1870 |   | 2/27/2017 |   |               | 26.24  | %      |                   |   | 7,940  |   |   |   | 7,940           |   |   |   | 7,651 |   |
| Loan ID 1871 |   | 2/27/2017 |   |               | 14.65  | %      |                   |   | 11,459 |   |   |   | 11,459          |   |   |   | 11,253 |   |
| Loan ID 1872 |   | 2/28/2019 |   |               | 10.29  | %      |                   |   | 11,263 |   |   |   | 11,263          |   |   |   | 11,277 |   |
| Loan ID 1878 |   | 2/28/2019 |   |               | 13.85  | %      |                   |   | 11,398 |   |   |   | 11,398          |   |   |   | 11,335 |   |
| Loan ID 1879 |   | 2/28/2019 |   |               | 19.60  | %      |                   |   | 8,922  |   |   |   | 8,922           |   |   |   | 8,771 |   |
| Loan ID 1880 |   | 2/28/2019 |   |               | 13.85  | %      |                   |   | 3,682  |   |   |   | 3,682           |   |   |   | 3,662 |   |
| Loan ID 1881 |   | 2/28/2017 |   |               | 16.55  | %      |                   |   | 11,553 |   |   |   | 11,553          |   |   |   | 11,256 |   |
| Loan ID 1882 |   | 2/28/2017 |   |               | 11.99  | %      |                   |   | 15,133 |   |   |   | 15,133          |   |   |   | 14,950 |   |
| Loan ID 1883 |   | 2/28/2017 |   |               | 10.29  | %      |                   |   | 7,218  |   |   |   | 7,218           |   |   |   | 7,131 |   |
| Loan ID 1884 |   | 2/28/2019 |   |               | 18.25  | %      |                   |   | 8,887  |   |   |   | 8,887           |   |   |   | 8,789 |   |
| Loan ID 1885 |   | 2/28/2019 |   |               | 16.05  | %      |                   |   | 13,242 |   |   |   | 13,242          |   |   |   | 13,096 |   |
| Loan ID 1886 |   | 2/28/2017 |   |               | 8.74   | %      |                   |   | 12,895 |   |   |   | 12,895          |   |   |   | 12,740 |   |
| Loan ID 1887 |   | 2/28/2017 |   |               | 17.25  | %      |                   |   | 3,084  |   |   |   | 3,084           |   |   |   | 3,004 |   |
| Loan ID 1888 |   | 3/3/2017  |   |               | 14.85  | %      |                   |   | 11,848 |   |   |   | 11,848          |   |   |   | 11,636 |   |
| Loan ID 1889 |   | 3/3/2017  |   |               | 12.24  | %      |                   |   | 11,753 |   |   |   | 11,753          |   |   |   | 11,543 |   |
| Loan ID 1890 |   | 3/3/2017  |   |               | 28.50  | %      |                   |   | 8,664  |   |   |   | 8,664           |   |   |   | 8,349 |   |
| Loan ID 1891 |   | 3/3/2019  |   |               | 13.50  | %      |                   |   | 13,346 |   |   |   | 13,346          |   |   |   | 13,273 |   |
| Loan ID 1892 |   | 3/3/2017  |   |               | 17.15  | %      |                   |   | 3,217  |   |   |   | 3,217           |   |   |   | 3,134 |   |
| Loan ID 1893 |   | 3/3/2017  |   |               | 13.55  | %      |                   |   | 19,675 |   |   |   | 19,675          |   |   |   | 19,322 |   |
| Loan ID 1894 |   | 3/4/2017  |   |               | 23.44  | %      |                   |   | 8,119  |   |   |   | 8,119           |   |   |   | 7,828 |   |
| Loan ID 1895 |   | 3/4/2019  |   |               | 17.15  | %      |                   |   | 13,488 |   |   |   | 13,488          |   |   |   | 13,339 |   |
| Loan ID 1897 |   | 3/4/2019  |   |               | 16.20  | %      |                   |   | 16,142 |   |   |   | 16,142          |   |   |   | 15,964 |   |
| Loan ID 1898 |   | 3/4/2019  |   |               | 26.44  | %      |                   |   | 9,207  |   |   |   | 9,207           |   |   |   | 9,079 |   |
| Loan ID 1899 |   | 3/5/2017  |   |               | 16.35  | %      |                   |   | 19,856 |   |   |   | 19,856          |   |   |   | 19,345 |   |
| Loan ID 1900 |   | 3/5/2019  |   |               | 15.70  | %      |                   |   | 13,433 |   |   |   | 13,433          |   |   |   | 13,284 |   |
| Loan ID 1901 |   | 3/5/2017  |   |               | 10.29  | %      |                   |   | 2,335  |   |   |   | 2,335           |   |   |   | 2,307 |   |
| Loan ID 1902 |   | 3/5/2017  |   |               | 10.29  | %      |                   |   | 3,892  |   |   |   | 3,892           |   |   |   | 3,845 |   |

 

|   |
|--------|

|   |
|--------|

 

| Loan ID      |   | Maturity  |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|-----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 1903 |   | 3/5/2017  |   |          | 15.35  | %      |         |   | 7,917  |   |   |   | 7,917      |   |   |   | 7,713 |   |
| Loan ID 1904 |   | 3/5/2019  |   |          | 16.75  | %      |         |   | 22,454 |   |   |   | 22,454     |   |   |   | 22,206 |   |
| Loan ID 1906 |   | 3/5/2019  |   |          | 13.50  | %      |         |   | 17,795 |   |   |   | 17,795     |   |   |   | 17,698 |   |
| Loan ID 1907 |   | 3/5/2019  |   |          | 20.30  | %      |         |   | 11,789 |   |   |   | 11,789     |   |   |   | 11,590 |   |
| Loan ID 1908 |   | 3/5/2017  |   |          | 9.80   | %      |         |   | 15,535 |   |   |   | 15,535     |   |   |   | 15,348 |   |
| Loan ID 1909 |   | 3/5/2017  |   |          | 13.05  | %      |         |   | 12,035 |   |   |   | 12,035     |   |   |   | 11,820 |   |
| Loan ID 1910 |   | 3/5/2017  |   |          | 14.00  | %      |         |   | 4,335  |   |   |   | 4,335      |   |   |   | 4,257 |   |
| Loan ID 1911 |   | 3/5/2017  |   |          | 13.55  | %      |         |   | 9,905  |   |   |   | 9,905      |   |   |   | 9,728 |   |
| Loan ID 1912 |   | 3/5/2017  |   |          | 11.19  | %      |         |   | 11,712 |   |   |   | 11,712     |   |   |   | 11,571 |   |
| Loan ID 1913 |   | 3/5/2017  |   |          | 12.64  | %      |         |   | 11,769 |   |   |   | 11,769     |   |   |   | 11,558 |   |
| Loan ID 1914 |   | 3/5/2019  |   |          | 18.25  | %      |         |   | 13,529 |   |   |   | 13,529     |   |   |   | 13,379 |   |
| Loan ID 1915 |   | 3/5/2017  |   |          | 9.80   | %      |         |   | 11,656 |   |   |   | 11,656     |   |   |   | 11,516 |   |
| Loan ID 1916 |   | 3/5/2017  |   |          | 13.50  | %      |         |   | 7,869  |   |   |   | 7,869      |   |   |   | 7,728 |   |
| Loan ID 1917 |   | 3/5/2019  |   |          | 15.35  | %      |         |   | 13,419 |   |   |   | 13,419     |   |   |   | 13,271 |   |
| Loan ID 1918 |   | 3/5/2017  |   |          | 12.24  | %      |         |   | 3,134  |   |   |   | 3,134      |   |   |   | 3,078 |   |
| Loan ID 1919 |   | 3/5/2019  |   |          | 18.90  | %      |         |   | 13,553 |   |   |   | 13,553     |   |   |   | 13,403 |   |
| Loan ID 1920 |   | 3/6/2019  |   |          | 13.50  | %      |         |   | 10,677 |   |   |   | 10,677     |   |   |   | 10,619 |   |
| Loan ID 1921 |   | 3/6/2019  |   |          | 24.24  | %      |         |   | 5,037  |   |   |   | 5,037      |   |   |   | 4,968 |   |
| Loan ID 1922 |   | 3/6/2019  |   |          | 15.35  | %      |         |   | 14,145 |   |   |   | 14,145     |   |   |   | 13,989 |   |
| Loan ID 1923 |   | 3/6/2019  |   |          | 17.45  | %      |         |   | 22,498 |   |   |   | 22,498     |   |   |   | 22,250 |   |
| Loan ID 1924 |   | 3/6/2017  |   |          | 28.00  | %      |         |   | 8,228  |   |   |   | 8,228      |   |   |   | 7,929 |   |
| Loan ID 1925 |   | 3/7/2019  |   |          | 17.45  | %      |         |   | 17,999 |   |   |   | 17,999     |   |   |   | 17,800 |   |
| Loan ID 1926 |   | 3/7/2017  |   |          | 14.85  | %      |         |   | 11,856 |   |   |   | 11,856     |   |   |   | 11,643 |   |
| Loan ID 1927 |   | 3/7/2019  |   |          | 17.45  | %      |         |   | 22,498 |   |   |   | 22,498     |   |   |   | 22,250 |   |
| Loan ID 1928 |   | 3/7/2017  |   |          | 28.00  | %      |         |   | 1,646  |   |   |   | 1,646      |   |   |   | 1,586 |   |
| Loan ID 1930 |   | 3/7/2017  |   |          | 13.85  | %      |         |   | 3,146  |   |   |   | 3,146      |   |   |   | 3,090 |   |
| Loan ID 1931 |   | 3/7/2017  |   |          | 13.05  | %      |         |   | 6,678  |   |   |   | 6,678      |   |   |   | 6,559 |   |
| Loan ID 1932 |   | 3/7/2019  |   |          | 18.90  | %      |         |   | 13,553 |   |   |   | 13,553     |   |   |   | 13,403 |   |
| Loan ID 1933 |   | 3/10/2017 |   |          | 9.20   | %      |         |   | 5,041  |   |   |   | 5,041      |   |   |   | 4,980 |   |
| Loan ID 1934 |   | 3/10/2017 |   |          | 11.59  | %      |         |   | 7,818  |   |   |   | 7,818      |   |   |   | 7,724 |   |
| Loan ID 1935 |   | 3/10/2017 |   |          | 18.55  | %      |         |   | 5,599  |   |   |   | 5,599      |   |   |   | 5,455 |   |
| Loan ID 1936 |   | 3/10/2017 |   |          | 12.64  | %      |         |   | 6,260  |   |   |   | 6,260      |   |   |   | 6,147 |   |
| Loan ID 1937 |   | 3/10/2019 |   |          | 13.50  | %      |         |   | 31,141 |   |   |   | 31,141     |   |   |   | 30,971 |   |
| Loan ID 1938 |   | 3/10/2017 |   |          | 21.00  | %      |         |   | 8,059  |   |   |   | 8,059      |   |   |   | 7,771 |   |
| Loan ID 1939 |   | 3/10/2019 |   |          | 15.70  | %      |         |   | 13,433 |   |   |   | 13,433     |   |   |   | 13,284 |   |
| Loan ID 1940 |   | 3/10/2017 |   |          | 20.30  | %      |         |   | 3,217  |   |   |   | 3,217      |   |   |   | 3,101 |   |
| Loan ID 1941 |   | 3/10/2017 |   |          | 8.74   | %      |         |   | 17,033 |   |   |   | 17,033     |   |   |   | 16,828 |   |
| Loan ID 1942 |   | 3/10/2019 |   |          | 21.85  | %      |         |   | 13,657 |   |   |   | 13,657     |   |   |   | 13,426 |   |
| Loan ID 1943 |   | 3/10/2017 |   |          | 13.50  | %      |         |   | 3,147  |   |   |   | 3,147      |   |   |   | 3,091 |   |
| Loan ID 1944 |   | 3/10/2017 |   |          | 19.60  | %      |         |   | 8,025  |   |   |   | 8,025      |   |   |   | 7,737 |   |
| Loan ID 1945 |   | 3/10/2017 |   |          | 15.35  | %      |         |   | 5,332  |   |   |   | 5,332      |   |   |   | 5,195 |   |
| Loan ID 1946 |   | 3/10/2019 |   |          | 12.39  | %      |         |   | 3,547  |   |   |   | 3,547      |   |   |   | 3,552 |   |
| Loan ID 1947 |   | 3/10/2017 |   |          | 9.80   | %      |         |   | 19,427 |   |   |   | 19,427     |   |   |   | 19,193 |   |
| Loan ID 1949 |   | 3/11/2017 |   |          | 15.35  | %      |         |   | 3,167  |   |   |   | 3,167      |   |   |   | 3,085 |   |
| Loan ID 1950 |   | 3/11/2017 |   |          | 25.74  | %      |         |   | 8,194  |   |   |   | 8,194      |   |   |   | 7,896 |   |
| Loan ID 1951 |   | 3/11/2019 |   |          | 20.30  | %      |         |   | 9,069  |   |   |   | 9,069      |   |   |   | 8,915 |   |
| Loan ID 1952 |   | 3/11/2017 |   |          | 11.19  | %      |         |   | 15,616 |   |   |   | 15,616     |   |   |   | 15,428 |   |
| Loan ID 1953 |   | 3/11/2017 |   |          | 20.30  | %      |         |   | 7,238  |   |   |   | 7,238      |   |   |   | 6,978 |   |
| Loan ID 1954 |   | 3/11/2019 |   |          | 19.20  | %      |         |   | 9,042  |   |   |   | 9,042      |   |   |   | 8,942 |   |
| Loan ID 1955 |   | 3/11/2019 |   |          | 14.15  | %      |         |   | 17,829 |   |   |   | 17,829     |   |   |   | 17,732 |   |
| Loan ID 1956 |   | 3/11/2019 |   |          | 17.15  | %      |         |   | 13,488 |   |   |   | 13,488     |   |   |   | 13,339 |   |
| Loan ID 1957 |   | 3/11/2017 |   |          | 12.24  | %      |         |   | 4,190  |   |   |   | 4,190      |   |   |   | 4,115 |   |
| Loan ID 1958 |   | 3/11/2017 |   |          | 11.59  | %      |         |   | 11,728 |   |   |   | 11,728     |   |   |   | 11,586 |   |
| Loan ID 1959 |   | 3/11/2019 |   |          | 17.15  | %      |         |   | 10,820 |   |   |   | 10,820     |   |   |   | 10,701 |   |
| Loan ID 1960 |   | 3/11/2019 |   |          | 16.05  | %      |         |   | 21,829 |   |   |   | 21,829     |   |   |   | 21,588 |   |
| Loan ID 1961 |   | 3/11/2019 |   |          | 19.60  | %      |         |   | 9,052  |   |   |   | 9,052      |   |   |   | 8,899 |   |
| Loan ID 1962 |   | 3/11/2019 |   |          | 16.05  | %      |         |   | 13,446 |   |   |   | 13,446     |   |   |   | 13,297 |   |
| Loan ID 1963 |   | 3/11/2017 |   |          | 14.50  | %      |         |   | 11,776 |   |   |   | 11,776     |   |   |   | 11,565 |   |
| Loan ID 1964 |   | 3/11/2017 |   |          | 11.99  | %      |         |   | 15,658 |   |   |   | 15,658     |   |   |   | 15,469 |   |
| Loan ID 1965 |   | 3/11/2019 |   |          | 12.64  | %      |         |   | 13,312 |   |   |   | 13,312     |   |   |   | 13,239 |   |

 

|   |
|--------|

|   |
|--------|

 

| Loan ID      |   | Maturity  |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|-----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 1966 |   | 3/11/2017 |   |          | 10.29  | %      |         |   | 11,676 |   |   |   | 11,676     |   |   |   | 11,535 |   |
| Loan ID 1967 |   | 3/11/2019 |   |          | 17.90  | %      |         |   | 13,611 |   |   |   | 13,611     |   |   |   | 13,461 |   |
| Loan ID 1968 |   | 3/11/2017 |   |          | 11.19  | %      |         |   | 27,327 |   |   |   | 27,327     |   |   |   | 26,998 |   |
| Loan ID 1969 |   | 3/11/2017 |   |          | 9.80   | %      |         |   | 6,994  |   |   |   | 6,994      |   |   |   | 6,909 |   |
| Loan ID 1970 |   | 3/11/2017 |   |          | 11.19  | %      |         |   | 7,808  |   |   |   | 7,808      |   |   |   | 7,714 |   |
| Loan ID 1971 |   | 3/12/2017 |   |          | 14.15  | %      |         |   | 19,714 |   |   |   | 19,714     |   |   |   | 19,361 |   |
| Loan ID 1973 |   | 3/12/2019 |   |          | 17.90  | %      |         |   | 17,120 |   |   |   | 17,120     |   |   |   | 16,931 |   |
| Loan ID 1974 |   | 3/12/2017 |   |          | 10.29  | %      |         |   | 7,784  |   |   |   | 7,784      |   |   |   | 7,690 |   |
| Loan ID 1975 |   | 3/12/2017 |   |          | 12.64  | %      |         |   | 7,846  |   |   |   | 7,846      |   |   |   | 7,705 |   |
| Loan ID 1976 |   | 3/12/2019 |   |          | 13.85  | %      |         |   | 31,174 |   |   |   | 31,174     |   |   |   | 31,004 |   |
| Loan ID 1977 |   | 3/12/2019 |   |          | 28.00  | %      |         |   | 9,239  |   |   |   | 9,239      |   |   |   | 9,111 |   |
| Loan ID 1978 |   | 3/12/2017 |   |          | 12.24  | %      |         |   | 3,465  |   |   |   | 3,465      |   |   |   | 3,403 |   |
| Loan ID 1979 |   | 3/12/2019 |   |          | 22.54  | %      |         |   | 13,681 |   |   |   | 13,681     |   |   |   | 13,450 |   |
| Loan ID 1980 |   | 3/12/2017 |   |          | 18.55  | %      |         |   | 7,998  |   |   |   | 7,998      |   |   |   | 7,792 |   |
| Loan ID 1981 |   | 3/12/2019 |   |          | 12.24  | %      |         |   | 13,295 |   |   |   | 13,295     |   |   |   | 13,223 |   |
| Loan ID 1982 |   | 3/12/2019 |   |          | 13.85  | %      |         |   | 11,579 |   |   |   | 11,579     |   |   |   | 11,516 |   |
| Loan ID 1983 |   | 3/13/2017 |   |          | 14.50  | %      |         |   | 15,789 |   |   |   | 15,789     |   |   |   | 15,506 |   |
| Loan ID 1984 |   | 3/13/2017 |   |          | 10.29  | %      |         |   | 19,460 |   |   |   | 19,460     |   |   |   | 19,225 |   |
| Loan ID 1985 |   | 3/13/2019 |   |          | 19.60  | %      |         |   | 3,621  |   |   |   | 3,621      |   |   |   | 3,559 |   |
| Loan ID 1986 |   | 3/13/2017 |   |          | 11.99  | %      |         |   | 7,046  |   |   |   | 7,046      |   |   |   | 6,961 |   |
| Loan ID 1987 |   | 3/13/2017 |   |          | 8.74   | %      |         |   | 14,710 |   |   |   | 14,710     |   |   |   | 14,533 |   |
| Loan ID 1988 |   | 3/13/2019 |   |          | 13.05  | %      |         |   | 13,328 |   |   |   | 13,328     |   |   |   | 13,255 |   |
| Loan ID 1989 |   | 3/13/2017 |   |          | 11.99  | %      |         |   | 11,744 |   |   |   | 11,744     |   |   |   | 11,602 |   |
| Loan ID 1990 |   | 3/13/2019 |   |          | 19.60  | %      |         |   | 9,052  |   |   |   | 9,052      |   |   |   | 8,899 |   |
| Loan ID 1991 |   | 3/13/2017 |   |          | 12.24  | %      |         |   | 11,753 |   |   |   | 11,753     |   |   |   | 11,543 |   |
| Loan ID 1992 |   | 3/13/2017 |   |          | 19.60  | %      |         |   | 8,025  |   |   |   | 8,025      |   |   |   | 7,737 |   |
| Loan ID 1993 |   | 3/13/2019 |   |          | 15.35  | %      |         |   | 3,611  |   |   |   | 3,611      |   |   |   | 3,571 |   |
| Loan ID 1994 |   | 3/14/2019 |   |          | 17.15  | %      |         |   | 8,992  |   |   |   | 8,992      |   |   |   | 8,892 |   |
| Loan ID 1995 |   | 3/14/2017 |   |          | 14.15  | %      |         |   | 5,914  |   |   |   | 5,914      |   |   |   | 5,808 |   |
| Loan ID 1996 |   | 3/14/2017 |   |          | 20.30  | %      |         |   | 7,157  |   |   |   | 7,157      |   |   |   | 6,901 |   |
| Loan ID 1997 |   | 3/14/2017 |   |          | 10.29  | %      |         |   | 4,145  |   |   |   | 4,145      |   |   |   | 4,095 |   |
| Loan ID 1998 |   | 3/14/2019 |   |          | 11.59  | %      |         |   | 17,692 |   |   |   | 17,692     |   |   |   | 17,714 |   |
| Loan ID 1999 |   | 3/14/2019 |   |          | 15.35  | %      |         |   | 5,377  |   |   |   | 5,377      |   |   |   | 5,318 |   |
| Loan ID 2000 |   | 3/14/2017 |   |          | 11.19  | %      |         |   | 11,712 |   |   |   | 11,712     |   |   |   | 11,571 |   |
| Loan ID 2001 |   | 3/14/2019 |   |          | 16.75  | %      |         |   | 13,473 |   |   |   | 13,473     |   |   |   | 13,324 |   |
| Loan ID 2002 |   | 3/14/2017 |   |          | 14.85  | %      |         |   | 7,904  |   |   |   | 7,904      |   |   |   | 7,762 |   |
| Loan ID 2003 |   | 3/14/2017 |   |          | 26.44  | %      |         |   | 3,276  |   |   |   | 3,276      |   |   |   | 3,157 |   |
| Loan ID 2004 |   | 3/14/2017 |   |          | 10.89  | %      |         |   | 11,700 |   |   |   | 11,700     |   |   |   | 11,559 |   |
| Loan ID 2005 |   | 3/14/2017 |   |          | 27.24  | %      |         |   | 7,130  |   |   |   | 7,130      |   |   |   | 6,871 |   |
| Loan ID 2006 |   | 3/14/2019 |   |          | 14.50  | %      |         |   | 4,462  |   |   |   | 4,462      |   |   |   | 4,438 |   |
| Loan ID 2007 |   | 3/14/2017 |   |          | 19.20  | %      |         |   | 6,406  |   |   |   | 6,406      |   |   |   | 6,241 |   |
| Loan ID 2008 |   | 3/14/2017 |   |          | 16.35  | %      |         |   | 11,914 |   |   |   | 11,914     |   |   |   | 11,607 |   |
| Loan ID 2009 |   | 3/17/2019 |   |          | 14.50  | %      |         |   | 31,234 |   |   |   | 31,234     |   |   |   | 31,063 |   |
| Loan ID 2010 |   | 3/17/2017 |   |          | 14.85  | %      |         |   | 5,996  |   |   |   | 5,996      |   |   |   | 5,888 |   |
| Loan ID 2011 |   | 3/17/2017 |   |          | 15.35  | %      |         |   | 7,917  |   |   |   | 7,917      |   |   |   | 7,713 |   |
| Loan ID 2012 |   | 3/17/2017 |   |          | 10.29  | %      |         |   | 9,341  |   |   |   | 9,341      |   |   |   | 9,228 |   |
| Loan ID 2014 |   | 3/17/2017 |   |          | 12.24  | %      |         |   | 7,836  |   |   |   | 7,836      |   |   |   | 7,695 |   |
| Loan ID 2015 |   | 3/17/2017 |   |          | 22.54  | %      |         |   | 8,097  |   |   |   | 8,097      |   |   |   | 7,807 |   |
| Loan ID 2017 |   | 3/17/2017 |   |          | 12.24  | %      |         |   | 3,918  |   |   |   | 3,918      |   |   |   | 3,848 |   |
| Loan ID 2018 |   | 3/17/2019 |   |          | 25.74  | %      |         |   | 8,273  |   |   |   | 8,273      |   |   |   | 8,158 |   |
| Loan ID 2019 |   | 3/17/2017 |   |          | 28.00  | %      |         |   | 4,927  |   |   |   | 4,927      |   |   |   | 4,748 |   |
| Loan ID 2020 |   | 3/17/2017 |   |          | 8.74   | %      |         |   | 2,919  |   |   |   | 2,919      |   |   |   | 2,884 |   |
| Loan ID 2021 |   | 3/17/2019 |   |          | 16.35  | %      |         |   | 10,766 |   |   |   | 10,766     |   |   |   | 10,647 |   |
| Loan ID 2022 |   | 3/17/2017 |   |          | 16.35  | %      |         |   | 9,548  |   |   |   | 9,548      |   |   |   | 9,303 |   |
| Loan ID 2023 |   | 3/18/2017 |   |          | 21.85  | %      |         |   | 12,120 |   |   |   | 12,120     |   |   |   | 11,686 |   |
| Loan ID 2024 |   | 3/18/2019 |   |          | 11.59  | %      |         |   | 16,847 |   |   |   | 16,847     |   |   |   | 16,868 |   |
| Loan ID 2025 |   | 3/18/2017 |   |          | 12.24  | %      |         |   | 19,589 |   |   |   | 19,589     |   |   |   | 19,238 |   |
| Loan ID 2026 |   | 3/18/2017 |   |          | 10.29  | %      |         |   | 19,460 |   |   |   | 19,460     |   |   |   | 19,225 |   |
| Loan ID 2027 |   | 3/18/2017 |   |          | 15.35  | %      |         |   | 7,917  |   |   |   | 7,917      |   |   |   | 7,713 |   |

 

|   |
|--------|

|   |
|--------|

 

| Loan ID      |   | Maturity  |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|-----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 2028 |   | 3/18/2017 |   |          | 9.80   | %      |         |   | 11,656 |   |   |   | 11,656     |   |   |   | 11,516 |   |
| Loan ID 2029 |   | 3/18/2019 |   |          | 26.44  | %      |         |   | 9,207  |   |   |   | 9,207      |   |   |   | 9,079 |   |
| Loan ID 2030 |   | 3/18/2017 |   |          | 12.64  | %      |         |   | 3,597  |   |   |   | 3,597      |   |   |   | 3,533 |   |
| Loan ID 2031 |   | 3/18/2019 |   |          | 15.70  | %      |         |   | 10,367 |   |   |   | 10,367     |   |   |   | 10,253 |   |
| Loan ID 2033 |   | 3/19/2019 |   |          | 21.85  | %      |         |   | 9,105  |   |   |   | 9,105      |   |   |   | 8,951 |   |
| Loan ID 2034 |   | 3/19/2017 |   |          | 12.24  | %      |         |   | 4,701  |   |   |   | 4,701      |   |   |   | 4,617 |   |
| Loan ID 2035 |   | 3/19/2019 |   |          | 13.85  | %      |         |   | 10,688 |   |   |   | 10,688     |   |   |   | 10,630 |   |
| Loan ID 2036 |   | 3/19/2019 |   |          | 13.05  | %      |         |   | 17,771 |   |   |   | 17,771     |   |   |   | 17,674 |   |
| Loan ID 2037 |   | 3/19/2017 |   |          | 16.35  | %      |         |   | 8,353  |   |   |   | 8,353      |   |   |   | 8,138 |   |
| Loan ID 2038 |   | 3/19/2019 |   |          | 26.44  | %      |         |   | 9,204  |   |   |   | 9,204      |   |   |   | 9,077 |   |
| Loan ID 2040 |   | 3/19/2019 |   |          | 16.05  | %      |         |   | 13,446 |   |   |   | 13,446     |   |   |   | 13,297 |   |
| Loan ID 2041 |   | 3/19/2017 |   |          | 19.20  | %      |         |   | 20,036 |   |   |   | 20,036     |   |   |   | 19,521 |   |
| Loan ID 2042 |   | 3/19/2017 |   |          | 11.19  | %      |         |   | 11,712 |   |   |   | 11,712     |   |   |   | 11,571 |   |
| Loan ID 2043 |   | 3/19/2017 |   |          | 9.80   | %      |         |   | 11,656 |   |   |   | 11,656     |   |   |   | 11,516 |   |
| Loan ID 2044 |   | 3/19/2019 |   |          | 17.90  | %      |         |   | 13,516 |   |   |   | 13,516     |   |   |   | 13,366 |   |
| Loan ID 2045 |   | 3/19/2019 |   |          | 16.05  | %      |         |   | 13,446 |   |   |   | 13,446     |   |   |   | 13,297 |   |
| Loan ID 2047 |   | 3/19/2017 |   |          | 11.99  | %      |         |   | 9,640  |   |   |   | 9,640      |   |   |   | 9,524 |   |
| Loan ID 2048 |   | 3/19/2019 |   |          | 19.20  | %      |         |   | 13,564 |   |   |   | 13,564     |   |   |   | 13,414 |   |
| Loan ID 2049 |   | 3/19/2019 |   |          | 11.59  | %      |         |   | 13,269 |   |   |   | 13,269     |   |   |   | 13,285 |   |
| Loan ID 2050 |   | 3/19/2017 |   |          | 9.20   | %      |         |   | 27,141 |   |   |   | 27,141     |   |   |   | 26,814 |   |
| Loan ID 2051 |   | 3/19/2019 |   |          | 17.15  | %      |         |   | 13,038 |   |   |   | 13,038     |   |   |   | 12,894 |   |
| Loan ID 2052 |   | 3/19/2017 |   |          | 28.00  | %      |         |   | 2,468  |   |   |   | 2,468      |   |   |   | 2,378 |   |
| Loan ID 2053 |   | 3/19/2017 |   |          | 11.99  | %      |         |   | 13,309 |   |   |   | 13,309     |   |   |   | 13,149 |   |
| Loan ID 2054 |   | 3/19/2019 |   |          | 16.35  | %      |         |   | 6,729  |   |   |   | 6,729      |   |   |   | 6,654 |   |
| Loan ID 2055 |   | 3/19/2019 |   |          | 11.59  | %      |         |   | 7,077  |   |   |   | 7,077      |   |   |   | 7,086 |   |
| Loan ID 2056 |   | 3/19/2017 |   |          | 15.35  | %      |         |   | 11,875 |   |   |   | 11,875     |   |   |   | 11,569 |   |
| Loan ID 2057 |   | 3/19/2017 |   |          | 18.90  | %      |         |   | 15,179 |   |   |   | 15,179     |   |   |   | 14,788 |   |
| Loan ID 2058 |   | 3/19/2017 |   |          | 13.50  | %      |         |   | 7,869  |   |   |   | 7,869      |   |   |   | 7,728 |   |
| Loan ID 2059 |   | 3/19/2017 |   |          | 21.00  | %      |         |   | 8,961  |   |   |   | 8,961      |   |   |   | 8,640 |   |
| Loan ID 2060 |   | 3/19/2019 |   |          | 21.85  | %      |         |   | 6,373  |   |   |   | 6,373      |   |   |   | 6,266 |   |
| Loan ID 2061 |   | 3/19/2017 |   |          | 8.74   | %      |         |   | 11,613 |   |   |   | 11,613     |   |   |   | 11,474 |   |
| Loan ID 2062 |   | 3/19/2017 |   |          | 8.74   | %      |         |   | 11,613 |   |   |   | 11,613     |   |   |   | 11,474 |   |
| Loan ID 2063 |   | 3/19/2017 |   |          | 14.50  | %      |         |   | 9,474  |   |   |   | 9,474      |   |   |   | 9,304 |   |
| Loan ID 2064 |   | 3/19/2017 |   |          | 18.55  | %      |         |   | 5,220  |   |   |   | 5,220      |   |   |   | 5,085 |   |
| Loan ID 2065 |   | 3/20/2017 |   |          | 8.74   | %      |         |   | 11,613 |   |   |   | 11,613     |   |   |   | 11,474 |   |
| Loan ID 2067 |   | 3/20/2017 |   |          | 14.15  | %      |         |   | 11,828 |   |   |   | 11,828     |   |   |   | 11,616 |   |
| Loan ID 2068 |   | 3/20/2017 |   |          | 14.15  | %      |         |   | 19,714 |   |   |   | 19,714     |   |   |   | 19,361 |   |
| Loan ID 2069 |   | 3/20/2017 |   |          | 14.15  | %      |         |   | 11,828 |   |   |   | 11,828     |   |   |   | 11,616 |   |
| Loan ID 2070 |   | 3/20/2019 |   |          | 20.30  | %      |         |   | 9,069  |   |   |   | 9,069      |   |   |   | 8,915 |   |
| Loan ID 2071 |   | 3/20/2019 |   |          | 15.35  | %      |         |   | 13,419 |   |   |   | 13,419     |   |   |   | 13,271 |   |
| Loan ID 2072 |   | 3/20/2017 |   |          | 11.59  | %      |         |   | 5,473  |   |   |   | 5,473      |   |   |   | 5,407 |   |
| Loan ID 2073 |   | 3/20/2019 |   |          | 12.24  | %      |         |   | 8,864  |   |   |   | 8,864      |   |   |   | 8,815 |   |
| Loan ID 2074 |   | 3/20/2019 |   |          | 14.50  | %      |         |   | 13,386 |   |   |   | 13,386     |   |   |   | 13,313 |   |
| Loan ID 2075 |   | 3/20/2019 |   |          | 17.90  | %      |         |   | 9,011  |   |   |   | 9,011      |   |   |   | 8,911 |   |
| Loan ID 2076 |   | 3/21/2017 |   |          | 11.99  | %      |         |   | 3,914  |   |   |   | 3,914      |   |   |   | 3,867 |   |
| Loan ID 2077 |   | 3/21/2017 |   |          | 28.00  | %      |         |   | 3,993  |   |   |   | 3,993      |   |   |   | 3,848 |   |
| Loan ID 2078 |   | 3/21/2017 |   |          | 11.99  | %      |         |   | 11,761 |   |   |   | 11,761     |   |   |   | 11,620 |   |
| Loan ID 2079 |   | 3/21/2017 |   |          | 17.90  | %      |         |   | 19,954 |   |   |   | 19,954     |   |   |   | 19,441 |   |
| Loan ID 2080 |   | 3/21/2017 |   |          | 8.74   | %      |         |   | 7,731  |   |   |   | 7,731      |   |   |   | 7,638 |   |
| Loan ID 2081 |   | 3/21/2019 |   |          | 17.45  | %      |         |   | 13,891 |   |   |   | 13,891     |   |   |   | 13,737 |   |
| Loan ID 2082 |   | 3/21/2019 |   |          | 21.85  | %      |         |   | 9,033  |   |   |   | 9,033      |   |   |   | 8,880 |   |
| Loan ID 2083 |   | 3/21/2017 |   |          | 12.24  | %      |         |   | 5,485  |   |   |   | 5,485      |   |   |   | 5,387 |   |
| Loan ID 2084 |   | 3/21/2017 |   |          | 27.24  | %      |         |   | 2,463  |   |   |   | 2,463      |   |   |   | 2,374 |   |
| Loan ID 2085 |   | 3/21/2017 |   |          | 9.80   | %      |         |   | 18,777 |   |   |   | 18,777     |   |   |   | 18,551 |   |
| Loan ID 2086 |   | 3/24/2017 |   |          | 22.54  | %      |         |   | 5,668  |   |   |   | 5,668      |   |   |   | 5,465 |   |
| Loan ID 2087 |   | 3/24/2017 |   |          | 18.25  | %      |         |   | 11,986 |   |   |   | 11,986     |   |   |   | 11,677 |   |
| Loan ID 2088 |   | 3/24/2019 |   |          | 13.50  | %      |         |   | 13,346 |   |   |   | 13,346     |   |   |   | 13,273 |   |

 

|   |
|--------|

|   |
|--------|

 

| Loan ID      |   | Maturity  |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|-----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 2089 |   | 3/24/2019 |   |          | 21.85  | %      |         |   | 9,105  |   |   |   | 9,105      |   |   |   | 8,951 |   |
| Loan ID 2090 |   | 3/25/2017 |   |          | 11.19  | %      |         |   | 4,311  |   |   |   | 4,311      |   |   |   | 4,259 |   |
| Loan ID 2091 |   | 3/25/2019 |   |          | 18.90  | %      |         |   | 13,553 |   |   |   | 13,553     |   |   |   | 13,403 |   |
| Loan ID 2092 |   | 3/25/2017 |   |          | 19.20  | %      |         |   | 3,444  |   |   |   | 3,444      |   |   |   | 3,355 |   |
| Loan ID 2093 |   | 3/25/2019 |   |          | 21.00  | %      |         |   | 4,543  |   |   |   | 4,543      |   |   |   | 4,466 |   |
| Loan ID 2094 |   | 3/25/2017 |   |          | 11.99  | %      |         |   | 14,092 |   |   |   | 14,092     |   |   |   | 13,922 |   |
| Loan ID 2095 |   | 3/25/2019 |   |          | 11.99  | %      |         |   | 17,714 |   |   |   | 17,714     |   |   |   | 17,736 |   |
| Loan ID 2096 |   | 3/25/2017 |   |          | 13.05  | %      |         |   | 12,161 |   |   |   | 12,161     |   |   |   | 11,943 |   |
| Loan ID 2097 |   | 3/25/2017 |   |          | 9.20   | %      |         |   | 5,816  |   |   |   | 5,816      |   |   |   | 5,746 |   |
| Loan ID 2098 |   | 3/25/2017 |   |          | 25.74  | %      |         |   | 5,722  |   |   |   | 5,722      |   |   |   | 5,514 |   |
| Loan ID 2099 |   | 3/25/2017 |   |          | 8.74   | %      |         |   | 3,871  |   |   |   | 3,871      |   |   |   | 3,825 |   |
| Loan ID 2100 |   | 3/25/2017 |   |          | 14.85  | %      |         |   | 7,904  |   |   |   | 7,904      |   |   |   | 7,762 |   |
| Loan ID 2101 |   | 3/25/2017 |   |          | 12.64  | %      |         |   | 18,946 |   |   |   | 18,946     |   |   |   | 18,606 |   |
| Loan ID 2102 |   | 3/25/2017 |   |          | 22.54  | %      |         |   | 3,239  |   |   |   | 3,239      |   |   |   | 3,123 |   |
| Loan ID 2104 |   | 3/25/2017 |   |          | 17.90  | %      |         |   | 11,615 |   |   |   | 11,615     |   |   |   | 11,316 |   |
| Loan ID 2105 |   | 3/25/2017 |   |          | 15.35  | %      |         |   | 5,937  |   |   |   | 5,937      |   |   |   | 5,785 |   |
| Loan ID 2106 |   | 3/25/2017 |   |          | 19.20  | %      |         |   | 8,015  |   |   |   | 8,015      |   |   |   | 7,808 |   |
| Loan ID 2107 |   | 3/25/2017 |   |          | 13.05  | %      |         |   | 4,806  |   |   |   | 4,806      |   |   |   | 4,720 |   |
| Loan ID 2108 |   | 3/25/2019 |   |          | 13.05  | %      |         |   | 4,443  |   |   |   | 4,443      |   |   |   | 4,419 |   |
| Loan ID 2109 |   | 3/26/2017 |   |          | 14.15  | %      |         |   | 3,253  |   |   |   | 3,253      |   |   |   | 3,195 |   |
| Loan ID 2110 |   | 3/26/2019 |   |          | 13.85  | %      |         |   | 22,267 |   |   |   | 22,267     |   |   |   | 22,145 |   |
| Loan ID 2111 |   | 3/26/2017 |   |          | 9.20   | %      |         |   | 19,387 |   |   |   | 19,387     |   |   |   | 19,153 |   |
| Loan ID 2113 |   | 3/26/2019 |   |          | 13.85  | %      |         |   | 13,360 |   |   |   | 13,360     |   |   |   | 13,287 |   |
| Loan ID 2114 |   | 3/26/2019 |   |          | 15.35  | %      |         |   | 22,365 |   |   |   | 22,365     |   |   |   | 22,118 |   |
| Loan ID 2115 |   | 3/26/2017 |   |          | 12.64  | %      |         |   | 11,769 |   |   |   | 11,769     |   |   |   | 11,558 |   |
| Loan ID 2116 |   | 3/26/2019 |   |          | 12.24  | %      |         |   | 31,023 |   |   |   | 31,023     |   |   |   | 30,853 |   |
| Loan ID 2117 |   | 3/26/2017 |   |          | 8.74   | %      |         |   | 15,485 |   |   |   | 15,485     |   |   |   | 15,298 |   |
| Loan ID 2118 |   | 3/26/2017 |   |          | 14.50  | %      |         |   | 11,842 |   |   |   | 11,842     |   |   |   | 11,630 |   |
| Loan ID 2119 |   | 3/26/2017 |   |          | 16.35  | %      |         |   | 3,574  |   |   |   | 3,574      |   |   |   | 3,482 |   |
| Loan ID 2120 |   | 3/26/2017 |   |          | 28.00  | %      |         |   | 8,622  |   |   |   | 8,622      |   |   |   | 8,309 |   |
| Loan ID 2121 |   | 3/26/2019 |   |          | 23.44  | %      |         |   | 9,141  |   |   |   | 9,141      |   |   |   | 8,986 |   |
| Loan ID 2122 |   | 3/26/2017 |   |          | 22.54  | %      |         |   | 3,239  |   |   |   | 3,239      |   |   |   | 3,123 |   |
| Loan ID 2123 |   | 3/26/2017 |   |          | 23.44  | %      |         |   | 8,119  |   |   |   | 8,119      |   |   |   | 7,828 |   |
| Loan ID 2125 |   | 3/27/2017 |   |          | 16.75  | %      |         |   | 3,783  |   |   |   | 3,783      |   |   |   | 3,686 |   |
| Loan ID 2126 |   | 3/27/2017 |   |          | 28.00  | %      |         |   | 3,291  |   |   |   | 3,291      |   |   |   | 3,172 |   |
| Loan ID 2127 |   | 3/27/2019 |   |          | 13.50  | %      |         |   | 17,795 |   |   |   | 17,795     |   |   |   | 17,698 |   |
| Loan ID 2128 |   | 3/27/2019 |   |          | 11.99  | %      |         |   | 17,714 |   |   |   | 17,714     |   |   |   | 17,736 |   |
| Loan ID 2129 |   | 3/27/2019 |   |          | 21.85  | %      |         |   | 6,478  |   |   |   | 6,478      |   |   |   | 6,369 |   |
| Loan ID 2130 |   | 3/27/2019 |   |          | 21.85  | %      |         |   | 9,105  |   |   |   | 9,105      |   |   |   | 8,951 |   |
| Loan ID 2131 |   | 3/27/2017 |   |          | 19.20  | %      |         |   | 12,022 |   |   |   | 12,022     |   |   |   | 11,712 |   |
| Loan ID 2132 |   | 3/27/2017 |   |          | 18.55  | %      |         |   | 19,996 |   |   |   | 19,996     |   |   |   | 19,481 |   |
| Loan ID 2133 |   | 3/27/2017 |   |          | 14.15  | %      |         |   | 4,731  |   |   |   | 4,731      |   |   |   | 4,647 |   |
| Loan ID 2134 |   | 3/27/2017 |   |          | 13.50  | %      |         |   | 10,229 |   |   |   | 10,229     |   |   |   | 10,046 |   |
| Loan ID 2135 |   | 3/27/2019 |   |          | 16.35  | %      |         |   | 5,832  |   |   |   | 5,832      |   |   |   | 5,767 |   |
| Loan ID 2136 |   | 3/27/2017 |   |          | 13.05  | %      |         |   | 3,141  |   |   |   | 3,141      |   |   |   | 3,085 |   |
| Loan ID 2137 |   | 3/27/2017 |   |          | 11.19  | %      |         |   | 11,712 |   |   |   | 11,712     |   |   |   | 11,571 |   |
| Loan ID 2138 |   | 3/27/2017 |   |          | 18.25  | %      |         |   | 4,794  |   |   |   | 4,794      |   |   |   | 4,671 |   |
| Loan ID 2139 |   | 3/27/2017 |   |          | 23.44  | %      |         |   | 8,119  |   |   |   | 8,119      |   |   |   | 7,828 |   |
| Loan ID 2141 |   | 3/27/2017 |   |          | 14.15  | %      |         |   | 5,126  |   |   |   | 5,126      |   |   |   | 5,034 |   |
| Loan ID 2142 |   | 3/27/2017 |   |          | 11.59  | %      |         |   | 16,699 |   |   |   | 16,699     |   |   |   | 16,498 |   |
| Loan ID 2143 |   | 3/28/2017 |   |          | 14.15  | %      |         |   | 10,251 |   |   |   | 10,251     |   |   |   | 10,067 |   |
| Loan ID 2144 |   | 3/28/2019 |   |          | 14.50  | %      |         |   | 22,310 |   |   |   | 22,310     |   |   |   | 22,188 |   |
| Loan ID 2145 |   | 3/28/2019 |   |          | 16.75  | %      |         |   | 13,473 |   |   |   | 13,473     |   |   |   | 13,324 |   |
| Loan ID 2147 |   | 3/28/2017 |   |          | 15.35  | %      |         |   | 6,729  |   |   |   | 6,729      |   |   |   | 6,556 |   |
| Loan ID 2148 |   | 3/28/2017 |   |          | 11.99  | %      |         |   | 2,349  |   |   |   | 2,349      |   |   |   | 2,320 |   |
| Loan ID 2149 |   | 3/28/2019 |   |          | 14.85  | %      |         |   | 13,400 |   |   |   | 13,400     |   |   |   | 13,326 |   |
| Loan ID 2150 |   | 3/28/2017 |   |          | 13.05  | %      |         |   | 19,642 |   |   |   | 19,642     |   |   |   | 19,290 |   |
| Loan ID 2151 |   | 3/28/2019 |   |          | 15.35  | %      |         |   | 8,946  |   |   |   | 8,946      |   |   |   | 8,847 |   |

 

|   |
|--------|

|   |
|--------|

 

| Loan ID      |   | Maturity  |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|-----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 2152 |   | 3/28/2017 |   |          | 17.15  | %      |         |   | 19,907 |   |   |   | 19,907     |   |   |   | 19,395 |   |
| Loan ID 2153 |   | 3/28/2019 |   |          | 12.64  | %      |         |   | 27,511 |   |   |   | 27,511     |   |   |   | 27,361 |   |
| Loan ID 2154 |   | 3/28/2019 |   |          | 17.15  | %      |         |   | 7,193  |   |   |   | 7,193      |   |   |   | 7,114 |   |
| Loan ID 2155 |   | 3/31/2017 |   |          | 19.60  | %      |         |   | 10,984 |   |   |   | 10,984     |   |   |   | 10,590 |   |
| Loan ID 2156 |   | 3/31/2019 |   |          | 16.05  | %      |         |   | 13,625 |   |   |   | 13,625     |   |   |   | 13,474 |   |
| Loan ID 2157 |   | 3/31/2017 |   |          | 16.05  | %      |         |   | 9,809  |   |   |   | 9,809      |   |   |   | 9,557 |   |
| Loan ID 2158 |   | 3/31/2017 |   |          | 18.55  | %      |         |   | 20,580 |   |   |   | 20,580     |   |   |   | 20,050 |   |
| Loan ID 2159 |   | 3/31/2019 |   |          | 10.89  | %      |         |   | 17,921 |   |   |   | 17,921     |   |   |   | 17,943 |   |
| Loan ID 2160 |   | 3/31/2017 |   |          | 25.74  | %      |         |   | 8,391  |   |   |   | 8,391      |   |   |   | 8,086 |   |
| Loan ID 2161 |   | 3/31/2019 |   |          | 17.45  | %      |         |   | 9,570  |   |   |   | 9,570      |   |   |   | 9,465 |   |
| Loan ID 2162 |   | 3/31/2017 |   |          | 11.19  | %      |         |   | 12,089 |   |   |   | 12,089     |   |   |   | 11,943 |   |
| Loan ID 2164 |   | 3/31/2019 |   |          | 13.05  | %      |         |   | 31,546 |   |   |   | 31,546     |   |   |   | 31,373 |   |
| Loan ID 2165 |   | 3/31/2019 |   |          | 14.85  | %      |         |   | 13,583 |   |   |   | 13,583     |   |   |   | 13,509 |   |
| Loan ID 2166 |   | 3/31/2017 |   |          | 11.19  | %      |         |   | 8,059  |   |   |   | 8,059      |   |   |   | 7,962 |   |
| Loan ID 2167 |   | 3/31/2017 |   |          | 9.80   | %      |         |   | 14,446 |   |   |   | 14,446     |   |   |   | 14,272 |   |
| Loan ID 2169 |   | 3/31/2019 |   |          | 25.74  | %      |         |   | 9,286  |   |   |   | 9,286      |   |   |   | 9,157 |   |
| Loan ID 2170 |   | 4/1/2017  |   |          | 16.35  | %      |         |   | 3,273  |   |   |   | 3,273      |   |   |   | 3,188 |   |
| Loan ID 2171 |   | 4/1/2019  |   |          | 14.85  | %      |         |   | 13,583 |   |   |   | 13,583     |   |   |   | 13,509 |   |
| Loan ID 2172 |   | 4/1/2019  |   |          | 18.90  | %      |         |   | 12,348 |   |   |   | 12,348     |   |   |   | 12,211 |   |
| Loan ID 2173 |   | 4/1/2019  |   |          | 14.50  | %      |         |   | 18,095 |   |   |   | 18,095     |   |   |   | 17,996 |   |
| Loan ID 2174 |   | 4/1/2017  |   |          | 13.50  | %      |         |   | 16,229 |   |   |   | 16,229     |   |   |   | 15,938 |   |
| Loan ID 2175 |   | 4/1/2019  |   |          | 14.15  | %      |         |   | 18,078 |   |   |   | 18,078     |   |   |   | 17,980 |   |
| Loan ID 2176 |   | 4/1/2017  |   |          | 21.85  | %      |         |   | 4,568  |   |   |   | 4,568      |   |   |   | 4,405 |   |
| Loan ID 2178 |   | 4/1/2017  |   |          | 13.85  | %      |         |   | 9,747  |   |   |   | 9,747      |   |   |   | 9,573 |   |
| Loan ID 2179 |   | 4/1/2019  |   |          | 14.85  | %      |         |   | 9,056  |   |   |   | 9,056      |   |   |   | 9,006 |   |
| Loan ID 2180 |   | 4/1/2017  |   |          | 14.15  | %      |         |   | 9,756  |   |   |   | 9,756      |   |   |   | 9,581 |   |
| Loan ID 2181 |   | 4/1/2019  |   |          | 19.20  | %      |         |   | 11,250 |   |   |   | 11,250     |   |   |   | 11,126 |   |
| Loan ID 2183 |   | 4/1/2017  |   |          | 17.15  | %      |         |   | 12,300 |   |   |   | 12,300     |   |   |   | 11,983 |   |
| Loan ID 2184 |   | 4/1/2017  |   |          | 11.19  | %      |         |   | 2,821  |   |   |   | 2,821      |   |   |   | 2,787 |   |
| Loan ID 2185 |   | 4/1/2019  |   |          | 19.60  | %      |         |   | 3,206  |   |   |   | 3,206      |   |   |   | 3,152 |   |
| Loan ID 2186 |   | 4/1/2017  |   |          | 25.74  | %      |         |   | 5,294  |   |   |   | 5,294      |   |   |   | 5,101 |   |
| Loan ID 2187 |   | 4/1/2019  |   |          | 19.20  | %      |         |   | 13,730 |   |   |   | 13,730     |   |   |   | 13,578 |   |
| Loan ID 2188 |   | 4/1/2017  |   |          | 9.20   | %      |         |   | 20,027 |   |   |   | 20,027     |   |   |   | 19,785 |   |
| Loan ID 2190 |   | 4/1/2019  |   |          | 15.35  | %      |         |   | 7,244  |   |   |   | 7,244      |   |   |   | 7,164 |   |
| Loan ID 2191 |   | 4/1/2017  |   |          | 28.00  | %      |         |   | 9,062  |   |   |   | 9,062      |   |   |   | 8,733 |   |
| Loan ID 2192 |   | 4/1/2019  |   |          | 14.85  | %      |         |   | 13,583 |   |   |   | 13,583     |   |   |   | 13,509 |   |
| Loan ID 2193 |   | 4/1/2019  |   |          | 14.15  | %      |         |   | 13,559 |   |   |   | 13,559     |   |   |   | 13,485 |   |
| Loan ID 2194 |   | 4/1/2017  |   |          | 12.64  | %      |         |   | 9,713  |   |   |   | 9,713      |   |   |   | 9,539 |   |
| Loan ID 2195 |   | 4/1/2017  |   |          | 16.05  | %      |         |   | 11,444 |   |   |   | 11,444     |   |   |   | 11,150 |   |
| Loan ID 2196 |   | 4/1/2017  |   |          | 18.55  | %      |         |   | 8,232  |   |   |   | 8,232      |   |   |   | 8,020 |   |
| Loan ID 2197 |   | 4/1/2019  |   |          | 13.05  | %      |         |   | 31,546 |   |   |   | 31,546     |   |   |   | 31,373 |   |
| Loan ID 2198 |   | 4/1/2019  |   |          | 18.25  | %      |         |   | 9,132  |   |   |   | 9,132      |   |   |   | 9,031 |   |
| Loan ID 2199 |   | 4/1/2019  |   |          | 15.70  | %      |         |   | 18,150 |   |   |   | 18,150     |   |   |   | 17,950 |   |
| Loan ID 2200 |   | 4/1/2019  |   |          | 18.55  | %      |         |   | 11,881 |   |   |   | 11,881     |   |   |   | 11,749 |   |
| Loan ID 2201 |   | 4/1/2017  |   |          | 16.35  | %      |         |   | 9,818  |   |   |   | 9,818      |   |   |   | 9,565 |   |
| Loan ID 2202 |   | 4/1/2017  |   |          | 10.29  | %      |         |   | 12,056 |   |   |   | 12,056     |   |   |   | 11,911 |   |
| Loan ID 2203 |   | 4/1/2019  |   |          | 23.44  | %      |         |   | 3,696  |   |   |   | 3,696      |   |   |   | 3,634 |   |
| Loan ID 2204 |   | 4/1/2017  |   |          | 17.15  | %      |         |   | 8,234  |   |   |   | 8,234      |   |   |   | 8,023 |   |
| Loan ID 2205 |   | 4/1/2019  |   |          | 13.05  | %      |         |   | 22,533 |   |   |   | 22,533     |   |   |   | 22,410 |   |
| Loan ID 2206 |   | 4/1/2017  |   |          | 23.44  | %      |         |   | 3,503  |   |   |   | 3,503      |   |   |   | 3,378 |   |
| Loan ID 2207 |   | 4/1/2019  |   |          | 19.20  | %      |         |   | 22,883 |   |   |   | 22,883     |   |   |   | 22,630 |   |
| Loan ID 2208 |   | 4/1/2017  |   |          | 14.15  | %      |         |   | 2,845  |   |   |   | 2,845      |   |   |   | 2,794 |   |
| Loan ID 2209 |   | 4/1/2019  |   |          | 18.90  | %      |         |   | 22,866 |   |   |   | 22,866     |   |   |   | 22,614 |   |
| Loan ID 2210 |   | 4/1/2017  |   |          | 15.35  | %      |         |   | 4,833  |   |   |   | 4,833      |   |   |   | 4,708 |   |
| Loan ID 2211 |   | 4/1/2017  |   |          | 16.35  | %      |         |   | 9,818  |   |   |   | 9,818      |   |   |   | 9,565 |   |
| Loan ID 2212 |   | 4/1/2019  |   |          | 10.29  | %      |         |   | 17,891 |   |   |   | 17,891     |   |   |   | 17,913 |   |
| Loan ID 2213 |   | 4/1/2019  |   |          | 23.44  | %      |         |   | 9,241  |   |   |   | 9,241      |   |   |   | 9,084 |   |
| Loan ID 2214 |   | 4/1/2017  |   |          | 9.80   | %      |         |   | 25,681 |   |   |   | 25,681     |   |   |   | 25,372 |   |
| Loan ID 2215 |   | 4/1/2019  |   |          | 11.19  | %      |         |   | 17,935 |   |   |   | 17,935     |   |   |   | 17,958 |   |

 

|   |
|--------|

|   |
|--------|

 

| Loan ID      |   | Maturity |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 2217 |   | 4/2/2017 |   |          | 14.85  | %      |         |   | 12,219 |   |   |   | 12,219     |   |   |   | 12,000 |   |
| Loan ID 2218 |   | 4/2/2017 |   |          | 22.54  | %      |         |   | 3,329  |   |   |   | 3,329      |   |   |   | 3,209 |   |
| Loan ID 2219 |   | 4/2/2019 |   |          | 19.60  | %      |         |   | 5,497  |   |   |   | 5,497      |   |   |   | 5,404 |   |
| Loan ID 2220 |   | 4/2/2019 |   |          | 14.50  | %      |         |   | 18,088 |   |   |   | 18,088     |   |   |   | 17,990 |   |
| Loan ID 2221 |   | 4/2/2017 |   |          | 17.45  | %      |         |   | 20,517 |   |   |   | 20,517     |   |   |   | 19,989 |   |
| Loan ID 2222 |   | 4/2/2017 |   |          | 17.15  | %      |         |   | 11,670 |   |   |   | 11,670     |   |   |   | 11,369 |   |
| Loan ID 2223 |   | 4/2/2017 |   |          | 14.50  | %      |         |   | 12,207 |   |   |   | 12,207     |   |   |   | 11,988 |   |
| Loan ID 2224 |   | 4/2/2019 |   |          | 12.64  | %      |         |   | 2,251  |   |   |   | 2,251      |   |   |   | 2,239 |   |
| Loan ID 2225 |   | 4/2/2017 |   |          | 12.24  | %      |         |   | 2,425  |   |   |   | 2,425      |   |   |   | 2,382 |   |
| Loan ID 2226 |   | 4/2/2017 |   |          | 11.99  | %      |         |   | 12,118 |   |   |   | 12,118     |   |   |   | 11,972 |   |
| Loan ID 2227 |   | 4/2/2019 |   |          | 13.85  | %      |         |   | 13,354 |   |   |   | 13,354     |   |   |   | 13,281 |   |
| Loan ID 2228 |   | 4/2/2017 |   |          | 15.70  | %      |         |   | 2,450  |   |   |   | 2,450      |   |   |   | 2,387 |   |
| Loan ID 2229 |   | 4/2/2019 |   |          | 19.20  | %      |         |   | 18,306 |   |   |   | 18,306     |   |   |   | 18,104 |   |
| Loan ID 2230 |   | 4/2/2017 |   |          | 8.74   | %      |         |   | 7,999  |   |   |   | 7,999      |   |   |   | 7,903 |   |
| Loan ID 2231 |   | 4/2/2017 |   |          | 10.89  | %      |         |   | 12,078 |   |   |   | 12,078     |   |   |   | 11,932 |   |
| Loan ID 2232 |   | 4/2/2019 |   |          | 17.15  | %      |         |   | 19,820 |   |   |   | 19,820     |   |   |   | 19,601 |   |
| Loan ID 2233 |   | 4/2/2017 |   |          | 11.99  | %      |         |   | 8,078  |   |   |   | 8,078      |   |   |   | 7,981 |   |
| Loan ID 2234 |   | 4/2/2017 |   |          | 11.59  | %      |         |   | 20,172 |   |   |   | 20,172     |   |   |   | 19,929 |   |
| Loan ID 2235 |   | 4/2/2017 |   |          | 8.74   | %      |         |   | 11,265 |   |   |   | 11,265     |   |   |   | 11,130 |   |
| Loan ID 2236 |   | 4/2/2017 |   |          | 10.29  | %      |         |   | 3,456  |   |   |   | 3,456      |   |   |   | 3,414 |   |
| Loan ID 2237 |   | 4/2/2019 |   |          | 18.90  | %      |         |   | 13,720 |   |   |   | 13,720     |   |   |   | 13,568 |   |
| Loan ID 2238 |   | 4/2/2017 |   |          | 8.74   | %      |         |   | 7,999  |   |   |   | 7,999      |   |   |   | 7,903 |   |
| Loan ID 2239 |   | 4/2/2019 |   |          | 18.90  | %      |         |   | 22,866 |   |   |   | 22,866     |   |   |   | 22,614 |   |
| Loan ID 2240 |   | 4/2/2017 |   |          | 18.55  | %      |         |   | 1,608  |   |   |   | 1,608      |   |   |   | 1,566 |   |
| Loan ID 2241 |   | 4/2/2019 |   |          | 18.90  | %      |         |   | 3,659  |   |   |   | 3,659      |   |   |   | 3,618 |   |
| Loan ID 2243 |   | 4/2/2019 |   |          | 22.54  | %      |         |   | 13,811 |   |   |   | 13,811     |   |   |   | 13,577 |   |
| Loan ID 2244 |   | 4/2/2017 |   |          | 9.20   | %      |         |   | 14,419 |   |   |   | 14,419     |   |   |   | 14,246 |   |
| Loan ID 2245 |   | 4/2/2019 |   |          | 15.70  | %      |         |   | 22,688 |   |   |   | 22,688     |   |   |   | 22,437 |   |
| Loan ID 2246 |   | 4/2/2019 |   |          | 12.24  | %      |         |   | 31,477 |   |   |   | 31,477     |   |   |   | 31,305 |   |
| Loan ID 2247 |   | 4/2/2017 |   |          | 17.15  | %      |         |   | 12,300 |   |   |   | 12,300     |   |   |   | 11,983 |   |
| Loan ID 2248 |   | 4/2/2019 |   |          | 10.89  | %      |         |   | 17,921 |   |   |   | 17,921     |   |   |   | 17,943 |   |
| Loan ID 2249 |   | 4/2/2017 |   |          | 14.15  | %      |         |   | 20,325 |   |   |   | 20,325     |   |   |   | 19,960 |   |
| Loan ID 2250 |   | 4/2/2017 |   |          | 12.24  | %      |         |   | 8,489  |   |   |   | 8,489      |   |   |   | 8,336 |   |
| Loan ID 2251 |   | 4/2/2019 |   |          | 11.59  | %      |         |   | 8,080  |   |   |   | 8,080      |   |   |   | 8,090 |   |
| Loan ID 2252 |   | 4/2/2019 |   |          | 15.70  | %      |         |   | 9,075  |   |   |   | 9,075      |   |   |   | 8,975 |   |
| Loan ID 2253 |   | 4/2/2019 |   |          | 12.24  | %      |         |   | 1,799  |   |   |   | 1,799      |   |   |   | 1,789 |   |
| Loan ID 2254 |   | 4/2/2017 |   |          | 16.05  | %      |         |   | 8,174  |   |   |   | 8,174      |   |   |   | 7,964 |   |
| Loan ID 2255 |   | 4/2/2017 |   |          | 14.50  | %      |         |   | 8,138  |   |   |   | 8,138      |   |   |   | 7,992 |   |
| Loan ID 2256 |   | 4/2/2019 |   |          | 17.15  | %      |         |   | 13,662 |   |   |   | 13,662     |   |   |   | 13,511 |   |
| Loan ID 2257 |   | 4/2/2017 |   |          | 21.00  | %      |         |   | 5,801  |   |   |   | 5,801      |   |   |   | 5,593 |   |
| Loan ID 2258 |   | 4/2/2017 |   |          | 16.35  | %      |         |   | 4,091  |   |   |   | 4,091      |   |   |   | 3,985 |   |
| Loan ID 2259 |   | 4/2/2019 |   |          | 17.45  | %      |         |   | 15,495 |   |   |   | 15,495     |   |   |   | 15,324 |   |
| Loan ID 2260 |   | 4/2/2017 |   |          | 8.74   | %      |         |   | 4,000  |   |   |   | 4,000      |   |   |   | 3,952 |   |
| Loan ID 2262 |   | 4/2/2017 |   |          | 15.70  | %      |         |   | 7,886  |   |   |   | 7,886      |   |   |   | 7,683 |   |
| Loan ID 2263 |   | 4/2/2019 |   |          | 13.50  | %      |         |   | 15,792 |   |   |   | 15,792     |   |   |   | 15,705 |   |
| Loan ID 2265 |   | 4/2/2017 |   |          | 17.90  | %      |         |   | 12,326 |   |   |   | 12,326     |   |   |   | 12,009 |   |
| Loan ID 2266 |   | 4/2/2017 |   |          | 10.29  | %      |         |   | 5,224  |   |   |   | 5,224      |   |   |   | 5,161 |   |
| Loan ID 2267 |   | 4/2/2017 |   |          | 22.54  | %      |         |   | 8,322  |   |   |   | 8,322      |   |   |   | 8,023 |   |
| Loan ID 2268 |   | 4/2/2019 |   |          | 17.15  | %      |         |   | 13,662 |   |   |   | 13,662     |   |   |   | 13,511 |   |
| Loan ID 2270 |   | 4/2/2017 |   |          | 19.60  | %      |         |   | 12,384 |   |   |   | 12,384     |   |   |   | 11,940 |   |
| Loan ID 2271 |   | 4/2/2019 |   |          | 13.50  | %      |         |   | 31,561 |   |   |   | 31,561     |   |   |   | 31,388 |   |
| Loan ID 2273 |   | 4/2/2019 |   |          | 11.59  | %      |         |   | 13,466 |   |   |   | 13,466     |   |   |   | 13,483 |   |
| Loan ID 2274 |   | 4/2/2017 |   |          | 10.29  | %      |         |   | 19,343 |   |   |   | 19,343     |   |   |   | 19,110 |   |
| Loan ID 2275 |   | 4/2/2017 |   |          | 12.24  | %      |         |   | 20,211 |   |   |   | 20,211     |   |   |   | 19,849 |   |
| Loan ID 2276 |   | 4/2/2017 |   |          | 11.19  | %      |         |   | 4,835  |   |   |   | 4,835      |   |   |   | 4,777 |   |
| Loan ID 2277 |   | 4/2/2019 |   |          | 24.24  | %      |         |   | 9,257  |   |   |   | 9,257      |   |   |   | 9,129 |   |

 

|   |
|--------|

|   |
|--------|

  

| Loan ID      |   | Maturity |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 2278 |   | 4/2/2017 |   |          | 15.35  | %      |         |   | 7,342  |   |   |   | 7,342      |   |   |   | 7,153 |   |
| Loan ID 2279 |   | 4/2/2017 |   |          | 17.45  | %      |         |   | 5,334  |   |   |   | 5,334      |   |   |   | 5,197 |   |
| Loan ID 2280 |   | 4/2/2019 |   |          | 18.25  | %      |         |   | 3,653  |   |   |   | 3,653      |   |   |   | 3,613 |   |
| Loan ID 2281 |   | 4/2/2019 |   |          | 10.29  | %      |         |   | 6,262  |   |   |   | 6,262      |   |   |   | 6,270 |   |
| Loan ID 2282 |   | 4/2/2017 |   |          | 10.89  | %      |         |   | 5,789  |   |   |   | 5,789      |   |   |   | 5,720 |   |
| Loan ID 2283 |   | 4/2/2017 |   |          | 17.15  | %      |         |   | 2,542  |   |   |   | 2,542      |   |   |   | 2,476 |   |
| Loan ID 2284 |   | 4/2/2017 |   |          | 23.44  | %      |         |   | 8,341  |   |   |   | 8,341      |   |   |   | 8,043 |   |
| Loan ID 2285 |   | 4/2/2019 |   |          | 16.35  | %      |         |   | 13,635 |   |   |   | 13,635     |   |   |   | 13,484 |   |
| Loan ID 2286 |   | 4/2/2017 |   |          | 13.85  | %      |         |   | 13,624 |   |   |   | 13,624     |   |   |   | 13,380 |   |
| Loan ID 2288 |   | 4/2/2017 |   |          | 25.74  | %      |         |   | 3,356  |   |   |   | 3,356      |   |   |   | 3,235 |   |
| Loan ID 2289 |   | 4/2/2017 |   |          | 16.75  | %      |         |   | 16,381 |   |   |   | 16,381     |   |   |   | 15,960 |   |
| Loan ID 2291 |   | 4/3/2019 |   |          | 28.00  | %      |         |   | 3,731  |   |   |   | 3,731      |   |   |   | 3,679 |   |
| Loan ID 2292 |   | 4/3/2019 |   |          | 16.75  | %      |         |   | 22,748 |   |   |   | 22,748     |   |   |   | 22,496 |   |
| Loan ID 2293 |   | 4/3/2017 |   |          | 12.24  | %      |         |   | 8,085  |   |   |   | 8,085      |   |   |   | 7,940 |   |
| Loan ID 2294 |   | 4/3/2019 |   |          | 22.54  | %      |         |   | 9,223  |   |   |   | 9,223      |   |   |   | 9,067 |   |
| Loan ID 2295 |   | 4/3/2019 |   |          | 18.25  | %      |         |   | 22,831 |   |   |   | 22,831     |   |   |   | 22,579 |   |
| Loan ID 2296 |   | 4/3/2017 |   |          | 16.35  | %      |         |   | 8,181  |   |   |   | 8,181      |   |   |   | 7,971 |   |
| Loan ID 2297 |   | 4/3/2019 |   |          | 13.05  | %      |         |   | 9,013  |   |   |   | 9,013      |   |   |   | 8,964 |   |
| Loan ID 2298 |   | 4/3/2017 |   |          | 15.35  | %      |         |   | 18,356 |   |   |   | 18,356     |   |   |   | 17,883 |   |
| Loan ID 2299 |   | 4/3/2019 |   |          | 11.59  | %      |         |   | 6,733  |   |   |   | 6,733      |   |   |   | 6,742 |   |
| Loan ID 2300 |   | 4/3/2017 |   |          | 9.80   | %      |         |   | 12,038 |   |   |   | 12,038     |   |   |   | 11,893 |   |
| Loan ID 2301 |   | 4/3/2017 |   |          | 18.55  | %      |         |   | 5,762  |   |   |   | 5,762      |   |   |   | 5,614 |   |
| Loan ID 2302 |   | 4/3/2017 |   |          | 15.35  | %      |         |   | 3,650  |   |   |   | 3,650      |   |   |   | 3,556 |   |
| Loan ID 2303 |   | 4/3/2019 |   |          | 12.64  | %      |         |   | 18,006 |   |   |   | 18,006     |   |   |   | 17,908 |   |
| Loan ID 2304 |   | 4/3/2017 |   |          | 23.44  | %      |         |   | 3,681  |   |   |   | 3,681      |   |   |   | 3,549 |   |
| Loan ID 2305 |   | 4/3/2017 |   |          | 8.74   | %      |         |   | 3,200  |   |   |   | 3,200      |   |   |   | 3,161 |   |
| Loan ID 2306 |   | 4/3/2019 |   |          | 13.05  | %      |         |   | 3,793  |   |   |   | 3,793      |   |   |   | 3,772 |   |
| Loan ID 2307 |   | 4/3/2019 |   |          | 21.00  | %      |         |   | 9,191  |   |   |   | 9,191      |   |   |   | 9,036 |   |
| Loan ID 2308 |   | 4/3/2017 |   |          | 8.74   | %      |         |   | 15,999 |   |   |   | 15,999     |   |   |   | 15,806 |   |
| Loan ID 2309 |   | 4/3/2019 |   |          | 21.85  | %      |         |   | 9,209  |   |   |   | 9,209      |   |   |   | 9,053 |   |
| Loan ID 2310 |   | 4/3/2017 |   |          | 14.85  | %      |         |   | 3,259  |   |   |   | 3,259      |   |   |   | 3,200 |   |
| Loan ID 2312 |   | 4/3/2017 |   |          | 23.44  | %      |         |   | 2,919  |   |   |   | 2,919      |   |   |   | 2,815 |   |
| Loan ID 2313 |   | 4/3/2017 |   |          | 11.19  | %      |         |   | 8,059  |   |   |   | 8,059      |   |   |   | 7,962 |   |
| Loan ID 2314 |   | 4/3/2019 |   |          | 19.20  | %      |         |   | 6,407  |   |   |   | 6,407      |   |   |   | 6,336 |   |
| Loan ID 2315 |   | 4/3/2017 |   |          | 8.74   | %      |         |   | 11,999 |   |   |   | 11,999     |   |   |   | 11,855 |   |
| Loan ID 2316 |   | 4/3/2017 |   |          | 11.99  | %      |         |   | 4,624  |   |   |   | 4,624      |   |   |   | 4,569 |   |
| Loan ID 2317 |   | 4/3/2017 |   |          | 28.00  | %      |         |   | 3,376  |   |   |   | 3,376      |   |   |   | 3,253 |   |
| Loan ID 2318 |   | 4/3/2019 |   |          | 26.44  | %      |         |   | 9,299  |   |   |   | 9,299      |   |   |   | 9,170 |   |
| Loan ID 2319 |   | 4/3/2019 |   |          | 12.24  | %      |         |   | 26,980 |   |   |   | 26,980     |   |   |   | 26,833 |   |
| Loan ID 2320 |   | 4/3/2019 |   |          | 11.19  | %      |         |   | 17,935 |   |   |   | 17,935     |   |   |   | 17,958 |   |
| Loan ID 2321 |   | 4/3/2017 |   |          | 10.89  | %      |         |   | 6,039  |   |   |   | 6,039      |   |   |   | 5,966 |   |
| Loan ID 2322 |   | 4/3/2017 |   |          | 19.20  | %      |         |   | 8,247  |   |   |   | 8,247      |   |   |   | 8,035 |   |
| Loan ID 2323 |   | 4/3/2017 |   |          | 13.85  | %      |         |   | 12,184 |   |   |   | 12,184     |   |   |   | 11,966 |   |
| Loan ID 2324 |   | 4/3/2019 |   |          | 16.05  | %      |         |   | 13,625 |   |   |   | 13,625     |   |   |   | 13,474 |   |
| Loan ID 2325 |   | 4/3/2019 |   |          | 24.24  | %      |         |   | 9,257  |   |   |   | 9,257      |   |   |   | 9,129 |   |
| Loan ID 2326 |   | 4/3/2017 |   |          | 13.85  | %      |         |   | 20,307 |   |   |   | 20,307     |   |   |   | 19,943 |   |
| Loan ID 2327 |   | 4/3/2019 |   |          | 21.85  | %      |         |   | 9,206  |   |   |   | 9,206      |   |   |   | 9,051 |   |
| Loan ID 2328 |   | 4/3/2019 |   |          | 24.24  | %      |         |   | 9,257  |   |   |   | 9,257      |   |   |   | 9,129 |   |
| Loan ID 2329 |   | 4/3/2017 |   |          | 15.35  | %      |         |   | 3,671  |   |   |   | 3,671      |   |   |   | 3,577 |   |
| Loan ID 2330 |   | 4/3/2017 |   |          | 13.50  | %      |         |   | 8,114  |   |   |   | 8,114      |   |   |   | 7,969 |   |
| Loan ID 2331 |   | 4/3/2017 |   |          | 28.00  | %      |         |   | 1,688  |   |   |   | 1,688      |   |   |   | 1,627 |   |
| Loan ID 2333 |   | 4/3/2017 |   |          | 8.74   | %      |         |   | 7,999  |   |   |   | 7,999      |   |   |   | 7,903 |   |
| Loan ID 2334 |   | 4/3/2017 |   |          | 16.35  | %      |         |   | 12,272 |   |   |   | 12,272     |   |   |   | 11,956 |   |
| Loan ID 2335 |   | 4/3/2017 |   |          | 13.05  | %      |         |   | 12,156 |   |   |   | 12,156     |   |   |   | 11,938 |   |
| Loan ID 2336 |   | 4/3/2019 |   |          | 17.90  | %      |         |   | 13,687 |   |   |   | 13,687     |   |   |   | 13,536 |   |
| Loan ID 2337 |   | 4/3/2019 |   |          | 21.00  | %      |         |   | 9,191  |   |   |   | 9,191      |   |   |   | 9,036 |   |
| Loan ID 2338 |   | 4/3/2017 |   |          | 11.59  | %      |         |   | 20,172 |   |   |   | 20,172     |   |   |   | 19,929 |   |
| Loan ID 2339 |   | 4/3/2019 |   |          | 12.24  | %      |         |   | 15,289 |   |   |   | 15,289     |   |   |   | 15,205 |   |
| Loan ID 2340 |   | 4/3/2017 |   |          | 16.35  | %      |         |   | 7,191  |   |   |   | 7,191      |   |   |   | 7,006 |   |
| Loan ID 2341 |   | 4/3/2017 |   |          | 15.35  | %      |         |   | 3,263  |   |   |   | 3,263      |   |   |   | 3,179 |   |

 

|   |
|--------|

|   |
|--------|

 

| Loan ID      |   | Maturity |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 2343 |   | 4/3/2017 |   |          | 12.64  | %      |         |   | 12,141 |   |   |   | 12,141     |   |   |   | 11,923 |   |
| Loan ID 2344 |   | 4/3/2017 |   |          | 26.44  | %      |         |   | 3,363  |   |   |   | 3,363      |   |   |   | 3,240 |   |
| Loan ID 2345 |   | 4/3/2019 |   |          | 27.24  | %      |         |   | 9,314  |   |   |   | 9,314      |   |   |   | 9,185 |   |
| Loan ID 2346 |   | 4/3/2017 |   |          | 16.05  | %      |         |   | 20,436 |   |   |   | 20,436     |   |   |   | 19,910 |   |
| Loan ID 2347 |   | 4/3/2017 |   |          | 24.24  | %      |         |   | 5,851  |   |   |   | 5,851      |   |   |   | 5,639 |   |
| Loan ID 2348 |   | 4/3/2019 |   |          | 26.44  | %      |         |   | 8,359  |   |   |   | 8,359      |   |   |   | 8,243 |   |
| Loan ID 2349 |   | 4/3/2019 |   |          | 12.24  | %      |         |   | 31,477 |   |   |   | 31,477     |   |   |   | 31,305 |   |
| Loan ID 2350 |   | 4/3/2019 |   |          | 13.50  | %      |         |   | 13,550 |   |   |   | 13,550     |   |   |   | 13,476 |   |
| Loan ID 2351 |   | 4/3/2019 |   |          | 14.15  | %      |         |   | 9,039  |   |   |   | 9,039      |   |   |   | 8,990 |   |
| Loan ID 2352 |   | 4/3/2017 |   |          | 9.20   | %      |         |   | 16,021 |   |   |   | 16,021     |   |   |   | 15,828 |   |
| Loan ID 2354 |   | 4/3/2019 |   |          | 18.90  | %      |         |   | 13,720 |   |   |   | 13,720     |   |   |   | 13,568 |   |
| Loan ID 2355 |   | 4/3/2019 |   |          | 18.90  | %      |         |   | 13,720 |   |   |   | 13,720     |   |   |   | 13,568 |   |
| Loan ID 2356 |   | 4/3/2017 |   |          | 17.15  | %      |         |   | 12,353 |   |   |   | 12,353     |   |   |   | 12,035 |   |
| Loan ID 2357 |   | 4/3/2019 |   |          | 21.85  | %      |         |   | 5,525  |   |   |   | 5,525      |   |   |   | 5,432 |   |
| Loan ID 2358 |   | 4/3/2017 |   |          | 8.74   | %      |         |   | 27,998 |   |   |   | 27,998     |   |   |   | 27,661 |   |
| Loan ID 2359 |   | 4/3/2019 |   |          | 18.25  | %      |         |   | 9,132  |   |   |   | 9,132      |   |   |   | 9,031 |   |
| Loan ID 2360 |   | 4/3/2017 |   |          | 9.20   | %      |         |   | 3,204  |   |   |   | 3,204      |   |   |   | 3,166 |   |
| Loan ID 2361 |   | 4/3/2017 |   |          | 18.55  | %      |         |   | 4,939  |   |   |   | 4,939      |   |   |   | 4,812 |   |
| Loan ID 2362 |   | 4/3/2017 |   |          | 23.44  | %      |         |   | 2,919  |   |   |   | 2,919      |   |   |   | 2,815 |   |
| Loan ID 2363 |   | 4/3/2019 |   |          | 11.19  | %      |         |   | 17,953 |   |   |   | 17,953     |   |   |   | 17,975 |   |
| Loan ID 2364 |   | 4/3/2017 |   |          | 8.74   | %      |         |   | 7,199  |   |   |   | 7,199      |   |   |   | 7,113 |   |
| Loan ID 2365 |   | 4/3/2019 |   |          | 11.99  | %      |         |   | 22,469 |   |   |   | 22,469     |   |   |   | 22,497 |   |
| Loan ID 2367 |   | 4/3/2017 |   |          | 21.00  | %      |         |   | 3,315  |   |   |   | 3,315      |   |   |   | 3,196 |   |
| Loan ID 2368 |   | 4/3/2017 |   |          | 11.59  | %      |         |   | 6,858  |   |   |   | 6,858      |   |   |   | 6,776 |   |
| Loan ID 2370 |   | 4/3/2017 |   |          | 17.90  | %      |         |   | 4,930  |   |   |   | 4,930      |   |   |   | 4,803 |   |
| Loan ID 2372 |   | 4/3/2019 |   |          | 17.15  | %      |         |   | 3,643  |   |   |   | 3,643      |   |   |   | 3,603 |   |
| Loan ID 2374 |   | 4/4/2017 |   |          | 15.35  | %      |         |   | 8,158  |   |   |   | 8,158      |   |   |   | 7,948 |   |
| Loan ID 2376 |   | 4/4/2017 |   |          | 11.99  | %      |         |   | 8,078  |   |   |   | 8,078      |   |   |   | 7,981 |   |
| Loan ID 2378 |   | 4/4/2019 |   |          | 17.45  | %      |         |   | 22,787 |   |   |   | 22,787     |   |   |   | 22,535 |   |
| Loan ID 2379 |   | 4/4/2017 |   |          | 18.55  | %      |         |   | 5,413  |   |   |   | 5,413      |   |   |   | 5,274 |   |
| Loan ID 2380 |   | 4/4/2017 |   |          | 15.35  | %      |         |   | 8,158  |   |   |   | 8,158      |   |   |   | 7,948 |   |
| Loan ID 2381 |   | 4/4/2019 |   |          | 17.15  | %      |         |   | 13,762 |   |   |   | 13,762     |   |   |   | 13,610 |   |
| Loan ID 2382 |   | 4/4/2019 |   |          | 18.25  | %      |         |   | 13,699 |   |   |   | 13,699     |   |   |   | 13,547 |   |
| Loan ID 2383 |   | 4/4/2017 |   |          | 19.60  | %      |         |   | 6,192  |   |   |   | 6,192      |   |   |   | 5,970 |   |
| Loan ID 2384 |   | 4/4/2017 |   |          | 11.59  | %      |         |   | 5,648  |   |   |   | 5,648      |   |   |   | 5,580 |   |
| Loan ID 2385 |   | 4/4/2017 |   |          | 11.99  | %      |         |   | 12,118 |   |   |   | 12,118     |   |   |   | 11,972 |   |
| Loan ID 2386 |   | 4/4/2017 |   |          | 16.75  | %      |         |   | 13,924 |   |   |   | 13,924     |   |   |   | 13,566 |   |
| Loan ID 2387 |   | 4/4/2019 |   |          | 16.75  | %      |         |   | 13,649 |   |   |   | 13,649     |   |   |   | 13,498 |   |
| Loan ID 2388 |   | 4/4/2019 |   |          | 18.25  | %      |         |   | 6,849  |   |   |   | 6,849      |   |   |   | 6,774 |   |
| Loan ID 2389 |   | 4/4/2019 |   |          | 18.25  | %      |         |   | 5,936  |   |   |   | 5,936      |   |   |   | 5,870 |   |
| Loan ID 2390 |   | 4/4/2017 |   |          | 13.85  | %      |         |   | 6,096  |   |   |   | 6,096      |   |   |   | 5,987 |   |
| Loan ID 2392 |   | 4/4/2017 |   |          | 11.99  | %      |         |   | 9,694  |   |   |   | 9,694      |   |   |   | 9,577 |   |
| Loan ID 2393 |   | 4/4/2017 |   |          | 8.74   | %      |         |   | 12,799 |   |   |   | 12,799     |   |   |   | 12,645 |   |
| Loan ID 2394 |   | 4/4/2017 |   |          | 15.35  | %      |         |   | 7,342  |   |   |   | 7,342      |   |   |   | 7,153 |   |
| Loan ID 2396 |   | 4/4/2019 |   |          | 15.35  | %      |         |   | 22,668 |   |   |   | 22,668     |   |   |   | 22,417 |   |
| Loan ID 2397 |   | 4/4/2017 |   |          | 26.44  | %      |         |   | 3,363  |   |   |   | 3,363      |   |   |   | 3,240 |   |
| Loan ID 2398 |   | 4/4/2019 |   |          | 22.54  | %      |         |   | 13,834 |   |   |   | 13,834     |   |   |   | 13,600 |   |
| Loan ID 2399 |   | 4/4/2019 |   |          | 17.45  | %      |         |   | 9,115  |   |   |   | 9,115      |   |   |   | 9,014 |   |
| Loan ID 2400 |   | 4/4/2017 |   |          | 28.74  | %      |         |   | 3,415  |   |   |   | 3,415      |   |   |   | 3,241 |   |
| Loan ID 2401 |   | 4/4/2019 |   |          | 15.70  | %      |         |   | 22,688 |   |   |   | 22,688     |   |   |   | 22,437 |   |
| Loan ID 2402 |   | 4/4/2017 |   |          | 9.20   | %      |         |   | 8,011  |   |   |   | 8,011      |   |   |   | 7,914 |   |
| Loan ID 2403 |   | 4/4/2017 |   |          | 15.35  | %      |         |   | 3,263  |   |   |   | 3,263      |   |   |   | 3,179 |   |
| Loan ID 2404 |   | 4/4/2019 |   |          | 14.85  | %      |         |   | 22,639 |   |   |   | 22,639     |   |   |   | 22,515 |   |
| Loan ID 2405 |   | 4/4/2017 |   |          | 11.59  | %      |         |   | 6,455  |   |   |   | 6,455      |   |   |   | 6,377 |   |
| Loan ID 2406 |   | 4/4/2017 |   |          | 17.90  | %      |         |   | 13,969 |   |   |   | 13,969     |   |   |   | 13,610 |   |

 

|   |
|--------|

|   |
|--------|

  

| Loan ID      |   | Maturity |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 2407 |   | 4/4/2019 |   |          | 19.60  | %      |         |   | 13,742 |   |   |   | 13,742     |   |   |   | 13,510 |   |
| Loan ID 2408 |   | 4/4/2017 |   |          | 12.24  | %      |         |   | 8,709  |   |   |   | 8,709      |   |   |   | 8,553 |   |
| Loan ID 2409 |   | 4/4/2019 |   |          | 16.05  | %      |         |   | 13,625 |   |   |   | 13,625     |   |   |   | 13,474 |   |
| Loan ID 2410 |   | 4/4/2019 |   |          | 19.20  | %      |         |   | 9,153  |   |   |   | 9,153      |   |   |   | 9,052 |   |
| Loan ID 2411 |   | 4/4/2017 |   |          | 14.50  | %      |         |   | 12,207 |   |   |   | 12,207     |   |   |   | 11,988 |   |
| Loan ID 2412 |   | 4/4/2019 |   |          | 15.70  | %      |         |   | 11,866 |   |   |   | 11,866     |   |   |   | 11,735 |   |
| Loan ID 2413 |   | 4/4/2019 |   |          | 18.55  | %      |         |   | 9,003  |   |   |   | 9,003      |   |   |   | 8,903 |   |
| Loan ID 2414 |   | 4/4/2017 |   |          | 12.64  | %      |         |   | 4,856  |   |   |   | 4,856      |   |   |   | 4,769 |   |
| Loan ID 2415 |   | 4/4/2019 |   |          | 11.99  | %      |         |   | 10,336 |   |   |   | 10,336     |   |   |   | 10,348 |   |
| Loan ID 2416 |   | 4/4/2017 |   |          | 20.30  | %      |         |   | 6,038  |   |   |   | 6,038      |   |   |   | 5,822 |   |
| Loan ID 2417 |   | 4/4/2019 |   |          | 17.15  | %      |         |   | 4,782  |   |   |   | 4,782      |   |   |   | 4,729 |   |
| Loan ID 2418 |   | 4/4/2017 |   |          | 14.15  | %      |         |   | 12,195 |   |   |   | 12,195     |   |   |   | 11,976 |   |
| Loan ID 2419 |   | 4/4/2019 |   |          | 18.25  | %      |         |   | 13,699 |   |   |   | 13,699     |   |   |   | 13,547 |   |
| Loan ID 2420 |   | 4/4/2017 |   |          | 9.20   | %      |         |   | 6,141  |   |   |   | 6,141      |   |   |   | 6,067 |   |
| Loan ID 2421 |   | 4/4/2019 |   |          | 14.15  | %      |         |   | 10,847 |   |   |   | 10,847     |   |   |   | 10,788 |   |
| Loan ID 2422 |   | 4/4/2017 |   |          | 21.00  | %      |         |   | 8,287  |   |   |   | 8,287      |   |   |   | 7,990 |   |
| Loan ID 2423 |   | 4/4/2017 |   |          | 13.05  | %      |         |   | 16,204 |   |   |   | 16,204     |   |   |   | 15,914 |   |
| Loan ID 2424 |   | 4/4/2017 |   |          | 15.35  | %      |         |   | 5,711  |   |   |   | 5,711      |   |   |   | 5,564 |   |
| Loan ID 2425 |   | 4/4/2017 |   |          | 12.24  | %      |         |   | 4,851  |   |   |   | 4,851      |   |   |   | 4,764 |   |
| Loan ID 2426 |   | 4/4/2017 |   |          | 11.99  | %      |         |   | 12,118 |   |   |   | 12,118     |   |   |   | 11,972 |   |
| Loan ID 2427 |   | 4/4/2017 |   |          | 16.05  | %      |         |   | 12,262 |   |   |   | 12,262     |   |   |   | 11,946 |   |
| Loan ID 2428 |   | 4/4/2017 |   |          | 19.20  | %      |         |   | 3,372  |   |   |   | 3,372      |   |   |   | 3,286 |   |
| Loan ID 2429 |   | 4/4/2019 |   |          | 17.90  | %      |         |   | 13,642 |   |   |   | 13,642     |   |   |   | 13,491 |   |
| Loan ID 2430 |   | 4/4/2017 |   |          | 14.50  | %      |         |   | 5,697  |   |   |   | 5,697      |   |   |   | 5,595 |   |
| Loan ID 2431 |   | 4/4/2017 |   |          | 9.80   | %      |         |   | 8,025  |   |   |   | 8,025      |   |   |   | 7,929 |   |
| Loan ID 2432 |   | 4/4/2019 |   |          | 15.35  | %      |         |   | 9,067  |   |   |   | 9,067      |   |   |   | 8,967 |   |
| Loan ID 2434 |   | 4/4/2017 |   |          | 8.74   | %      |         |   | 15,759 |   |   |   | 15,759     |   |   |   | 15,569 |   |
| Loan ID 2435 |   | 4/4/2017 |   |          | 11.99  | %      |         |   | 10,502 |   |   |   | 10,502     |   |   |   | 10,375 |   |
| Loan ID 2436 |   | 4/4/2017 |   |          | 13.85  | %      |         |   | 12,184 |   |   |   | 12,184     |   |   |   | 11,966 |   |
| Loan ID 2438 |   | 4/4/2017 |   |          | 14.85  | %      |         |   | 8,146  |   |   |   | 8,146      |   |   |   | 8,000 |   |
| Loan ID 2439 |   | 4/4/2019 |   |          | 24.24  | %      |         |   | 9,257  |   |   |   | 9,257      |   |   |   | 9,129 |   |
| Loan ID 2440 |   | 4/4/2019 |   |          | 13.85  | %      |         |   | 8,319  |   |   |   | 8,319      |   |   |   | 8,273 |   |
| Loan ID 2441 |   | 4/4/2019 |   |          | 18.25  | %      |         |   | 22,829 |   |   |   | 22,829     |   |   |   | 22,577 |   |
| Loan ID 2442 |   | 4/4/2017 |   |          | 13.50  | %      |         |   | 2,434  |   |   |   | 2,434      |   |   |   | 2,391 |   |
| Loan ID 2443 |   | 4/4/2019 |   |          | 14.85  | %      |         |   | 13,583 |   |   |   | 13,583     |   |   |   | 13,509 |   |
| Loan ID 2444 |   | 4/4/2019 |   |          | 13.05  | %      |         |   | 10,365 |   |   |   | 10,365     |   |   |   | 10,308 |   |
| Loan ID 2445 |   | 4/4/2017 |   |          | 11.99  | %      |         |   | 2,020  |   |   |   | 2,020      |   |   |   | 1,995 |   |
| Loan ID 2446 |   | 4/4/2017 |   |          | 13.50  | %      |         |   | 9,332  |   |   |   | 9,332      |   |   |   | 9,164 |   |
| Loan ID 2447 |   | 4/4/2017 |   |          | 11.59  | %      |         |   | 12,103 |   |   |   | 12,103     |   |   |   | 11,957 |   |
| Loan ID 2448 |   | 4/4/2019 |   |          | 11.19  | %      |         |   | 13,452 |   |   |   | 13,452     |   |   |   | 13,468 |   |
| Loan ID 2449 |   | 4/7/2017 |   |          | 10.89  | %      |         |   | 12,078 |   |   |   | 12,078     |   |   |   | 11,932 |   |
| Loan ID 2450 |   | 4/7/2019 |   |          | 26.44  | %      |         |   | 9,299  |   |   |   | 9,299      |   |   |   | 9,170 |   |
| Loan ID 2451 |   | 4/7/2019 |   |          | 23.44  | %      |         |   | 9,241  |   |   |   | 9,241      |   |   |   | 9,084 |   |
| Loan ID 2452 |   | 4/7/2019 |   |          | 11.59  | %      |         |   | 1,795  |   |   |   | 1,795      |   |   |   | 1,798 |   |
| Loan ID 2453 |   | 4/7/2017 |   |          | 21.00  | %      |         |   | 8,287  |   |   |   | 8,287      |   |   |   | 7,990 |   |
| Loan ID 2454 |   | 4/7/2017 |   |          | 21.00  | %      |         |   | 8,287  |   |   |   | 8,287      |   |   |   | 7,990 |   |
| Loan ID 2455 |   | 4/7/2017 |   |          | 10.29  | %      |         |   | 4,019  |   |   |   | 4,019      |   |   |   | 3,971 |   |
| Loan ID 2456 |   | 4/7/2017 |   |          | 13.85  | %      |         |   | 12,184 |   |   |   | 12,184     |   |   |   | 11,966 |   |
| Loan ID 2457 |   | 4/7/2019 |   |          | 19.20  | %      |         |   | 5,949  |   |   |   | 5,949      |   |   |   | 5,884 |   |
| Loan ID 2458 |   | 4/7/2019 |   |          | 11.59  | %      |         |   | 14,364 |   |   |   | 14,364     |   |   |   | 14,382 |   |
| Loan ID 2459 |   | 4/7/2017 |   |          | 12.24  | %      |         |   | 7,305  |   |   |   | 7,305      |   |   |   | 7,174 |   |
| Loan ID 2460 |   | 4/7/2017 |   |          | 18.25  | %      |         |   | 6,580  |   |   |   | 6,580      |   |   |   | 6,411 |   |
| Loan ID 2461 |   | 4/7/2017 |   |          | 18.55  | %      |         |   | 8,229  |   |   |   | 8,229      |   |   |   | 8,018 |   |
| Loan ID 2462 |   | 4/7/2019 |   |          | 24.24  | %      |         |   | 5,212  |   |   |   | 5,212      |   |   |   | 5,140 |   |
| Loan ID 2463 |   | 4/7/2019 |   |          | 11.99  | %      |         |   | 22,469 |   |   |   | 22,469     |   |   |   | 22,497 |   |
| Loan ID 2464 |   | 4/7/2019 |   |          | 22.54  | %      |         |   | 13,834 |   |   |   | 13,834     |   |   |   | 13,600 |   |
| Loan ID 2465 |   | 4/7/2017 |   |          | 9.80   | %      |         |   | 5,377  |   |   |   | 5,377      |   |   |   | 5,312 |   |
| Loan ID 2466 |   | 4/7/2019 |   |          | 12.64  | %      |         |   | 6,752  |   |   |   | 6,752      |   |   |   | 6,716 |   |
| Loan ID 2467 |   | 4/7/2019 |   |          | 26.44  | %      |         |   | 9,299  |   |   |   | 9,299      |   |   |   | 9,170 |   |
| Loan ID 2468 |   | 4/7/2017 |   |          | 19.20  | %      |         |   | 8,246  |   |   |   | 8,246      |   |   |   | 8,034 |   |

 

|   |
|--------|

|   |
|--------|

 

| Loan ID      |   | Maturity |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 2469 |   | 4/7/2017 |   |          | 15.70  | %      |         |   | 2,613  |   |   |   | 2,613      |   |   |   | 2,546 |   |
| Loan ID 2472 |   | 4/7/2017 |   |          | 16.75  | %      |         |   | 6,553  |   |   |   | 6,553      |   |   |   | 6,384 |   |
| Loan ID 2473 |   | 4/7/2019 |   |          | 14.85  | %      |         |   | 2,105  |   |   |   | 2,105      |   |   |   | 2,094 |   |
| Loan ID 2474 |   | 4/7/2017 |   |          | 18.55  | %      |         |   | 22,307 |   |   |   | 22,307     |   |   |   | 21,733 |   |
| Loan ID 2475 |   | 4/7/2019 |   |          | 18.25  | %      |         |   | 22,831 |   |   |   | 22,831     |   |   |   | 22,579 |   |
| Loan ID 2476 |   | 4/7/2019 |   |          | 19.20  | %      |         |   | 5,492  |   |   |   | 5,492      |   |   |   | 5,431 |   |
| Loan ID 2477 |   | 4/7/2017 |   |          | 11.59  | %      |         |   | 5,687  |   |   |   | 5,687      |   |   |   | 5,619 |   |
| Loan ID 2478 |   | 4/7/2019 |   |          | 18.90  | %      |         |   | 8,566  |   |   |   | 8,566      |   |   |   | 8,472 |   |
| Loan ID 2479 |   | 4/7/2017 |   |          | 9.80   | %      |         |   | 19,261 |   |   |   | 19,261     |   |   |   | 19,029 |   |
| Loan ID 2480 |   | 4/7/2019 |   |          | 13.50  | %      |         |   | 11,580 |   |   |   | 11,580     |   |   |   | 11,517 |   |
| Loan ID 2481 |   | 4/7/2017 |   |          | 9.80   | %      |         |   | 12,038 |   |   |   | 12,038     |   |   |   | 11,893 |   |
| Loan ID 2482 |   | 4/7/2017 |   |          | 11.19  | %      |         |   | 12,089 |   |   |   | 12,089     |   |   |   | 11,943 |   |
| Loan ID 2483 |   | 4/7/2019 |   |          | 17.15  | %      |         |   | 8,653  |   |   |   | 8,653      |   |   |   | 8,557 |   |
| Loan ID 2484 |   | 4/7/2017 |   |          | 9.20   | %      |         |   | 28,037 |   |   |   | 28,037     |   |   |   | 27,700 |   |
| Loan ID 2485 |   | 4/7/2017 |   |          | 11.99  | %      |         |   | 10,989 |   |   |   | 10,989     |   |   |   | 10,857 |   |
| Loan ID 2486 |   | 4/7/2019 |   |          | 18.90  | %      |         |   | 9,146  |   |   |   | 9,146      |   |   |   | 9,045 |   |
| Loan ID 2487 |   | 4/7/2019 |   |          | 15.70  | %      |         |   | 13,613 |   |   |   | 13,613     |   |   |   | 13,462 |   |
| Loan ID 2488 |   | 4/7/2017 |   |          | 8.74   | %      |         |   | 11,999 |   |   |   | 11,999     |   |   |   | 11,855 |   |
| Loan ID 2491 |   | 4/7/2019 |   |          | 15.70  | %      |         |   | 13,613 |   |   |   | 13,613     |   |   |   | 13,462 |   |
| Loan ID 2492 |   | 4/7/2019 |   |          | 13.85  | %      |         |   | 12,899 |   |   |   | 12,899     |   |   |   | 12,828 |   |
| Loan ID 2493 |   | 4/7/2019 |   |          | 20.30  | %      |         |   | 10,094 |   |   |   | 10,094     |   |   |   | 9,923 |   |
| Loan ID 2494 |   | 4/7/2017 |   |          | 9.20   | %      |         |   | 8,011  |   |   |   | 8,011      |   |   |   | 7,914 |   |
| Loan ID 2495 |   | 4/7/2019 |   |          | 20.30  | %      |         |   | 9,176  |   |   |   | 9,176      |   |   |   | 9,021 |   |
| Loan ID 2496 |   | 4/7/2017 |   |          | 28.00  | %      |         |   | 3,462  |   |   |   | 3,462      |   |   |   | 3,336 |   |
| Loan ID 2497 |   | 4/7/2019 |   |          | 16.35  | %      |         |   | 2,273  |   |   |   | 2,273      |   |   |   | 2,247 |   |
| Loan ID 2498 |   | 4/7/2017 |   |          | 28.00  | %      |         |   | 5,907  |   |   |   | 5,907      |   |   |   | 5,693 |   |
| Loan ID 2499 |   | 4/7/2019 |   |          | 15.35  | %      |         |   | 9,067  |   |   |   | 9,067      |   |   |   | 8,967 |   |
| Loan ID 2500 |   | 4/7/2019 |   |          | 14.15  | %      |         |   | 13,559 |   |   |   | 13,559     |   |   |   | 13,485 |   |
| Loan ID 2501 |   | 4/7/2017 |   |          | 20.30  | %      |         |   | 10,753 |   |   |   | 10,753     |   |   |   | 10,368 |   |
| Loan ID 2502 |   | 4/7/2017 |   |          | 21.85  | %      |         |   | 3,323  |   |   |   | 3,323      |   |   |   | 3,203 |   |
| Loan ID 2504 |   | 4/7/2017 |   |          | 18.90  | %      |         |   | 4,532  |   |   |   | 4,532      |   |   |   | 4,415 |   |
| Loan ID 2505 |   | 4/7/2017 |   |          | 16.35  | %      |         |   | 12,272 |   |   |   | 12,272     |   |   |   | 11,956 |   |
| Loan ID 2506 |   | 4/7/2017 |   |          | 21.85  | %      |         |   | 1,661  |   |   |   | 1,661      |   |   |   | 1,602 |   |
| Loan ID 2507 |   | 4/7/2019 |   |          | 19.60  | %      |         |   | 10,175 |   |   |   | 10,175     |   |   |   | 10,003 |   |
| Loan ID 2508 |   | 4/7/2017 |   |          | 16.75  | %      |         |   | 20,477 |   |   |   | 20,477     |   |   |   | 19,950 |   |
| Loan ID 2509 |   | 4/7/2019 |   |          | 19.20  | %      |         |   | 13,730 |   |   |   | 13,730     |   |   |   | 13,578 |   |
| Loan ID 2510 |   | 4/7/2017 |   |          | 14.15  | %      |         |   | 8,130  |   |   |   | 8,130      |   |   |   | 7,984 |   |
| Loan ID 2511 |   | 4/7/2017 |   |          | 17.45  | %      |         |   | 12,310 |   |   |   | 12,310     |   |   |   | 11,993 |   |
| Loan ID 2512 |   | 4/7/2019 |   |          | 19.60  | %      |         |   | 13,742 |   |   |   | 13,742     |   |   |   | 13,510 |   |
| Loan ID 2513 |   | 4/7/2017 |   |          | 17.90  | %      |         |   | 6,985  |   |   |   | 6,985      |   |   |   | 6,805 |   |
| Loan ID 2514 |   | 4/7/2019 |   |          | 12.24  | %      |         |   | 31,477 |   |   |   | 31,477     |   |   |   | 31,305 |   |
| Loan ID 2515 |   | 4/7/2017 |   |          | 11.99  | %      |         |   | 16,157 |   |   |   | 16,157     |   |   |   | 15,962 |   |
| Loan ID 2516 |   | 4/7/2017 |   |          | 18.55  | %      |         |   | 20,722 |   |   |   | 20,722     |   |   |   | 20,189 |   |
| Loan ID 2517 |   | 4/7/2017 |   |          | 30.09  | %      |         |   | 3,393  |   |   |   | 3,393      |   |   |   | 3,221 |   |
| Loan ID 2518 |   | 4/7/2019 |   |          | 10.89  | %      |         |   | 17,607 |   |   |   | 17,607     |   |   |   | 17,629 |   |
| Loan ID 2519 |   | 4/7/2019 |   |          | 11.19  | %      |         |   | 5,829  |   |   |   | 5,829      |   |   |   | 5,836 |   |
| Loan ID 2520 |   | 4/7/2017 |   |          | 8.74   | %      |         |   | 3,200  |   |   |   | 3,200      |   |   |   | 3,161 |   |
| Loan ID 2521 |   | 4/7/2019 |   |          | 19.60  | %      |         |   | 12,899 |   |   |   | 12,899     |   |   |   | 12,681 |   |
| Loan ID 2522 |   | 4/7/2019 |   |          | 12.24  | %      |         |   | 22,484 |   |   |   | 22,484     |   |   |   | 22,361 |   |
| Loan ID 2523 |   | 4/7/2017 |   |          | 10.29  | %      |         |   | 15,467 |   |   |   | 15,467     |   |   |   | 15,281 |   |
| Loan ID 2524 |   | 4/7/2017 |   |          | 9.80   | %      |         |   | 8,025  |   |   |   | 8,025      |   |   |   | 7,929 |   |
| Loan ID 2525 |   | 4/7/2017 |   |          | 14.15  | %      |         |   | 8,130  |   |   |   | 8,130      |   |   |   | 7,984 |   |
| Loan ID 2526 |   | 4/7/2017 |   |          | 30.09  | %      |         |   | 3,393  |   |   |   | 3,393      |   |   |   | 3,221 |   |
| Loan ID 2527 |   | 4/8/2017 |   |          | 20.30  | %      |         |   | 8,272  |   |   |   | 8,272      |   |   |   | 7,975 |   |
| Loan ID 2528 |   | 4/8/2017 |   |          | 13.05  | %      |         |   | 4,052  |   |   |   | 4,052      |   |   |   | 3,979 |   |
| Loan ID 2529 |   | 4/8/2017 |   |          | 19.60  | %      |         |   | 12,384 |   |   |   | 12,384     |   |   |   | 11,940 |   |
| Loan ID 2530 |   | 4/8/2017 |   |          | 8.74   | %      |         |   | 10,399 |   |   |   | 10,399     |   |   |   | 10,274 |   |

 

|   |
|--------|

|   |
|--------|

 

| Loan ID      |   | Maturity |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 2531 |   | 4/8/2017 |   |          | 15.70  | %      |         |   | 1,633  |   |   |   | 1,633      |   |   |   | 1,591 |   |
| Loan ID 2532 |   | 4/8/2017 |   |          | 12.64  | %      |         |   | 12,141 |   |   |   | 12,141     |   |   |   | 11,923 |   |
| Loan ID 2533 |   | 4/8/2017 |   |          | 13.05  | %      |         |   | 8,104  |   |   |   | 8,104      |   |   |   | 7,958 |   |
| Loan ID 2535 |   | 4/8/2017 |   |          | 13.05  | %      |         |   | 8,104  |   |   |   | 8,104      |   |   |   | 7,958 |   |
| Loan ID 2536 |   | 4/8/2019 |   |          | 21.00  | %      |         |   | 9,191  |   |   |   | 9,191      |   |   |   | 9,036 |   |
| Loan ID 2537 |   | 4/8/2017 |   |          | 16.35  | %      |         |   | 3,273  |   |   |   | 3,273      |   |   |   | 3,188 |   |
| Loan ID 2538 |   | 4/8/2019 |   |          | 17.15  | %      |         |   | 10,930 |   |   |   | 10,930     |   |   |   | 10,809 |   |
| Loan ID 2539 |   | 4/8/2017 |   |          | 13.85  | %      |         |   | 14,209 |   |   |   | 14,209     |   |   |   | 13,954 |   |
| Loan ID 2540 |   | 4/8/2017 |   |          | 12.24  | %      |         |   | 12,127 |   |   |   | 12,127     |   |   |   | 11,909 |   |
| Loan ID 2541 |   | 4/8/2017 |   |          | 9.80   | %      |         |   | 10,346 |   |   |   | 10,346     |   |   |   | 10,222 |   |
| Loan ID 2542 |   | 4/8/2019 |   |          | 17.15  | %      |         |   | 22,770 |   |   |   | 22,770     |   |   |   | 22,518 |   |
| Loan ID 2543 |   | 4/8/2019 |   |          | 11.99  | %      |         |   | 12,582 |   |   |   | 12,582     |   |   |   | 12,598 |   |
| Loan ID 2544 |   | 4/8/2017 |   |          | 18.55  | %      |         |   | 3,720  |   |   |   | 3,720      |   |   |   | 3,625 |   |
| Loan ID 2545 |   | 4/8/2019 |   |          | 11.99  | %      |         |   | 22,469 |   |   |   | 22,469     |   |   |   | 22,497 |   |
| Loan ID 2546 |   | 4/8/2019 |   |          | 26.44  | %      |         |   | 9,299  |   |   |   | 9,299      |   |   |   | 9,170 |   |
| Loan ID 2547 |   | 4/8/2017 |   |          | 17.45  | %      |         |   | 3,283  |   |   |   | 3,283      |   |   |   | 3,198 |   |
| Loan ID 2548 |   | 4/8/2017 |   |          | 14.15  | %      |         |   | 12,195 |   |   |   | 12,195     |   |   |   | 11,976 |   |
| Loan ID 2549 |   | 4/8/2017 |   |          | 11.59  | %      |         |   | 7,262  |   |   |   | 7,262      |   |   |   | 7,174 |   |
| Loan ID 2550 |   | 4/8/2017 |   |          | 12.24  | %      |         |   | 4,851  |   |   |   | 4,851      |   |   |   | 4,764 |   |
| Loan ID 2551 |   | 4/8/2019 |   |          | 21.00  | %      |         |   | 3,677  |   |   |   | 3,677      |   |   |   | 3,614 |   |
| Loan ID 2552 |   | 4/8/2019 |   |          | 13.05  | %      |         |   | 27,039 |   |   |   | 27,039     |   |   |   | 26,891 |   |
| Loan ID 2553 |   | 4/8/2019 |   |          | 14.50  | %      |         |   | 13,571 |   |   |   | 13,571     |   |   |   | 13,497 |   |
| Loan ID 2554 |   | 4/8/2017 |   |          | 14.15  | %      |         |   | 3,252  |   |   |   | 3,252      |   |   |   | 3,194 |   |
| Loan ID 2555 |   | 4/8/2017 |   |          | 11.59  | %      |         |   | 4,034  |   |   |   | 4,034      |   |   |   | 3,986 |   |
| Loan ID 2556 |   | 4/8/2017 |   |          | 22.54  | %      |         |   | 3,329  |   |   |   | 3,329      |   |   |   | 3,209 |   |
| Loan ID 2557 |   | 4/8/2017 |   |          | 28.00  | %      |         |   | 3,376  |   |   |   | 3,376      |   |   |   | 3,253 |   |
| Loan ID 2558 |   | 4/8/2019 |   |          | 15.35  | %      |         |   | 9,067  |   |   |   | 9,067      |   |   |   | 8,967 |   |
| Loan ID 2559 |   | 4/8/2019 |   |          | 18.55  | %      |         |   | 22,866 |   |   |   | 22,866     |   |   |   | 22,613 |   |
| Loan ID 2560 |   | 4/8/2019 |   |          | 16.05  | %      |         |   | 13,625 |   |   |   | 13,625     |   |   |   | 13,474 |   |
| Loan ID 2561 |   | 4/8/2017 |   |          | 21.00  | %      |         |   | 5,801  |   |   |   | 5,801      |   |   |   | 5,593 |   |
| Loan ID 2563 |   | 4/8/2017 |   |          | 13.85  | %      |         |   | 2,031  |   |   |   | 2,031      |   |   |   | 1,994 |   |
| Loan ID 2564 |   | 4/8/2017 |   |          | 10.29  | %      |         |   | 12,056 |   |   |   | 12,056     |   |   |   | 11,911 |   |
| Loan ID 2565 |   | 4/8/2017 |   |          | 13.05  | %      |         |   | 2,593  |   |   |   | 2,593      |   |   |   | 2,547 |   |
| Loan ID 2566 |   | 4/8/2019 |   |          | 13.85  | %      |         |   | 6,322  |   |   |   | 6,322      |   |   |   | 6,288 |   |
| Loan ID 2567 |   | 4/8/2017 |   |          | 17.90  | %      |         |   | 3,287  |   |   |   | 3,287      |   |   |   | 3,202 |   |
| Loan ID 2568 |   | 4/8/2017 |   |          | 12.64  | %      |         |   | 12,141 |   |   |   | 12,141     |   |   |   | 11,923 |   |
| Loan ID 2569 |   | 4/8/2019 |   |          | 13.85  | %      |         |   | 11,742 |   |   |   | 11,742     |   |   |   | 11,678 |   |
| Loan ID 2570 |   | 4/8/2017 |   |          | 22.54  | %      |         |   | 8,189  |   |   |   | 8,189      |   |   |   | 7,896 |   |
| Loan ID 2571 |   | 4/8/2019 |   |          | 12.24  | %      |         |   | 31,477 |   |   |   | 31,477     |   |   |   | 31,305 |   |
| Loan ID 2572 |   | 4/8/2019 |   |          | 21.00  | %      |         |   | 9,191  |   |   |   | 9,191      |   |   |   | 9,036 |   |
| Loan ID 2573 |   | 4/8/2017 |   |          | 12.24  | %      |         |   | 2,830  |   |   |   | 2,830      |   |   |   | 2,779 |   |
| Loan ID 2574 |   | 4/8/2017 |   |          | 16.75  | %      |         |   | 3,276  |   |   |   | 3,276      |   |   |   | 3,192 |   |
| Loan ID 2575 |   | 4/8/2017 |   |          | 11.59  | %      |         |   | 4,841  |   |   |   | 4,841      |   |   |   | 4,783 |   |
| Loan ID 2576 |   | 4/8/2019 |   |          | 17.90  | %      |         |   | 9,125  |   |   |   | 9,125      |   |   |   | 9,024 |   |
| Loan ID 2577 |   | 4/8/2017 |   |          | 9.20   | %      |         |   | 7,548  |   |   |   | 7,548      |   |   |   | 7,457 |   |
| Loan ID 2578 |   | 4/8/2019 |   |          | 15.35  | %      |         |   | 22,668 |   |   |   | 22,668     |   |   |   | 22,417 |   |
| Loan ID 2579 |   | 4/8/2017 |   |          | 18.25  | %      |         |   | 12,338 |   |   |   | 12,338     |   |   |   | 12,020 |   |
| Loan ID 2580 |   | 4/8/2017 |   |          | 16.75  | %      |         |   | 13,924 |   |   |   | 13,924     |   |   |   | 13,566 |   |
| Loan ID 2581 |   | 4/8/2017 |   |          | 28.74  | %      |         |   | 3,382  |   |   |   | 3,382      |   |   |   | 3,210 |   |
| Loan ID 2582 |   | 4/8/2017 |   |          | 16.75  | %      |         |   | 3,267  |   |   |   | 3,267      |   |   |   | 3,183 |   |
| Loan ID 2583 |   | 4/8/2017 |   |          | 23.44  | %      |         |   | 3,337  |   |   |   | 3,337      |   |   |   | 3,217 |   |
| Loan ID 2584 |   | 4/8/2017 |   |          | 17.90  | %      |         |   | 8,217  |   |   |   | 8,217      |   |   |   | 8,006 |   |
| Loan ID 2585 |   | 4/8/2019 |   |          | 16.35  | %      |         |   | 13,635 |   |   |   | 13,635     |   |   |   | 13,484 |   |
| Loan ID 2586 |   | 4/8/2019 |   |          | 17.45  | %      |         |   | 9,115  |   |   |   | 9,115      |   |   |   | 9,014 |   |
| Loan ID 2587 |   | 4/8/2017 |   |          | 16.05  | %      |         |   | 9,809  |   |   |   | 9,809      |   |   |   | 9,557 |   |
| Loan ID 2588 |   | 4/8/2017 |   |          | 13.05  | %      |         |   | 5,673  |   |   |   | 5,673      |   |   |   | 5,571 |   |
| Loan ID 2589 |   | 4/8/2017 |   |          | 9.80   | %      |         |   | 8,427  |   |   |   | 8,427      |   |   |   | 8,325 |   |
| Loan ID 2590 |   | 4/8/2017 |   |          | 26.44  | %      |         |   | 6,716  |   |   |   | 6,716      |   |   |   | 6,472 |   |
| Loan ID 2591 |   | 4/8/2019 |   |          | 17.45  | %      |         |   | 22,804 |   |   |   | 22,804     |   |   |   | 22,552 |   |

 

|   |
|--------|

|   |
|--------|

 

| Loan ID      |   | Maturity |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 2592 |   | 4/8/2019 |   |          | 18.90  | %      |         |   | 13,720 |   |   |   | 13,720     |   |   |   | 13,568 |   |
| Loan ID 2593 |   | 4/8/2019 |   |          | 19.60  | %      |         |   | 9,162  |   |   |   | 9,162      |   |   |   | 9,006 |   |
| Loan ID 2594 |   | 4/8/2017 |   |          | 11.19  | %      |         |   | 16,118 |   |   |   | 16,118     |   |   |   | 15,924 |   |
| Loan ID 2595 |   | 4/8/2019 |   |          | 14.50  | %      |         |   | 18,095 |   |   |   | 18,095     |   |   |   | 17,996 |   |
| Loan ID 2596 |   | 4/8/2019 |   |          | 13.05  | %      |         |   | 18,390 |   |   |   | 18,390     |   |   |   | 18,289 |   |
| Loan ID 2597 |   | 4/8/2017 |   |          | 22.54  | %      |         |   | 8,322  |   |   |   | 8,322      |   |   |   | 8,023 |   |
| Loan ID 2598 |   | 4/8/2017 |   |          | 14.85  | %      |         |   | 12,219 |   |   |   | 12,219     |   |   |   | 12,000 |   |
| Loan ID 2599 |   | 4/8/2017 |   |          | 15.35  | %      |         |   | 3,426  |   |   |   | 3,426      |   |   |   | 3,338 |   |
| Loan ID 2600 |   | 4/8/2019 |   |          | 21.85  | %      |         |   | 8,288  |   |   |   | 8,288      |   |   |   | 8,148 |   |
| Loan ID 2601 |   | 4/8/2019 |   |          | 18.55  | %      |         |   | 11,998 |   |   |   | 11,998     |   |   |   | 11,866 |   |
| Loan ID 2602 |   | 4/8/2017 |   |          | 11.59  | %      |         |   | 12,103 |   |   |   | 12,103     |   |   |   | 11,957 |   |
| Loan ID 2603 |   | 4/8/2019 |   |          | 10.29  | %      |         |   | 16,102 |   |   |   | 16,102     |   |   |   | 16,122 |   |
| Loan ID 2604 |   | 4/8/2017 |   |          | 12.64  | %      |         |   | 10,927 |   |   |   | 10,927     |   |   |   | 10,731 |   |
| Loan ID 2605 |   | 4/8/2017 |   |          | 11.19  | %      |         |   | 8,059  |   |   |   | 8,059      |   |   |   | 7,961 |   |
| Loan ID 2607 |   | 4/8/2017 |   |          | 10.29  | %      |         |   | 10,448 |   |   |   | 10,448     |   |   |   | 10,323 |   |
| Loan ID 2608 |   | 4/8/2017 |   |          | 19.20  | %      |         |   | 12,370 |   |   |   | 12,370     |   |   |   | 12,052 |   |
| Loan ID 2609 |   | 4/8/2017 |   |          | 16.35  | %      |         |   | 8,181  |   |   |   | 8,181      |   |   |   | 7,971 |   |
| Loan ID 2610 |   | 4/8/2019 |   |          | 18.55  | %      |         |   | 18,278 |   |   |   | 18,278     |   |   |   | 18,076 |   |
| Loan ID 2611 |   | 4/8/2017 |   |          | 19.20  | %      |         |   | 12,370 |   |   |   | 12,370     |   |   |   | 12,052 |   |
| Loan ID 2612 |   | 4/8/2017 |   |          | 16.35  | %      |         |   | 7,772  |   |   |   | 7,772      |   |   |   | 7,572 |   |
| Loan ID 2613 |   | 4/8/2019 |   |          | 15.70  | %      |         |   | 22,688 |   |   |   | 22,688     |   |   |   | 22,437 |   |
| Loan ID 2614 |   | 4/8/2017 |   |          | 11.59  | %      |         |   | 12,103 |   |   |   | 12,103     |   |   |   | 11,957 |   |
| Loan ID 2616 |   | 4/8/2017 |   |          | 11.19  | %      |         |   | 6,044  |   |   |   | 6,044      |   |   |   | 5,971 |   |
| Loan ID 2617 |   | 4/8/2017 |   |          | 11.99  | %      |         |   | 12,118 |   |   |   | 12,118     |   |   |   | 11,972 |   |
| Loan ID 2618 |   | 4/8/2017 |   |          | 12.24  | %      |         |   | 2,021  |   |   |   | 2,021      |   |   |   | 1,985 |   |
| Loan ID 2619 |   | 4/8/2017 |   |          | 9.20   | %      |         |   | 2,083  |   |   |   | 2,083      |   |   |   | 2,058 |   |
| Loan ID 2620 |   | 4/8/2017 |   |          | 14.15  | %      |         |   | 3,171  |   |   |   | 3,171      |   |   |   | 3,114 |   |
| Loan ID 2622 |   | 4/8/2017 |   |          | 11.99  | %      |         |   | 12,118 |   |   |   | 12,118     |   |   |   | 11,972 |   |
| Loan ID 2625 |   | 4/8/2019 |   |          | 16.75  | %      |         |   | 13,715 |   |   |   | 13,715     |   |   |   | 13,563 |   |
| Loan ID 2626 |   | 4/8/2017 |   |          | 15.70  | %      |         |   | 7,728  |   |   |   | 7,728      |   |   |   | 7,530 |   |
| Loan ID 2627 |   | 4/8/2019 |   |          | 24.24  | %      |         |   | 9,257  |   |   |   | 9,257      |   |   |   | 9,129 |   |
| Loan ID 2628 |   | 4/8/2017 |   |          | 13.05  | %      |         |   | 8,104  |   |   |   | 8,104      |   |   |   | 7,958 |   |
| Loan ID 2629 |   | 4/8/2017 |   |          | 12.24  | %      |         |   | 8,084  |   |   |   | 8,084      |   |   |   | 7,939 |   |
| Loan ID 2630 |   | 4/9/2017 |   |          | 11.99  | %      |         |   | 24,235 |   |   |   | 24,235     |   |   |   | 23,943 |   |
| Loan ID 2631 |   | 4/9/2017 |   |          | 9.20   | %      |         |   | 2,403  |   |   |   | 2,403      |   |   |   | 2,374 |   |
| Loan ID 2633 |   | 4/9/2019 |   |          | 25.74  | %      |         |   | 7,429  |   |   |   | 7,429      |   |   |   | 7,326 |   |
| Loan ID 2634 |   | 4/9/2017 |   |          | 8.74   | %      |         |   | 11,999 |   |   |   | 11,999     |   |   |   | 11,855 |   |
| Loan ID 2635 |   | 4/9/2017 |   |          | 23.44  | %      |         |   | 2,919  |   |   |   | 2,919      |   |   |   | 2,815 |   |
| Loan ID 2636 |   | 4/9/2019 |   |          | 16.05  | %      |         |   | 22,708 |   |   |   | 22,708     |   |   |   | 22,457 |   |
| Loan ID 2637 |   | 4/9/2017 |   |          | 15.70  | %      |         |   | 1,633  |   |   |   | 1,633      |   |   |   | 1,591 |   |
| Loan ID 2638 |   | 4/9/2017 |   |          | 14.15  | %      |         |   | 6,504  |   |   |   | 6,504      |   |   |   | 6,387 |   |
| Loan ID 2639 |   | 4/9/2017 |   |          | 10.89  | %      |         |   | 4,026  |   |   |   | 4,026      |   |   |   | 3,977 |   |
| Loan ID 2643 |   | 4/9/2019 |   |          | 11.59  | %      |         |   | 13,105 |   |   |   | 13,105     |   |   |   | 13,122 |   |
| Loan ID 2644 |   | 4/9/2017 |   |          | 10.89  | %      |         |   | 6,425  |   |   |   | 6,425      |   |   |   | 6,348 |   |
| Loan ID 2645 |   | 4/9/2019 |   |          | 18.25  | %      |         |   | 4,110  |   |   |   | 4,110      |   |   |   | 4,064 |   |
| Loan ID 2646 |   | 4/9/2017 |   |          | 16.75  | %      |         |   | 8,191  |   |   |   | 8,191      |   |   |   | 7,980 |   |
| Loan ID 2647 |   | 4/9/2017 |   |          | 9.20   | %      |         |   | 28,037 |   |   |   | 28,037     |   |   |   | 27,700 |   |
| Loan ID 2648 |   | 4/9/2017 |   |          | 13.05  | %      |         |   | 20,259 |   |   |   | 20,259     |   |   |   | 19,896 |   |
| Loan ID 2649 |   | 4/9/2019 |   |          | 15.70  | %      |         |   | 8,618  |   |   |   | 8,618      |   |   |   | 8,523 |   |
| Loan ID 2650 |   | 4/9/2017 |   |          | 12.24  | %      |         |   | 8,084  |   |   |   | 8,084      |   |   |   | 7,939 |   |
| Loan ID 2651 |   | 4/9/2017 |   |          | 12.24  | %      |         |   | 7,276  |   |   |   | 7,276      |   |   |   | 7,145 |   |
| Loan ID 2652 |   | 4/9/2019 |   |          | 13.85  | %      |         |   | 22,580 |   |   |   | 22,580     |   |   |   | 22,457 |   |
| Loan ID 2653 |   | 4/9/2017 |   |          | 25.74  | %      |         |   | 3,356  |   |   |   | 3,356      |   |   |   | 3,235 |   |
| Loan ID 2654 |   | 4/9/2019 |   |          | 17.45  | %      |         |   | 20,966 |   |   |   | 20,966     |   |   |   | 20,734 |   |

 

|   |
|--------|

|   |
|--------|

 

| Loan ID      |   | Maturity |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 2655 |   | 4/9/2017 |   |          | 8.74   | %      |         |   | 15,999 |   |   |   | 15,999     |   |   |   | 15,806 |   |
| Loan ID 2656 |   | 4/9/2017 |   |          | 15.35  | %      |         |   | 3,263  |   |   |   | 3,263      |   |   |   | 3,179 |   |
| Loan ID 2657 |   | 4/9/2019 |   |          | 16.05  | %      |         |   | 13,625 |   |   |   | 13,625     |   |   |   | 13,474 |   |
| Loan ID 2659 |   | 4/9/2019 |   |          | 20.30  | %      |         |   | 9,176  |   |   |   | 9,176      |   |   |   | 9,021 |   |
| Loan ID 2660 |   | 4/9/2017 |   |          | 18.55  | %      |         |   | 4,719  |   |   |   | 4,719      |   |   |   | 4,597 |   |
| Loan ID 2662 |   | 4/9/2017 |   |          | 15.70  | %      |         |   | 4,083  |   |   |   | 4,083      |   |   |   | 3,978 |   |
| Loan ID 2663 |   | 4/9/2017 |   |          | 11.59  | %      |         |   | 13,717 |   |   |   | 13,717     |   |   |   | 13,552 |   |
| Loan ID 2664 |   | 4/9/2019 |   |          | 15.70  | %      |         |   | 13,613 |   |   |   | 13,613     |   |   |   | 13,462 |   |
| Loan ID 2665 |   | 4/9/2017 |   |          | 28.00  | %      |         |   | 7,195  |   |   |   | 7,195      |   |   |   | 6,934 |   |
| Loan ID 2666 |   | 4/9/2019 |   |          | 21.00  | %      |         |   | 13,781 |   |   |   | 13,781     |   |   |   | 13,548 |   |
| Loan ID 2667 |   | 4/9/2019 |   |          | 18.90  | %      |         |   | 11,891 |   |   |   | 11,891     |   |   |   | 11,759 |   |
| Loan ID 2668 |   | 4/9/2019 |   |          | 20.30  | %      |         |   | 7,138  |   |   |   | 7,138      |   |   |   | 7,017 |   |
| Loan ID 2669 |   | 4/9/2017 |   |          | 25.74  | %      |         |   | 8,391  |   |   |   | 8,391      |   |   |   | 8,086 |   |
| Loan ID 2670 |   | 4/9/2017 |   |          | 20.30  | %      |         |   | 11,975 |   |   |   | 11,975     |   |   |   | 11,546 |   |
| Loan ID 2671 |   | 4/9/2019 |   |          | 16.75  | %      |         |   | 13,649 |   |   |   | 13,649     |   |   |   | 13,498 |   |
| Loan ID 2672 |   | 4/9/2017 |   |          | 9.80   | %      |         |   | 8,531  |   |   |   | 8,531      |   |   |   | 8,428 |   |
| Loan ID 2673 |   | 4/9/2017 |   |          | 13.85  | %      |         |   | 7,311  |   |   |   | 7,311      |   |   |   | 7,179 |   |
| Loan ID 2674 |   | 4/9/2017 |   |          | 11.19  | %      |         |   | 12,089 |   |   |   | 12,089     |   |   |   | 11,943 |   |
| Loan ID 2675 |   | 4/9/2017 |   |          | 15.35  | %      |         |   | 3,263  |   |   |   | 3,263      |   |   |   | 3,179 |   |
| Loan ID 2676 |   | 4/9/2017 |   |          | 14.15  | %      |         |   | 8,130  |   |   |   | 8,130      |   |   |   | 7,984 |   |
| Loan ID 2677 |   | 4/9/2017 |   |          | 11.99  | %      |         |   | 8,078  |   |   |   | 8,078      |   |   |   | 7,981 |   |
| Loan ID 2678 |   | 4/9/2019 |   |          | 17.15  | %      |         |   | 22,770 |   |   |   | 22,770     |   |   |   | 22,518 |   |
| Loan ID 2679 |   | 4/9/2019 |   |          | 14.15  | %      |         |   | 22,598 |   |   |   | 22,598     |   |   |   | 22,475 |   |
| Loan ID 2680 |   | 4/9/2017 |   |          | 14.15  | %      |         |   | 8,536  |   |   |   | 8,536      |   |   |   | 8,383 |   |
| Loan ID 2681 |   | 4/9/2017 |   |          | 20.30  | %      |         |   | 7,031  |   |   |   | 7,031      |   |   |   | 6,779 |   |
| Loan ID 2682 |   | 4/9/2017 |   |          | 17.90  | %      |         |   | 8,217  |   |   |   | 8,217      |   |   |   | 8,006 |   |
| Loan ID 2683 |   | 4/9/2017 |   |          | 11.59  | %      |         |   | 16,138 |   |   |   | 16,138     |   |   |   | 15,943 |   |
| Loan ID 2684 |   | 4/9/2019 |   |          | 13.50  | %      |         |   | 10,829 |   |   |   | 10,829     |   |   |   | 10,769 |   |
| Loan ID 2686 |   | 4/9/2017 |   |          | 17.45  | %      |         |   | 2,462  |   |   |   | 2,462      |   |   |   | 2,399 |   |
| Loan ID 2687 |   | 4/9/2017 |   |          | 11.59  | %      |         |   | 2,259  |   |   |   | 2,259      |   |   |   | 2,232 |   |
| Loan ID 2688 |   | 4/9/2019 |   |          | 18.25  | %      |         |   | 13,699 |   |   |   | 13,699     |   |   |   | 13,547 |   |
| Loan ID 2689 |   | 4/9/2017 |   |          | 14.15  | %      |         |   | 8,130  |   |   |   | 8,130      |   |   |   | 7,984 |   |
| Loan ID 2690 |   | 4/9/2017 |   |          | 11.99  | %      |         |   | 8,098  |   |   |   | 8,098      |   |   |   | 8,001 |   |
| Loan ID 2691 |   | 4/9/2017 |   |          | 16.75  | %      |         |   | 2,457  |   |   |   | 2,457      |   |   |   | 2,394 |   |
| Loan ID 2692 |   | 4/9/2017 |   |          | 26.44  | %      |         |   | 3,363  |   |   |   | 3,363      |   |   |   | 3,240 |   |
| Loan ID 2693 |   | 4/9/2017 |   |          | 10.29  | %      |         |   | 12,056 |   |   |   | 12,056     |   |   |   | 11,911 |   |
| Loan ID 2694 |   | 4/9/2017 |   |          | 11.59  | %      |         |   | 3,647  |   |   |   | 3,647      |   |   |   | 3,603 |   |
| Loan ID 2695 |   | 4/9/2017 |   |          | 11.99  | %      |         |   | 2,424  |   |   |   | 2,424      |   |   |   | 2,394 |   |
| Loan ID 2696 |   | 4/9/2017 |   |          | 8.74   | %      |         |   | 15,999 |   |   |   | 15,999     |   |   |   | 15,806 |   |
| Loan ID 2697 |   | 4/9/2019 |   |          | 18.25  | %      |         |   | 13,699 |   |   |   | 13,699     |   |   |   | 13,547 |   |
| Loan ID 2698 |   | 4/9/2019 |   |          | 18.90  | %      |         |   | 22,866 |   |   |   | 22,866     |   |   |   | 22,614 |   |
| Loan ID 2699 |   | 4/9/2017 |   |          | 11.19  | %      |         |   | 16,118 |   |   |   | 16,118     |   |   |   | 15,924 |   |
| Loan ID 2700 |   | 4/9/2017 |   |          | 9.20   | %      |         |   | 5,080  |   |   |   | 5,080      |   |   |   | 5,019 |   |
| Loan ID 2701 |   | 4/9/2017 |   |          | 21.00  | %      |         |   | 3,063  |   |   |   | 3,063      |   |   |   | 2,953 |   |
| Loan ID 2702 |   | 4/9/2017 |   |          | 12.24  | %      |         |   | 6,063  |   |   |   | 6,063      |   |   |   | 5,955 |   |
| Loan ID 2703 |   | 4/9/2017 |   |          | 17.15  | %      |         |   | 12,300 |   |   |   | 12,300     |   |   |   | 11,983 |   |
| Loan ID 2704 |   | 4/9/2019 |   |          | 12.64  | %      |         |   | 13,505 |   |   |   | 13,505     |   |   |   | 13,431 |   |
| Loan ID 2705 |   | 4/9/2017 |   |          | 28.00  | %      |         |   | 3,376  |   |   |   | 3,376      |   |   |   | 3,253 |   |
| Loan ID 2706 |   | 4/9/2017 |   |          | 12.24  | %      |         |   | 12,127 |   |   |   | 12,127     |   |   |   | 11,909 |   |
| Loan ID 2707 |   | 4/9/2019 |   |          | 15.35  | %      |         |   | 9,067  |   |   |   | 9,067      |   |   |   | 8,967 |   |
| Loan ID 2708 |   | 4/9/2017 |   |          | 10.29  | %      |         |   | 7,975  |   |   |   | 7,975      |   |   |   | 7,879 |   |
| Loan ID 2709 |   | 4/9/2017 |   |          | 16.05  | %      |         |   | 3,270  |   |   |   | 3,270      |   |   |   | 3,186 |   |
| Loan ID 2710 |   | 4/9/2017 |   |          | 10.89  | %      |         |   | 26,084 |   |   |   | 26,084     |   |   |   | 25,770 |   |
| Loan ID 2711 |   | 4/9/2017 |   |          | 12.24  | %      |         |   | 8,084  |   |   |   | 8,084      |   |   |   | 7,939 |   |
| Loan ID 2712 |   | 4/9/2017 |   |          | 20.30  | %      |         |   | 11,215 |   |   |   | 11,215     |   |   |   | 10,814 |   |
| Loan ID 2713 |   | 4/9/2019 |   |          | 15.35  | %      |         |   | 20,854 |   |   |   | 20,854     |   |   |   | 20,624 |   |
| Loan ID 2714 |   | 4/9/2017 |   |          | 12.24  | %      |         |   | 8,084  |   |   |   | 8,084      |   |   |   | 7,939 |   |
| Loan ID 2715 |   | 4/9/2019 |   |          | 19.60  | %      |         |   | 9,162  |   |   |   | 9,162      |   |   |   | 9,006 |   |

 

|   |
|--------|

|   |
|--------|

 

| Loan ID      |   | Maturity  |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|-----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 2716 |   | 4/9/2017  |   |          | 9.20   | %      |         |   | 6,409  |   |   |   | 6,409      |   |   |   | 6,331 |   |
| Loan ID 2717 |   | 4/10/2019 |   |          | 19.20  | %      |         |   | 6,407  |   |   |   | 6,407      |   |   |   | 6,336 |   |
| Loan ID 2718 |   | 4/10/2017 |   |          | 14.15  | %      |         |   | 3,268  |   |   |   | 3,268      |   |   |   | 3,209 |   |
| Loan ID 2719 |   | 4/10/2017 |   |          | 9.20   | %      |         |   | 5,493  |   |   |   | 5,493      |   |   |   | 5,427 |   |
| Loan ID 2720 |   | 4/10/2019 |   |          | 18.25  | %      |         |   | 6,386  |   |   |   | 6,386      |   |   |   | 6,315 |   |
| Loan ID 2721 |   | 4/10/2017 |   |          | 9.80   | %      |         |   | 11,495 |   |   |   | 11,495     |   |   |   | 11,356 |   |
| Loan ID 2722 |   | 4/10/2019 |   |          | 13.50  | %      |         |   | 31,583 |   |   |   | 31,583     |   |   |   | 31,411 |   |
| Loan ID 2723 |   | 4/10/2017 |   |          | 16.35  | %      |         |   | 8,181  |   |   |   | 8,181      |   |   |   | 7,971 |   |
| Loan ID 2724 |   | 4/10/2017 |   |          | 16.35  | %      |         |   | 6,136  |   |   |   | 6,136      |   |   |   | 5,978 |   |
| Loan ID 2725 |   | 4/10/2017 |   |          | 10.89  | %      |         |   | 11,587 |   |   |   | 11,587     |   |   |   | 11,448 |   |
| Loan ID 2727 |   | 4/10/2017 |   |          | 16.35  | %      |         |   | 11,531 |   |   |   | 11,531     |   |   |   | 11,234 |   |
| Loan ID 2729 |   | 4/10/2019 |   |          | 12.64  | %      |         |   | 22,508 |   |   |   | 22,508     |   |   |   | 22,385 |   |
| Loan ID 2730 |   | 4/10/2017 |   |          | 12.64  | %      |         |   | 20,235 |   |   |   | 20,235     |   |   |   | 19,872 |   |
| Loan ID 2731 |   | 4/10/2017 |   |          | 15.70  | %      |         |   | 4,083  |   |   |   | 4,083      |   |   |   | 3,978 |   |
| Loan ID 2732 |   | 4/10/2019 |   |          | 13.05  | %      |         |   | 13,520 |   |   |   | 13,520     |   |   |   | 13,446 |   |
| Loan ID 2733 |   | 4/10/2017 |   |          | 30.09  | %      |         |   | 3,393  |   |   |   | 3,393      |   |   |   | 3,221 |   |
| Loan ID 2735 |   | 4/10/2019 |   |          | 16.75  | %      |         |   | 9,099  |   |   |   | 9,099      |   |   |   | 8,998 |   |
| Loan ID 2736 |   | 4/10/2017 |   |          | 10.89  | %      |         |   | 2,259  |   |   |   | 2,259      |   |   |   | 2,231 |   |
| Loan ID 2737 |   | 4/10/2017 |   |          | 11.19  | %      |         |   | 7,729  |   |   |   | 7,729      |   |   |   | 7,636 |   |
| Loan ID 2738 |   | 4/10/2017 |   |          | 9.20   | %      |         |   | 12,016 |   |   |   | 12,016     |   |   |   | 11,871 |   |
| Loan ID 2739 |   | 4/10/2019 |   |          | 12.24  | %      |         |   | 8,094  |   |   |   | 8,094      |   |   |   | 8,050 |   |
| Loan ID 2740 |   | 4/10/2019 |   |          | 19.20  | %      |         |   | 9,153  |   |   |   | 9,153      |   |   |   | 9,052 |   |
| Loan ID 2742 |   | 4/10/2019 |   |          | 16.05  | %      |         |   | 9,023  |   |   |   | 9,023      |   |   |   | 8,923 |   |
| Loan ID 2743 |   | 4/10/2017 |   |          | 11.19  | %      |         |   | 16,118 |   |   |   | 16,118     |   |   |   | 15,924 |   |
| Loan ID 2745 |   | 4/10/2019 |   |          | 14.50  | %      |         |   | 18,095 |   |   |   | 18,095     |   |   |   | 17,996 |   |
| Loan ID 2746 |   | 4/10/2017 |   |          | 25.04  | %      |         |   | 2,529  |   |   |   | 2,529      |   |   |   | 2,437 |   |
| Loan ID 2747 |   | 4/10/2017 |   |          | 12.24  | %      |         |   | 12,127 |   |   |   | 12,127     |   |   |   | 11,909 |   |
| Loan ID 2748 |   | 4/10/2019 |   |          | 14.50  | %      |         |   | 9,041  |   |   |   | 9,041      |   |   |   | 8,992 |   |
| Loan ID 2749 |   | 4/10/2017 |   |          | 10.89  | %      |         |   | 15,792 |   |   |   | 15,792     |   |   |   | 15,602 |   |
| Loan ID 2750 |   | 4/10/2017 |   |          | 11.59  | %      |         |   | 5,250  |   |   |   | 5,250      |   |   |   | 5,187 |   |
| Loan ID 2751 |   | 4/10/2017 |   |          | 16.35  | %      |         |   | 7,363  |   |   |   | 7,363      |   |   |   | 7,174 |   |
| Loan ID 2752 |   | 4/10/2019 |   |          | 15.35  | %      |         |   | 13,601 |   |   |   | 13,601     |   |   |   | 13,450 |   |
| Loan ID 2753 |   | 4/10/2019 |   |          | 17.15  | %      |         |   | 4,554  |   |   |   | 4,554      |   |   |   | 4,504 |   |
| Loan ID 2754 |   | 4/10/2017 |   |          | 8.74   | %      |         |   | 19,998 |   |   |   | 19,998     |   |   |   | 19,758 |   |
| Loan ID 2755 |   | 4/10/2019 |   |          | 16.35  | %      |         |   | 8,181  |   |   |   | 8,181      |   |   |   | 8,091 |   |
| Loan ID 2756 |   | 4/10/2019 |   |          | 17.90  | %      |         |   | 13,687 |   |   |   | 13,687     |   |   |   | 13,536 |   |
| Loan ID 2757 |   | 4/10/2019 |   |          | 15.70  | %      |         |   | 5,445  |   |   |   | 5,445      |   |   |   | 5,385 |   |
| Loan ID 2759 |   | 4/10/2017 |   |          | 18.25  | %      |         |   | 3,290  |   |   |   | 3,290      |   |   |   | 3,205 |   |
| Loan ID 2760 |   | 4/10/2017 |   |          | 28.00  | %      |         |   | 3,376  |   |   |   | 3,376      |   |   |   | 3,253 |   |
| Loan ID 2761 |   | 4/10/2017 |   |          | 13.05  | %      |         |   | 8,104  |   |   |   | 8,104      |   |   |   | 7,958 |   |
| Loan ID 2762 |   | 4/10/2019 |   |          | 24.24  | %      |         |   | 9,257  |   |   |   | 9,257      |   |   |   | 9,129 |   |
| Loan ID 2763 |   | 4/10/2017 |   |          | 10.89  | %      |         |   | 12,078 |   |   |   | 12,078     |   |   |   | 11,932 |   |
| Loan ID 2764 |   | 4/10/2019 |   |          | 14.50  | %      |         |   | 20,809 |   |   |   | 20,809     |   |   |   | 20,695 |   |
| Loan ID 2765 |   | 4/10/2017 |   |          | 19.20  | %      |         |   | 3,299  |   |   |   | 3,299      |   |   |   | 3,214 |   |
| Loan ID 2766 |   | 4/10/2019 |   |          | 14.15  | %      |         |   | 22,598 |   |   |   | 22,598     |   |   |   | 22,475 |   |
| Loan ID 2767 |   | 4/10/2019 |   |          | 13.85  | %      |         |   | 18,064 |   |   |   | 18,064     |   |   |   | 17,966 |   |
| Loan ID 2768 |   | 4/10/2017 |   |          | 13.50  | %      |         |   | 3,246  |   |   |   | 3,246      |   |   |   | 3,188 |   |
| Loan ID 2769 |   | 4/10/2017 |   |          | 13.85  | %      |         |   | 8,123  |   |   |   | 8,123      |   |   |   | 7,977 |   |
| Loan ID 2770 |   | 4/10/2019 |   |          | 17.15  | %      |         |   | 5,009  |   |   |   | 5,009      |   |   |   | 4,954 |   |
| Loan ID 2771 |   | 4/10/2017 |   |          | 9.20   | %      |         |   | 12,016 |   |   |   | 12,016     |   |   |   | 11,871 |   |
| Loan ID 2772 |   | 4/10/2019 |   |          | 10.89  | %      |         |   | 8,960  |   |   |   | 8,960      |   |   |   | 8,971 |   |
| Loan ID 2773 |   | 4/10/2017 |   |          | 16.35  | %      |         |   | 3,273  |   |   |   | 3,273      |   |   |   | 3,188 |   |
| Loan ID 2774 |   | 4/10/2017 |   |          | 12.64  | %      |         |   | 28,329 |   |   |   | 28,329     |   |   |   | 27,821 |   |
| Loan ID 2775 |   | 4/10/2017 |   |          | 23.44  | %      |         |   | 8,341  |   |   |   | 8,341      |   |   |   | 8,043 |   |
| Loan ID 2776 |   | 4/10/2019 |   |          | 17.15  | %      |         |   | 22,770 |   |   |   | 22,770     |   |   |   | 22,518 |   |
| Loan ID 2777 |   | 4/10/2019 |   |          | 16.75  | %      |         |   | 13,649 |   |   |   | 13,649     |   |   |   | 13,498 |   |
| Loan ID 2778 |   | 4/10/2017 |   |          | 21.00  | %      |         |   | 7,711  |   |   |   | 7,711      |   |   |   | 7,435 |   |
| Loan ID 2780 |   | 4/10/2019 |   |          | 12.64  | %      |         |   | 13,505 |   |   |   | 13,505     |   |   |   | 13,431 |   |

 

|   |
|--------|

|   |
|--------|

  

| Loan ID      |   | Maturity  |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|-----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 2781 |   | 4/10/2017 |   |          | 12.24  | %      |         |   | 6,063  |   |   |   | 6,063      |   |   |   | 5,955 |   |
| Loan ID 2782 |   | 4/10/2017 |   |          | 14.85  | %      |         |   | 12,219 |   |   |   | 12,219     |   |   |   | 12,000 |   |
| Loan ID 2783 |   | 4/10/2019 |   |          | 26.44  | %      |         |   | 6,974  |   |   |   | 6,974      |   |   |   | 6,878 |   |
| Loan ID 2784 |   | 4/10/2017 |   |          | 28.00  | %      |         |   | 3,376  |   |   |   | 3,376      |   |   |   | 3,253 |   |
| Loan ID 2785 |   | 4/10/2019 |   |          | 19.20  | %      |         |   | 9,153  |   |   |   | 9,153      |   |   |   | 9,052 |   |
| Loan ID 2786 |   | 4/10/2017 |   |          | 15.35  | %      |         |   | 12,237 |   |   |   | 12,237     |   |   |   | 11,922 |   |
| Loan ID 2787 |   | 4/10/2019 |   |          | 10.89  | %      |         |   | 13,441 |   |   |   | 13,441     |   |   |   | 13,457 |   |
| Loan ID 2788 |   | 4/10/2017 |   |          | 23.44  | %      |         |   | 3,337  |   |   |   | 3,337      |   |   |   | 3,217 |   |
| Loan ID 2789 |   | 4/10/2017 |   |          | 16.05  | %      |         |   | 21,760 |   |   |   | 21,760     |   |   |   | 21,200 |   |
| Loan ID 2790 |   | 4/10/2019 |   |          | 21.85  | %      |         |   | 9,209  |   |   |   | 9,209      |   |   |   | 9,053 |   |
| Loan ID 2791 |   | 4/10/2017 |   |          | 17.45  | %      |         |   | 4,924  |   |   |   | 4,924      |   |   |   | 4,797 |   |
| Loan ID 2792 |   | 4/10/2019 |   |          | 16.05  | %      |         |   | 6,358  |   |   |   | 6,358      |   |   |   | 6,288 |   |
| Loan ID 2793 |   | 4/10/2017 |   |          | 11.99  | %      |         |   | 7,746  |   |   |   | 7,746      |   |   |   | 7,653 |   |
| Loan ID 2794 |   | 4/10/2017 |   |          | 9.80   | %      |         |   | 2,206  |   |   |   | 2,206      |   |   |   | 2,179 |   |
| Loan ID 2795 |   | 4/10/2017 |   |          | 15.70  | %      |         |   | 8,166  |   |   |   | 8,166      |   |   |   | 7,956 |   |
| Loan ID 2796 |   | 4/10/2017 |   |          | 8.74   | %      |         |   | 2,800  |   |   |   | 2,800      |   |   |   | 2,766 |   |
| Loan ID 2797 |   | 4/10/2017 |   |          | 24.24  | %      |         |   | 2,508  |   |   |   | 2,508      |   |   |   | 2,417 |   |
| Loan ID 2798 |   | 4/10/2019 |   |          | 21.00  | %      |         |   | 3,677  |   |   |   | 3,677      |   |   |   | 3,614 |   |
| Loan ID 2799 |   | 4/10/2017 |   |          | 11.59  | %      |         |   | 3,631  |   |   |   | 3,631      |   |   |   | 3,587 |   |
| Loan ID 2800 |   | 4/10/2019 |   |          | 17.45  | %      |         |   | 13,672 |   |   |   | 13,672     |   |   |   | 13,521 |   |
| Loan ID 2801 |   | 4/10/2019 |   |          | 14.85  | %      |         |   | 22,639 |   |   |   | 22,639     |   |   |   | 22,515 |   |
| Loan ID 2802 |   | 4/10/2017 |   |          | 16.75  | %      |         |   | 20,477 |   |   |   | 20,477     |   |   |   | 19,950 |   |
| Loan ID 2804 |   | 4/10/2019 |   |          | 14.85  | %      |         |   | 22,639 |   |   |   | 22,639     |   |   |   | 22,515 |   |
| Loan ID 2805 |   | 4/10/2017 |   |          | 15.70  | %      |         |   | 20,435 |   |   |   | 20,435     |   |   |   | 19,909 |   |
| Loan ID 2806 |   | 4/10/2019 |   |          | 16.05  | %      |         |   | 13,625 |   |   |   | 13,625     |   |   |   | 13,474 |   |
| Loan ID 2807 |   | 4/10/2019 |   |          | 11.59  | %      |         |   | 16,160 |   |   |   | 16,160     |   |   |   | 16,180 |   |
| Loan ID 2808 |   | 4/10/2017 |   |          | 8.74   | %      |         |   | 9,528  |   |   |   | 9,528      |   |   |   | 9,413 |   |
| Loan ID 2809 |   | 4/10/2017 |   |          | 12.24  | %      |         |   | 12,127 |   |   |   | 12,127     |   |   |   | 11,909 |   |
| Loan ID 2810 |   | 4/10/2017 |   |          | 14.15  | %      |         |   | 5,600  |   |   |   | 5,600      |   |   |   | 5,499 |   |
| Loan ID 2811 |   | 4/10/2017 |   |          | 14.85  | %      |         |   | 15,478 |   |   |   | 15,478     |   |   |   | 15,200 |   |
| Loan ID 2812 |   | 4/10/2019 |   |          | 21.85  | %      |         |   | 4,835  |   |   |   | 4,835      |   |   |   | 4,753 |   |
| Loan ID 2813 |   | 4/10/2017 |   |          | 19.60  | %      |         |   | 2,477  |   |   |   | 2,477      |   |   |   | 2,388 |   |
| Loan ID 2814 |   | 4/10/2017 |   |          | 13.05  | %      |         |   | 12,156 |   |   |   | 12,156     |   |   |   | 11,938 |   |
| Loan ID 2815 |   | 4/10/2017 |   |          | 17.90  | %      |         |   | 20,563 |   |   |   | 20,563     |   |   |   | 20,033 |   |
| Loan ID 2816 |   | 4/10/2017 |   |          | 17.90  | %      |         |   | 6,153  |   |   |   | 6,153      |   |   |   | 5,995 |   |
| Loan ID 2817 |   | 4/10/2017 |   |          | 11.99  | %      |         |   | 12,118 |   |   |   | 12,118     |   |   |   | 11,972 |   |
| Loan ID 2818 |   | 4/10/2017 |   |          | 11.59  | %      |         |   | 8,069  |   |   |   | 8,069      |   |   |   | 7,972 |   |
| Loan ID 2819 |   | 4/10/2017 |   |          | 25.74  | %      |         |   | 7,982  |   |   |   | 7,982      |   |   |   | 7,692 |   |
| Loan ID 2820 |   | 4/10/2017 |   |          | 11.19  | %      |         |   | 14,560 |   |   |   | 14,560     |   |   |   | 14,384 |   |
| Loan ID 2821 |   | 4/11/2019 |   |          | 17.15  | %      |         |   | 13,637 |   |   |   | 13,637     |   |   |   | 13,487 |   |
| Loan ID 2822 |   | 4/11/2019 |   |          | 16.35  | %      |         |   | 9,090  |   |   |   | 9,090      |   |   |   | 8,990 |   |
| Loan ID 2823 |   | 4/11/2017 |   |          | 13.05  | %      |         |   | 3,242  |   |   |   | 3,242      |   |   |   | 3,183 |   |
| Loan ID 2824 |   | 4/11/2017 |   |          | 19.20  | %      |         |   | 8,247  |   |   |   | 8,247      |   |   |   | 8,035 |   |
| Loan ID 2825 |   | 4/11/2017 |   |          | 17.90  | %      |         |   | 8,217  |   |   |   | 8,217      |   |   |   | 8,006 |   |
| Loan ID 2826 |   | 4/11/2019 |   |          | 19.20  | %      |         |   | 9,153  |   |   |   | 9,153      |   |   |   | 9,052 |   |
| Loan ID 2827 |   | 4/11/2017 |   |          | 16.35  | %      |         |   | 3,273  |   |   |   | 3,273      |   |   |   | 3,188 |   |
| Loan ID 2828 |   | 4/11/2017 |   |          | 21.00  | %      |         |   | 3,827  |   |   |   | 3,827      |   |   |   | 3,690 |   |
| Loan ID 2829 |   | 4/11/2017 |   |          | 13.05  | %      |         |   | 3,647  |   |   |   | 3,647      |   |   |   | 3,581 |   |
| Loan ID 2830 |   | 4/11/2017 |   |          | 9.80   | %      |         |   | 16,051 |   |   |   | 16,051     |   |   |   | 15,857 |   |
| Loan ID 2831 |   | 4/11/2017 |   |          | 11.19  | %      |         |   | 4,030  |   |   |   | 4,030      |   |   |   | 3,981 |   |
| Loan ID 2832 |   | 4/11/2017 |   |          | 17.90  | %      |         |   | 12,326 |   |   |   | 12,326     |   |   |   | 12,009 |   |
| Loan ID 2833 |   | 4/11/2019 |   |          | 15.35  | %      |         |   | 9,067  |   |   |   | 9,067      |   |   |   | 8,967 |   |
| Loan ID 2834 |   | 4/11/2019 |   |          | 17.15  | %      |         |   | 3,643  |   |   |   | 3,643      |   |   |   | 3,603 |   |
| Loan ID 2835 |   | 4/11/2017 |   |          | 11.59  | %      |         |   | 12,103 |   |   |   | 12,103     |   |   |   | 11,957 |   |
| Loan ID 2836 |   | 4/11/2017 |   |          | 18.55  | %      |         |   | 7,887  |   |   |   | 7,887      |   |   |   | 7,684 |   |
| Loan ID 2837 |   | 4/11/2017 |   |          | 9.20   | %      |         |   | 16,021 |   |   |   | 16,021     |   |   |   | 15,828 |   |
| Loan ID 2838 |   | 4/11/2017 |   |          | 23.44  | %      |         |   | 3,370  |   |   |   | 3,370      |   |   |   | 3,249 |   |
| Loan ID 2839 |   | 4/11/2017 |   |          | 9.20   | %      |         |   | 12,016 |   |   |   | 12,016     |   |   |   | 11,871 |   |
| Loan ID 2840 |   | 4/11/2019 |   |          | 18.90  | %      |         |   | 13,720 |   |   |   | 13,720     |   |   |   | 13,568 |   |

 

|   |
|--------|

|   |
|--------|

 

| Loan ID      |   | Maturity  |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|-----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 2842 |   | 4/11/2017 |   |          | 11.19  | %      |         |   | 6,770  |   |   |   | 6,770      |   |   |   | 6,688 |   |
| Loan ID 2843 |   | 4/11/2019 |   |          | 15.35  | %      |         |   | 13,601 |   |   |   | 13,601     |   |   |   | 13,450 |   |
| Loan ID 2844 |   | 4/11/2017 |   |          | 26.44  | %      |         |   | 3,393  |   |   |   | 3,393      |   |   |   | 3,270 |   |
| Loan ID 2845 |   | 4/11/2017 |   |          | 25.74  | %      |         |   | 3,356  |   |   |   | 3,356      |   |   |   | 3,235 |   |
| Loan ID 2846 |   | 4/11/2017 |   |          | 17.90  | %      |         |   | 12,326 |   |   |   | 12,326     |   |   |   | 12,009 |   |
| Loan ID 2847 |   | 4/11/2017 |   |          | 9.80   | %      |         |   | 12,038 |   |   |   | 12,038     |   |   |   | 11,893 |   |
| Loan ID 2848 |   | 4/11/2019 |   |          | 12.64  | %      |         |   | 22,508 |   |   |   | 22,508     |   |   |   | 22,385 |   |
| Loan ID 2849 |   | 4/11/2017 |   |          | 19.20  | %      |         |   | 12,370 |   |   |   | 12,370     |   |   |   | 12,052 |   |
| Loan ID 2850 |   | 4/11/2019 |   |          | 17.90  | %      |         |   | 18,249 |   |   |   | 18,249     |   |   |   | 18,048 |   |
| Loan ID 2852 |   | 4/11/2017 |   |          | 17.45  | %      |         |   | 12,428 |   |   |   | 12,428     |   |   |   | 12,109 |   |
| Loan ID 2853 |   | 4/11/2019 |   |          | 17.45  | %      |         |   | 14,584 |   |   |   | 14,584     |   |   |   | 14,422 |   |
| Loan ID 2854 |   | 4/11/2019 |   |          | 14.85  | %      |         |   | 6,339  |   |   |   | 6,339      |   |   |   | 6,304 |   |
| Loan ID 2855 |   | 4/11/2019 |   |          | 13.50  | %      |         |   | 18,048 |   |   |   | 18,048     |   |   |   | 17,949 |   |
| Loan ID 2856 |   | 4/11/2017 |   |          | 12.24  | %      |         |   | 7,963  |   |   |   | 7,963      |   |   |   | 7,820 |   |
| Loan ID 2857 |   | 4/11/2019 |   |          | 18.55  | %      |         |   | 22,847 |   |   |   | 22,847     |   |   |   | 22,595 |   |
| Loan ID 2858 |   | 4/11/2017 |   |          | 18.90  | %      |         |   | 8,240  |   |   |   | 8,240      |   |   |   | 8,028 |   |
| Loan ID 2859 |   | 4/11/2017 |   |          | 10.29  | %      |         |   | 7,609  |   |   |   | 7,609      |   |   |   | 7,518 |   |
| Loan ID 2860 |   | 4/11/2017 |   |          | 28.00  | %      |         |   | 3,376  |   |   |   | 3,376      |   |   |   | 3,253 |   |
| Loan ID 2861 |   | 4/11/2017 |   |          | 21.00  | %      |         |   | 3,315  |   |   |   | 3,315      |   |   |   | 3,196 |   |
| Loan ID 2862 |   | 4/11/2017 |   |          | 11.59  | %      |         |   | 4,034  |   |   |   | 4,034      |   |   |   | 3,986 |   |
| Loan ID 2863 |   | 4/11/2017 |   |          | 10.89  | %      |         |   | 4,212  |   |   |   | 4,212      |   |   |   | 4,161 |   |
| Loan ID 2864 |   | 4/11/2017 |   |          | 30.09  | %      |         |   | 1,697  |   |   |   | 1,697      |   |   |   | 1,610 |   |
| Loan ID 2865 |   | 4/11/2019 |   |          | 14.15  | %      |         |   | 22,598 |   |   |   | 22,598     |   |   |   | 22,475 |   |
| Loan ID 2866 |   | 4/11/2019 |   |          | 10.29  | %      |         |   | 17,891 |   |   |   | 17,891     |   |   |   | 17,913 |   |
| Loan ID 2867 |   | 4/11/2017 |   |          | 9.20   | %      |         |   | 6,409  |   |   |   | 6,409      |   |   |   | 6,331 |   |
| Loan ID 2868 |   | 4/11/2017 |   |          | 13.85  | %      |         |   | 3,330  |   |   |   | 3,330      |   |   |   | 3,271 |   |
| Loan ID 2869 |   | 4/11/2019 |   |          | 24.24  | %      |         |   | 9,257  |   |   |   | 9,257      |   |   |   | 9,129 |   |
| Loan ID 2870 |   | 4/11/2019 |   |          | 17.90  | %      |         |   | 18,249 |   |   |   | 18,249     |   |   |   | 18,048 |   |
| Loan ID 2871 |   | 4/11/2019 |   |          | 12.64  | %      |         |   | 12,604 |   |   |   | 12,604     |   |   |   | 12,536 |   |
| Loan ID 2872 |   | 4/11/2017 |   |          | 13.05  | %      |         |   | 12,156 |   |   |   | 12,156     |   |   |   | 11,938 |   |
| Loan ID 2873 |   | 4/11/2019 |   |          | 19.20  | %      |         |   | 8,238  |   |   |   | 8,238      |   |   |   | 8,147 |   |
| Loan ID 2874 |   | 4/11/2019 |   |          | 14.85  | %      |         |   | 22,639 |   |   |   | 22,639     |   |   |   | 22,515 |   |
| Loan ID 2875 |   | 4/11/2019 |   |          | 12.24  | %      |         |   | 22,484 |   |   |   | 22,484     |   |   |   | 22,361 |   |
| Loan ID 2876 |   | 4/11/2017 |   |          | 12.24  | %      |         |   | 4,851  |   |   |   | 4,851      |   |   |   | 4,764 |   |
| Loan ID 2877 |   | 4/11/2017 |   |          | 23.44  | %      |         |   | 3,003  |   |   |   | 3,003      |   |   |   | 2,895 |   |
| Loan ID 2878 |   | 4/11/2019 |   |          | 18.25  | %      |         |   | 22,831 |   |   |   | 22,831     |   |   |   | 22,579 |   |
| Loan ID 2879 |   | 4/11/2019 |   |          | 14.15  | %      |         |   | 13,559 |   |   |   | 13,559     |   |   |   | 13,485 |   |
| Loan ID 2880 |   | 4/11/2017 |   |          | 17.45  | %      |         |   | 7,796  |   |   |   | 7,796      |   |   |   | 7,596 |   |
| Loan ID 2881 |   | 4/11/2017 |   |          | 20.30  | %      |         |   | 8,272  |   |   |   | 8,272      |   |   |   | 7,975 |   |
| Loan ID 2882 |   | 4/11/2019 |   |          | 14.15  | %      |         |   | 18,078 |   |   |   | 18,078     |   |   |   | 17,980 |   |
| Loan ID 2883 |   | 4/11/2019 |   |          | 18.55  | %      |         |   | 3,656  |   |   |   | 3,656      |   |   |   | 3,615 |   |
| Loan ID 2884 |   | 4/11/2017 |   |          | 17.45  | %      |         |   | 18,055 |   |   |   | 18,055     |   |   |   | 17,590 |   |
| Loan ID 2885 |   | 4/11/2017 |   |          | 11.19  | %      |         |   | 20,148 |   |   |   | 20,148     |   |   |   | 19,905 |   |
| Loan ID 2886 |   | 4/11/2017 |   |          | 13.85  | %      |         |   | 12,184 |   |   |   | 12,184     |   |   |   | 11,966 |   |
| Loan ID 2887 |   | 4/11/2017 |   |          | 10.29  | %      |         |   | 20,093 |   |   |   | 20,093     |   |   |   | 19,851 |   |
| Loan ID 2888 |   | 4/11/2017 |   |          | 18.55  | %      |         |   | 3,293  |   |   |   | 3,293      |   |   |   | 3,208 |   |
| Loan ID 2889 |   | 4/11/2017 |   |          | 9.80   | %      |         |   | 16,051 |   |   |   | 16,051     |   |   |   | 15,857 |   |
| Loan ID 2890 |   | 4/11/2019 |   |          | 14.15  | %      |         |   | 18,078 |   |   |   | 18,078     |   |   |   | 17,980 |   |
| Loan ID 2892 |   | 4/11/2019 |   |          | 16.75  | %      |         |   | 13,649 |   |   |   | 13,649     |   |   |   | 13,498 |   |
| Loan ID 2893 |   | 4/11/2017 |   |          | 18.90  | %      |         |   | 12,360 |   |   |   | 12,360     |   |   |   | 12,042 |   |
| Loan ID 2894 |   | 4/11/2019 |   |          | 18.25  | %      |         |   | 13,762 |   |   |   | 13,762     |   |   |   | 13,610 |   |
| Loan ID 2895 |   | 4/11/2019 |   |          | 14.50  | %      |         |   | 5,428  |   |   |   | 5,428      |   |   |   | 5,399 |   |
| Loan ID 2896 |   | 4/11/2017 |   |          | 12.64  | %      |         |   | 12,141 |   |   |   | 12,141     |   |   |   | 11,923 |   |
| Loan ID 2897 |   | 4/11/2017 |   |          | 16.35  | %      |         |   | 12,272 |   |   |   | 12,272     |   |   |   | 11,956 |   |
| Loan ID 2898 |   | 4/11/2019 |   |          | 18.25  | %      |         |   | 9,132  |   |   |   | 9,132      |   |   |   | 9,031 |   |
| Loan ID 2899 |   | 4/11/2017 |   |          | 15.35  | %      |         |   | 8,195  |   |   |   | 8,195      |   |   |   | 7,984 |   |
| Loan ID 2900 |   | 4/11/2017 |   |          | 16.75  | %      |         |   | 6,553  |   |   |   | 6,553      |   |   |   | 6,384 |   |
| Loan ID 2901 |   | 4/11/2019 |   |          | 18.55  | %      |         |   | 3,656  |   |   |   | 3,656      |   |   |   | 3,615 |   |

 

|   |
|--------|

|   |
|--------|

 

| Loan ID      |   | Maturity  |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|-----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 2902 |   | 4/11/2017 |   |          | 10.89  | %      |         |   | 7,247  |   |   |   | 7,247      |   |   |   | 7,159 |   |
| Loan ID 2903 |   | 4/11/2017 |   |          | 13.50  | %      |         |   | 6,492  |   |   |   | 6,492      |   |   |   | 6,375 |   |
| Loan ID 2904 |   | 4/11/2019 |   |          | 15.70  | %      |         |   | 11,798 |   |   |   | 11,798     |   |   |   | 11,667 |   |
| Loan ID 2905 |   | 4/14/2017 |   |          | 17.15  | %      |         |   | 9,840  |   |   |   | 9,840      |   |   |   | 9,587 |   |
| Loan ID 2907 |   | 4/14/2017 |   |          | 18.25  | %      |         |   | 9,459  |   |   |   | 9,459      |   |   |   | 9,215 |   |
| Loan ID 2908 |   | 4/14/2017 |   |          | 15.35  | %      |         |   | 12,237 |   |   |   | 12,237     |   |   |   | 11,922 |   |
| Loan ID 2909 |   | 4/14/2017 |   |          | 11.19  | %      |         |   | 9,824  |   |   |   | 9,824      |   |   |   | 9,706 |   |
| Loan ID 2910 |   | 4/14/2019 |   |          | 14.85  | %      |         |   | 27,167 |   |   |   | 27,167     |   |   |   | 27,018 |   |
| Loan ID 2911 |   | 4/14/2019 |   |          | 14.50  | %      |         |   | 13,571 |   |   |   | 13,571     |   |   |   | 13,497 |   |
| Loan ID 2912 |   | 4/14/2017 |   |          | 11.99  | %      |         |   | 3,231  |   |   |   | 3,231      |   |   |   | 3,192 |   |
| Loan ID 2913 |   | 4/14/2017 |   |          | 11.99  | %      |         |   | 4,956  |   |   |   | 4,956      |   |   |   | 4,896 |   |
| Loan ID 2914 |   | 4/14/2017 |   |          | 17.45  | %      |         |   | 20,517 |   |   |   | 20,517     |   |   |   | 19,989 |   |
| Loan ID 2915 |   | 4/14/2019 |   |          | 18.90  | %      |         |   | 13,720 |   |   |   | 13,720     |   |   |   | 13,568 |   |
| Loan ID 2916 |   | 4/14/2019 |   |          | 11.99  | %      |         |   | 9,437  |   |   |   | 9,437      |   |   |   | 9,449 |   |
| Loan ID 2917 |   | 4/14/2019 |   |          | 18.90  | %      |         |   | 12,576 |   |   |   | 12,576     |   |   |   | 12,437 |   |
| Loan ID 2918 |   | 4/14/2019 |   |          | 16.05  | %      |         |   | 22,708 |   |   |   | 22,708     |   |   |   | 22,457 |   |
| Loan ID 2920 |   | 4/14/2019 |   |          | 14.85  | %      |         |   | 13,583 |   |   |   | 13,583     |   |   |   | 13,509 |   |
| Loan ID 2921 |   | 4/14/2019 |   |          | 15.35  | %      |         |   | 13,601 |   |   |   | 13,601     |   |   |   | 13,450 |   |
| Loan ID 2922 |   | 4/14/2017 |   |          | 10.89  | %      |         |   | 4,832  |   |   |   | 4,832      |   |   |   | 4,774 |   |
| Loan ID 2923 |   | 4/14/2019 |   |          | 21.00  | %      |         |   | 9,191  |   |   |   | 9,191      |   |   |   | 9,036 |   |
| Loan ID 2924 |   | 4/14/2017 |   |          | 23.44  | %      |         |   | 3,352  |   |   |   | 3,352      |   |   |   | 3,232 |   |
| Loan ID 2925 |   | 4/14/2017 |   |          | 10.89  | %      |         |   | 1,113  |   |   |   | 1,113      |   |   |   | 1,100 |   |
| Loan ID 2926 |   | 4/14/2017 |   |          | 28.00  | %      |         |   | 8,439  |   |   |   | 8,439      |   |   |   | 8,133 |   |
| Loan ID 2927 |   | 4/14/2017 |   |          | 16.35  | %      |         |   | 2,863  |   |   |   | 2,863      |   |   |   | 2,790 |   |
| Loan ID 2928 |   | 4/14/2017 |   |          | 14.50  | %      |         |   | 14,019 |   |   |   | 14,019     |   |   |   | 13,767 |   |
| Loan ID 2929 |   | 4/14/2017 |   |          | 13.05  | %      |         |   | 18,306 |   |   |   | 18,306     |   |   |   | 17,978 |   |
| Loan ID 2930 |   | 4/14/2017 |   |          | 16.35  | %      |         |   | 8,181  |   |   |   | 8,181      |   |   |   | 7,971 |   |
| Loan ID 2931 |   | 4/14/2019 |   |          | 19.20  | %      |         |   | 13,730 |   |   |   | 13,730     |   |   |   | 13,578 |   |
| Loan ID 2932 |   | 4/14/2017 |   |          | 18.55  | %      |         |   | 8,203  |   |   |   | 8,203      |   |   |   | 7,992 |   |
| Loan ID 2933 |   | 4/14/2019 |   |          | 16.05  | %      |         |   | 13,625 |   |   |   | 13,625     |   |   |   | 13,474 |   |
| Loan ID 2934 |   | 4/14/2017 |   |          | 11.99  | %      |         |   | 16,234 |   |   |   | 16,234     |   |   |   | 16,039 |   |
| Loan ID 2935 |   | 4/14/2017 |   |          | 10.29  | %      |         |   | 7,250  |   |   |   | 7,250      |   |   |   | 7,163 |   |
| Loan ID 2936 |   | 4/14/2017 |   |          | 9.80   | %      |         |   | 12,038 |   |   |   | 12,038     |   |   |   | 11,893 |   |
| Loan ID 2937 |   | 4/14/2017 |   |          | 25.04  | %      |         |   | 3,350  |   |   |   | 3,350      |   |   |   | 3,229 |   |
| Loan ID 2938 |   | 4/14/2017 |   |          | 13.05  | %      |         |   | 8,509  |   |   |   | 8,509      |   |   |   | 8,356 |   |
| Loan ID 2939 |   | 4/14/2019 |   |          | 20.30  | %      |         |   | 13,765 |   |   |   | 13,765     |   |   |   | 13,532 |   |
| Loan ID 2940 |   | 4/14/2017 |   |          | 9.80   | %      |         |   | 10,433 |   |   |   | 10,433     |   |   |   | 10,307 |   |
| Loan ID 2941 |   | 4/14/2017 |   |          | 17.45  | %      |         |   | 38     |   |   |   | 38         |   |   |   | 37 |   |
| Loan ID 2942 |   | 4/14/2017 |   |          | 11.19  | %      |         |   | 28,207 |   |   |   | 28,207     |   |   |   | 27,867 |   |
| Loan ID 2943 |   | 4/14/2019 |   |          | 18.90  | %      |         |   | 12,805 |   |   |   | 12,805     |   |   |   | 12,664 |   |
| Loan ID 2944 |   | 4/14/2017 |   |          | 8.74   | %      |         |   | 11,999 |   |   |   | 11,999     |   |   |   | 11,855 |   |
| Loan ID 2945 |   | 4/14/2017 |   |          | 14.15  | %      |         |   | 12,195 |   |   |   | 12,195     |   |   |   | 11,976 |   |
| Loan ID 2946 |   | 4/14/2017 |   |          | 10.29  | %      |         |   | 16,075 |   |   |   | 16,075     |   |   |   | 15,881 |   |
| Loan ID 2947 |   | 4/14/2017 |   |          | 25.74  | %      |         |   | 8,391  |   |   |   | 8,391      |   |   |   | 8,086 |   |
| Loan ID 2948 |   | 4/14/2019 |   |          | 12.64  | %      |         |   | 13,505 |   |   |   | 13,505     |   |   |   | 13,431 |   |
| Loan ID 2949 |   | 4/14/2019 |   |          | 14.15  | %      |         |   | 22,598 |   |   |   | 22,598     |   |   |   | 22,475 |   |
| Loan ID 2950 |   | 4/14/2017 |   |          | 13.05  | %      |         |   | 3,002  |   |   |   | 3,002      |   |   |   | 2,949 |   |
| Loan ID 2951 |   | 4/14/2017 |   |          | 21.85  | %      |         |   | 9,968  |   |   |   | 9,968      |   |   |   | 9,610 |   |
| Loan ID 2952 |   | 4/14/2017 |   |          | 14.50  | %      |         |   | 12,207 |   |   |   | 12,207     |   |   |   | 11,988 |   |
| Loan ID 2953 |   | 4/14/2019 |   |          | 14.85  | %      |         |   | 9,056  |   |   |   | 9,056      |   |   |   | 9,006 |   |
| Loan ID 2954 |   | 4/14/2019 |   |          | 13.85  | %      |         |   | 18,064 |   |   |   | 18,064     |   |   |   | 17,966 |   |
| Loan ID 2955 |   | 4/14/2017 |   |          | 12.24  | %      |         |   | 8,578  |   |   |   | 8,578      |   |   |   | 8,424 |   |
| Loan ID 2956 |   | 4/14/2017 |   |          | 21.00  | %      |         |   | 3,315  |   |   |   | 3,315      |   |   |   | 3,196 |   |
| Loan ID 2957 |   | 4/14/2017 |   |          | 15.35  | %      |         |   | 4,072  |   |   |   | 4,072      |   |   |   | 3,967 |   |
| Loan ID 2958 |   | 4/14/2019 |   |          | 20.30  | %      |         |   | 13,363 |   |   |   | 13,363     |   |   |   | 13,136 |   |
| Loan ID 2959 |   | 4/14/2017 |   |          | 16.35  | %      |         |   | 8,181  |   |   |   | 8,181      |   |   |   | 7,971 |   |
| Loan ID 2960 |   | 4/14/2019 |   |          | 18.90  | %      |         |   | 13,720 |   |   |   | 13,720     |   |   |   | 13,568 |   |
| Loan ID 2961 |   | 4/14/2017 |   |          | 12.24  | %      |         |   | 12,127 |   |   |   | 12,127     |   |   |   | 11,909 |   |
| Loan ID 2962 |   | 4/14/2019 |   |          | 12.24  | %      |         |   | 13,490 |   |   |   | 13,490     |   |   |   | 13,417 |   |

 

|   |
|--------|

|   |
|--------|

 

| Loan ID      |   | Maturity  |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|-----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 2963 |   | 4/14/2017 |   |          | 15.35  | %      |         |   | 7,368  |   |   |   | 7,368      |   |   |   | 7,179 |   |
| Loan ID 2964 |   | 4/14/2017 |   |          | 22.54  | %      |         |   | 2,913  |   |   |   | 2,913      |   |   |   | 2,808 |   |
| Loan ID 2965 |   | 4/14/2017 |   |          | 11.59  | %      |         |   | 13,717 |   |   |   | 13,717     |   |   |   | 13,552 |   |
| Loan ID 2966 |   | 4/14/2019 |   |          | 17.90  | %      |         |   | 13,687 |   |   |   | 13,687     |   |   |   | 13,536 |   |
| Loan ID 2967 |   | 4/14/2017 |   |          | 18.55  | %      |         |   | 8,232  |   |   |   | 8,232      |   |   |   | 8,020 |   |
| Loan ID 2968 |   | 4/14/2017 |   |          | 25.74  | %      |         |   | 3,356  |   |   |   | 3,356      |   |   |   | 3,235 |   |
| Loan ID 2969 |   | 4/14/2019 |   |          | 16.75  | %      |         |   | 13,649 |   |   |   | 13,649     |   |   |   | 13,498 |   |
| Loan ID 2970 |   | 4/14/2017 |   |          | 12.24  | %      |         |   | 8,084  |   |   |   | 8,084      |   |   |   | 7,939 |   |
| Loan ID 2971 |   | 4/14/2019 |   |          | 13.85  | %      |         |   | 31,612 |   |   |   | 31,612     |   |   |   | 31,440 |   |
| Loan ID 2972 |   | 4/14/2017 |   |          | 16.05  | %      |         |   | 12,262 |   |   |   | 12,262     |   |   |   | 11,946 |   |
| Loan ID 2973 |   | 4/14/2017 |   |          | 12.24  | %      |         |   | 12,127 |   |   |   | 12,127     |   |   |   | 11,909 |   |
| Loan ID 2974 |   | 4/14/2019 |   |          | 19.60  | %      |         |   | 12,826 |   |   |   | 12,826     |   |   |   | 12,609 |   |
| Loan ID 2975 |   | 4/14/2017 |   |          | 8.74   | %      |         |   | 7,999  |   |   |   | 7,999      |   |   |   | 7,903 |   |
| Loan ID 2976 |   | 4/14/2017 |   |          | 11.59  | %      |         |   | 20,172 |   |   |   | 20,172     |   |   |   | 19,929 |   |
| Loan ID 2977 |   | 4/14/2017 |   |          | 14.85  | %      |         |   | 8,961  |   |   |   | 8,961      |   |   |   | 8,800 |   |
| Loan ID 2978 |   | 4/14/2017 |   |          | 12.64  | %      |         |   | 3,950  |   |   |   | 3,950      |   |   |   | 3,879 |   |
| Loan ID 2979 |   | 4/14/2017 |   |          | 25.74  | %      |         |   | 3,356  |   |   |   | 3,356      |   |   |   | 3,235 |   |
| Loan ID 2980 |   | 4/14/2019 |   |          | 21.85  | %      |         |   | 9,209  |   |   |   | 9,209      |   |   |   | 9,053 |   |
| Loan ID 2981 |   | 4/14/2017 |   |          | 8.74   | %      |         |   | 11,999 |   |   |   | 11,999     |   |   |   | 11,855 |   |
| Loan ID 2982 |   | 4/14/2019 |   |          | 13.50  | %      |         |   | 13,536 |   |   |   | 13,536     |   |   |   | 13,462 |   |
| Loan ID 2983 |   | 4/14/2017 |   |          | 21.00  | %      |         |   | 3,729  |   |   |   | 3,729      |   |   |   | 3,596 |   |
| Loan ID 2984 |   | 4/14/2017 |   |          | 13.05  | %      |         |   | 18,373 |   |   |   | 18,373     |   |   |   | 18,043 |   |
| Loan ID 2986 |   | 4/14/2019 |   |          | 11.99  | %      |         |   | 11,684 |   |   |   | 11,684     |   |   |   | 11,698 |   |
| Loan ID 2987 |   | 4/14/2017 |   |          | 19.20  | %      |         |   | 12,370 |   |   |   | 12,370     |   |   |   | 12,052 |   |
| Loan ID 2988 |   | 4/14/2019 |   |          | 18.25  | %      |         |   | 13,699 |   |   |   | 13,699     |   |   |   | 13,547 |   |
| Loan ID 2989 |   | 4/15/2019 |   |          | 16.05  | %      |         |   | 13,625 |   |   |   | 13,625     |   |   |   | 13,474 |   |
| Loan ID 2990 |   | 4/15/2019 |   |          | 10.89  | %      |         |   | 5,377  |   |   |   | 5,377      |   |   |   | 5,384 |   |
| Loan ID 2991 |   | 4/15/2017 |   |          | 11.59  | %      |         |   | 1,494  |   |   |   | 1,494      |   |   |   | 1,476 |   |
| Loan ID 2992 |   | 4/15/2017 |   |          | 24.24  | %      |         |   | 8,415  |   |   |   | 8,415      |   |   |   | 8,110 |   |
| Loan ID 2993 |   | 4/15/2017 |   |          | 17.45  | %      |         |   | 3,202  |   |   |   | 3,202      |   |   |   | 3,120 |   |
| Loan ID 2994 |   | 4/15/2017 |   |          | 19.60  | %      |         |   | 12,384 |   |   |   | 12,384     |   |   |   | 11,940 |   |
| Loan ID 2995 |   | 4/15/2019 |   |          | 15.70  | %      |         |   | 13,613 |   |   |   | 13,613     |   |   |   | 13,462 |   |
| Loan ID 2996 |   | 4/15/2019 |   |          | 13.05  | %      |         |   | 22,533 |   |   |   | 22,533     |   |   |   | 22,410 |   |
| Loan ID 2997 |   | 4/15/2019 |   |          | 18.90  | %      |         |   | 11,891 |   |   |   | 11,891     |   |   |   | 11,759 |   |
| Loan ID 2999 |   | 4/15/2017 |   |          | 9.20   | %      |         |   | 12,016 |   |   |   | 12,016     |   |   |   | 11,871 |   |
| Loan ID 3000 |   | 4/15/2017 |   |          | 13.05  | %      |         |   | 8,032  |   |   |   | 8,032      |   |   |   | 7,888 |   |
| Loan ID 3001 |   | 4/15/2019 |   |          | 14.85  | %      |         |   | 22,639 |   |   |   | 22,639     |   |   |   | 22,515 |   |
| Loan ID 3002 |   | 4/15/2019 |   |          | 24.24  | %      |         |   | 9,257  |   |   |   | 9,257      |   |   |   | 9,129 |   |
| Loan ID 3003 |   | 4/15/2019 |   |          | 13.85  | %      |         |   | 6,774  |   |   |   | 6,774      |   |   |   | 6,737 |   |
| Loan ID 3005 |   | 4/15/2017 |   |          | 15.35  | %      |         |   | 4,895  |   |   |   | 4,895      |   |   |   | 4,769 |   |
| Loan ID 3006 |   | 4/15/2019 |   |          | 19.60  | %      |         |   | 13,742 |   |   |   | 13,742     |   |   |   | 13,510 |   |
| Loan ID 3007 |   | 4/15/2017 |   |          | 13.05  | %      |         |   | 12,156 |   |   |   | 12,156     |   |   |   | 11,938 |   |
| Loan ID 3008 |   | 4/15/2019 |   |          | 13.05  | %      |         |   | 13,520 |   |   |   | 13,520     |   |   |   | 13,446 |   |
| Loan ID 3009 |   | 4/15/2017 |   |          | 8.74   | %      |         |   | 19,998 |   |   |   | 19,998     |   |   |   | 19,758 |   |
| Loan ID 3010 |   | 4/15/2017 |   |          | 8.74   | %      |         |   | 11,999 |   |   |   | 11,999     |   |   |   | 11,855 |   |
| Loan ID 3011 |   | 4/15/2019 |   |          | 18.90  | %      |         |   | 13,720 |   |   |   | 13,720     |   |   |   | 13,568 |   |
| Loan ID 3012 |   | 4/15/2019 |   |          | 18.90  | %      |         |   | 13,720 |   |   |   | 13,720     |   |   |   | 13,568 |   |
| Loan ID 3013 |   | 4/15/2017 |   |          | 9.80   | %      |         |   | 22,471 |   |   |   | 22,471     |   |   |   | 22,200 |   |
| Loan ID 3014 |   | 4/15/2019 |   |          | 25.74  | %      |         |   | 5,571  |   |   |   | 5,571      |   |   |   | 5,494 |   |
| Loan ID 3016 |   | 4/15/2017 |   |          | 14.85  | %      |         |   | 16,293 |   |   |   | 16,293     |   |   |   | 16,001 |   |
| Loan ID 3017 |   | 4/15/2017 |   |          | 10.89  | %      |         |   | 2,432  |   |   |   | 2,432      |   |   |   | 2,402 |   |
| Loan ID 3018 |   | 4/15/2019 |   |          | 13.50  | %      |         |   | 9,024  |   |   |   | 9,024      |   |   |   | 8,975 |   |
| Loan ID 3019 |   | 4/15/2019 |   |          | 13.05  | %      |         |   | 22,533 |   |   |   | 22,533     |   |   |   | 22,410 |   |
| Loan ID 3021 |   | 4/15/2017 |   |          | 16.75  | %      |         |   | 6,143  |   |   |   | 6,143      |   |   |   | 5,985 |   |
| Loan ID 3022 |   | 4/15/2017 |   |          | 16.05  | %      |         |   | 12,262 |   |   |   | 12,262     |   |   |   | 11,946 |   |
| Loan ID 3023 |   | 4/15/2017 |   |          | 12.24  | %      |         |   | 12,127 |   |   |   | 12,127     |   |   |   | 11,909 |   |

 

|   |
|--------|

|   |
|--------|

 

| Loan ID      |   | Maturity  |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|-----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 3024 |   | 4/15/2019 |   |          | 13.85  | %      |         |   | 13,548 |   |   |   | 13,548     |   |   |   | 13,474 |   |
| Loan ID 3025 |   | 4/15/2017 |   |          | 10.89  | %      |         |   | 9,662  |   |   |   | 9,662      |   |   |   | 9,546 |   |
| Loan ID 3027 |   | 4/15/2017 |   |          | 9.20   | %      |         |   | 4,967  |   |   |   | 4,967      |   |   |   | 4,907 |   |
| Loan ID 3028 |   | 4/15/2019 |   |          | 15.70  | %      |         |   | 5,445  |   |   |   | 5,445      |   |   |   | 5,385 |   |
| Loan ID 3030 |   | 4/15/2017 |   |          | 17.15  | %      |         |   | 3,256  |   |   |   | 3,256      |   |   |   | 3,172 |   |
| Loan ID 3031 |   | 4/15/2017 |   |          | 15.70  | %      |         |   | 4,491  |   |   |   | 4,491      |   |   |   | 4,376 |   |
| Loan ID 3033 |   | 4/15/2017 |   |          | 15.70  | %      |         |   | 1,633  |   |   |   | 1,633      |   |   |   | 1,591 |   |
| Loan ID 3034 |   | 4/15/2017 |   |          | 22.54  | %      |         |   | 2,913  |   |   |   | 2,913      |   |   |   | 2,808 |   |
| Loan ID 3035 |   | 4/15/2017 |   |          | 16.05  | %      |         |   | 3,678  |   |   |   | 3,678      |   |   |   | 3,584 |   |
| Loan ID 3036 |   | 4/15/2017 |   |          | 23.44  | %      |         |   | 2,502  |   |   |   | 2,502      |   |   |   | 2,413 |   |
| Loan ID 3037 |   | 4/15/2019 |   |          | 18.25  | %      |         |   | 9,132  |   |   |   | 9,132      |   |   |   | 9,031 |   |
| Loan ID 3038 |   | 4/15/2017 |   |          | 19.60  | %      |         |   | 6,184  |   |   |   | 6,184      |   |   |   | 5,963 |   |
| Loan ID 3039 |   | 4/15/2017 |   |          | 10.89  | %      |         |   | 6,442  |   |   |   | 6,442      |   |   |   | 6,364 |   |
| Loan ID 3040 |   | 4/15/2017 |   |          | 11.99  | %      |         |   | 2,020  |   |   |   | 2,020      |   |   |   | 1,995 |   |
| Loan ID 3041 |   | 4/15/2019 |   |          | 14.85  | %      |         |   | 1,992  |   |   |   | 1,992      |   |   |   | 1,981 |   |
| Loan ID 3042 |   | 4/15/2019 |   |          | 18.90  | %      |         |   | 13,720 |   |   |   | 13,720     |   |   |   | 13,568 |   |
| Loan ID 3043 |   | 4/15/2017 |   |          | 13.85  | %      |         |   | 20,307 |   |   |   | 20,307     |   |   |   | 19,943 |   |
| Loan ID 3044 |   | 4/15/2017 |   |          | 11.59  | %      |         |   | 16,138 |   |   |   | 16,138     |   |   |   | 15,943 |   |
| Loan ID 3045 |   | 4/15/2017 |   |          | 12.64  | %      |         |   | 8,094  |   |   |   | 8,094      |   |   |   | 7,949 |   |
| Loan ID 3046 |   | 4/15/2017 |   |          | 9.80   | %      |         |   | 12,038 |   |   |   | 12,038     |   |   |   | 11,893 |   |
| Loan ID 3047 |   | 4/15/2019 |   |          | 21.85  | %      |         |   | 9,209  |   |   |   | 9,209      |   |   |   | 9,053 |   |
| Loan ID 3049 |   | 4/15/2019 |   |          | 13.50  | %      |         |   | 22,559 |   |   |   | 22,559     |   |   |   | 22,436 |   |
| Loan ID 3050 |   | 4/15/2017 |   |          | 11.59  | %      |         |   | 5,648  |   |   |   | 5,648      |   |   |   | 5,580 |   |
| Loan ID 3051 |   | 4/15/2017 |   |          | 19.20  | %      |         |   | 3,299  |   |   |   | 3,299      |   |   |   | 3,214 |   |
| Loan ID 3052 |   | 4/15/2017 |   |          | 17.90  | %      |         |   | 12,326 |   |   |   | 12,326     |   |   |   | 12,009 |   |
| Loan ID 3053 |   | 4/15/2019 |   |          | 16.35  | %      |         |   | 4,546  |   |   |   | 4,546      |   |   |   | 4,496 |   |
| Loan ID 3054 |   | 4/15/2019 |   |          | 15.35  | %      |         |   | 10,427 |   |   |   | 10,427     |   |   |   | 10,312 |   |
| Loan ID 3055 |   | 4/15/2019 |   |          | 15.35  | %      |         |   | 3,627  |   |   |   | 3,627      |   |   |   | 3,587 |   |
| Loan ID 3056 |   | 4/15/2017 |   |          | 13.50  | %      |         |   | 17,841 |   |   |   | 17,841     |   |   |   | 17,521 |   |
| Loan ID 3057 |   | 4/15/2017 |   |          | 14.50  | %      |         |   | 18,311 |   |   |   | 18,311     |   |   |   | 17,982 |   |
| Loan ID 3058 |   | 4/15/2017 |   |          | 8.74   | %      |         |   | 11,999 |   |   |   | 11,999     |   |   |   | 11,855 |   |
| Loan ID 3059 |   | 4/15/2017 |   |          | 19.20  | %      |         |   | 2,474  |   |   |   | 2,474      |   |   |   | 2,410 |   |
| Loan ID 3060 |   | 4/15/2017 |   |          | 23.44  | %      |         |   | 10,844 |   |   |   | 10,844     |   |   |   | 10,455 |   |
| Loan ID 3061 |   | 4/15/2017 |   |          | 16.35  | %      |         |   | 5,727  |   |   |   | 5,727      |   |   |   | 5,580 |   |
| Loan ID 3062 |   | 4/15/2017 |   |          | 18.90  | %      |         |   | 9,888  |   |   |   | 9,888      |   |   |   | 9,633 |   |
| Loan ID 3063 |   | 4/15/2019 |   |          | 14.15  | %      |         |   | 11,751 |   |   |   | 11,751     |   |   |   | 11,687 |   |
| Loan ID 3064 |   | 4/15/2019 |   |          | 17.90  | %      |         |   | 18,249 |   |   |   | 18,249     |   |   |   | 18,048 |   |
| Loan ID 3065 |   | 4/15/2017 |   |          | 16.35  | %      |         |   | 3,273  |   |   |   | 3,273      |   |   |   | 3,188 |   |
| Loan ID 3066 |   | 4/15/2017 |   |          | 28.74  | %      |         |   | 3,382  |   |   |   | 3,382      |   |   |   | 3,210 |   |
| Loan ID 3067 |   | 4/15/2019 |   |          | 20.30  | %      |         |   | 8,259  |   |   |   | 8,259      |   |   |   | 8,119 |   |
| Loan ID 3068 |   | 4/15/2019 |   |          | 13.50  | %      |         |   | 9,024  |   |   |   | 9,024      |   |   |   | 8,975 |   |
| Loan ID 3069 |   | 4/15/2019 |   |          | 11.59  | %      |         |   | 13,466 |   |   |   | 13,466     |   |   |   | 13,483 |   |
| Loan ID 3070 |   | 4/15/2017 |   |          | 17.45  | %      |         |   | 8,207  |   |   |   | 8,207      |   |   |   | 7,996 |   |
| Loan ID 3071 |   | 4/15/2017 |   |          | 23.44  | %      |         |   | 3,754  |   |   |   | 3,754      |   |   |   | 3,619 |   |
| Loan ID 3072 |   | 4/15/2017 |   |          | 9.80   | %      |         |   | 8,025  |   |   |   | 8,025      |   |   |   | 7,929 |   |
| Loan ID 3073 |   | 4/15/2019 |   |          | 17.90  | %      |         |   | 13,736 |   |   |   | 13,736     |   |   |   | 13,584 |   |
| Loan ID 3074 |   | 4/15/2017 |   |          | 20.30  | %      |         |   | 8,195  |   |   |   | 8,195      |   |   |   | 7,901 |   |
| Loan ID 3075 |   | 4/15/2019 |   |          | 16.05  | %      |         |   | 9,083  |   |   |   | 9,083      |   |   |   | 8,983 |   |
| Loan ID 3076 |   | 4/15/2019 |   |          | 14.85  | %      |         |   | 13,583 |   |   |   | 13,583     |   |   |   | 13,509 |   |
| Loan ID 3077 |   | 4/15/2017 |   |          | 23.44  | %      |         |   | 3,337  |   |   |   | 3,337      |   |   |   | 3,217 |   |
| Loan ID 3078 |   | 4/15/2019 |   |          | 13.85  | %      |         |   | 9,935  |   |   |   | 9,935      |   |   |   | 9,881 |   |
| Loan ID 3079 |   | 4/15/2019 |   |          | 19.20  | %      |         |   | 10,526 |   |   |   | 10,526     |   |   |   | 10,410 |   |
| Loan ID 3080 |   | 4/15/2017 |   |          | 18.25  | %      |         |   | 3,290  |   |   |   | 3,290      |   |   |   | 3,205 |   |
| Loan ID 3081 |   | 4/15/2019 |   |          | 16.75  | %      |         |   | 16,378 |   |   |   | 16,378     |   |   |   | 16,197 |   |
| Loan ID 3083 |   | 4/15/2017 |   |          | 15.35  | %      |         |   | 3,263  |   |   |   | 3,263      |   |   |   | 3,179 |   |
| Loan ID 3085 |   | 4/15/2017 |   |          | 8.74   | %      |         |   | 13,599 |   |   |   | 13,599     |   |   |   | 13,435 |   |
| Loan ID 3086 |   | 4/15/2017 |   |          | 9.80   | %      |         |   | 22,070 |   |   |   | 22,070     |   |   |   | 21,804 |   |
| Loan ID 3087 |   | 4/15/2019 |   |          | 14.85  | %      |         |   | 9,056  |   |   |   | 9,056      |   |   |   | 9,006 |   |
| Loan ID 3088 |   | 4/15/2017 |   |          | 16.05  | %      |         |   | 12,262 |   |   |   | 12,262     |   |   |   | 11,946 |   |

 

|   |
|--------|

|   |
|--------|

 

| Loan ID      |   | Maturity  |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|-----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 3089 |   | 4/15/2019 |   |          | 13.85  | %      |         |   | 22,580 |   |   |   | 22,580     |   |   |   | 22,457 |   |
| Loan ID 3090 |   | 4/15/2017 |   |          | 17.45  | %      |         |   | 8,207  |   |   |   | 8,207      |   |   |   | 7,996 |   |
| Loan ID 3091 |   | 4/15/2017 |   |          | 11.59  | %      |         |   | 12,103 |   |   |   | 12,103     |   |   |   | 11,957 |   |
| Loan ID 3092 |   | 4/15/2017 |   |          | 22.54  | %      |         |   | 8,322  |   |   |   | 8,322      |   |   |   | 8,023 |   |
| Loan ID 3093 |   | 4/15/2017 |   |          | 12.24  | %      |         |   | 2,830  |   |   |   | 2,830      |   |   |   | 2,779 |   |
| Loan ID 3094 |   | 4/15/2017 |   |          | 9.80   | %      |         |   | 3,611  |   |   |   | 3,611      |   |   |   | 3,568 |   |
| Loan ID 3095 |   | 4/15/2017 |   |          | 14.15  | %      |         |   | 9,756  |   |   |   | 9,756      |   |   |   | 9,581 |   |
| Loan ID 3096 |   | 4/15/2017 |   |          | 17.90  | %      |         |   | 1,643  |   |   |   | 1,643      |   |   |   | 1,601 |   |
| Loan ID 3097 |   | 4/15/2017 |   |          | 14.85  | %      |         |   | 8,146  |   |   |   | 8,146      |   |   |   | 8,000 |   |
| Loan ID 3098 |   | 4/15/2017 |   |          | 12.24  | %      |         |   | 2,425  |   |   |   | 2,425      |   |   |   | 2,382 |   |
| Loan ID 3099 |   | 4/15/2017 |   |          | 11.59  | %      |         |   | 10,893 |   |   |   | 10,893     |   |   |   | 10,762 |   |
| Loan ID 3101 |   | 4/15/2019 |   |          | 16.05  | %      |         |   | 13,625 |   |   |   | 13,625     |   |   |   | 13,474 |   |
| Loan ID 3102 |   | 4/15/2017 |   |          | 19.60  | %      |         |   | 3,302  |   |   |   | 3,302      |   |   |   | 3,184 |   |
| Loan ID 3103 |   | 4/15/2019 |   |          | 23.44  | %      |         |   | 9,241  |   |   |   | 9,241      |   |   |   | 9,084 |   |
| Loan ID 3104 |   | 4/15/2019 |   |          | 21.85  | %      |         |   | 8,288  |   |   |   | 8,288      |   |   |   | 8,148 |   |
| Loan ID 3105 |   | 4/15/2017 |   |          | 16.75  | %      |         |   | 4,505  |   |   |   | 4,505      |   |   |   | 4,389 |   |
| Loan ID 3106 |   | 4/15/2017 |   |          | 18.55  | %      |         |   | 2,881  |   |   |   | 2,881      |   |   |   | 2,807 |   |
| Loan ID 3107 |   | 4/16/2019 |   |          | 14.50  | %      |         |   | 22,618 |   |   |   | 22,618     |   |   |   | 22,495 |   |
| Loan ID 3109 |   | 4/16/2019 |   |          | 16.05  | %      |         |   | 13,625 |   |   |   | 13,625     |   |   |   | 13,474 |   |
| Loan ID 3110 |   | 4/16/2017 |   |          | 17.15  | %      |         |   | 12,300 |   |   |   | 12,300     |   |   |   | 11,983 |   |
| Loan ID 3111 |   | 4/16/2017 |   |          | 11.99  | %      |         |   | 7,674  |   |   |   | 7,674      |   |   |   | 7,582 |   |
| Loan ID 3112 |   | 4/16/2017 |   |          | 16.35  | %      |         |   | 12,272 |   |   |   | 12,272     |   |   |   | 11,956 |   |
| Loan ID 3113 |   | 4/16/2017 |   |          | 9.80   | %      |         |   | 1,605  |   |   |   | 1,605      |   |   |   | 1,586 |   |
| Loan ID 3114 |   | 4/16/2017 |   |          | 15.35  | %      |         |   | 7,342  |   |   |   | 7,342      |   |   |   | 7,153 |   |
| Loan ID 3115 |   | 4/16/2019 |   |          | 12.24  | %      |         |   | 31,477 |   |   |   | 31,477     |   |   |   | 31,305 |   |
| Loan ID 3116 |   | 4/16/2017 |   |          | 16.75  | %      |         |   | 7,535  |   |   |   | 7,535      |   |   |   | 7,341 |   |
| Loan ID 3117 |   | 4/16/2019 |   |          | 14.85  | %      |         |   | 22,639 |   |   |   | 22,639     |   |   |   | 22,515 |   |
| Loan ID 3118 |   | 4/16/2017 |   |          | 28.00  | %      |         |   | 8,439  |   |   |   | 8,439      |   |   |   | 8,133 |   |
| Loan ID 3119 |   | 4/16/2017 |   |          | 13.05  | %      |         |   | 16,207 |   |   |   | 16,207     |   |   |   | 15,917 |   |
| Loan ID 3120 |   | 4/16/2019 |   |          | 15.35  | %      |         |   | 13,601 |   |   |   | 13,601     |   |   |   | 13,450 |   |
| Loan ID 3121 |   | 4/16/2019 |   |          | 16.05  | %      |         |   | 13,625 |   |   |   | 13,625     |   |   |   | 13,474 |   |
| Loan ID 3122 |   | 4/16/2017 |   |          | 11.19  | %      |         |   | 13,700 |   |   |   | 13,700     |   |   |   | 13,535 |   |
| Loan ID 3123 |   | 4/16/2019 |   |          | 14.15  | %      |         |   | 18     |   |   |   | 18         |   |   |   | 17 |   |
| Loan ID 3124 |   | 4/16/2019 |   |          | 11.59  | %      |         |   | 17,955 |   |   |   | 17,955     |   |   |   | 17,978 |   |
| Loan ID 3126 |   | 4/16/2017 |   |          | 13.50  | %      |         |   | 12,172 |   |   |   | 12,172     |   |   |   | 11,953 |   |
| Loan ID 3127 |   | 4/16/2019 |   |          | 12.64  | %      |         |   | 31,511 |   |   |   | 31,511     |   |   |   | 31,339 |   |
| Loan ID 3128 |   | 4/16/2019 |   |          | 14.85  | %      |         |   | 5,433  |   |   |   | 5,433      |   |   |   | 5,404 |   |
| Loan ID 3129 |   | 4/16/2019 |   |          | 22.54  | %      |         |   | 5,534  |   |   |   | 5,534      |   |   |   | 5,440 |   |
| Loan ID 3130 |   | 4/16/2017 |   |          | 12.24  | %      |         |   | 10,914 |   |   |   | 10,914     |   |   |   | 10,718 |   |
| Loan ID 3131 |   | 4/16/2017 |   |          | 28.00  | %      |         |   | 3,376  |   |   |   | 3,376      |   |   |   | 3,253 |   |
| Loan ID 3132 |   | 4/16/2019 |   |          | 13.50  | %      |         |   | 5,864  |   |   |   | 5,864      |   |   |   | 5,832 |   |
| Loan ID 3133 |   | 4/16/2019 |   |          | 16.75  | %      |         |   | 13,649 |   |   |   | 13,649     |   |   |   | 13,498 |   |
| Loan ID 3134 |   | 4/16/2017 |   |          | 22.54  | %      |         |   | 8,322  |   |   |   | 8,322      |   |   |   | 8,023 |   |
| Loan ID 3135 |   | 4/16/2019 |   |          | 16.05  | %      |         |   | 9,045  |   |   |   | 9,045      |   |   |   | 8,945 |   |
| Loan ID 3136 |   | 4/16/2019 |   |          | 19.20  | %      |         |   | 9,153  |   |   |   | 9,153      |   |   |   | 9,052 |   |
| Loan ID 3137 |   | 4/16/2017 |   |          | 25.74  | %      |         |   | 3,356  |   |   |   | 3,356      |   |   |   | 3,235 |   |
| Loan ID 3138 |   | 4/16/2017 |   |          | 18.55  | %      |         |   | 6,169  |   |   |   | 6,169      |   |   |   | 6,010 |   |
| Loan ID 3139 |   | 4/16/2019 |   |          | 19.60  | %      |         |   | 13,821 |   |   |   | 13,821     |   |   |   | 13,587 |   |
| Loan ID 3140 |   | 4/16/2017 |   |          | 11.19  | %      |         |   | 12,473 |   |   |   | 12,473     |   |   |   | 12,323 |   |
| Loan ID 3141 |   | 4/16/2019 |   |          | 25.74  | %      |         |   | 3,714  |   |   |   | 3,714      |   |   |   | 3,663 |   |
| Loan ID 3142 |   | 4/16/2019 |   |          | 12.24  | %      |         |   | 13,490 |   |   |   | 13,490     |   |   |   | 13,417 |   |
| Loan ID 3143 |   | 4/16/2019 |   |          | 12.64  | %      |         |   | 31,511 |   |   |   | 31,511     |   |   |   | 31,339 |   |
| Loan ID 3144 |   | 4/16/2019 |   |          | 17.45  | %      |         |   | 10,482 |   |   |   | 10,482     |   |   |   | 10,366 |   |
| Loan ID 3146 |   | 4/16/2017 |   |          | 9.20   | %      |         |   | 16,021 |   |   |   | 16,021     |   |   |   | 15,828 |   |
| Loan ID 3147 |   | 4/16/2017 |   |          | 15.35  | %      |         |   | 8,158  |   |   |   | 8,158      |   |   |   | 7,948 |   |
| Loan ID 3148 |   | 4/16/2019 |   |          | 17.90  | %      |         |   | 9,125  |   |   |   | 9,125      |   |   |   | 9,024 |   |
| Loan ID 3149 |   | 4/16/2019 |   |          | 12.24  | %      |         |   | 11,691 |   |   |   | 11,691     |   |   |   | 11,628 |   |
| Loan ID 3150 |   | 4/16/2017 |   |          | 17.15  | %      |         |   | 12,300 |   |   |   | 12,300     |   |   |   | 11,983 |   |

 

|   |
|--------|

|   |
|--------|

 

| Loan ID      |   | Maturity  |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|-----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 3151 |   | 4/16/2017 |   |          | 15.35  | %      |         |   | 7,342  |   |   |   | 7,342      |   |   |   | 7,153 |   |
| Loan ID 3152 |   | 4/16/2019 |   |          | 16.05  | %      |         |   | 13,541 |   |   |   | 13,541     |   |   |   | 13,392 |   |
| Loan ID 3153 |   | 4/16/2017 |   |          | 28.00  | %      |         |   | 5,907  |   |   |   | 5,907      |   |   |   | 5,693 |   |
| Loan ID 3154 |   | 4/16/2017 |   |          | 15.35  | %      |         |   | 8,158  |   |   |   | 8,158      |   |   |   | 7,948 |   |
| Loan ID 3155 |   | 4/16/2017 |   |          | 12.24  | %      |         |   | 8,084  |   |   |   | 8,084      |   |   |   | 7,939 |   |
| Loan ID 3156 |   | 4/16/2017 |   |          | 12.24  | %      |         |   | 1,617  |   |   |   | 1,617      |   |   |   | 1,588 |   |
| Loan ID 3157 |   | 4/16/2017 |   |          | 14.15  | %      |         |   | 8,130  |   |   |   | 8,130      |   |   |   | 7,984 |   |
| Loan ID 3158 |   | 4/16/2019 |   |          | 13.50  | %      |         |   | 30,561 |   |   |   | 30,561     |   |   |   | 30,395 |   |
| Loan ID 3159 |   | 4/16/2019 |   |          | 17.90  | %      |         |   | 18,249 |   |   |   | 18,249     |   |   |   | 18,048 |   |
| Loan ID 3160 |   | 4/16/2017 |   |          | 18.25  | %      |         |   | 12,338 |   |   |   | 12,338     |   |   |   | 12,020 |   |
| Loan ID 3161 |   | 4/16/2017 |   |          | 9.80   | %      |         |   | 10,433 |   |   |   | 10,433     |   |   |   | 10,307 |   |
| Loan ID 3162 |   | 4/16/2017 |   |          | 11.19  | %      |         |   | 10,477 |   |   |   | 10,477     |   |   |   | 10,351 |   |
| Loan ID 3163 |   | 4/16/2019 |   |          | 24.24  | %      |         |   | 9,257  |   |   |   | 9,257      |   |   |   | 9,129 |   |
| Loan ID 3164 |   | 4/16/2017 |   |          | 17.90  | %      |         |   | 12,326 |   |   |   | 12,326     |   |   |   | 12,009 |   |
| Loan ID 3165 |   | 4/16/2017 |   |          | 8.74   | %      |         |   | 4,800  |   |   |   | 4,800      |   |   |   | 4,742 |   |
| Loan ID 3166 |   | 4/16/2017 |   |          | 9.80   | %      |         |   | 12,038 |   |   |   | 12,038     |   |   |   | 11,893 |   |
| Loan ID 3167 |   | 4/16/2017 |   |          | 13.85  | %      |         |   | 20,307 |   |   |   | 20,307     |   |   |   | 19,943 |   |
| Loan ID 3168 |   | 4/16/2017 |   |          | 18.55  | %      |         |   | 8,232  |   |   |   | 8,232      |   |   |   | 8,020 |   |
| Loan ID 3169 |   | 4/16/2019 |   |          | 21.85  | %      |         |   | 9,209  |   |   |   | 9,209      |   |   |   | 9,053 |   |
| Loan ID 3170 |   | 4/16/2017 |   |          | 12.64  | %      |         |   | 28,329 |   |   |   | 28,329     |   |   |   | 27,821 |   |
| Loan ID 3171 |   | 4/16/2019 |   |          | 17.15  | %      |         |   | 9,108  |   |   |   | 9,108      |   |   |   | 9,007 |   |
| Loan ID 3172 |   | 4/16/2017 |   |          | 24.24  | %      |         |   | 8,359  |   |   |   | 8,359      |   |   |   | 8,055 |   |
| Loan ID 3175 |   | 4/16/2017 |   |          | 15.35  | %      |         |   | 1,632  |   |   |   | 1,632      |   |   |   | 1,590 |   |
| Loan ID 3176 |   | 4/16/2017 |   |          | 25.74  | %      |         |   | 8,391  |   |   |   | 8,391      |   |   |   | 8,086 |   |
| Loan ID 3177 |   | 4/16/2017 |   |          | 13.50  | %      |         |   | 4,057  |   |   |   | 4,057      |   |   |   | 3,984 |   |
| Loan ID 3178 |   | 4/16/2017 |   |          | 19.20  | %      |         |   | 8,247  |   |   |   | 8,247      |   |   |   | 8,035 |   |
| Loan ID 3179 |   | 4/16/2017 |   |          | 19.20  | %      |         |   | 5,773  |   |   |   | 5,773      |   |   |   | 5,624 |   |
| Loan ID 3180 |   | 4/16/2017 |   |          | 11.99  | %      |         |   | 20,196 |   |   |   | 20,196     |   |   |   | 19,953 |   |
| Loan ID 3181 |   | 4/16/2019 |   |          | 11.59  | %      |         |   | 13,438 |   |   |   | 13,438     |   |   |   | 13,454 |   |
| Loan ID 3182 |   | 4/16/2017 |   |          | 14.85  | %      |         |   | 3,259  |   |   |   | 3,259      |   |   |   | 3,200 |   |
| Loan ID 3183 |   | 4/16/2019 |   |          | 16.05  | %      |         |   | 22,708 |   |   |   | 22,708     |   |   |   | 22,457 |   |
| Loan ID 3184 |   | 4/16/2017 |   |          | 13.85  | %      |         |   | 16,264 |   |   |   | 16,264     |   |   |   | 15,972 |   |
| Loan ID 3185 |   | 4/16/2019 |   |          | 13.85  | %      |         |   | 13,548 |   |   |   | 13,548     |   |   |   | 13,474 |   |
| Loan ID 3186 |   | 4/16/2019 |   |          | 20.30  | %      |         |   | 8,259  |   |   |   | 8,259      |   |   |   | 8,119 |   |
| Loan ID 3187 |   | 4/16/2017 |   |          | 16.75  | %      |         |   | 16,381 |   |   |   | 16,381     |   |   |   | 15,960 |   |
| Loan ID 3188 |   | 4/16/2019 |   |          | 17.15  | %      |         |   | 13,376 |   |   |   | 13,376     |   |   |   | 13,228 |   |
| Loan ID 3189 |   | 4/16/2017 |   |          | 18.55  | %      |         |   | 4,082  |   |   |   | 4,082      |   |   |   | 3,977 |   |
| Loan ID 3190 |   | 4/16/2017 |   |          | 9.80   | %      |         |   | 14,446 |   |   |   | 14,446     |   |   |   | 14,272 |   |
| Loan ID 3191 |   | 4/16/2017 |   |          | 28.00  | %      |         |   | 3,376  |   |   |   | 3,376      |   |   |   | 3,253 |   |
| Loan ID 3192 |   | 4/16/2017 |   |          | 12.64  | %      |         |   | 20,235 |   |   |   | 20,235     |   |   |   | 19,872 |   |
| Loan ID 3193 |   | 4/16/2017 |   |          | 13.05  | %      |         |   | 12,156 |   |   |   | 12,156     |   |   |   | 11,938 |   |
| Loan ID 3194 |   | 4/16/2019 |   |          | 17.45  | %      |         |   | 22,787 |   |   |   | 22,787     |   |   |   | 22,535 |   |
| Loan ID 3195 |   | 4/17/2017 |   |          | 23.44  | %      |         |   | 8,289  |   |   |   | 8,289      |   |   |   | 7,992 |   |
| Loan ID 3196 |   | 4/17/2019 |   |          | 23.44  | %      |         |   | 9,241  |   |   |   | 9,241      |   |   |   | 9,084 |   |
| Loan ID 3197 |   | 4/17/2017 |   |          | 11.59  | %      |         |   | 12,103 |   |   |   | 12,103     |   |   |   | 11,957 |   |
| Loan ID 3198 |   | 4/17/2019 |   |          | 18.25  | %      |         |   | 20,091 |   |   |   | 20,091     |   |   |   | 19,869 |   |
| Loan ID 3199 |   | 4/17/2017 |   |          | 11.19  | %      |         |   | 8,059  |   |   |   | 8,059      |   |   |   | 7,962 |   |
| Loan ID 3200 |   | 4/17/2019 |   |          | 14.50  | %      |         |   | 22,618 |   |   |   | 22,618     |   |   |   | 22,495 |   |
| Loan ID 3201 |   | 4/17/2017 |   |          | 23.44  | %      |         |   | 7,463  |   |   |   | 7,463      |   |   |   | 7,196 |   |
| Loan ID 3202 |   | 4/17/2017 |   |          | 15.35  | %      |         |   | 8,158  |   |   |   | 8,158      |   |   |   | 7,948 |   |
| Loan ID 3203 |   | 4/17/2017 |   |          | 20.30  | %      |         |   | 8,272  |   |   |   | 8,272      |   |   |   | 7,975 |   |
| Loan ID 3204 |   | 4/17/2019 |   |          | 13.85  | %      |         |   | 7,226  |   |   |   | 7,226      |   |   |   | 7,186 |   |
| Loan ID 3206 |   | 4/17/2017 |   |          | 10.89  | %      |         |   | 12,078 |   |   |   | 12,078     |   |   |   | 11,932 |   |
| Loan ID 3207 |   | 4/17/2019 |   |          | 18.25  | %      |         |   | 13,699 |   |   |   | 13,699     |   |   |   | 13,547 |   |
| Loan ID 3208 |   | 4/17/2019 |   |          | 22.54  | %      |         |   | 13,889 |   |   |   | 13,889     |   |   |   | 13,654 |   |
| Loan ID 3209 |   | 4/17/2017 |   |          | 15.70  | %      |         |   | 20,433 |   |   |   | 20,433     |   |   |   | 19,907 |   |
| Loan ID 3210 |   | 4/17/2017 |   |          | 26.44  | %      |         |   | 3,363  |   |   |   | 3,363      |   |   |   | 3,240 |   |
| Loan ID 3211 |   | 4/17/2019 |   |          | 22.54  | %      |         |   | 9,223  |   |   |   | 9,223      |   |   |   | 9,067 |   |

 

|   |
|--------|

|   |
|--------|

 

| Loan ID      |   | Maturity  |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|-----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 3212 |   | 4/17/2019 |   |          | 17.15  | %      |         |   | 10,930 |   |   |   | 10,930     |   |   |   | 10,809 |   |
| Loan ID 3213 |   | 4/17/2017 |   |          | 13.50  | %      |         |   | 7,188  |   |   |   | 7,188      |   |   |   | 7,059 |   |
| Loan ID 3214 |   | 4/17/2019 |   |          | 12.24  | %      |         |   | 31,477 |   |   |   | 31,477     |   |   |   | 31,305 |   |
| Loan ID 3216 |   | 4/17/2017 |   |          | 28.00  | %      |         |   | 8,439  |   |   |   | 8,439      |   |   |   | 8,133 |   |
| Loan ID 3217 |   | 4/17/2017 |   |          | 12.64  | %      |         |   | 12,141 |   |   |   | 12,141     |   |   |   | 11,923 |   |
| Loan ID 3218 |   | 4/17/2017 |   |          | 19.20  | %      |         |   | 12,370 |   |   |   | 12,370     |   |   |   | 12,052 |   |
| Loan ID 3219 |   | 4/17/2019 |   |          | 15.35  | %      |         |   | 4,534  |   |   |   | 4,534      |   |   |   | 4,483 |   |
| Loan ID 3220 |   | 4/17/2019 |   |          | 18.90  | %      |         |   | 22,878 |   |   |   | 22,878     |   |   |   | 22,625 |   |
| Loan ID 3221 |   | 4/17/2017 |   |          | 16.35  | %      |         |   | 1,718  |   |   |   | 1,718      |   |   |   | 1,674 |   |
| Loan ID 3222 |   | 4/17/2017 |   |          | 16.05  | %      |         |   | 19,330 |   |   |   | 19,330     |   |   |   | 18,832 |   |
| Loan ID 3223 |   | 4/17/2019 |   |          | 17.45  | %      |         |   | 22,649 |   |   |   | 22,649     |   |   |   | 22,399 |   |
| Loan ID 3224 |   | 4/17/2019 |   |          | 26.44  | %      |         |   | 8,369  |   |   |   | 8,369      |   |   |   | 8,253 |   |
| Loan ID 3225 |   | 4/17/2017 |   |          | 11.99  | %      |         |   | 9,290  |   |   |   | 9,290      |   |   |   | 9,178 |   |
| Loan ID 3226 |   | 4/17/2019 |   |          | 16.35  | %      |         |   | 9,090  |   |   |   | 9,090      |   |   |   | 8,990 |   |
| Loan ID 3227 |   | 4/17/2017 |   |          | 15.70  | %      |         |   | 20,416 |   |   |   | 20,416     |   |   |   | 19,890 |   |
| Loan ID 3228 |   | 4/17/2019 |   |          | 19.20  | %      |         |   | 9,153  |   |   |   | 9,153      |   |   |   | 9,052 |   |
| Loan ID 3229 |   | 4/17/2019 |   |          | 13.05  | %      |         |   | 31,546 |   |   |   | 31,546     |   |   |   | 31,373 |   |
| Loan ID 3231 |   | 4/17/2017 |   |          | 10.89  | %      |         |   | 5,234  |   |   |   | 5,234      |   |   |   | 5,171 |   |
| Loan ID 3232 |   | 4/17/2017 |   |          | 9.80   | %      |         |   | 12,038 |   |   |   | 12,038     |   |   |   | 11,893 |   |
| Loan ID 3233 |   | 4/17/2017 |   |          | 9.20   | %      |         |   | 12,016 |   |   |   | 12,016     |   |   |   | 11,871 |   |
| Loan ID 3234 |   | 4/17/2017 |   |          | 18.55  | %      |         |   | 17,287 |   |   |   | 17,287     |   |   |   | 16,842 |   |
| Loan ID 3235 |   | 4/17/2019 |   |          | 17.45  | %      |         |   | 18,229 |   |   |   | 18,229     |   |   |   | 18,028 |   |
| Loan ID 3236 |   | 4/17/2017 |   |          | 15.35  | %      |         |   | 5,711  |   |   |   | 5,711      |   |   |   | 5,564 |   |
| Loan ID 3238 |   | 4/17/2017 |   |          | 16.05  | %      |         |   | 9,605  |   |   |   | 9,605      |   |   |   | 9,358 |   |
| Loan ID 3239 |   | 4/17/2017 |   |          | 19.20  | %      |         |   | 8,320  |   |   |   | 8,320      |   |   |   | 8,106 |   |
| Loan ID 3240 |   | 4/17/2017 |   |          | 16.35  | %      |         |   | 3,267  |   |   |   | 3,267      |   |   |   | 3,183 |   |
| Loan ID 3241 |   | 4/17/2017 |   |          | 11.99  | %      |         |   | 16,157 |   |   |   | 16,157     |   |   |   | 15,963 |   |
| Loan ID 3242 |   | 4/17/2019 |   |          | 14.15  | %      |         |   | 18,078 |   |   |   | 18,078     |   |   |   | 17,980 |   |
| Loan ID 3243 |   | 4/17/2017 |   |          | 16.35  | %      |         |   | 12,272 |   |   |   | 12,272     |   |   |   | 11,956 |   |
| Loan ID 3244 |   | 4/17/2019 |   |          | 16.05  | %      |         |   | 8,175  |   |   |   | 8,175      |   |   |   | 8,085 |   |
| Loan ID 3246 |   | 4/17/2017 |   |          | 24.24  | %      |         |   | 4,659  |   |   |   | 4,659      |   |   |   | 4,489 |   |
| Loan ID 3247 |   | 4/17/2019 |   |          | 13.85  | %      |         |   | 7,045  |   |   |   | 7,045      |   |   |   | 7,007 |   |
| Loan ID 3248 |   | 4/17/2019 |   |          | 14.85  | %      |         |   | 22,620 |   |   |   | 22,620     |   |   |   | 22,496 |   |
| Loan ID 3249 |   | 4/17/2019 |   |          | 10.89  | %      |         |   | 17,446 |   |   |   | 17,446     |   |   |   | 17,468 |   |
| Loan ID 3250 |   | 4/17/2017 |   |          | 18.55  | %      |         |   | 11,525 |   |   |   | 11,525     |   |   |   | 11,228 |   |
| Loan ID 3251 |   | 4/17/2017 |   |          | 12.64  | %      |         |   | 20,235 |   |   |   | 20,235     |   |   |   | 19,872 |   |
| Loan ID 3252 |   | 4/17/2019 |   |          | 26.44  | %      |         |   | 9,299  |   |   |   | 9,299      |   |   |   | 9,170 |   |
| Loan ID 3253 |   | 4/17/2019 |   |          | 15.35  | %      |         |   | 13,601 |   |   |   | 13,601     |   |   |   | 13,450 |   |
| Loan ID 3254 |   | 4/17/2017 |   |          | 18.55  | %      |         |   | 2,881  |   |   |   | 2,881      |   |   |   | 2,807 |   |
| Loan ID 3255 |   | 4/17/2017 |   |          | 13.50  | %      |         |   | 10,448 |   |   |   | 10,448     |   |   |   | 10,260 |   |
| Loan ID 3256 |   | 4/17/2017 |   |          | 10.89  | %      |         |   | 20,130 |   |   |   | 20,130     |   |   |   | 19,887 |   |
| Loan ID 3257 |   | 4/17/2017 |   |          | 17.15  | %      |         |   | 8,200  |   |   |   | 8,200      |   |   |   | 7,989 |   |
| Loan ID 3258 |   | 4/17/2017 |   |          | 16.35  | %      |         |   | 20,453 |   |   |   | 20,453     |   |   |   | 19,927 |   |
| Loan ID 3259 |   | 4/17/2019 |   |          | 25.04  | %      |         |   | 2,782  |   |   |   | 2,782      |   |   |   | 2,743 |   |
| Loan ID 3261 |   | 4/17/2017 |   |          | 19.60  | %      |         |   | 10,311 |   |   |   | 10,311     |   |   |   | 9,942 |   |
| Loan ID 3262 |   | 4/17/2019 |   |          | 19.20  | %      |         |   | 9,153  |   |   |   | 9,153      |   |   |   | 9,052 |   |
| Loan ID 3263 |   | 4/17/2019 |   |          | 16.05  | %      |         |   | 22,708 |   |   |   | 22,708     |   |   |   | 22,457 |   |
| Loan ID 3264 |   | 4/17/2019 |   |          | 18.25  | %      |         |   | 12,603 |   |   |   | 12,603     |   |   |   | 12,463 |   |
| Loan ID 3265 |   | 4/17/2017 |   |          | 11.59  | %      |         |   | 10,328 |   |   |   | 10,328     |   |   |   | 10,204 |   |
| Loan ID 3266 |   | 4/17/2017 |   |          | 12.24  | %      |         |   | 8,084  |   |   |   | 8,084      |   |   |   | 7,939 |   |
| Loan ID 3267 |   | 4/17/2017 |   |          | 10.29  | %      |         |   | 6,832  |   |   |   | 6,832      |   |   |   | 6,749 |   |
| Loan ID 3268 |   | 4/17/2017 |   |          | 14.15  | %      |         |   | 16,260 |   |   |   | 16,260     |   |   |   | 15,968 |   |
| Loan ID 3270 |   | 4/17/2017 |   |          | 17.45  | %      |         |   | 18,055 |   |   |   | 18,055     |   |   |   | 17,590 |   |
| Loan ID 3271 |   | 4/17/2017 |   |          | 17.90  | %      |         |   | 8,217  |   |   |   | 8,217      |   |   |   | 8,006 |   |
| Loan ID 3272 |   | 4/17/2019 |   |          | 20.30  | %      |         |   | 3,671  |   |   |   | 3,671      |   |   |   | 3,608 |   |
| Loan ID 3273 |   | 4/17/2019 |   |          | 14.50  | %      |         |   | 2,714  |   |   |   | 2,714      |   |   |   | 2,699 |   |
| Loan ID 3275 |   | 4/17/2017 |   |          | 28.00  | %      |         |   | 5,907  |   |   |   | 5,907      |   |   |   | 5,693 |   |
| Loan ID 3277 |   | 4/17/2017 |   |          | 11.99  | %      |         |   | 8,078  |   |   |   | 8,078      |   |   |   | 7,981 |   |

 

|   |
|--------|

|   |
|--------|

 

| Loan ID      |   | Maturity  |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|-----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 3278 |   | 4/17/2017 |   |          | 13.05  | %      |         |   | 12,155 |   |   |   | 12,155     |   |   |   | 11,937 |   |
| Loan ID 3279 |   | 4/17/2019 |   |          | 19.20  | %      |         |   | 14,062 |   |   |   | 14,062     |   |   |   | 13,907 |   |
| Loan ID 3280 |   | 4/17/2017 |   |          | 13.50  | %      |         |   | 28,403 |   |   |   | 28,403     |   |   |   | 27,894 |   |
| Loan ID 3281 |   | 4/17/2017 |   |          | 11.19  | %      |         |   | 22,565 |   |   |   | 22,565     |   |   |   | 22,294 |   |
| Loan ID 3282 |   | 4/17/2019 |   |          | 14.15  | %      |         |   | 13,559 |   |   |   | 13,559     |   |   |   | 13,485 |   |
| Loan ID 3283 |   | 4/17/2017 |   |          | 16.35  | %      |         |   | 8,181  |   |   |   | 8,181      |   |   |   | 7,971 |   |
| Loan ID 3284 |   | 4/17/2019 |   |          | 14.15  | %      |         |   | 13,559 |   |   |   | 13,559     |   |   |   | 13,485 |   |
| Loan ID 3285 |   | 4/17/2019 |   |          | 13.05  | %      |         |   | 29,292 |   |   |   | 29,292     |   |   |   | 29,132 |   |
| Loan ID 3286 |   | 4/17/2017 |   |          | 14.50  | %      |         |   | 16,710 |   |   |   | 16,710     |   |   |   | 16,410 |   |
| Loan ID 3287 |   | 4/17/2017 |   |          | 18.55  | %      |         |   | 5,351  |   |   |   | 5,351      |   |   |   | 5,213 |   |
| Loan ID 3288 |   | 4/17/2017 |   |          | 22.54  | %      |         |   | 2,497  |   |   |   | 2,497      |   |   |   | 2,407 |   |
| Loan ID 3289 |   | 4/17/2017 |   |          | 14.15  | %      |         |   | 12,195 |   |   |   | 12,195     |   |   |   | 11,976 |   |
| Loan ID 3290 |   | 4/17/2017 |   |          | 8.74   | %      |         |   | 5,600  |   |   |   | 5,600      |   |   |   | 5,532 |   |
| Loan ID 3291 |   | 4/17/2017 |   |          | 11.99  | %      |         |   | 15,511 |   |   |   | 15,511     |   |   |   | 15,324 |   |
| Loan ID 3292 |   | 4/17/2019 |   |          | 21.00  | %      |         |   | 13,787 |   |   |   | 13,787     |   |   |   | 13,553 |   |
| Loan ID 3293 |   | 4/17/2017 |   |          | 12.24  | %      |         |   | 8,084  |   |   |   | 8,084      |   |   |   | 7,939 |   |
| Loan ID 3294 |   | 4/17/2017 |   |          | 10.29  | %      |         |   | 11,252 |   |   |   | 11,252     |   |   |   | 11,117 |   |
| Loan ID 3295 |   | 4/17/2017 |   |          | 14.15  | %      |         |   | 3,406  |   |   |   | 3,406      |   |   |   | 3,345 |   |
| Loan ID 3296 |   | 4/17/2017 |   |          | 28.00  | %      |         |   | 3,376  |   |   |   | 3,376      |   |   |   | 3,253 |   |
| Loan ID 3298 |   | 4/17/2017 |   |          | 19.60  | %      |         |   | 10,320 |   |   |   | 10,320     |   |   |   | 9,950 |   |
| Loan ID 3299 |   | 4/17/2017 |   |          | 12.24  | %      |         |   | 4,401  |   |   |   | 4,401      |   |   |   | 4,323 |   |
| Loan ID 3300 |   | 4/17/2017 |   |          | 13.85  | %      |         |   | 14,621 |   |   |   | 14,621     |   |   |   | 14,359 |   |
| Loan ID 3301 |   | 4/17/2017 |   |          | 23.44  | %      |         |   | 1,643  |   |   |   | 1,643      |   |   |   | 1,585 |   |
| Loan ID 3302 |   | 4/17/2019 |   |          | 18.55  | %      |         |   | 13,708 |   |   |   | 13,708     |   |   |   | 13,557 |   |
| Loan ID 3303 |   | 4/17/2019 |   |          | 21.00  | %      |         |   | 4,779  |   |   |   | 4,779      |   |   |   | 4,698 |   |
| Loan ID 3304 |   | 4/17/2017 |   |          | 13.05  | %      |         |   | 12,156 |   |   |   | 12,156     |   |   |   | 11,938 |   |
| Loan ID 3305 |   | 4/18/2017 |   |          | 15.70  | %      |         |   | 7,758  |   |   |   | 7,758      |   |   |   | 7,558 |   |
| Loan ID 3306 |   | 4/18/2017 |   |          | 28.00  | %      |         |   | 3,376  |   |   |   | 3,376      |   |   |   | 3,253 |   |
| Loan ID 3307 |   | 4/18/2017 |   |          | 14.15  | %      |         |   | 2,439  |   |   |   | 2,439      |   |   |   | 2,395 |   |
| Loan ID 3309 |   | 4/18/2017 |   |          | 9.20   | %      |         |   | 7,410  |   |   |   | 7,410      |   |   |   | 7,321 |   |
| Loan ID 3310 |   | 4/18/2017 |   |          | 17.15  | %      |         |   | 3,280  |   |   |   | 3,280      |   |   |   | 3,196 |   |
| Loan ID 3311 |   | 4/18/2017 |   |          | 11.59  | %      |         |   | 6,455  |   |   |   | 6,455      |   |   |   | 6,377 |   |
| Loan ID 3312 |   | 4/18/2017 |   |          | 13.50  | %      |         |   | 16,229 |   |   |   | 16,229     |   |   |   | 15,938 |   |
| Loan ID 3313 |   | 4/18/2017 |   |          | 14.85  | %      |         |   | 16,293 |   |   |   | 16,293     |   |   |   | 16,001 |   |
| Loan ID 3314 |   | 4/18/2017 |   |          | 9.20   | %      |         |   | 11,215 |   |   |   | 11,215     |   |   |   | 11,080 |   |
| Loan ID 3315 |   | 4/18/2019 |   |          | 19.60  | %      |         |   | 12,826 |   |   |   | 12,826     |   |   |   | 12,609 |   |
| Loan ID 3316 |   | 4/18/2019 |   |          | 22.54  | %      |         |   | 8,301  |   |   |   | 8,301      |   |   |   | 8,160 |   |
| Loan ID 3317 |   | 4/18/2017 |   |          | 25.04  | %      |         |   | 3,350  |   |   |   | 3,350      |   |   |   | 3,229 |   |
| Loan ID 3318 |   | 4/18/2019 |   |          | 16.75  | %      |         |   | 11,129 |   |   |   | 11,129     |   |   |   | 11,006 |   |
| Loan ID 3319 |   | 4/18/2019 |   |          | 11.59  | %      |         |   | 17,955 |   |   |   | 17,955     |   |   |   | 17,978 |   |
| Loan ID 3320 |   | 4/18/2017 |   |          | 13.05  | %      |         |   | 8,104  |   |   |   | 8,104      |   |   |   | 7,958 |   |
| Loan ID 3321 |   | 4/18/2017 |   |          | 28.00  | %      |         |   | 3,376  |   |   |   | 3,376      |   |   |   | 3,253 |   |
| Loan ID 3322 |   | 4/18/2019 |   |          | 11.19  | %      |         |   | 11,658 |   |   |   | 11,658     |   |   |   | 11,673 |   |
| Loan ID 3323 |   | 4/18/2019 |   |          | 15.35  | %      |         |   | 13,601 |   |   |   | 13,601     |   |   |   | 13,450 |   |
| Loan ID 3324 |   | 4/18/2017 |   |          | 11.99  | %      |         |   | 11,714 |   |   |   | 11,714     |   |   |   | 11,573 |   |
| Loan ID 3325 |   | 4/18/2017 |   |          | 11.19  | %      |         |   | 5,315  |   |   |   | 5,315      |   |   |   | 5,251 |   |
| Loan ID 3326 |   | 4/18/2019 |   |          | 20.30  | %      |         |   | 4,588  |   |   |   | 4,588      |   |   |   | 4,511 |   |
| Loan ID 3327 |   | 4/18/2019 |   |          | 15.35  | %      |         |   | 22,668 |   |   |   | 22,668     |   |   |   | 22,417 |   |
| Loan ID 3328 |   | 4/18/2019 |   |          | 13.85  | %      |         |   | 5,419  |   |   |   | 5,419      |   |   |   | 5,390 |   |
| Loan ID 3329 |   | 4/18/2019 |   |          | 11.59  | %      |         |   | 8,080  |   |   |   | 8,080      |   |   |   | 8,090 |   |
| Loan ID 3330 |   | 4/18/2017 |   |          | 16.05  | %      |         |   | 12,262 |   |   |   | 12,262     |   |   |   | 11,946 |   |
| Loan ID 3331 |   | 4/18/2017 |   |          | 14.50  | %      |         |   | 28,483 |   |   |   | 28,483     |   |   |   | 27,973 |   |
| Loan ID 3332 |   | 4/18/2017 |   |          | 10.89  | %      |         |   | 8,052  |   |   |   | 8,052      |   |   |   | 7,955 |   |
| Loan ID 3333 |   | 4/18/2017 |   |          | 9.80   | %      |         |   | 28,089 |   |   |   | 28,089     |   |   |   | 27,750 |   |
| Loan ID 3334 |   | 4/18/2017 |   |          | 19.60  | %      |         |   | 5,352  |   |   |   | 5,352      |   |   |   | 5,160 |   |
| Loan ID 3335 |   | 4/18/2019 |   |          | 13.85  | %      |         |   | 22,580 |   |   |   | 22,580     |   |   |   | 22,457 |   |
| Loan ID 3336 |   | 4/18/2017 |   |          | 14.50  | %      |         |   | 8,138  |   |   |   | 8,138      |   |   |   | 7,992 |   |
| Loan ID 3337 |   | 4/18/2019 |   |          | 13.85  | %      |         |   | 11,742 |   |   |   | 11,742     |   |   |   | 11,678 |   |
| Loan ID 3338 |   | 4/18/2017 |   |          | 12.64  | %      |         |   | 2,833  |   |   |   | 2,833      |   |   |   | 2,782 |   |

 

|   |
|--------|

|   |
|--------|

 

| Loan ID      |   | Maturity  |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|-----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 3339 |   | 4/18/2019 |   |          | 20.30  | %      |         |   | 9,176  |   |   |   | 9,176      |   |   |   | 9,021 |   |
| Loan ID 3340 |   | 4/18/2017 |   |          | 8.74   | %      |         |   | 4,800  |   |   |   | 4,800      |   |   |   | 4,742 |   |
| Loan ID 3341 |   | 4/18/2019 |   |          | 15.35  | %      |         |   | 5,795  |   |   |   | 5,795      |   |   |   | 5,731 |   |
| Loan ID 3342 |   | 4/18/2017 |   |          | 17.90  | %      |         |   | 6,985  |   |   |   | 6,985      |   |   |   | 6,805 |   |
| Loan ID 3343 |   | 4/18/2019 |   |          | 17.45  | %      |         |   | 4,557  |   |   |   | 4,557      |   |   |   | 4,507 |   |
| Loan ID 3344 |   | 4/18/2017 |   |          | 15.70  | %      |         |   | 3,266  |   |   |   | 3,266      |   |   |   | 3,182 |   |
| Loan ID 3345 |   | 4/18/2019 |   |          | 13.50  | %      |         |   | 13,536 |   |   |   | 13,536     |   |   |   | 13,462 |   |
| Loan ID 3346 |   | 4/18/2017 |   |          | 13.50  | %      |         |   | 4,057  |   |   |   | 4,057      |   |   |   | 3,984 |   |
| Loan ID 3347 |   | 4/18/2017 |   |          | 22.54  | %      |         |   | 8,322  |   |   |   | 8,322      |   |   |   | 8,023 |   |
| Loan ID 3348 |   | 4/18/2019 |   |          | 11.19  | %      |         |   | 15,694 |   |   |   | 15,694     |   |   |   | 15,713 |   |
| Loan ID 3349 |   | 4/18/2017 |   |          | 20.30  | %      |         |   | 1,654  |   |   |   | 1,654      |   |   |   | 1,595 |   |
| Loan ID 3350 |   | 4/18/2017 |   |          | 17.45  | %      |         |   | 3,283  |   |   |   | 3,283      |   |   |   | 3,198 |   |
| Loan ID 3351 |   | 4/18/2019 |   |          | 18.90  | %      |         |   | 8,689  |   |   |   | 8,689      |   |   |   | 8,593 |   |
| Loan ID 3352 |   | 4/18/2017 |   |          | 11.59  | %      |         |   | 28,241 |   |   |   | 28,241     |   |   |   | 27,900 |   |
| Loan ID 3353 |   | 4/18/2019 |   |          | 15.35  | %      |         |   | 11,787 |   |   |   | 11,787     |   |   |   | 11,657 |   |
| Loan ID 3354 |   | 4/18/2017 |   |          | 9.20   | %      |         |   | 24,032 |   |   |   | 24,032     |   |   |   | 23,743 |   |
| Loan ID 3355 |   | 4/18/2019 |   |          | 17.90  | %      |         |   | 16,424 |   |   |   | 16,424     |   |   |   | 16,243 |   |
| Loan ID 3356 |   | 4/18/2017 |   |          | 27.24  | %      |         |   | 9,144  |   |   |   | 9,144      |   |   |   | 8,812 |   |
| Loan ID 3357 |   | 4/18/2019 |   |          | 18.90  | %      |         |   | 13,720 |   |   |   | 13,720     |   |   |   | 13,568 |   |
| Loan ID 3358 |   | 4/18/2019 |   |          | 14.15  | %      |         |   | 22,598 |   |   |   | 22,598     |   |   |   | 22,475 |   |
| Loan ID 3359 |   | 4/18/2017 |   |          | 23.44  | %      |         |   | 6,256  |   |   |   | 6,256      |   |   |   | 6,032 |   |
| Loan ID 3360 |   | 4/18/2017 |   |          | 15.70  | %      |         |   | 3,266  |   |   |   | 3,266      |   |   |   | 3,182 |   |
| Loan ID 3361 |   | 4/18/2017 |   |          | 18.55  | %      |         |   | 8,232  |   |   |   | 8,232      |   |   |   | 8,020 |   |
| Loan ID 3362 |   | 4/18/2017 |   |          | 28.00  | %      |         |   | 3,373  |   |   |   | 3,373      |   |   |   | 3,250 |   |
| Loan ID 3363 |   | 4/18/2019 |   |          | 19.60  | %      |         |   | 6,871  |   |   |   | 6,871      |   |   |   | 6,755 |   |
| Loan ID 3364 |   | 4/18/2019 |   |          | 18.25  | %      |         |   | 13,699 |   |   |   | 13,699     |   |   |   | 13,547 |   |
| Loan ID 3365 |   | 4/18/2019 |   |          | 10.89  | %      |         |   | 15,233 |   |   |   | 15,233     |   |   |   | 15,252 |   |
| Loan ID 3366 |   | 4/18/2017 |   |          | 17.90  | %      |         |   | 7,395  |   |   |   | 7,395      |   |   |   | 7,205 |   |
| Loan ID 3367 |   | 4/18/2017 |   |          | 18.55  | %      |         |   | 8,232  |   |   |   | 8,232      |   |   |   | 8,020 |   |
| Loan ID 3368 |   | 4/18/2017 |   |          | 10.89  | %      |         |   | 20,129 |   |   |   | 20,129     |   |   |   | 19,887 |   |
| Loan ID 3369 |   | 4/18/2019 |   |          | 22.54  | %      |         |   | 13,834 |   |   |   | 13,834     |   |   |   | 13,600 |   |
| Loan ID 3371 |   | 4/18/2019 |   |          | 12.24  | %      |         |   | 17,987 |   |   |   | 17,987     |   |   |   | 17,889 |   |
| Loan ID 3372 |   | 4/18/2017 |   |          | 9.80   | %      |         |   | 8,025  |   |   |   | 8,025      |   |   |   | 7,929 |   |
| Loan ID 3373 |   | 4/18/2017 |   |          | 11.99  | %      |         |   | 12,200 |   |   |   | 12,200     |   |   |   | 12,053 |   |
| Loan ID 3374 |   | 4/18/2019 |   |          | 15.35  | %      |         |   | 9,001  |   |   |   | 9,001      |   |   |   | 8,902 |   |
| Loan ID 3375 |   | 4/18/2019 |   |          | 15.35  | %      |         |   | 9,067  |   |   |   | 9,067      |   |   |   | 8,967 |   |
| Loan ID 3376 |   | 4/18/2017 |   |          | 11.59  | %      |         |   | 3,559  |   |   |   | 3,559      |   |   |   | 3,516 |   |
| Loan ID 3377 |   | 4/18/2017 |   |          | 9.80   | %      |         |   | 12,038 |   |   |   | 12,038     |   |   |   | 11,893 |   |
| Loan ID 3379 |   | 4/18/2017 |   |          | 11.99  | %      |         |   | 10,179 |   |   |   | 10,179     |   |   |   | 10,056 |   |
| Loan ID 3380 |   | 4/18/2019 |   |          | 13.85  | %      |         |   | 6,322  |   |   |   | 6,322      |   |   |   | 6,288 |   |
| Loan ID 3381 |   | 4/18/2017 |   |          | 11.19  | %      |         |   | 16,118 |   |   |   | 16,118     |   |   |   | 15,924 |   |
| Loan ID 3382 |   | 4/18/2017 |   |          | 12.64  | %      |         |   | 8,499  |   |   |   | 8,499      |   |   |   | 8,346 |   |
| Loan ID 3383 |   | 4/18/2017 |   |          | 19.20  | %      |         |   | 12,370 |   |   |   | 12,370     |   |   |   | 12,052 |   |
| Loan ID 3384 |   | 4/18/2019 |   |          | 10.89  | %      |         |   | 17,921 |   |   |   | 17,921     |   |   |   | 17,943 |   |
| Loan ID 3385 |   | 4/18/2017 |   |          | 14.85  | %      |         |   | 6,517  |   |   |   | 6,517      |   |   |   | 6,400 |   |
| Loan ID 3386 |   | 4/18/2017 |   |          | 14.15  | %      |         |   | 6,910  |   |   |   | 6,910      |   |   |   | 6,786 |   |
| Loan ID 3387 |   | 4/18/2019 |   |          | 25.74  | %      |         |   | 7,971  |   |   |   | 7,971      |   |   |   | 7,860 |   |
| Loan ID 3388 |   | 4/18/2019 |   |          | 13.85  | %      |         |   | 13,548 |   |   |   | 13,548     |   |   |   | 13,474 |   |
| Loan ID 3389 |   | 4/18/2019 |   |          | 13.85  | %      |         |   | 7,002  |   |   |   | 7,002      |   |   |   | 6,963 |   |
| Loan ID 3390 |   | 4/18/2019 |   |          | 18.90  | %      |         |   | 8,232  |   |   |   | 8,232      |   |   |   | 8,141 |   |
| Loan ID 3391 |   | 4/18/2019 |   |          | 14.15  | %      |         |   | 18,078 |   |   |   | 18,078     |   |   |   | 17,980 |   |
| Loan ID 3392 |   | 4/18/2017 |   |          | 21.85  | %      |         |   | 8,306  |   |   |   | 8,306      |   |   |   | 8,009 |   |
| Loan ID 3393 |   | 4/18/2019 |   |          | 18.90  | %      |         |   | 10,976 |   |   |   | 10,976     |   |   |   | 10,854 |   |
| Loan ID 3394 |   | 4/18/2017 |   |          | 21.00  | %      |         |   | 8,287  |   |   |   | 8,287      |   |   |   | 7,990 |   |
| Loan ID 3395 |   | 4/18/2017 |   |          | 13.50  | %      |         |   | 8,114  |   |   |   | 8,114      |   |   |   | 7,969 |   |
| Loan ID 3397 |   | 4/18/2017 |   |          | 11.99  | %      |         |   | 8,394  |   |   |   | 8,394      |   |   |   | 8,293 |   |
| Loan ID 3398 |   | 4/18/2019 |   |          | 11.59  | %      |         |   | 17,955 |   |   |   | 17,955     |   |   |   | 17,978 |   |
| Loan ID 3399 |   | 4/18/2017 |   |          | 8.74   | %      |         |   | 9,599  |   |   |   | 9,599      |   |   |   | 9,484 |   |

 

|   |
|--------|

|   |
|--------|

 

| Loan ID      |   | Maturity  |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|-----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 3400 |   | 4/18/2019 |   |          | 18.55  | %      |         |   | 2,068  |   |   |   | 2,068      |   |   |   | 2,045 |   |
| Loan ID 3401 |   | 4/18/2019 |   |          | 14.85  | %      |         |   | 13,583 |   |   |   | 13,583     |   |   |   | 13,509 |   |
| Loan ID 3402 |   | 4/18/2017 |   |          | 11.19  | %      |         |   | 16,118 |   |   |   | 16,118     |   |   |   | 15,924 |   |
| Loan ID 3403 |   | 4/18/2017 |   |          | 11.59  | %      |         |   | 8,069  |   |   |   | 8,069      |   |   |   | 7,972 |   |
| Loan ID 3404 |   | 4/18/2019 |   |          | 12.64  | %      |         |   | 22,508 |   |   |   | 22,508     |   |   |   | 22,385 |   |
| Loan ID 3405 |   | 4/18/2017 |   |          | 23.44  | %      |         |   | 3,337  |   |   |   | 3,337      |   |   |   | 3,217 |   |
| Loan ID 3407 |   | 4/18/2017 |   |          | 12.24  | %      |         |   | 8,893  |   |   |   | 8,893      |   |   |   | 8,733 |   |
| Loan ID 3408 |   | 4/18/2019 |   |          | 14.85  | %      |         |   | 17,894 |   |   |   | 17,894     |   |   |   | 17,797 |   |
| Loan ID 3409 |   | 4/18/2019 |   |          | 15.70  | %      |         |   | 22,742 |   |   |   | 22,742     |   |   |   | 22,491 |   |
| Loan ID 3410 |   | 4/18/2019 |   |          | 13.85  | %      |         |   | 13,579 |   |   |   | 13,579     |   |   |   | 13,505 |   |
| Loan ID 3411 |   | 4/18/2017 |   |          | 13.05  | %      |         |   | 8,914  |   |   |   | 8,914      |   |   |   | 8,754 |   |
| Loan ID 3412 |   | 4/18/2017 |   |          | 11.19  | %      |         |   | 16,118 |   |   |   | 16,118     |   |   |   | 15,924 |   |
| Loan ID 3413 |   | 4/18/2017 |   |          | 10.89  | %      |         |   | 8,857  |   |   |   | 8,857      |   |   |   | 8,750 |   |
| Loan ID 3414 |   | 4/18/2017 |   |          | 20.30  | %      |         |   | 8,328  |   |   |   | 8,328      |   |   |   | 8,029 |   |
| Loan ID 3415 |   | 4/21/2019 |   |          | 11.99  | %      |         |   | 13,481 |   |   |   | 13,481     |   |   |   | 13,498 |   |
| Loan ID 3416 |   | 4/21/2019 |   |          | 20.30  | %      |         |   | 8,259  |   |   |   | 8,259      |   |   |   | 8,119 |   |
| Loan ID 3417 |   | 4/21/2019 |   |          | 14.15  | %      |         |   | 9,039  |   |   |   | 9,039      |   |   |   | 8,990 |   |
| Loan ID 3418 |   | 4/21/2017 |   |          | 14.15  | %      |         |   | 15,081 |   |   |   | 15,081     |   |   |   | 14,810 |   |
| Loan ID 3420 |   | 4/21/2019 |   |          | 21.85  | %      |         |   | 8,288  |   |   |   | 8,288      |   |   |   | 8,148 |   |
| Loan ID 3421 |   | 4/21/2019 |   |          | 13.50  | %      |         |   | 22,559 |   |   |   | 22,559     |   |   |   | 22,436 |   |
| Loan ID 3422 |   | 4/21/2017 |   |          | 17.15  | %      |         |   | 10,660 |   |   |   | 10,660     |   |   |   | 10,386 |   |
| Loan ID 3423 |   | 4/21/2017 |   |          | 18.55  | %      |         |   | 8,232  |   |   |   | 8,232      |   |   |   | 8,020 |   |
| Loan ID 3424 |   | 4/21/2017 |   |          | 27.24  | %      |         |   | 4,212  |   |   |   | 4,212      |   |   |   | 4,059 |   |
| Loan ID 3425 |   | 4/21/2017 |   |          | 11.59  | %      |         |   | 12,103 |   |   |   | 12,103     |   |   |   | 11,957 |   |
| Loan ID 3426 |   | 4/21/2017 |   |          | 23.44  | %      |         |   | 8,341  |   |   |   | 8,341      |   |   |   | 8,043 |   |
| Loan ID 3427 |   | 4/21/2017 |   |          | 14.15  | %      |         |   | 3,252  |   |   |   | 3,252      |   |   |   | 3,194 |   |
| Loan ID 3428 |   | 4/21/2019 |   |          | 15.35  | %      |         |   | 23,575 |   |   |   | 23,575     |   |   |   | 23,314 |   |
| Loan ID 3429 |   | 4/21/2017 |   |          | 14.15  | %      |         |   | 4,878  |   |   |   | 4,878      |   |   |   | 4,790 |   |
| Loan ID 3430 |   | 4/21/2019 |   |          | 24.24  | %      |         |   | 6,480  |   |   |   | 6,480      |   |   |   | 6,390 |   |
| Loan ID 3431 |   | 4/21/2019 |   |          | 15.70  | %      |         |   | 22,690 |   |   |   | 22,690     |   |   |   | 22,439 |   |
| Loan ID 3432 |   | 4/21/2017 |   |          | 14.15  | %      |         |   | 8,130  |   |   |   | 8,130      |   |   |   | 7,984 |   |
| Loan ID 3433 |   | 4/21/2017 |   |          | 11.59  | %      |         |   | 4,839  |   |   |   | 4,839      |   |   |   | 4,780 |   |
| Loan ID 3434 |   | 4/21/2019 |   |          | 17.15  | %      |         |   | 3,643  |   |   |   | 3,643      |   |   |   | 3,603 |   |
| Loan ID 3435 |   | 4/21/2019 |   |          | 17.15  | %      |         |   | 5,009  |   |   |   | 5,009      |   |   |   | 4,954 |   |
| Loan ID 3436 |   | 4/21/2017 |   |          | 11.59  | %      |         |   | 8,069  |   |   |   | 8,069      |   |   |   | 7,972 |   |
| Loan ID 3437 |   | 4/21/2017 |   |          | 17.45  | %      |         |   | 8,207  |   |   |   | 8,207      |   |   |   | 7,996 |   |
| Loan ID 3438 |   | 4/21/2017 |   |          | 13.50  | %      |         |   | 13,795 |   |   |   | 13,795     |   |   |   | 13,547 |   |
| Loan ID 3439 |   | 4/21/2019 |   |          | 14.15  | %      |         |   | 13,559 |   |   |   | 13,559     |   |   |   | 13,485 |   |
| Loan ID 3440 |   | 4/21/2017 |   |          | 18.55  | %      |         |   | 8,232  |   |   |   | 8,232      |   |   |   | 8,020 |   |
| Loan ID 3441 |   | 4/21/2017 |   |          | 23.44  | %      |         |   | 3,337  |   |   |   | 3,337      |   |   |   | 3,217 |   |
| Loan ID 3442 |   | 4/21/2019 |   |          | 9.80   | %      |         |   | 17,866 |   |   |   | 17,866     |   |   |   | 17,888 |   |
| Loan ID 3443 |   | 4/21/2017 |   |          | 18.55  | %      |         |   | 17,699 |   |   |   | 17,699     |   |   |   | 17,243 |   |
| Loan ID 3444 |   | 4/21/2017 |   |          | 14.15  | %      |         |   | 4,065  |   |   |   | 4,065      |   |   |   | 3,992 |   |
| Loan ID 3445 |   | 4/21/2019 |   |          | 13.85  | %      |         |   | 27,738 |   |   |   | 27,738     |   |   |   | 27,587 |   |
| Loan ID 3446 |   | 4/21/2019 |   |          | 10.89  | %      |         |   | 4,479  |   |   |   | 4,479      |   |   |   | 4,485 |   |
| Loan ID 3447 |   | 4/21/2017 |   |          | 10.29  | %      |         |   | 4,019  |   |   |   | 4,019      |   |   |   | 3,970 |   |
| Loan ID 3448 |   | 4/21/2017 |   |          | 15.35  | %      |         |   | 1,633  |   |   |   | 1,633      |   |   |   | 1,591 |   |
| Loan ID 3449 |   | 4/21/2019 |   |          | 14.50  | %      |         |   | 9,047  |   |   |   | 9,047      |   |   |   | 8,998 |   |
| Loan ID 3450 |   | 4/21/2017 |   |          | 13.05  | %      |         |   | 8,914  |   |   |   | 8,914      |   |   |   | 8,754 |   |
| Loan ID 3451 |   | 4/21/2019 |   |          | 12.64  | %      |         |   | 11,704 |   |   |   | 11,704     |   |   |   | 11,640 |   |
| Loan ID 3452 |   | 4/21/2017 |   |          | 25.04  | %      |         |   | 3,573  |   |   |   | 3,573      |   |   |   | 3,443 |   |
| Loan ID 3453 |   | 4/21/2019 |   |          | 18.25  | %      |         |   | 13,699 |   |   |   | 13,699     |   |   |   | 13,547 |   |
| Loan ID 3455 |   | 4/21/2017 |   |          | 13.85  | %      |         |   | 15,437 |   |   |   | 15,437     |   |   |   | 15,161 |   |
| Loan ID 3456 |   | 4/21/2019 |   |          | 19.20  | %      |         |   | 9,153  |   |   |   | 9,153      |   |   |   | 9,052 |   |
| Loan ID 3458 |   | 4/21/2019 |   |          | 15.70  | %      |         |   | 13,613 |   |   |   | 13,613     |   |   |   | 13,462 |   |
| Loan ID 3459 |   | 4/21/2017 |   |          | 30.09  | %      |         |   | 3,410  |   |   |   | 3,410      |   |   |   | 3,237 |   |
| Loan ID 3461 |   | 4/21/2019 |   |          | 14.15  | %      |         |   | 22,598 |   |   |   | 22,598     |   |   |   | 22,475 |   |

 

|   |
|--------|

|   |
|--------|

 

| Loan ID      |   | Maturity  |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|-----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 3463 |   | 4/21/2017 |   |          | 16.35  | %      |         |   | 12,977 |   |   |   | 12,977     |   |   |   | 12,643 |   |
| Loan ID 3464 |   | 4/21/2019 |   |          | 17.90  | %      |         |   | 13,687 |   |   |   | 13,687     |   |   |   | 13,536 |   |
| Loan ID 3465 |   | 4/21/2017 |   |          | 17.15  | %      |         |   | 8,200  |   |   |   | 8,200      |   |   |   | 7,989 |   |
| Loan ID 3466 |   | 4/21/2017 |   |          | 13.05  | %      |         |   | 4,052  |   |   |   | 4,052      |   |   |   | 3,979 |   |
| Loan ID 3467 |   | 4/21/2017 |   |          | 17.90  | %      |         |   | 12,326 |   |   |   | 12,326     |   |   |   | 12,009 |   |
| Loan ID 3468 |   | 4/21/2017 |   |          | 9.80   | %      |         |   | 6,165  |   |   |   | 6,165      |   |   |   | 6,091 |   |
| Loan ID 3469 |   | 4/21/2019 |   |          | 11.99  | %      |         |   | 8,987  |   |   |   | 8,987      |   |   |   | 8,999 |   |
| Loan ID 3470 |   | 4/21/2019 |   |          | 18.90  | %      |         |   | 13,429 |   |   |   | 13,429     |   |   |   | 13,281 |   |
| Loan ID 3471 |   | 4/21/2019 |   |          | 19.20  | %      |         |   | 11,899 |   |   |   | 11,899     |   |   |   | 11,767 |   |
| Loan ID 3472 |   | 4/21/2019 |   |          | 17.15  | %      |         |   | 9,108  |   |   |   | 9,108      |   |   |   | 9,007 |   |
| Loan ID 3473 |   | 4/21/2019 |   |          | 25.74  | %      |         |   | 3,714  |   |   |   | 3,714      |   |   |   | 3,663 |   |
| Loan ID 3474 |   | 4/21/2017 |   |          | 11.99  | %      |         |   | 8,078  |   |   |   | 8,078      |   |   |   | 7,981 |   |
| Loan ID 3475 |   | 4/21/2017 |   |          | 19.60  | %      |         |   | 5,366  |   |   |   | 5,366      |   |   |   | 5,174 |   |
| Loan ID 3476 |   | 4/21/2019 |   |          | 17.90  | %      |         |   | 5,475  |   |   |   | 5,475      |   |   |   | 5,414 |   |
| Loan ID 3478 |   | 4/21/2019 |   |          | 11.19  | %      |         |   | 17,935 |   |   |   | 17,935     |   |   |   | 17,958 |   |
| Loan ID 3479 |   | 4/21/2017 |   |          | 25.74  | %      |         |   | 8,391  |   |   |   | 8,391      |   |   |   | 8,086 |   |
| Loan ID 3480 |   | 4/21/2017 |   |          | 20.30  | %      |         |   | 8,336  |   |   |   | 8,336      |   |   |   | 8,037 |   |
| Loan ID 3481 |   | 4/21/2019 |   |          | 21.00  | %      |         |   | 11,949 |   |   |   | 11,949     |   |   |   | 11,746 |   |
| Loan ID 3482 |   | 4/21/2017 |   |          | 10.89  | %      |         |   | 8,052  |   |   |   | 8,052      |   |   |   | 7,955 |   |
| Loan ID 3483 |   | 4/21/2019 |   |          | 18.55  | %      |         |   | 23,503 |   |   |   | 23,503     |   |   |   | 23,243 |   |
| Loan ID 3484 |   | 4/21/2017 |   |          | 21.00  | %      |         |   | 4,258  |   |   |   | 4,258      |   |   |   | 4,105 |   |
| Loan ID 3485 |   | 4/21/2017 |   |          | 22.54  | %      |         |   | 3,271  |   |   |   | 3,271      |   |   |   | 3,154 |   |
| Loan ID 3487 |   | 4/21/2019 |   |          | 17.15  | %      |         |   | 13,662 |   |   |   | 13,662     |   |   |   | 13,511 |   |
| Loan ID 3488 |   | 4/21/2017 |   |          | 11.99  | %      |         |   | 4,847  |   |   |   | 4,847      |   |   |   | 4,789 |   |
| Loan ID 3489 |   | 4/21/2017 |   |          | 13.50  | %      |         |   | 16,229 |   |   |   | 16,229     |   |   |   | 15,938 |   |
| Loan ID 3490 |   | 4/21/2017 |   |          | 12.24  | %      |         |   | 8,084  |   |   |   | 8,084      |   |   |   | 7,939 |   |
| Loan ID 3491 |   | 4/21/2017 |   |          | 11.99  | %      |         |   | 20,196 |   |   |   | 20,196     |   |   |   | 19,953 |   |
| Loan ID 3492 |   | 4/21/2017 |   |          | 16.35  | %      |         |   | 6,954  |   |   |   | 6,954      |   |   |   | 6,775 |   |
| Loan ID 3493 |   | 4/21/2017 |   |          | 28.00  | %      |         |   | 3,462  |   |   |   | 3,462      |   |   |   | 3,336 |   |
| Loan ID 3494 |   | 4/21/2017 |   |          | 18.90  | %      |         |   | 12,360 |   |   |   | 12,360     |   |   |   | 12,042 |   |
| Loan ID 3495 |   | 4/21/2019 |   |          | 12.64  | %      |         |   | 9,003  |   |   |   | 9,003      |   |   |   | 8,954 |   |
| Loan ID 3496 |   | 4/21/2017 |   |          | 21.00  | %      |         |   | 2,486  |   |   |   | 2,486      |   |   |   | 2,397 |   |
| Loan ID 3498 |   | 4/21/2017 |   |          | 12.64  | %      |         |   | 12,141 |   |   |   | 12,141     |   |   |   | 11,923 |   |
| Loan ID 3499 |   | 4/21/2019 |   |          | 22.54  | %      |         |   | 9,626  |   |   |   | 9,626      |   |   |   | 9,463 |   |
| Loan ID 3500 |   | 4/21/2017 |   |          | 14.15  | %      |         |   | 8,130  |   |   |   | 8,130      |   |   |   | 7,984 |   |
| Loan ID 3502 |   | 4/21/2019 |   |          | 21.00  | %      |         |   | 8,424  |   |   |   | 8,424      |   |   |   | 8,282 |   |
| Loan ID 3503 |   | 4/21/2017 |   |          | 9.80   | %      |         |   | 3,210  |   |   |   | 3,210      |   |   |   | 3,172 |   |
| Loan ID 3504 |   | 4/21/2017 |   |          | 18.25  | %      |         |   | 16,450 |   |   |   | 16,450     |   |   |   | 16,027 |   |
| Loan ID 3505 |   | 4/21/2019 |   |          | 17.15  | %      |         |   | 22,770 |   |   |   | 22,770     |   |   |   | 22,518 |   |
| Loan ID 3506 |   | 4/21/2017 |   |          | 11.99  | %      |         |   | 12,118 |   |   |   | 12,118     |   |   |   | 11,972 |   |
| Loan ID 3507 |   | 4/21/2017 |   |          | 19.20  | %      |         |   | 12,370 |   |   |   | 12,370     |   |   |   | 12,052 |   |
| Loan ID 3509 |   | 4/21/2017 |   |          | 11.99  | %      |         |   | 22,216 |   |   |   | 22,216     |   |   |   | 21,948 |   |
| Loan ID 3510 |   | 4/21/2017 |   |          | 12.24  | %      |         |   | 8,084  |   |   |   | 8,084      |   |   |   | 7,939 |   |
| Loan ID 3511 |   | 4/22/2019 |   |          | 15.35  | %      |         |   | 6,553  |   |   |   | 6,553      |   |   |   | 6,480 |   |
| Loan ID 3512 |   | 4/22/2019 |   |          | 13.05  | %      |         |   | 18,387 |   |   |   | 18,387     |   |   |   | 18,286 |   |
| Loan ID 3513 |   | 4/22/2017 |   |          | 13.85  | %      |         |   | 13,809 |   |   |   | 13,809     |   |   |   | 13,561 |   |
| Loan ID 3514 |   | 4/22/2017 |   |          | 9.80   | %      |         |   | 1,943  |   |   |   | 1,943      |   |   |   | 1,919 |   |
| Loan ID 3515 |   | 4/22/2017 |   |          | 16.35  | %      |         |   | 13,900 |   |   |   | 13,900     |   |   |   | 13,542 |   |
| Loan ID 3516 |   | 4/22/2017 |   |          | 27.24  | %      |         |   | 8,423  |   |   |   | 8,423      |   |   |   | 8,117 |   |
| Loan ID 3517 |   | 4/22/2017 |   |          | 11.59  | %      |         |   | 8,069  |   |   |   | 8,069      |   |   |   | 7,972 |   |
| Loan ID 3518 |   | 4/22/2017 |   |          | 8.74   | %      |         |   | 7,214  |   |   |   | 7,214      |   |   |   | 7,127 |   |
| Loan ID 3519 |   | 4/22/2019 |   |          | 13.05  | %      |         |   | 22,533 |   |   |   | 22,533     |   |   |   | 22,410 |   |
| Loan ID 3520 |   | 4/22/2017 |   |          | 14.15  | %      |         |   | 8,152  |   |   |   | 8,152      |   |   |   | 8,005 |   |
| Loan ID 3521 |   | 4/22/2019 |   |          | 18.90  | %      |         |   | 13,720 |   |   |   | 13,720     |   |   |   | 13,568 |   |
| Loan ID 3522 |   | 4/22/2017 |   |          | 9.80   | %      |         |   | 16,067 |   |   |   | 16,067     |   |   |   | 15,874 |   |
| Loan ID 3523 |   | 4/22/2017 |   |          | 8.74   | %      |         |   | 7,999  |   |   |   | 7,999      |   |   |   | 7,903 |   |
| Loan ID 3524 |   | 4/22/2017 |   |          | 9.80   | %      |         |   | 12,038 |   |   |   | 12,038     |   |   |   | 11,893 |   |

 

|   |
|--------|

|   |
|--------|

 

| Loan ID      |   | Maturity  |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|-----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 3526 |   | 4/22/2017 |   |          | 26.44  | %      |         |   | 3,363  |   |   |   | 3,363      |   |   |   | 3,240 |   |
| Loan ID 3528 |   | 4/22/2019 |   |          | 18.25  | %      |         |   | 7,306  |   |   |   | 7,306      |   |   |   | 7,225 |   |
| Loan ID 3529 |   | 4/22/2017 |   |          | 20.30  | %      |         |   | 6,617  |   |   |   | 6,617      |   |   |   | 6,380 |   |
| Loan ID 3530 |   | 4/22/2017 |   |          | 14.15  | %      |         |   | 3,252  |   |   |   | 3,252      |   |   |   | 3,194 |   |
| Loan ID 3532 |   | 4/22/2019 |   |          | 14.50  | %      |         |   | 31,666 |   |   |   | 31,666     |   |   |   | 31,493 |   |
| Loan ID 3533 |   | 4/22/2017 |   |          | 16.75  | %      |         |   | 8,191  |   |   |   | 8,191      |   |   |   | 7,980 |   |
| Loan ID 3534 |   | 4/22/2017 |   |          | 11.19  | %      |         |   | 8,888  |   |   |   | 8,888      |   |   |   | 8,781 |   |
| Loan ID 3535 |   | 4/22/2017 |   |          | 15.70  | %      |         |   | 12,249 |   |   |   | 12,249     |   |   |   | 11,934 |   |
| Loan ID 3536 |   | 4/22/2019 |   |          | 14.85  | %      |         |   | 22,639 |   |   |   | 22,639     |   |   |   | 22,515 |   |
| Loan ID 3537 |   | 4/22/2017 |   |          | 9.80   | %      |         |   | 12,038 |   |   |   | 12,038     |   |   |   | 11,893 |   |
| Loan ID 3539 |   | 4/22/2017 |   |          | 27.24  | %      |         |   | 5,054  |   |   |   | 5,054      |   |   |   | 4,870 |   |
| Loan ID 3540 |   | 4/22/2017 |   |          | 11.19  | %      |         |   | 8,059  |   |   |   | 8,059      |   |   |   | 7,962 |   |
| Loan ID 3541 |   | 4/22/2019 |   |          | 17.15  | %      |         |   | 13,662 |   |   |   | 13,662     |   |   |   | 13,511 |   |
| Loan ID 3542 |   | 4/22/2017 |   |          | 23.44  | %      |         |   | 6,256  |   |   |   | 6,256      |   |   |   | 6,032 |   |
| Loan ID 3543 |   | 4/22/2019 |   |          | 11.59  | %      |         |   | 4,489  |   |   |   | 4,489      |   |   |   | 4,494 |   |
| Loan ID 3544 |   | 4/22/2019 |   |          | 19.20  | %      |         |   | 10,984 |   |   |   | 10,984     |   |   |   | 10,862 |   |
| Loan ID 3545 |   | 4/22/2019 |   |          | 16.05  | %      |         |   | 13,625 |   |   |   | 13,625     |   |   |   | 13,474 |   |
| Loan ID 3546 |   | 4/22/2017 |   |          | 17.90  | %      |         |   | 9,861  |   |   |   | 9,861      |   |   |   | 9,607 |   |
| Loan ID 3547 |   | 4/22/2017 |   |          | 9.20   | %      |         |   | 28,037 |   |   |   | 28,037     |   |   |   | 27,700 |   |
| Loan ID 3548 |   | 4/22/2017 |   |          | 17.45  | %      |         |   | 2,872  |   |   |   | 2,872      |   |   |   | 2,798 |   |
| Loan ID 3549 |   | 4/22/2017 |   |          | 11.19  | %      |         |   | 9,118  |   |   |   | 9,118      |   |   |   | 9,008 |   |
| Loan ID 3550 |   | 4/22/2019 |   |          | 18.90  | %      |         |   | 13,561 |   |   |   | 13,561     |   |   |   | 13,412 |   |
| Loan ID 3551 |   | 4/22/2017 |   |          | 25.74  | %      |         |   | 8,391  |   |   |   | 8,391      |   |   |   | 8,086 |   |
| Loan ID 3552 |   | 4/22/2017 |   |          | 12.24  | %      |         |   | 12,127 |   |   |   | 12,127     |   |   |   | 11,909 |   |
| Loan ID 3553 |   | 4/22/2017 |   |          | 18.90  | %      |         |   | 8,240  |   |   |   | 8,240      |   |   |   | 8,028 |   |
| Loan ID 3555 |   | 4/22/2017 |   |          | 9.80   | %      |         |   | 6,420  |   |   |   | 6,420      |   |   |   | 6,343 |   |
| Loan ID 3556 |   | 4/22/2019 |   |          | 13.05  | %      |         |   | 10,816 |   |   |   | 10,816     |   |   |   | 10,757 |   |
| Loan ID 3558 |   | 4/22/2019 |   |          | 16.35  | %      |         |   | 18,180 |   |   |   | 18,180     |   |   |   | 17,979 |   |
| Loan ID 3559 |   | 4/22/2017 |   |          | 13.85  | %      |         |   | 19,441 |   |   |   | 19,441     |   |   |   | 19,092 |   |
| Loan ID 3560 |   | 4/22/2017 |   |          | 18.55  | %      |         |   | 3,302  |   |   |   | 3,302      |   |   |   | 3,217 |   |
| Loan ID 3561 |   | 4/22/2017 |   |          | 24.24  | %      |         |   | 3,603  |   |   |   | 3,603      |   |   |   | 3,472 |   |
| Loan ID 3562 |   | 4/22/2017 |   |          | 27.24  | %      |         |   | 5,054  |   |   |   | 5,054      |   |   |   | 4,870 |   |
| Loan ID 3563 |   | 4/22/2019 |   |          | 16.35  | %      |         |   | 13,635 |   |   |   | 13,635     |   |   |   | 13,484 |   |
| Loan ID 3564 |   | 4/22/2017 |   |          | 16.75  | %      |         |   | 13,105 |   |   |   | 13,105     |   |   |   | 12,768 |   |
| Loan ID 3565 |   | 4/22/2017 |   |          | 19.20  | %      |         |   | 12,370 |   |   |   | 12,370     |   |   |   | 12,052 |   |
| Loan ID 3566 |   | 4/22/2017 |   |          | 10.29  | %      |         |   | 16,075 |   |   |   | 16,075     |   |   |   | 15,881 |   |
| Loan ID 3567 |   | 4/22/2017 |   |          | 13.85  | %      |         |   | 8,123  |   |   |   | 8,123      |   |   |   | 7,977 |   |
| Loan ID 3568 |   | 4/22/2019 |   |          | 14.15  | %      |         |   | 6,779  |   |   |   | 6,779      |   |   |   | 6,742 |   |
| Loan ID 3569 |   | 4/22/2017 |   |          | 18.55  | %      |         |   | 7,317  |   |   |   | 7,317      |   |   |   | 7,128 |   |
| Loan ID 3570 |   | 4/22/2019 |   |          | 14.15  | %      |         |   | 11,751 |   |   |   | 11,751     |   |   |   | 11,687 |   |
| Loan ID 3571 |   | 4/22/2017 |   |          | 28.00  | %      |         |   | 8,439  |   |   |   | 8,439      |   |   |   | 8,133 |   |
| Loan ID 3573 |   | 4/22/2019 |   |          | 18.90  | %      |         |   | 13,720 |   |   |   | 13,720     |   |   |   | 13,568 |   |
| Loan ID 3574 |   | 4/22/2019 |   |          | 21.85  | %      |         |   | 9,209  |   |   |   | 9,209      |   |   |   | 9,053 |   |
| Loan ID 3575 |   | 4/22/2019 |   |          | 21.85  | %      |         |   | 7,367  |   |   |   | 7,367      |   |   |   | 7,242 |   |
| Loan ID 3576 |   | 4/22/2017 |   |          | 30.09  | %      |         |   | 3,393  |   |   |   | 3,393      |   |   |   | 3,221 |   |
| Loan ID 3578 |   | 4/22/2017 |   |          | 25.74  | %      |         |   | 7,552  |   |   |   | 7,552      |   |   |   | 7,278 |   |
| Loan ID 3579 |   | 4/22/2019 |   |          | 17.45  | %      |         |   | 12,574 |   |   |   | 12,574     |   |   |   | 12,435 |   |
| Loan ID 3580 |   | 4/22/2017 |   |          | 11.99  | %      |         |   | 8,078  |   |   |   | 8,078      |   |   |   | 7,981 |   |
| Loan ID 3581 |   | 4/22/2017 |   |          | 10.29  | %      |         |   | 3,215  |   |   |   | 3,215      |   |   |   | 3,176 |   |
| Loan ID 3582 |   | 4/22/2019 |   |          | 19.20  | %      |         |   | 9,153  |   |   |   | 9,153      |   |   |   | 9,052 |   |
| Loan ID 3583 |   | 4/22/2017 |   |          | 21.00  | %      |         |   | 8,287  |   |   |   | 8,287      |   |   |   | 7,990 |   |
| Loan ID 3584 |   | 4/22/2017 |   |          | 23.44  | %      |         |   | 3,337  |   |   |   | 3,337      |   |   |   | 3,217 |   |
| Loan ID 3585 |   | 4/22/2019 |   |          | 21.85  | %      |         |   | 13,813 |   |   |   | 13,813     |   |   |   | 13,579 |   |
| Loan ID 3586 |   | 4/22/2017 |   |          | 15.35  | %      |         |   | 5,303  |   |   |   | 5,303      |   |   |   | 5,166 |   |
| Loan ID 3587 |   | 4/22/2019 |   |          | 16.35  | %      |         |   | 13,635 |   |   |   | 13,635     |   |   |   | 13,484 |   |

 

|   |
|--------|

|   |
|--------|

 

| Loan ID      |   | Maturity  |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|-----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 3588 |   | 4/22/2017 |   |          | 18.90  | %      |         |   | 17,744 |   |   |   | 17,744     |   |   |   | 17,287 |   |
| Loan ID 3589 |   | 4/22/2019 |   |          | 17.15  | %      |         |   | 22,770 |   |   |   | 22,770     |   |   |   | 22,518 |   |
| Loan ID 3590 |   | 4/22/2019 |   |          | 18.25  | %      |         |   | 13,699 |   |   |   | 13,699     |   |   |   | 13,547 |   |
| Loan ID 3592 |   | 4/22/2019 |   |          | 14.85  | %      |         |   | 22,639 |   |   |   | 22,639     |   |   |   | 22,515 |   |
| Loan ID 3593 |   | 4/22/2017 |   |          | 27.24  | %      |         |   | 8,423  |   |   |   | 8,423      |   |   |   | 8,117 |   |
| Loan ID 3595 |   | 4/22/2017 |   |          | 14.85  | %      |         |   | 12,219 |   |   |   | 12,219     |   |   |   | 12,000 |   |
| Loan ID 3596 |   | 4/22/2017 |   |          | 17.90  | %      |         |   | 6,985  |   |   |   | 6,985      |   |   |   | 6,805 |   |
| Loan ID 3597 |   | 4/22/2019 |   |          | 18.55  | %      |         |   | 9,139  |   |   |   | 9,139      |   |   |   | 9,038 |   |
| Loan ID 3598 |   | 4/22/2017 |   |          | 14.50  | %      |         |   | 4,069  |   |   |   | 4,069      |   |   |   | 3,996 |   |
| Loan ID 3599 |   | 4/22/2017 |   |          | 22.54  | %      |         |   | 3,329  |   |   |   | 3,329      |   |   |   | 3,209 |   |
| Loan ID 3600 |   | 4/22/2019 |   |          | 25.74  | %      |         |   | 9,286  |   |   |   | 9,286      |   |   |   | 9,157 |   |
| Loan ID 3601 |   | 4/22/2017 |   |          | 17.45  | %      |         |   | 4,221  |   |   |   | 4,221      |   |   |   | 4,113 |   |
| Loan ID 3602 |   | 4/22/2017 |   |          | 16.35  | %      |         |   | 7,375  |   |   |   | 7,375      |   |   |   | 7,185 |   |
| Loan ID 3604 |   | 4/22/2019 |   |          | 18.25  | %      |         |   | 13,699 |   |   |   | 13,699     |   |   |   | 13,547 |   |
| Loan ID 3605 |   | 4/22/2019 |   |          | 13.50  | %      |         |   | 28,876 |   |   |   | 28,876     |   |   |   | 28,718 |   |
| Loan ID 3606 |   | 4/22/2017 |   |          | 14.15  | %      |         |   | 6,504  |   |   |   | 6,504      |   |   |   | 6,387 |   |
| Loan ID 3607 |   | 4/22/2017 |   |          | 10.89  | %      |         |   | 28,181 |   |   |   | 28,181     |   |   |   | 27,842 |   |
| Loan ID 3608 |   | 4/22/2017 |   |          | 13.05  | %      |         |   | 12,156 |   |   |   | 12,156     |   |   |   | 11,938 |   |
| Loan ID 3609 |   | 4/22/2017 |   |          | 18.25  | %      |         |   | 227    |   |   |   | 227        |   |   |   | 221 |   |
| Loan ID 3610 |   | 4/22/2017 |   |          | 12.24  | %      |         |   | 28,295 |   |   |   | 28,295     |   |   |   | 27,788 |   |
| Loan ID 3612 |   | 4/22/2017 |   |          | 12.24  | %      |         |   | 6,144  |   |   |   | 6,144      |   |   |   | 6,034 |   |
| Loan ID 3613 |   | 4/22/2017 |   |          | 8.74   | %      |         |   | 15,999 |   |   |   | 15,999     |   |   |   | 15,806 |   |
| Loan ID 3614 |   | 4/22/2019 |   |          | 23.44  | %      |         |   | 18,482 |   |   |   | 18,482     |   |   |   | 18,169 |   |
| Loan ID 3615 |   | 4/22/2017 |   |          | 18.25  | %      |         |   | 8,225  |   |   |   | 8,225      |   |   |   | 8,013 |   |
| Loan ID 3616 |   | 4/22/2019 |   |          | 9.80   | %      |         |   | 14,293 |   |   |   | 14,293     |   |   |   | 14,311 |   |
| Loan ID 3617 |   | 4/23/2017 |   |          | 10.89  | %      |         |   | 12,078 |   |   |   | 12,078     |   |   |   | 11,932 |   |
| Loan ID 3619 |   | 4/23/2017 |   |          | 13.50  | %      |         |   | 5,924  |   |   |   | 5,924      |   |   |   | 5,817 |   |
| Loan ID 3620 |   | 4/23/2017 |   |          | 10.89  | %      |         |   | 16,104 |   |   |   | 16,104     |   |   |   | 15,910 |   |
| Loan ID 3621 |   | 4/23/2019 |   |          | 14.85  | %      |         |   | 22,639 |   |   |   | 22,639     |   |   |   | 22,515 |   |
| Loan ID 3622 |   | 4/23/2017 |   |          | 13.05  | %      |         |   | 5,673  |   |   |   | 5,673      |   |   |   | 5,571 |   |
| Loan ID 3623 |   | 4/23/2017 |   |          | 19.60  | %      |         |   | 3,302  |   |   |   | 3,302      |   |   |   | 3,184 |   |
| Loan ID 3624 |   | 4/23/2017 |   |          | 24.24  | %      |         |   | 3,344  |   |   |   | 3,344      |   |   |   | 3,222 |   |
| Loan ID 3625 |   | 4/23/2017 |   |          | 9.20   | %      |         |   | 8,182  |   |   |   | 8,182      |   |   |   | 8,083 |   |
| Loan ID 3626 |   | 4/23/2019 |   |          | 16.75  | %      |         |   | 13,649 |   |   |   | 13,649     |   |   |   | 13,498 |   |
| Loan ID 3627 |   | 4/23/2017 |   |          | 16.35  | %      |         |   | 8,181  |   |   |   | 8,181      |   |   |   | 7,971 |   |
| Loan ID 3628 |   | 4/23/2017 |   |          | 12.64  | %      |         |   | 10,522 |   |   |   | 10,522     |   |   |   | 10,333 |   |
| Loan ID 3629 |   | 4/23/2017 |   |          | 12.24  | %      |         |   | 12,127 |   |   |   | 12,127     |   |   |   | 11,909 |   |
| Loan ID 3630 |   | 4/23/2017 |   |          | 13.05  | %      |         |   | 3,242  |   |   |   | 3,242      |   |   |   | 3,183 |   |
| Loan ID 3631 |   | 4/23/2017 |   |          | 19.20  | %      |         |   | 2,474  |   |   |   | 2,474      |   |   |   | 2,410 |   |
| Loan ID 3632 |   | 4/23/2019 |   |          | 14.85  | %      |         |   | 13,583 |   |   |   | 13,583     |   |   |   | 13,509 |   |
| Loan ID 3633 |   | 4/23/2019 |   |          | 14.15  | %      |         |   | 3,616  |   |   |   | 3,616      |   |   |   | 3,596 |   |
| Loan ID 3634 |   | 4/23/2017 |   |          | 11.19  | %      |         |   | 16,118 |   |   |   | 16,118     |   |   |   | 15,924 |   |
| Loan ID 3635 |   | 4/23/2017 |   |          | 28.74  | %      |         |   | 1,663  |   |   |   | 1,663      |   |   |   | 1,579 |   |
| Loan ID 3636 |   | 4/23/2019 |   |          | 18.90  | %      |         |   | 13,720 |   |   |   | 13,720     |   |   |   | 13,568 |   |
| Loan ID 3638 |   | 4/23/2017 |   |          | 13.05  | %      |         |   | 9,165  |   |   |   | 9,165      |   |   |   | 9,001 |   |
| Loan ID 3639 |   | 4/23/2019 |   |          | 18.90  | %      |         |   | 13,892 |   |   |   | 13,892     |   |   |   | 13,739 |   |
| Loan ID 3640 |   | 4/23/2017 |   |          | 16.75  | %      |         |   | 16,381 |   |   |   | 16,381     |   |   |   | 15,960 |   |
| Loan ID 3641 |   | 4/23/2017 |   |          | 24.24  | %      |         |   | 3,344  |   |   |   | 3,344      |   |   |   | 3,222 |   |
| Loan ID 3642 |   | 4/23/2017 |   |          | 12.24  | %      |         |   | 9,701  |   |   |   | 9,701      |   |   |   | 9,527 |   |
| Loan ID 3643 |   | 4/23/2017 |   |          | 8.74   | %      |         |   | 11,199 |   |   |   | 11,199     |   |   |   | 11,064 |   |
| Loan ID 3644 |   | 4/23/2017 |   |          | 28.00  | %      |         |   | 3,376  |   |   |   | 3,376      |   |   |   | 3,253 |   |
| Loan ID 3645 |   | 4/23/2017 |   |          | 9.20   | %      |         |   | 28,037 |   |   |   | 28,037     |   |   |   | 27,700 |   |
| Loan ID 3646 |   | 4/23/2017 |   |          | 18.25  | %      |         |   | 8,225  |   |   |   | 8,225      |   |   |   | 8,013 |   |
| Loan ID 3647 |   | 4/23/2019 |   |          | 11.19  | %      |         |   | 13,452 |   |   |   | 13,452     |   |   |   | 13,468 |   |
| Loan ID 3648 |   | 4/23/2019 |   |          | 22.54  | %      |         |   | 9,223  |   |   |   | 9,223      |   |   |   | 9,067 |   |
| Loan ID 3649 |   | 4/23/2019 |   |          | 14.15  | %      |         |   | 32,247 |   |   |   | 32,247     |   |   |   | 32,071 |   |
| Loan ID 3650 |   | 4/23/2017 |   |          | 8.74   | %      |         |   | 9,091  |   |   |   | 9,091      |   |   |   | 8,981 |   |

 

|   |
|--------|

|   |
|--------|

 

| Loan ID      |   | Maturity  |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|-----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 3651 |   | 4/23/2017 |   |          | 12.64  | %      |         |   | 8,094  |   |   |   | 8,094      |   |   |   | 7,949 |   |
| Loan ID 3652 |   | 4/23/2019 |   |          | 18.25  | %      |         |   | 13,699 |   |   |   | 13,699     |   |   |   | 13,547 |   |
| Loan ID 3653 |   | 4/23/2017 |   |          | 11.19  | %      |         |   | 9,268  |   |   |   | 9,268      |   |   |   | 9,156 |   |
| Loan ID 3654 |   | 4/23/2017 |   |          | 19.20  | %      |         |   | 4,536  |   |   |   | 4,536      |   |   |   | 4,419 |   |
| Loan ID 3655 |   | 4/23/2017 |   |          | 10.89  | %      |         |   | 3,221  |   |   |   | 3,221      |   |   |   | 3,182 |   |
| Loan ID 3656 |   | 4/23/2017 |   |          | 15.35  | %      |         |   | 7,342  |   |   |   | 7,342      |   |   |   | 7,153 |   |
| Loan ID 3657 |   | 4/23/2019 |   |          | 14.15  | %      |         |   | 22,598 |   |   |   | 22,598     |   |   |   | 22,475 |   |
| Loan ID 3659 |   | 4/23/2017 |   |          | 10.29  | %      |         |   | 9,243  |   |   |   | 9,243      |   |   |   | 9,132 |   |
| Loan ID 3660 |   | 4/23/2017 |   |          | 12.24  | %      |         |   | 4,042  |   |   |   | 4,042      |   |   |   | 3,970 |   |
| Loan ID 3661 |   | 4/23/2017 |   |          | 11.59  | %      |         |   | 1,815  |   |   |   | 1,815      |   |   |   | 1,794 |   |
| Loan ID 3662 |   | 4/23/2017 |   |          | 11.59  | %      |         |   | 12,103 |   |   |   | 12,103     |   |   |   | 11,957 |   |
| Loan ID 3663 |   | 4/23/2017 |   |          | 9.80   | %      |         |   | 15,248 |   |   |   | 15,248     |   |   |   | 15,065 |   |
| Loan ID 3664 |   | 4/23/2019 |   |          | 13.05  | %      |         |   | 22,533 |   |   |   | 22,533     |   |   |   | 22,410 |   |
| Loan ID 3665 |   | 4/23/2017 |   |          | 13.85  | %      |         |   | 9,747  |   |   |   | 9,747      |   |   |   | 9,573 |   |
| Loan ID 3667 |   | 4/23/2017 |   |          | 13.05  | %      |         |   | 14,587 |   |   |   | 14,587     |   |   |   | 14,325 |   |
| Loan ID 3668 |   | 4/23/2019 |   |          | 14.85  | %      |         |   | 3,622  |   |   |   | 3,622      |   |   |   | 3,602 |   |
| Loan ID 3669 |   | 4/23/2019 |   |          | 15.35  | %      |         |   | 22,668 |   |   |   | 22,668     |   |   |   | 22,417 |   |
| Loan ID 3670 |   | 4/23/2017 |   |          | 13.85  | %      |         |   | 12,184 |   |   |   | 12,184     |   |   |   | 11,966 |   |
| Loan ID 3671 |   | 4/23/2019 |   |          | 15.35  | %      |         |   | 13,601 |   |   |   | 13,601     |   |   |   | 13,450 |   |
| Loan ID 3672 |   | 4/23/2017 |   |          | 18.25  | %      |         |   | 12,355 |   |   |   | 12,355     |   |   |   | 12,037 |   |
| Loan ID 3673 |   | 4/23/2017 |   |          | 16.35  | %      |         |   | 12,272 |   |   |   | 12,272     |   |   |   | 11,956 |   |
| Loan ID 3674 |   | 4/23/2017 |   |          | 9.20   | %      |         |   | 14,419 |   |   |   | 14,419     |   |   |   | 14,246 |   |
| Loan ID 3675 |   | 4/23/2019 |   |          | 9.80   | %      |         |   | 17,866 |   |   |   | 17,866     |   |   |   | 17,888 |   |
| Loan ID 3676 |   | 4/23/2017 |   |          | 8.74   | %      |         |   | 9,999  |   |   |   | 9,999      |   |   |   | 9,879 |   |
| Loan ID 3677 |   | 4/23/2017 |   |          | 30.09  | %      |         |   | 2,121  |   |   |   | 2,121      |   |   |   | 2,013 |   |
| Loan ID 3678 |   | 4/23/2017 |   |          | 10.29  | %      |         |   | 2,411  |   |   |   | 2,411      |   |   |   | 2,382 |   |
| Loan ID 3679 |   | 4/23/2017 |   |          | 13.05  | %      |         |   | 2,431  |   |   |   | 2,431      |   |   |   | 2,388 |   |
| Loan ID 3680 |   | 4/23/2017 |   |          | 27.24  | %      |         |   | 9,051  |   |   |   | 9,051      |   |   |   | 8,722 |   |
| Loan ID 3681 |   | 4/23/2017 |   |          | 15.70  | %      |         |   | 24,499 |   |   |   | 24,499     |   |   |   | 23,868 |   |
| Loan ID 3682 |   | 4/23/2019 |   |          | 11.99  | %      |         |   | 22,469 |   |   |   | 22,469     |   |   |   | 22,497 |   |
| Loan ID 3683 |   | 4/23/2017 |   |          | 26.44  | %      |         |   | 3,380  |   |   |   | 3,380      |   |   |   | 3,258 |   |
| Loan ID 3684 |   | 4/23/2017 |   |          | 19.20  | %      |         |   | 3,299  |   |   |   | 3,299      |   |   |   | 3,214 |   |
| Loan ID 3685 |   | 4/23/2017 |   |          | 14.15  | %      |         |   | 12,195 |   |   |   | 12,195     |   |   |   | 11,976 |   |
| Loan ID 3686 |   | 4/23/2019 |   |          | 24.24  | %      |         |   | 1,911  |   |   |   | 1,911      |   |   |   | 1,884 |   |
| Loan ID 3687 |   | 4/23/2017 |   |          | 19.60  | %      |         |   | 6,605  |   |   |   | 6,605      |   |   |   | 6,368 |   |
| Loan ID 3688 |   | 4/23/2017 |   |          | 29.50  | %      |         |   | 3,388  |   |   |   | 3,388      |   |   |   | 3,216 |   |
| Loan ID 3689 |   | 4/23/2019 |   |          | 18.90  | %      |         |   | 9,146  |   |   |   | 9,146      |   |   |   | 9,045 |   |
| Loan ID 3690 |   | 4/23/2017 |   |          | 25.74  | %      |         |   | 8,391  |   |   |   | 8,391      |   |   |   | 8,086 |   |
| Loan ID 3691 |   | 4/23/2017 |   |          | 9.20   | %      |         |   | 12,016 |   |   |   | 12,016     |   |   |   | 11,871 |   |
| Loan ID 3692 |   | 4/23/2019 |   |          | 16.75  | %      |         |   | 22,748 |   |   |   | 22,748     |   |   |   | 22,496 |   |
| Loan ID 3693 |   | 4/23/2017 |   |          | 14.50  | %      |         |   | 12,207 |   |   |   | 12,207     |   |   |   | 11,988 |   |
| Loan ID 3694 |   | 4/23/2017 |   |          | 11.99  | %      |         |   | 8,078  |   |   |   | 8,078      |   |   |   | 7,981 |   |
| Loan ID 3695 |   | 4/23/2017 |   |          | 30.09  | %      |         |   | 3,393  |   |   |   | 3,393      |   |   |   | 3,221 |   |
| Loan ID 3696 |   | 4/23/2017 |   |          | 22.54  | %      |         |   | 6,709  |   |   |   | 6,709      |   |   |   | 6,468 |   |
| Loan ID 3697 |   | 4/23/2017 |   |          | 9.20   | %      |         |   | 8,011  |   |   |   | 8,011      |   |   |   | 7,914 |   |
| Loan ID 3698 |   | 4/23/2017 |   |          | 19.20  | %      |         |   | 8,247  |   |   |   | 8,247      |   |   |   | 8,035 |   |
| Loan ID 3699 |   | 4/23/2019 |   |          | 15.70  | %      |         |   | 7,260  |   |   |   | 7,260      |   |   |   | 7,180 |   |
| Loan ID 3701 |   | 4/23/2019 |   |          | 17.45  | %      |         |   | 22,787 |   |   |   | 22,787     |   |   |   | 22,535 |   |
| Loan ID 3702 |   | 4/23/2017 |   |          | 12.64  | %      |         |   | 6,767  |   |   |   | 6,767      |   |   |   | 6,646 |   |
| Loan ID 3704 |   | 4/23/2017 |   |          | 11.59  | %      |         |   | 7,268  |   |   |   | 7,268      |   |   |   | 7,181 |   |
| Loan ID 3705 |   | 4/23/2019 |   |          | 18.55  | %      |         |   | 11,881 |   |   |   | 11,881     |   |   |   | 11,749 |   |
| Loan ID 3707 |   | 4/23/2017 |   |          | 11.19  | %      |         |   | 4,030  |   |   |   | 4,030      |   |   |   | 3,981 |   |
| Loan ID 3710 |   | 4/23/2017 |   |          | 10.29  | %      |         |   | 8,031  |   |   |   | 8,031      |   |   |   | 7,934 |   |
| Loan ID 3711 |   | 4/23/2017 |   |          | 11.19  | %      |         |   | 16,118 |   |   |   | 16,118     |   |   |   | 15,924 |   |
| Loan ID 3712 |   | 4/23/2019 |   |          | 13.50  | %      |         |   | 31,583 |   |   |   | 31,583     |   |   |   | 31,411 |   |

 

|   |
|--------|

|   |
|--------|

 

| Loan ID      |   | Maturity  |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|-----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 3713 |   | 4/23/2017 |   |          | 10.29  | %      |         |   | 2,411  |   |   |   | 2,411      |   |   |   | 2,382 |   |
| Loan ID 3714 |   | 4/23/2017 |   |          | 21.85  | %      |         |   | 3,323  |   |   |   | 3,323      |   |   |   | 3,203 |   |
| Loan ID 3715 |   | 4/23/2017 |   |          | 17.90  | %      |         |   | 6,163  |   |   |   | 6,163      |   |   |   | 6,004 |   |
| Loan ID 3716 |   | 4/23/2019 |   |          | 15.70  | %      |         |   | 9,075  |   |   |   | 9,075      |   |   |   | 8,975 |   |
| Loan ID 3717 |   | 4/23/2017 |   |          | 16.35  | %      |         |   | 12,272 |   |   |   | 12,272     |   |   |   | 11,956 |   |
| Loan ID 3718 |   | 4/23/2017 |   |          | 10.29  | %      |         |   | 1,203  |   |   |   | 1,203      |   |   |   | 1,189 |   |
| Loan ID 3719 |   | 4/23/2019 |   |          | 18.55  | %      |         |   | 7,260  |   |   |   | 7,260      |   |   |   | 7,180 |   |
| Loan ID 3720 |   | 4/23/2017 |   |          | 13.05  | %      |         |   | 8,104  |   |   |   | 8,104      |   |   |   | 7,958 |   |
| Loan ID 3721 |   | 4/23/2019 |   |          | 18.90  | %      |         |   | 10,976 |   |   |   | 10,976     |   |   |   | 10,854 |   |
| Loan ID 3722 |   | 4/23/2017 |   |          | 24.24  | %      |         |   | 8,359  |   |   |   | 8,359      |   |   |   | 8,055 |   |
| Loan ID 3723 |   | 4/23/2017 |   |          | 8.74   | %      |         |   | 15,999 |   |   |   | 15,999     |   |   |   | 15,806 |   |
| Loan ID 3724 |   | 4/23/2017 |   |          | 9.20   | %      |         |   | 11,878 |   |   |   | 11,878     |   |   |   | 11,735 |   |
| Loan ID 3725 |   | 4/23/2019 |   |          | 10.89  | %      |         |   | 7,168  |   |   |   | 7,168      |   |   |   | 7,177 |   |
| Loan ID 3726 |   | 4/23/2019 |   |          | 16.75  | %      |         |   | 13,649 |   |   |   | 13,649     |   |   |   | 13,498 |   |
| Loan ID 3727 |   | 4/23/2017 |   |          | 9.20   | %      |         |   | 2,243  |   |   |   | 2,243      |   |   |   | 2,216 |   |
| Loan ID 3728 |   | 4/23/2019 |   |          | 14.50  | %      |         |   | 8,582  |   |   |   | 8,582      |   |   |   | 8,535 |   |
| Loan ID 3729 |   | 4/23/2017 |   |          | 12.24  | %      |         |   | 20,211 |   |   |   | 20,211     |   |   |   | 19,849 |   |
| Loan ID 3730 |   | 4/23/2017 |   |          | 15.70  | %      |         |   | 4,083  |   |   |   | 4,083      |   |   |   | 3,978 |   |
| Loan ID 3731 |   | 4/23/2017 |   |          | 11.99  | %      |         |   | 12,925 |   |   |   | 12,925     |   |   |   | 12,770 |   |
| Loan ID 3732 |   | 4/23/2017 |   |          | 10.89  | %      |         |   | 4,831  |   |   |   | 4,831      |   |   |   | 4,773 |   |
| Loan ID 3733 |   | 4/23/2017 |   |          | 11.19  | %      |         |   | 2,821  |   |   |   | 2,821      |   |   |   | 2,787 |   |
| Loan ID 3734 |   | 4/23/2017 |   |          | 17.90  | %      |         |   | 4,109  |   |   |   | 4,109      |   |   |   | 4,003 |   |
| Loan ID 3735 |   | 4/23/2017 |   |          | 24.24  | %      |         |   | 5,015  |   |   |   | 5,015      |   |   |   | 4,833 |   |
| Loan ID 3736 |   | 4/23/2019 |   |          | 14.50  | %      |         |   | 12,666 |   |   |   | 12,666     |   |   |   | 12,597 |   |
| Loan ID 3737 |   | 4/23/2017 |   |          | 18.55  | %      |         |   | 3,293  |   |   |   | 3,293      |   |   |   | 3,208 |   |
| Loan ID 3738 |   | 4/23/2017 |   |          | 14.15  | %      |         |   | 20,281 |   |   |   | 20,281     |   |   |   | 19,917 |   |
| Loan ID 3739 |   | 4/23/2019 |   |          | 12.24  | %      |         |   | 17,987 |   |   |   | 17,987     |   |   |   | 17,889 |   |
| Loan ID 3740 |   | 4/23/2017 |   |          | 22.54  | %      |         |   | 3,329  |   |   |   | 3,329      |   |   |   | 3,209 |   |
| Loan ID 3741 |   | 4/23/2017 |   |          | 16.35  | %      |         |   | 7,363  |   |   |   | 7,363      |   |   |   | 7,174 |   |
| Loan ID 3742 |   | 4/23/2017 |   |          | 19.60  | %      |         |   | 8,256  |   |   |   | 8,256      |   |   |   | 7,960 |   |
| Loan ID 3743 |   | 4/23/2017 |   |          | 14.15  | %      |         |   | 20,325 |   |   |   | 20,325     |   |   |   | 19,960 |   |
| Loan ID 3744 |   | 4/23/2019 |   |          | 22.54  | %      |         |   | 9,223  |   |   |   | 9,223      |   |   |   | 9,067 |   |
| Loan ID 3745 |   | 4/23/2019 |   |          | 11.99  | %      |         |   | 17,918 |   |   |   | 17,918     |   |   |   | 17,940 |   |
| Loan ID 3746 |   | 4/23/2017 |   |          | 10.89  | %      |         |   | 20,130 |   |   |   | 20,130     |   |   |   | 19,887 |   |
| Loan ID 3747 |   | 4/23/2017 |   |          | 23.44  | %      |         |   | 5,005  |   |   |   | 5,005      |   |   |   | 4,825 |   |
| Loan ID 3748 |   | 4/23/2019 |   |          | 12.64  | %      |         |   | 22,508 |   |   |   | 22,508     |   |   |   | 22,385 |   |
| Loan ID 3749 |   | 4/23/2019 |   |          | 15.70  | %      |         |   | 22,688 |   |   |   | 22,688     |   |   |   | 22,437 |   |
| Loan ID 3750 |   | 4/23/2019 |   |          | 13.05  | %      |         |   | 13,520 |   |   |   | 13,520     |   |   |   | 13,446 |   |
| Loan ID 3751 |   | 4/23/2019 |   |          | 14.15  | %      |         |   | 28,021 |   |   |   | 28,021     |   |   |   | 27,868 |   |
| Loan ID 3752 |   | 4/23/2017 |   |          | 8.74   | %      |         |   | 6,739  |   |   |   | 6,739      |   |   |   | 6,658 |   |
| Loan ID 3753 |   | 4/23/2019 |   |          | 14.85  | %      |         |   | 13,583 |   |   |   | 13,583     |   |   |   | 13,509 |   |
| Loan ID 3754 |   | 4/23/2019 |   |          | 22.54  | %      |         |   | 9,223  |   |   |   | 9,223      |   |   |   | 9,067 |   |
| Loan ID 3755 |   | 4/23/2019 |   |          | 21.85  | %      |         |   | 23,022 |   |   |   | 23,022     |   |   |   | 22,632 |   |
| Loan ID 3756 |   | 4/23/2019 |   |          | 15.70  | %      |         |   | 27,226 |   |   |   | 27,226     |   |   |   | 26,925 |   |
| Loan ID 3757 |   | 4/23/2017 |   |          | 12.24  | %      |         |   | 4,042  |   |   |   | 4,042      |   |   |   | 3,970 |   |
| Loan ID 3758 |   | 4/23/2017 |   |          | 27.24  | %      |         |   | 8,423  |   |   |   | 8,423      |   |   |   | 8,117 |   |
| Loan ID 3759 |   | 4/23/2019 |   |          | 18.55  | %      |         |   | 13,708 |   |   |   | 13,708     |   |   |   | 13,557 |   |
| Loan ID 3760 |   | 4/23/2017 |   |          | 15.70  | %      |         |   | 8,166  |   |   |   | 8,166      |   |   |   | 7,956 |   |
| Loan ID 3761 |   | 4/23/2017 |   |          | 20.30  | %      |         |   | 7,031  |   |   |   | 7,031      |   |   |   | 6,779 |   |
| Loan ID 3762 |   | 4/23/2017 |   |          | 14.15  | %      |         |   | 4,462  |   |   |   | 4,462      |   |   |   | 4,382 |   |
| Loan ID 3763 |   | 4/23/2017 |   |          | 11.19  | %      |         |   | 14     |   |   |   | 14         |   |   |   | 14 |   |
| Loan ID 3764 |   | 4/24/2019 |   |          | 26.44  | %      |         |   | 9,486  |   |   |   | 9,486      |   |   |   | 9,354 |   |
| Loan ID 3766 |   | 4/24/2017 |   |          | 22.54  | %      |         |   | 3,329  |   |   |   | 3,329      |   |   |   | 3,209 |   |
| Loan ID 3767 |   | 4/24/2019 |   |          | 12.64  | %      |         |   | 13,505 |   |   |   | 13,505     |   |   |   | 13,431 |   |
| Loan ID 3768 |   | 4/24/2017 |   |          | 15.70  | %      |         |   | 3,675  |   |   |   | 3,675      |   |   |   | 3,580 |   |
| Loan ID 3769 |   | 4/24/2019 |   |          | 14.50  | %      |         |   | 10,857 |   |   |   | 10,857     |   |   |   | 10,798 |   |
| Loan ID 3770 |   | 4/24/2019 |   |          | 17.45  | %      |         |   | 4,557  |   |   |   | 4,557      |   |   |   | 4,507 |   |
| Loan ID 3771 |   | 4/24/2017 |   |          | 13.85  | %      |         |   | 20,307 |   |   |   | 20,307     |   |   |   | 19,943 |   |
| Loan ID 3772 |   | 4/24/2019 |   |          | 15.70  | %      |         |   | 18,150 |   |   |   | 18,150     |   |   |   | 17,950 |   |
| Loan ID 3773 |   | 4/24/2017 |   |          | 15.35  | %      |         |   | 6,119  |   |   |   | 6,119      |   |   |   | 5,961 |   |

 

|   |
|--------|

|   |
|--------|

 

| Loan ID      |   | Maturity  |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|-----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 3774 |   | 4/24/2017 |   |          | 11.99  | %      |         |   | 8,074  |   |   |   | 8,074      |   |   |   | 7,977 |   |
| Loan ID 3775 |   | 4/24/2017 |   |          | 11.59  | %      |         |   | 13,717 |   |   |   | 13,717     |   |   |   | 13,552 |   |
| Loan ID 3776 |   | 4/24/2017 |   |          | 14.15  | %      |         |   | 4,878  |   |   |   | 4,878      |   |   |   | 4,790 |   |
| Loan ID 3777 |   | 4/24/2017 |   |          | 18.90  | %      |         |   | 8,240  |   |   |   | 8,240      |   |   |   | 8,028 |   |
| Loan ID 3778 |   | 4/24/2017 |   |          | 10.89  | %      |         |   | 8,052  |   |   |   | 8,052      |   |   |   | 7,955 |   |
| Loan ID 3779 |   | 4/24/2019 |   |          | 12.64  | %      |         |   | 27,009 |   |   |   | 27,009     |   |   |   | 26,862 |   |
| Loan ID 3780 |   | 4/24/2019 |   |          | 27.24  | %      |         |   | 7,451  |   |   |   | 7,451      |   |   |   | 7,348 |   |
| Loan ID 3781 |   | 4/24/2019 |   |          | 13.05  | %      |         |   | 10,816 |   |   |   | 10,816     |   |   |   | 10,757 |   |
| Loan ID 3782 |   | 4/24/2019 |   |          | 19.20  | %      |         |   | 7,322  |   |   |   | 7,322      |   |   |   | 7,241 |   |
| Loan ID 3783 |   | 4/24/2019 |   |          | 23.44  | %      |         |   | 6,469  |   |   |   | 6,469      |   |   |   | 6,359 |   |
| Loan ID 3784 |   | 4/24/2017 |   |          | 16.75  | %      |         |   | 12,286 |   |   |   | 12,286     |   |   |   | 11,970 |   |
| Loan ID 3785 |   | 4/24/2017 |   |          | 13.85  | %      |         |   | 12,184 |   |   |   | 12,184     |   |   |   | 11,966 |   |
| Loan ID 3786 |   | 4/24/2017 |   |          | 15.35  | %      |         |   | 8,158  |   |   |   | 8,158      |   |   |   | 7,948 |   |
| Loan ID 3787 |   | 4/24/2019 |   |          | 13.85  | %      |         |   | 10,838 |   |   |   | 10,838     |   |   |   | 10,779 |   |
| Loan ID 3788 |   | 4/24/2019 |   |          | 20.30  | %      |         |   | 9,176  |   |   |   | 9,176      |   |   |   | 9,021 |   |
| Loan ID 3789 |   | 4/24/2017 |   |          | 12.24  | %      |         |   | 1,854  |   |   |   | 1,854      |   |   |   | 1,821 |   |
| Loan ID 3790 |   | 4/24/2017 |   |          | 13.85  | %      |         |   | 16,245 |   |   |   | 16,245     |   |   |   | 15,954 |   |
| Loan ID 3791 |   | 4/24/2019 |   |          | 10.89  | %      |         |   | 13,441 |   |   |   | 13,441     |   |   |   | 13,457 |   |
| Loan ID 3793 |   | 4/24/2019 |   |          | 11.59  | %      |         |   | 29,084 |   |   |   | 29,084     |   |   |   | 29,121 |   |
| Loan ID 3794 |   | 4/24/2019 |   |          | 12.24  | %      |         |   | 14,390 |   |   |   | 14,390     |   |   |   | 14,311 |   |
| Loan ID 3795 |   | 4/24/2017 |   |          | 10.29  | %      |         |   | 8,790  |   |   |   | 8,790      |   |   |   | 8,684 |   |
| Loan ID 3796 |   | 4/24/2017 |   |          | 10.89  | %      |         |   | 20,130 |   |   |   | 20,130     |   |   |   | 19,887 |   |
| Loan ID 3797 |   | 4/24/2019 |   |          | 16.05  | %      |         |   | 27,250 |   |   |   | 27,250     |   |   |   | 26,948 |   |
| Loan ID 3798 |   | 4/24/2017 |   |          | 9.80   | %      |         |   | 16,051 |   |   |   | 16,051     |   |   |   | 15,857 |   |
| Loan ID 3799 |   | 4/24/2017 |   |          | 15.35  | %      |         |   | 4,895  |   |   |   | 4,895      |   |   |   | 4,769 |   |
| Loan ID 3800 |   | 4/24/2017 |   |          | 10.29  | %      |         |   | 9,645  |   |   |   | 9,645      |   |   |   | 9,529 |   |
| Loan ID 3801 |   | 4/24/2017 |   |          | 9.80   | %      |         |   | 16,021 |   |   |   | 16,021     |   |   |   | 15,828 |   |
| Loan ID 3802 |   | 4/24/2017 |   |          | 13.50  | %      |         |   | 4,869  |   |   |   | 4,869      |   |   |   | 4,781 |   |
| Loan ID 3803 |   | 4/24/2017 |   |          | 18.55  | %      |         |   | 4,116  |   |   |   | 4,116      |   |   |   | 4,010 |   |
| Loan ID 3804 |   | 4/24/2017 |   |          | 22.54  | %      |         |   | 9,192  |   |   |   | 9,192      |   |   |   | 8,863 |   |
| Loan ID 3805 |   | 4/24/2019 |   |          | 25.04  | %      |         |   | 8,809  |   |   |   | 8,809      |   |   |   | 8,687 |   |
| Loan ID 3806 |   | 4/24/2017 |   |          | 19.20  | %      |         |   | 9,071  |   |   |   | 9,071      |   |   |   | 8,838 |   |
| Loan ID 3807 |   | 4/24/2019 |   |          | 16.05  | %      |         |   | 13,625 |   |   |   | 13,625     |   |   |   | 13,474 |   |
| Loan ID 3809 |   | 4/24/2017 |   |          | 10.29  | %      |         |   | 12,056 |   |   |   | 12,056     |   |   |   | 11,911 |   |
| Loan ID 3810 |   | 4/24/2019 |   |          | 16.75  | %      |         |   | 22,748 |   |   |   | 22,748     |   |   |   | 22,496 |   |
| Loan ID 3811 |   | 4/24/2019 |   |          | 11.59  | %      |         |   | 13,287 |   |   |   | 13,287     |   |   |   | 13,303 |   |
| Loan ID 3812 |   | 4/24/2017 |   |          | 13.85  | %      |         |   | 12,184 |   |   |   | 12,184     |   |   |   | 11,966 |   |
| Loan ID 3813 |   | 4/24/2019 |   |          | 11.59  | %      |         |   | 8,978  |   |   |   | 8,978      |   |   |   | 8,989 |   |
| Loan ID 3814 |   | 4/24/2017 |   |          | 11.99  | %      |         |   | 12,118 |   |   |   | 12,118     |   |   |   | 11,972 |   |
| Loan ID 3815 |   | 4/24/2017 |   |          | 9.20   | %      |         |   | 4,005  |   |   |   | 4,005      |   |   |   | 3,957 |   |
| Loan ID 3816 |   | 4/24/2019 |   |          | 11.59  | %      |         |   | 13,466 |   |   |   | 13,466     |   |   |   | 13,483 |   |
| Loan ID 3817 |   | 4/24/2017 |   |          | 11.19  | %      |         |   | 11,659 |   |   |   | 11,659     |   |   |   | 11,519 |   |
| Loan ID 3818 |   | 4/24/2017 |   |          | 14.85  | %      |         |   | 4,073  |   |   |   | 4,073      |   |   |   | 4,000 |   |
| Loan ID 3819 |   | 4/24/2017 |   |          | 13.50  | %      |         |   | 8,114  |   |   |   | 8,114      |   |   |   | 7,969 |   |
| Loan ID 3820 |   | 4/24/2019 |   |          | 26.44  | %      |         |   | 9,299  |   |   |   | 9,299      |   |   |   | 9,170 |   |
| Loan ID 3821 |   | 4/24/2019 |   |          | 11.59  | %      |         |   | 15,711 |   |   |   | 15,711     |   |   |   | 15,730 |   |
| Loan ID 3822 |   | 4/24/2017 |   |          | 12.24  | %      |         |   | 8,084  |   |   |   | 8,084      |   |   |   | 7,939 |   |
| Loan ID 3824 |   | 4/24/2017 |   |          | 12.24  | %      |         |   | 4,042  |   |   |   | 4,042      |   |   |   | 3,970 |   |
| Loan ID 3825 |   | 4/24/2019 |   |          | 16.35  | %      |         |   | 11,817 |   |   |   | 11,817     |   |   |   | 11,686 |   |
| Loan ID 3826 |   | 4/24/2017 |   |          | 23.44  | %      |         |   | 3,337  |   |   |   | 3,337      |   |   |   | 3,217 |   |
| Loan ID 3827 |   | 4/24/2019 |   |          | 17.45  | %      |         |   | 22,787 |   |   |   | 22,787     |   |   |   | 22,535 |   |
| Loan ID 3828 |   | 4/24/2019 |   |          | 18.55  | %      |         |   | 13,708 |   |   |   | 13,708     |   |   |   | 13,557 |   |
| Loan ID 3829 |   | 4/24/2017 |   |          | 11.59  | %      |         |   | 28,241 |   |   |   | 28,241     |   |   |   | 27,900 |   |
| Loan ID 3830 |   | 4/24/2017 |   |          | 11.19  | %      |         |   | 3,465  |   |   |   | 3,465      |   |   |   | 3,424 |   |
| Loan ID 3831 |   | 4/24/2017 |   |          | 8.74   | %      |         |   | 9,599  |   |   |   | 9,599      |   |   |   | 9,484 |   |
| Loan ID 3832 |   | 4/24/2017 |   |          | 14.85  | %      |         |   | 12,219 |   |   |   | 12,219     |   |   |   | 12,000 |   |
| Loan ID 3833 |   | 4/24/2017 |   |          | 14.85  | %      |         |   | 24,439 |   |   |   | 24,439     |   |   |   | 24,001 |   |
| Loan ID 3834 |   | 4/24/2017 |   |          | 11.19  | %      |         |   | 24,194 |   |   |   | 24,194     |   |   |   | 23,903 |   |

 

|   |
|--------|

|   |
|--------|

 

| Loan ID      |   | Maturity  |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|-----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 3835 |   | 4/24/2019 |   |          | 14.15  | %      |         |   | 3,164  |   |   |   | 3,164      |   |   |   | 3,146 |   |
| Loan ID 3836 |   | 4/24/2017 |   |          | 12.24  | %      |         |   | 20,104 |   |   |   | 20,104     |   |   |   | 19,743 |   |
| Loan ID 3837 |   | 4/24/2019 |   |          | 14.15  | %      |         |   | 5,423  |   |   |   | 5,423      |   |   |   | 5,394 |   |
| Loan ID 3838 |   | 4/24/2017 |   |          | 14.85  | %      |         |   | 2,037  |   |   |   | 2,037      |   |   |   | 2,000 |   |
| Loan ID 3839 |   | 4/24/2017 |   |          | 9.80   | %      |         |   | 24,076 |   |   |   | 24,076     |   |   |   | 23,786 |   |
| Loan ID 3840 |   | 4/24/2019 |   |          | 12.64  | %      |         |   | 12,799 |   |   |   | 12,799     |   |   |   | 12,729 |   |
| Loan ID 3841 |   | 4/24/2019 |   |          | 21.00  | %      |         |   | 15,625 |   |   |   | 15,625     |   |   |   | 15,360 |   |
| Loan ID 3842 |   | 4/24/2017 |   |          | 14.50  | %      |         |   | 2,441  |   |   |   | 2,441      |   |   |   | 2,398 |   |
| Loan ID 3843 |   | 4/24/2019 |   |          | 14.15  | %      |         |   | 31,637 |   |   |   | 31,637     |   |   |   | 31,464 |   |
| Loan ID 3844 |   | 4/24/2017 |   |          | 19.20  | %      |         |   | 2,392  |   |   |   | 2,392      |   |   |   | 2,330 |   |
| Loan ID 3845 |   | 4/24/2017 |   |          | 13.50  | %      |         |   | 5,680  |   |   |   | 5,680      |   |   |   | 5,578 |   |
| Loan ID 3846 |   | 4/24/2017 |   |          | 11.59  | %      |         |   | 12,910 |   |   |   | 12,910     |   |   |   | 12,755 |   |
| Loan ID 3847 |   | 4/24/2017 |   |          | 25.74  | %      |         |   | 8,391  |   |   |   | 8,391      |   |   |   | 8,086 |   |
| Loan ID 3848 |   | 4/24/2019 |   |          | 16.75  | %      |         |   | 15,741 |   |   |   | 15,741     |   |   |   | 15,567 |   |
| Loan ID 3849 |   | 4/24/2017 |   |          | 8.74   | %      |         |   | 7,999  |   |   |   | 7,999      |   |   |   | 7,903 |   |
| Loan ID 3850 |   | 4/24/2017 |   |          | 26.44  | %      |         |   | 3,363  |   |   |   | 3,363      |   |   |   | 3,240 |   |
| Loan ID 3851 |   | 4/24/2017 |   |          | 21.00  | %      |         |   | 12,431 |   |   |   | 12,431     |   |   |   | 11,986 |   |
| Loan ID 3852 |   | 4/24/2017 |   |          | 10.29  | %      |         |   | 14,467 |   |   |   | 14,467     |   |   |   | 14,293 |   |
| Loan ID 3853 |   | 4/24/2019 |   |          | 13.05  | %      |         |   | 3,605  |   |   |   | 3,605      |   |   |   | 3,586 |   |
| Loan ID 3854 |   | 4/24/2017 |   |          | 26.44  | %      |         |   | 3,363  |   |   |   | 3,363      |   |   |   | 3,240 |   |
| Loan ID 3856 |   | 4/24/2019 |   |          | 15.70  | %      |         |   | 13,613 |   |   |   | 13,613     |   |   |   | 13,462 |   |
| Loan ID 3857 |   | 4/24/2017 |   |          | 10.29  | %      |         |   | 14,467 |   |   |   | 14,467     |   |   |   | 14,293 |   |
| Loan ID 3858 |   | 4/24/2017 |   |          | 19.20  | %      |         |   | 12,370 |   |   |   | 12,370     |   |   |   | 12,052 |   |
| Loan ID 3859 |   | 4/24/2017 |   |          | 8.74   | %      |         |   | 15,998 |   |   |   | 15,998     |   |   |   | 15,806 |   |
| Loan ID 3860 |   | 4/24/2017 |   |          | 18.25  | %      |         |   | 6,580  |   |   |   | 6,580      |   |   |   | 6,411 |   |
| Loan ID 3861 |   | 4/24/2019 |   |          | 22.54  | %      |         |   | 23,057 |   |   |   | 23,057     |   |   |   | 22,667 |   |
| Loan ID 3862 |   | 4/24/2017 |   |          | 18.90  | %      |         |   | 13,051 |   |   |   | 13,051     |   |   |   | 12,715 |   |
| Loan ID 3863 |   | 4/24/2019 |   |          | 15.70  | %      |         |   | 13,613 |   |   |   | 13,613     |   |   |   | 13,462 |   |
| Loan ID 3864 |   | 4/24/2019 |   |          | 11.99  | %      |         |   | 26,962 |   |   |   | 26,962     |   |   |   | 26,996 |   |
| Loan ID 3865 |   | 4/24/2017 |   |          | 10.29  | %      |         |   | 20,093 |   |   |   | 20,093     |   |   |   | 19,851 |   |
| Loan ID 3866 |   | 4/24/2017 |   |          | 22.54  | %      |         |   | 8,322  |   |   |   | 8,322      |   |   |   | 8,023 |   |
| Loan ID 3867 |   | 4/24/2017 |   |          | 12.24  | %      |         |   | 3,234  |   |   |   | 3,234      |   |   |   | 3,176 |   |
| Loan ID 3868 |   | 4/24/2017 |   |          | 10.89  | %      |         |   | 6,442  |   |   |   | 6,442      |   |   |   | 6,364 |   |
| Loan ID 3869 |   | 4/24/2017 |   |          | 16.75  | %      |         |   | 20,477 |   |   |   | 20,477     |   |   |   | 19,950 |   |
| Loan ID 3870 |   | 4/24/2017 |   |          | 13.05  | %      |         |   | 28,363 |   |   |   | 28,363     |   |   |   | 27,855 |   |
| Loan ID 3871 |   | 4/24/2019 |   |          | 9.80   | %      |         |   | 17,865 |   |   |   | 17,865     |   |   |   | 17,887 |   |
| Loan ID 3872 |   | 4/24/2019 |   |          | 15.70  | %      |         |   | 16,335 |   |   |   | 16,335     |   |   |   | 16,155 |   |
| Loan ID 3873 |   | 4/24/2019 |   |          | 19.60  | %      |         |   | 9,162  |   |   |   | 9,162      |   |   |   | 9,006 |   |
| Loan ID 3874 |   | 4/24/2017 |   |          | 11.99  | %      |         |   | 3      |   |   |   | 3          |   |   |   | 3 |   |
| Loan ID 3875 |   | 4/24/2017 |   |          | 12.24  | %      |         |   | 10,510 |   |   |   | 10,510     |   |   |   | 10,321 |   |
| Loan ID 3876 |   | 4/24/2017 |   |          | 15.35  | %      |         |   | 6,526  |   |   |   | 6,526      |   |   |   | 6,358 |   |
| Loan ID 3877 |   | 4/24/2017 |   |          | 8.74   | %      |         |   | 19,998 |   |   |   | 19,998     |   |   |   | 19,758 |   |
| Loan ID 3878 |   | 4/24/2019 |   |          | 15.70  | %      |         |   | 13,613 |   |   |   | 13,613     |   |   |   | 13,462 |   |
| Loan ID 3879 |   | 4/25/2017 |   |          | 14.85  | %      |         |   | 4,073  |   |   |   | 4,073      |   |   |   | 4,000 |   |
| Loan ID 3880 |   | 4/25/2017 |   |          | 11.59  | %      |         |   | 7,262  |   |   |   | 7,262      |   |   |   | 7,174 |   |
| Loan ID 3881 |   | 4/25/2019 |   |          | 16.75  | %      |         |   | 16,378 |   |   |   | 16,378     |   |   |   | 16,197 |   |
| Loan ID 3882 |   | 4/25/2017 |   |          | 13.05  | %      |         |   | 14,182 |   |   |   | 14,182     |   |   |   | 13,927 |   |
| Loan ID 3883 |   | 4/25/2019 |   |          | 15.70  | %      |         |   | 13,613 |   |   |   | 13,613     |   |   |   | 13,462 |   |
| Loan ID 3884 |   | 4/25/2017 |   |          | 14.50  | %      |         |   | 3,801  |   |   |   | 3,801      |   |   |   | 3,733 |   |
| Loan ID 3885 |   | 4/25/2019 |   |          | 17.90  | %      |         |   | 14,600 |   |   |   | 14,600     |   |   |   | 14,438 |   |
| Loan ID 3886 |   | 4/25/2019 |   |          | 18.90  | %      |         |   | 22,866 |   |   |   | 22,866     |   |   |   | 22,614 |   |
| Loan ID 3887 |   | 4/25/2017 |   |          | 16.75  | %      |         |   | 16,381 |   |   |   | 16,381     |   |   |   | 15,960 |   |
| Loan ID 3888 |   | 4/25/2019 |   |          | 17.45  | %      |         |   | 20,080 |   |   |   | 20,080     |   |   |   | 19,858 |   |
| Loan ID 3889 |   | 4/25/2017 |   |          | 12.64  | %      |         |   | 4,990  |   |   |   | 4,990      |   |   |   | 4,900 |   |
| Loan ID 3890 |   | 4/25/2017 |   |          | 17.90  | %      |         |   | 4,930  |   |   |   | 4,930      |   |   |   | 4,803 |   |
| Loan ID 3891 |   | 4/25/2017 |   |          | 23.44  | %      |         |   | 8,341  |   |   |   | 8,341      |   |   |   | 8,043 |   |
| Loan ID 3892 |   | 4/25/2019 |   |          | 11.99  | %      |         |   | 13,481 |   |   |   | 13,481     |   |   |   | 13,498 |   |
| Loan ID 3893 |   | 4/25/2017 |   |          | 9.20   | %      |         |   | 12,016 |   |   |   | 12,016     |   |   |   | 11,871 |   |
| Loan ID 3894 |   | 4/25/2017 |   |          | 8.74   | %      |         |   | 11,999 |   |   |   | 11,999     |   |   |   | 11,855 |   |

 

|   |
|--------|

|   |
|--------|

 

| Loan ID      |   | Maturity  |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|-----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 3895 |   | 4/25/2019 |   |          | 17.90  | %      |         |   | 10,128 |   |   |   | 10,128     |   |   |   | 10,016 |   |
| Loan ID 3896 |   | 4/25/2017 |   |          | 14.15  | %      |         |   | 6,504  |   |   |   | 6,504      |   |   |   | 6,387 |   |
| Loan ID 3897 |   | 4/25/2017 |   |          | 14.85  | %      |         |   | 13,097 |   |   |   | 13,097     |   |   |   | 12,862 |   |
| Loan ID 3898 |   | 4/25/2019 |   |          | 13.50  | %      |         |   | 31,583 |   |   |   | 31,583     |   |   |   | 31,411 |   |
| Loan ID 3899 |   | 4/25/2019 |   |          | 19.20  | %      |         |   | 11,898 |   |   |   | 11,898     |   |   |   | 11,767 |   |
| Loan ID 3900 |   | 4/25/2019 |   |          | 10.89  | %      |         |   | 17,921 |   |   |   | 17,921     |   |   |   | 17,943 |   |
| Loan ID 3901 |   | 4/25/2017 |   |          | 10.29  | %      |         |   | 12,860 |   |   |   | 12,860     |   |   |   | 12,705 |   |
| Loan ID 3902 |   | 4/25/2019 |   |          | 17.90  | %      |         |   | 13,740 |   |   |   | 13,740     |   |   |   | 13,588 |   |
| Loan ID 3903 |   | 4/25/2019 |   |          | 22.54  | %      |         |   | 8,301  |   |   |   | 8,301      |   |   |   | 8,160 |   |
| Loan ID 3904 |   | 4/25/2019 |   |          | 18.55  | %      |         |   | 22,847 |   |   |   | 22,847     |   |   |   | 22,595 |   |
| Loan ID 3905 |   | 4/25/2017 |   |          | 11.99  | %      |         |   | 3,231  |   |   |   | 3,231      |   |   |   | 3,192 |   |
| Loan ID 3906 |   | 4/25/2017 |   |          | 10.29  | %      |         |   | 3,617  |   |   |   | 3,617      |   |   |   | 3,573 |   |
| Loan ID 3907 |   | 4/25/2019 |   |          | 14.85  | %      |         |   | 10,866 |   |   |   | 10,866     |   |   |   | 10,806 |   |
| Loan ID 3908 |   | 4/25/2017 |   |          | 21.00  | %      |         |   | 20,718 |   |   |   | 20,718     |   |   |   | 19,976 |   |
| Loan ID 3909 |   | 4/25/2017 |   |          | 23.44  | %      |         |   | 2,502  |   |   |   | 2,502      |   |   |   | 2,413 |   |
| Loan ID 3910 |   | 4/25/2017 |   |          | 13.05  | %      |         |   | 16,207 |   |   |   | 16,207     |   |   |   | 15,917 |   |
| Loan ID 3911 |   | 4/25/2019 |   |          | 15.70  | %      |         |   | 22,688 |   |   |   | 22,688     |   |   |   | 22,437 |   |
| Loan ID 3912 |   | 4/25/2017 |   |          | 19.20  | %      |         |   | 5,773  |   |   |   | 5,773      |   |   |   | 5,624 |   |
| Loan ID 3913 |   | 4/25/2017 |   |          | 27.24  | %      |         |   | 8,423  |   |   |   | 8,423      |   |   |   | 8,117 |   |
| Loan ID 3914 |   | 4/25/2019 |   |          | 17.45  | %      |         |   | 27,344 |   |   |   | 27,344     |   |   |   | 27,042 |   |
| Loan ID 3915 |   | 4/25/2019 |   |          | 16.05  | %      |         |   | 9,083  |   |   |   | 9,083      |   |   |   | 8,983 |   |
| Loan ID 3916 |   | 4/25/2017 |   |          | 10.89  | %      |         |   | 16,104 |   |   |   | 16,104     |   |   |   | 15,910 |   |
| Loan ID 3917 |   | 4/25/2017 |   |          | 17.45  | %      |         |   | 8,207  |   |   |   | 8,207      |   |   |   | 7,996 |   |
| Loan ID 3918 |   | 4/25/2019 |   |          | 18.90  | %      |         |   | 13,720 |   |   |   | 13,720     |   |   |   | 13,568 |   |
| Loan ID 3919 |   | 4/25/2019 |   |          | 13.50  | %      |         |   | 13,168 |   |   |   | 13,168     |   |   |   | 13,096 |   |
| Loan ID 3920 |   | 4/25/2017 |   |          | 19.60  | %      |         |   | 20,660 |   |   |   | 20,660     |   |   |   | 19,920 |   |
| Loan ID 3921 |   | 4/25/2017 |   |          | 8.74   | %      |         |   | 13,373 |   |   |   | 13,373     |   |   |   | 13,211 |   |
| Loan ID 3922 |   | 4/25/2019 |   |          | 13.85  | %      |         |   | 27,096 |   |   |   | 27,096     |   |   |   | 26,948 |   |
| Loan ID 3923 |   | 4/25/2019 |   |          | 15.70  | %      |         |   | 18,150 |   |   |   | 18,150     |   |   |   | 17,950 |   |
| Loan ID 3924 |   | 4/25/2017 |   |          | 18.55  | %      |         |   | 8,232  |   |   |   | 8,232      |   |   |   | 8,020 |   |
| Loan ID 3925 |   | 4/25/2017 |   |          | 11.99  | %      |         |   | 16,157 |   |   |   | 16,157     |   |   |   | 15,962 |   |
| Loan ID 3926 |   | 4/25/2017 |   |          | 18.55  | %      |         |   | 3,293  |   |   |   | 3,293      |   |   |   | 3,208 |   |
| Loan ID 3927 |   | 4/25/2019 |   |          | 14.85  | %      |         |   | 13,583 |   |   |   | 13,583     |   |   |   | 13,509 |   |
| Loan ID 3928 |   | 4/25/2017 |   |          | 21.00  | %      |         |   | 8,289  |   |   |   | 8,289      |   |   |   | 7,992 |   |
| Loan ID 3929 |   | 4/25/2019 |   |          | 14.15  | %      |         |   | 18,078 |   |   |   | 18,078     |   |   |   | 17,980 |   |
| Loan ID 3930 |   | 4/25/2019 |   |          | 11.99  | %      |         |   | 17,975 |   |   |   | 17,975     |   |   |   | 17,997 |   |
| Loan ID 3931 |   | 4/25/2019 |   |          | 14.15  | %      |         |   | 20,270 |   |   |   | 20,270     |   |   |   | 20,159 |   |
| Loan ID 3933 |   | 4/25/2017 |   |          | 11.99  | %      |         |   | 12,118 |   |   |   | 12,118     |   |   |   | 11,972 |   |
| Loan ID 3936 |   | 4/25/2017 |   |          | 11.19  | %      |         |   | 20,148 |   |   |   | 20,148     |   |   |   | 19,905 |   |
| Loan ID 3937 |   | 4/25/2019 |   |          | 22.54  | %      |         |   | 9,223  |   |   |   | 9,223      |   |   |   | 9,067 |   |
| Loan ID 3938 |   | 4/25/2017 |   |          | 28.00  | %      |         |   | 3,376  |   |   |   | 3,376      |   |   |   | 3,253 |   |
| Loan ID 3939 |   | 4/25/2019 |   |          | 11.19  | %      |         |   | 17,935 |   |   |   | 17,935     |   |   |   | 17,958 |   |
| Loan ID 3940 |   | 4/25/2019 |   |          | 23.44  | %      |         |   | 18,482 |   |   |   | 18,482     |   |   |   | 18,169 |   |
| Loan ID 3941 |   | 4/25/2019 |   |          | 13.85  | %      |         |   | 12,193 |   |   |   | 12,193     |   |   |   | 12,127 |   |
| Loan ID 3943 |   | 4/25/2019 |   |          | 14.15  | %      |         |   | 28,925 |   |   |   | 28,925     |   |   |   | 28,767 |   |
| Loan ID 3944 |   | 4/25/2017 |   |          | 13.05  | %      |         |   | 20,259 |   |   |   | 20,259     |   |   |   | 19,896 |   |
| Loan ID 3945 |   | 4/28/2017 |   |          | 28.00  | %      |         |   | 1,688  |   |   |   | 1,688      |   |   |   | 1,627 |   |
| Loan ID 3946 |   | 4/28/2017 |   |          | 22.54  | %      |         |   | 3,329  |   |   |   | 3,329      |   |   |   | 3,209 |   |
| Loan ID 3947 |   | 4/28/2017 |   |          | 11.99  | %      |         |   | 14,541 |   |   |   | 14,541     |   |   |   | 14,366 |   |
| Loan ID 3948 |   | 4/28/2017 |   |          | 17.90  | %      |         |   | 12,326 |   |   |   | 12,326     |   |   |   | 12,009 |   |
| Loan ID 3949 |   | 4/28/2019 |   |          | 16.05  | %      |         |   | 13,625 |   |   |   | 13,625     |   |   |   | 13,474 |   |
| Loan ID 3950 |   | 4/28/2017 |   |          | 13.50  | %      |         |   | 2,029  |   |   |   | 2,029      |   |   |   | 1,992 |   |
| Loan ID 3951 |   | 4/28/2019 |   |          | 15.35  | %      |         |   | 10,881 |   |   |   | 10,881     |   |   |   | 10,760 |   |
| Loan ID 3952 |   | 4/28/2017 |   |          | 14.50  | %      |         |   | 3,255  |   |   |   | 3,255      |   |   |   | 3,197 |   |
| Loan ID 3953 |   | 4/28/2019 |   |          | 13.85  | %      |         |   | 13,565 |   |   |   | 13,565     |   |   |   | 13,490 |   |
| Loan ID 3954 |   | 4/28/2017 |   |          | 14.15  | %      |         |   | 17,886 |   |   |   | 17,886     |   |   |   | 17,565 |   |
| Loan ID 3955 |   | 4/28/2017 |   |          | 8.74   | %      |         |   | 7,999  |   |   |   | 7,999      |   |   |   | 7,903 |   |
| Loan ID 3956 |   | 4/28/2017 |   |          | 8.74   | %      |         |   | 4,000  |   |   |   | 4,000      |   |   |   | 3,952 |   |
| Loan ID 3957 |   | 4/28/2017 |   |          | 12.64  | %      |         |   | 19,427 |   |   |   | 19,427     |   |   |   | 19,079 |   |

 

|   |
|--------|

|   |
|--------|

 

| Loan ID      |   | Maturity  |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|-----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 3958 |   | 4/28/2019 |   |          | 9.80   | %      |         |   | 14,173 |   |   |   | 14,173     |   |   |   | 14,191 |   |
| Loan ID 3959 |   | 4/28/2017 |   |          | 10.89  | %      |         |   | 24,347 |   |   |   | 24,347     |   |   |   | 24,054 |   |
| Loan ID 3960 |   | 4/28/2017 |   |          | 10.89  | %      |         |   | 29,119 |   |   |   | 29,119     |   |   |   | 28,769 |   |
| Loan ID 3961 |   | 4/28/2019 |   |          | 17.90  | %      |         |   | 7,300  |   |   |   | 7,300      |   |   |   | 7,219 |   |
| Loan ID 3962 |   | 4/28/2019 |   |          | 26.44  | %      |         |   | 9,299  |   |   |   | 9,299      |   |   |   | 9,170 |   |
| Loan ID 3963 |   | 4/28/2019 |   |          | 28.00  | %      |         |   | 3,731  |   |   |   | 3,731      |   |   |   | 3,679 |   |
| Loan ID 3964 |   | 4/28/2019 |   |          | 11.99  | %      |         |   | 26,962 |   |   |   | 26,962     |   |   |   | 26,996 |   |
| Loan ID 3965 |   | 4/28/2019 |   |          | 13.50  | %      |         |   | 9,523  |   |   |   | 9,523      |   |   |   | 9,471 |   |
| Loan ID 3966 |   | 4/28/2019 |   |          | 20.30  | %      |         |   | 18,353 |   |   |   | 18,353     |   |   |   | 18,042 |   |
| Loan ID 3967 |   | 4/28/2019 |   |          | 14.50  | %      |         |   | 13,571 |   |   |   | 13,571     |   |   |   | 13,497 |   |
| Loan ID 3968 |   | 4/28/2017 |   |          | 18.55  | %      |         |   | 12,348 |   |   |   | 12,348     |   |   |   | 12,030 |   |
| Loan ID 3969 |   | 4/28/2017 |   |          | 12.24  | %      |         |   | 28,295 |   |   |   | 28,295     |   |   |   | 27,788 |   |
| Loan ID 3970 |   | 4/28/2017 |   |          | 24.24  | %      |         |   | 3,344  |   |   |   | 3,344      |   |   |   | 3,222 |   |
| Loan ID 3971 |   | 4/28/2017 |   |          | 15.35  | %      |         |   | 6,576  |   |   |   | 6,576      |   |   |   | 6,407 |   |
| Loan ID 3972 |   | 4/28/2019 |   |          | 13.85  | %      |         |   | 18,064 |   |   |   | 18,064     |   |   |   | 17,966 |   |
| Loan ID 3973 |   | 4/28/2017 |   |          | 10.89  | %      |         |   | 24,156 |   |   |   | 24,156     |   |   |   | 23,865 |   |
| Loan ID 3974 |   | 4/28/2019 |   |          | 21.00  | %      |         |   | 7,813  |   |   |   | 7,813      |   |   |   | 7,680 |   |
| Loan ID 3975 |   | 4/28/2017 |   |          | 17.15  | %      |         |   | 3,280  |   |   |   | 3,280      |   |   |   | 3,196 |   |
| Loan ID 3976 |   | 4/28/2019 |   |          | 12.24  | %      |         |   | 8,993  |   |   |   | 8,993      |   |   |   | 8,944 |   |
| Loan ID 3977 |   | 4/28/2019 |   |          | 12.64  | %      |         |   | 22,508 |   |   |   | 22,508     |   |   |   | 22,385 |   |
| Loan ID 3978 |   | 4/28/2019 |   |          | 13.50  | %      |         |   | 28,876 |   |   |   | 28,876     |   |   |   | 28,718 |   |
| Loan ID 3979 |   | 4/28/2017 |   |          | 10.89  | %      |         |   | 28,185 |   |   |   | 28,185     |   |   |   | 27,845 |   |
| Loan ID 3980 |   | 4/28/2017 |   |          | 10.89  | %      |         |   | 16,104 |   |   |   | 16,104     |   |   |   | 15,910 |   |
| Loan ID 3981 |   | 4/28/2017 |   |          | 13.05  | %      |         |   | 10,535 |   |   |   | 10,535     |   |   |   | 10,346 |   |
| Loan ID 3982 |   | 4/28/2017 |   |          | 25.74  | %      |         |   | 3,574  |   |   |   | 3,574      |   |   |   | 3,444 |   |
| Loan ID 3983 |   | 4/28/2017 |   |          | 11.59  | %      |         |   | 10,489 |   |   |   | 10,489     |   |   |   | 10,363 |   |
| Loan ID 3984 |   | 4/28/2017 |   |          | 19.20  | %      |         |   | 12,370 |   |   |   | 12,370     |   |   |   | 12,052 |   |
| Loan ID 3985 |   | 4/28/2019 |   |          | 14.15  | %      |         |   | 17,971 |   |   |   | 17,971     |   |   |   | 17,873 |   |
| Loan ID 3986 |   | 4/28/2017 |   |          | 8.74   | %      |         |   | 19,937 |   |   |   | 19,937     |   |   |   | 19,697 |   |
| Loan ID 3987 |   | 4/28/2017 |   |          | 22.54  | %      |         |   | 3,396  |   |   |   | 3,396      |   |   |   | 3,274 |   |
| Loan ID 3988 |   | 4/28/2019 |   |          | 13.85  | %      |         |   | 11,026 |   |   |   | 11,026     |   |   |   | 10,966 |   |
| Loan ID 3989 |   | 4/28/2019 |   |          | 14.15  | %      |         |   | 13,559 |   |   |   | 13,559     |   |   |   | 13,485 |   |
| Loan ID 3990 |   | 4/28/2017 |   |          | 13.05  | %      |         |   | 6,483  |   |   |   | 6,483      |   |   |   | 6,367 |   |
| Loan ID 3991 |   | 4/28/2017 |   |          | 15.35  | %      |         |   | 12,204 |   |   |   | 12,204     |   |   |   | 11,890 |   |
| Loan ID 3992 |   | 4/28/2017 |   |          | 19.20  | %      |         |   | 9,896  |   |   |   | 9,896      |   |   |   | 9,641 |   |
| Loan ID 3993 |   | 4/28/2017 |   |          | 18.25  | %      |         |   | 8,260  |   |   |   | 8,260      |   |   |   | 8,047 |   |
| Loan ID 3995 |   | 4/28/2019 |   |          | 13.85  | %      |         |   | 22,580 |   |   |   | 22,580     |   |   |   | 22,457 |   |
| Loan ID 3996 |   | 4/28/2017 |   |          | 14.85  | %      |         |   | 12,219 |   |   |   | 12,219     |   |   |   | 12,000 |   |
| Loan ID 3997 |   | 4/28/2017 |   |          | 11.59  | %      |         |   | 16,138 |   |   |   | 16,138     |   |   |   | 15,943 |   |
| Loan ID 3998 |   | 4/28/2019 |   |          | 11.19  | %      |         |   | 11,299 |   |   |   | 11,299     |   |   |   | 11,313 |   |
| Loan ID 3999 |   | 4/28/2017 |   |          | 11.99  | %      |         |   | 16,157 |   |   |   | 16,157     |   |   |   | 15,962 |   |
| Loan ID 4000 |   | 4/28/2017 |   |          | 22.54  | %      |         |   | 3,329  |   |   |   | 3,329      |   |   |   | 3,209 |   |
| Loan ID 4001 |   | 4/28/2017 |   |          | 10.89  | %      |         |   | 25,766 |   |   |   | 25,766     |   |   |   | 25,456 |   |
| Loan ID 4002 |   | 4/29/2017 |   |          | 9.20   | %      |         |   | 6,382  |   |   |   | 6,382      |   |   |   | 6,305 |   |
| Loan ID 4003 |   | 4/29/2017 |   |          | 11.59  | %      |         |   | 12,099 |   |   |   | 12,099     |   |   |   | 11,953 |   |
| Loan ID 4004 |   | 4/29/2017 |   |          | 11.19  | %      |         |   | 14,506 |   |   |   | 14,506     |   |   |   | 14,332 |   |
| Loan ID 4005 |   | 4/29/2017 |   |          | 15.70  | %      |         |   | 8,166  |   |   |   | 8,166      |   |   |   | 7,956 |   |
| Loan ID 4006 |   | 4/29/2017 |   |          | 10.89  | %      |         |   | 16,101 |   |   |   | 16,101     |   |   |   | 15,908 |   |
| Loan ID 4007 |   | 4/29/2017 |   |          | 15.70  | %      |         |   | 3,264  |   |   |   | 3,264      |   |   |   | 3,180 |   |
| Loan ID 4008 |   | 4/29/2019 |   |          | 14.15  | %      |         |   | 16,270 |   |   |   | 16,270     |   |   |   | 16,182 |   |
| Loan ID 4010 |   | 4/29/2017 |   |          | 11.59  | %      |         |   | 14,524 |   |   |   | 14,524     |   |   |   | 14,349 |   |
| Loan ID 4011 |   | 4/29/2017 |   |          | 14.50  | %      |         |   | 12,207 |   |   |   | 12,207     |   |   |   | 11,988 |   |
| Loan ID 4012 |   | 4/29/2017 |   |          | 14.85  | %      |         |   | 25,223 |   |   |   | 25,223     |   |   |   | 24,771 |   |
| Loan ID 4013 |   | 4/29/2017 |   |          | 9.20   | %      |         |   | 12,817 |   |   |   | 12,817     |   |   |   | 12,663 |   |
| Loan ID 4015 |   | 4/29/2019 |   |          | 17.45  | %      |         |   | 20,508 |   |   |   | 20,508     |   |   |   | 20,281 |   |
| Loan ID 4016 |   | 4/29/2017 |   |          | 11.59  | %      |         |   | 28,241 |   |   |   | 28,241     |   |   |   | 27,900 |   |
| Loan ID 4017 |   | 4/29/2017 |   |          | 8.74   | %      |         |   | 19,199 |   |   |   | 19,199     |   |   |   | 18,967 |   |
| Loan ID 4018 |   | 4/29/2019 |   |          | 27.24  | %      |         |   | 9,314  |   |   |   | 9,314      |   |   |   | 9,185 |   |

 

|   |
|--------|

|   |
|--------|

 

| Loan ID      |   | Maturity  |   | Interest Rate |   |   | Par / Shares |   |   | Cost   |   |   | Fair Value |   |
|--------------|--------|-----------|--------|---------------|--------|--------|--------------|--------|--------|--------|--------|--------|------------|--------|
| Loan ID 4019 |   | 4/29/2017 |   |          | 23.44  | %      |         |   | 3,754  |   |   |   | 3,754      |   |   |   | 3,619 |   |
| Loan ID 4020 |   | 4/29/2017 |   |          | 13.05  | %      |         |   | 24,311 |   |   |   | 24,311     |   |   |   | 23,875 |   |
| Loan ID 4022 |   | 4/29/2019 |   |          | 17.15  | %      |         |   | 22,770 |   |   |   | 22,770     |   |   |   | 22,518 |   |
| Loan ID 4023 |   | 4/29/2019 |   |          | 25.74  | %      |         |   | 3,147  |   |   |   | 3,147      |   |   |   | 3,104 |   |
| Loan ID 4024 |   | 4/29/2017 |   |          | 11.59  | %      |         |   | 20,172 |   |   |   | 20,172     |   |   |   | 19,929 |   |
| Loan ID 4025 |   | 4/29/2019 |   |          | 11.59  | %      |         |   | 15,262 |   |   |   | 15,262     |   |   |   | 15,281 |   |
| Loan ID 4026 |   | 4/29/2019 |   |          | 13.85  | %      |         |   | 13,548 |   |   |   | 13,548     |   |   |   | 13,474 |   |
| Loan ID 4027 |   | 4/29/2019 |   |          | 13.05  | %      |         |   | 22,532 |   |   |   | 22,532     |   |   |   | 22,409 |   |
| Loan ID 4028 |   | 4/29/2017 |   |          | 8.74   | %      |         |   | 3,600  |   |   |   | 3,600      |   |   |   | 3,556 |   |
| Loan ID 4029 |   | 4/29/2017 |   |          | 13.05  | %      |         |   | 8,104  |   |   |   | 8,104      |   |   |   | 7,958 |   |
| Loan ID 4030 |   | 4/29/2019 |   |          | 14.85  | %      |         |   | 22,639 |   |   |   | 22,639     |   |   |   | 22,515 |   |
| Loan ID 4031 |   | 4/29/2017 |   |          | 9.80   | %      |         |   | 19,062 |   |   |   | 19,062     |   |   |   | 18,832 |   |
| Loan ID 4032 |   | 4/29/2017 |   |          | 21.85  | %      |         |   | 2,492  |   |   |   | 2,492      |   |   |   | 2,403 |   |
| Loan ID 4033 |   | 4/29/2019 |   |          | 19.60  | %      |         |   | 13,742 |   |   |   | 13,742     |   |   |   | 13,510 |   |
| Loan ID 4034 |   | 4/29/2017 |   |          | 14.50  | %      |         |   | 20,342 |   |   |   | 20,342     |   |   |   | 19,977 |   |
| Loan ID 4035 |   | 4/29/2017 |   |          | 11.19  | %      |         |   | 28,207 |   |   |   | 28,207     |   |   |   | 27,867 |   |
| Loan ID 4036 |   | 4/29/2019 |   |          | 17.15  | %      |         |   | 27,324 |   |   |   | 27,324     |   |   |   | 27,022 |   |
| Loan ID 4037 |   | 4/29/2017 |   |          | 24.24  | %      |         |   | 3,344  |   |   |   | 3,344      |   |   |   | 3,222 |   |
| Loan ID 4038 |   | 4/29/2019 |   |          | 13.05  | %      |         |   | 10,816 |   |   |   | 10,816     |   |   |   | 10,757 |   |
| Loan ID 4039 |   | 4/30/2017 |   |          | 11.19  | %      |         |   | 8,059  |   |   |   | 8,059      |   |   |   | 7,962 |   |
| Loan ID 4040 |   | 4/30/2017 |   |          | 8.74   | %      |         |   | 7,999  |   |   |   | 7,999      |   |   |   | 7,903 |   |
| Loan ID 4041 |   | 4/30/2019 |   |          | 13.05  | %      |         |   | 22,533 |   |   |   | 22,533     |   |   |   | 22,410 |   |
| Loan ID 4042 |   | 4/30/2017 |   |          | 11.19  | %      |         |   | 8,462  |   |   |   | 8,462      |   |   |   | 8,360 |   |
| Loan ID 4043 |   | 4/30/2017 |   |          | 14.85  | %      |         |   | 9,613  |   |   |   | 9,613      |   |   |   | 9,440 |   |
| Loan ID 4044 |   | 4/30/2017 |   |          | 11.59  | %      |         |   | 20,172 |   |   |   | 20,172     |   |   |   | 19,929 |   |
| Loan ID 4045 |   | 4/30/2017 |   |          | 20.30  | %      |         |   | 3,722  |   |   |   | 3,722      |   |   |   | 3,589 |   |
| Loan ID 4046 |   | 4/30/2017 |   |          | 21.00  | %      |         |   | 10,792 |   |   |   | 10,792     |   |   |   | 10,405 |   |
| Loan ID 4047 |   | 4/30/2017 |   |          | 11.59  | %      |         |   | 3,227  |   |   |   | 3,227      |   |   |   | 3,189 |   |
| Loan ID 4048 |   | 4/30/2017 |   |          | 10.29  | %      |         |   | 3,215  |   |   |   | 3,215      |   |   |   | 3,176 |   |
| Loan ID 4049 |   | 4/30/2017 |   |          | 15.70  | %      |         |   | 6,533  |   |   |   | 6,533      |   |   |   | 6,365 |   |
| Loan ID 4050 |   | 4/30/2019 |   |          | 17.45  | %      |         |   | 18,229 |   |   |   | 18,229     |   |   |   | 18,028 |   |
| Loan ID 4051 |   | 4/30/2017 |   |          | 11.99  | %      |         |   | 9,694  |   |   |   | 9,694      |   |   |   | 9,577 |   |
| Loan ID 4052 |   | 4/30/2019 |   |          | 13.50  | %      |         |   | 10,829 |   |   |   | 10,829     |   |   |   | 10,769 |   |
| Loan ID 4054 |   | 4/30/2017 |   |          | 9.80   | %      |         |   | 7,223  |   |   |   | 7,223      |   |   |   | 7,136 |   |
| Loan ID 4055 |   | 4/30/2019 |   |          | 13.85  | %      |         |   | 22,580 |   |   |   | 22,580     |   |   |   | 22,457 |   |
| Loan ID 4056 |   | 4/30/2017 |   |          | 23.44  | %      |         |   | 8,343  |   |   |   | 8,343      |   |   |   | 8,044 |   |
| Loan ID 4057 |   | 4/30/2017 |   |          | 8.74   | %      |         |   | 7,999  |   |   |   | 7,999      |   |   |   | 7,903 |   |
| Loan ID 4058 |   | 4/30/2017 |   |          | 11.59  | %      |         |   | 12,103 |   |   |   | 12,103     |   |   |   | 11,957 |   |
| Loan ID 4059 |   | 4/30/2017 |   |          | 10.89  | %      |         |   | 15,298 |   |   |   | 15,298     |   |   |   | 15,114 |   |
| Loan ID 4060 |   | 4/30/2019 |   |          | 18.25  | %      |         |   | 8,729  |   |   |   | 8,729      |   |   |   | 8,633 |   |
| Loan ID 4061 |   | 4/30/2017 |   |          | 16.05  | %      |         |   | 12,262 |   |   |   | 12,262     |   |   |   | 11,946 |   |
| Loan ID 4062 |   | 4/30/2019 |   |          | 16.35  | %      |         |   | 13,635 |   |   |   | 13,635     |   |   |   | 13,484 |   |
| Loan ID 4063 |   | 4/30/2017 |   |          | 10.29  | %      |         |   | 8,037  |   |   |   | 8,037      |   |   |   | 7,940 |   |
| Loan ID 4064 |   | 4/30/2017 |   |          | 11.19  | %      |         |   | 12,089 |   |   |   | 12,089     |   |   |   | 11,943 |   |
| Loan ID 4065 |   | 4/30/2019 |   |          | 26.44  | %      |         |   | 9,299  |   |   |   | 9,299      |   |   |   | 9,170 |   |
| Loan ID 4066 |   | 4/30/2019 |   |          | 13.85  | %      |         |   | 17,613 |   |   |   | 17,613     |   |   |   | 17,516 |   |
| Loan ID 4067 |   | 4/30/2017 |   |          | 18.90  | %      |         |   | 6,592  |   |   |   | 6,592      |   |   |   | 6,422 |   |
| Loan ID 4068 |   | 4/30/2019 |   |          | 17.15  | %      |         |   | 13,662 |   |   |   | 13,662     |   |   |   | 13,511 |   |
| Loan ID 4069 |   | 5/1/2017  |   |          | 11.59  | %      |         |   | 8,320  |   |   |   | 8,320      |   |   |   | 8,220 |   |
| Loan ID 4070 |   | 5/1/2019  |   |          | 15.35  | %      |         |   | 22,978 |   |   |   | 22,978     |   |   |   | 22,724 |   |
| Loan ID 4071 |   | 5/1/2017  |   |          | 14.85  | %      |         |   | 16,762 |   |   |   | 16,762     |   |   |   | 16,462 |   |
| Loan ID 4072 |   | 5/1/2019  |   |          | 16.05  | %      |         |   | 5,523  |   |   |   | 5,523      |   |   |   | 5,462 |   |
| Loan ID 4073 |   | 5/1/2017  |   |          | 11.99  | %      |         |   | 8,329  |   |   |   | 8,329      |   |   |   | 8,228 |   |
| Loan ID 4074 |   | 5/1/2017  |   |          | 23.44  | %      |         |   | 5,135  |   |   |   | 5,135      |   |   |   | 4,951 |   |
| Loan ID 4075 |   | 5/1/2019  |   |          | 19.60  | %      |         |   | 23,189 |   |   |   | 23,189     |   |   |   | 22,796 |   |
| Loan ID 4076 |   | 5/1/2019  |   |          | 15.70  | %      |         |   | 22,996 |   |   |   | 22,996     |   |   |   | 22,742 |   |
| Loan ID 4077 |   | 5/1/2017  |   |          | 16.75  | %      |         |   | 12,646 |   |   |   | 12,646     |   |   |   | 12,320 |   |
| Loan ID 4078 |   | 5/1/2017  |   |          | 16.05  | %      |         |   | 7,246  |   |   |   | 7,246      |   |   |   | 7,060 |   |
| Loan ID 4079 |   | 5/1/2017  |   |          | 8.74   | %      |         |   | 16,514 |   |   |   | 16,514     |   |   |   | 16,315 |   |

 

|   |
|--------|

|   |
|--------|

 

| Loan ID      |   | Maturity  |   | Interest Rate |   |   | Par / Shares |   |           | Cost   |   |   | Fair Value      |   |
|--------------|--------|-----------|--------|---------------|--------|--------|--------------|--------|----------------|--------|--------|--------|-----------------|--------|
| Loan ID 4080 |   | 5/1/2019  |   |          | 19.20  | %      |         |   | 23,170         |   |   |   | 23,170          |   |   |   | 22,913 |   |
| Loan ID 4081 |   | 5/1/2017  |   |          | 17.90  | %      |         |   | 12,682         |   |   |   | 12,682          |   |   |   | 12,355 |   |
| Loan ID 4082 |   | 5/2/2019  |   |          | 23.44  | %      |         |   | 9,346          |   |   |   | 9,346           |   |   |   | 9,188 |   |
| Loan ID 4083 |   | 5/2/2017  |   |          | 12.64  | %      |         |   | 20,857         |   |   |   | 20,857          |   |   |   | 20,483 |   |
| Loan ID 4085 |   | 5/2/2019  |   |          | 18.90  | %      |         |   | 13,893         |   |   |   | 13,893          |   |   |   | 13,740 |   |
| Loan ID 4086 |   | 5/2/2017  |   |          | 13.05  | %      |         |   | 13,696         |   |   |   | 13,696          |   |   |   | 13,450 |   |
| Loan ID 4087 |   | 5/2/2019  |   |          | 23.44  | %      |         |   | 5,631          |   |   |   | 5,631           |   |   |   | 5,536 |   |
| Loan ID 4089 |   | 5/2/2017  |   |          | 11.59  | %      |         |   | 16,640         |   |   |   | 16,640          |   |   |   | 16,440 |   |
| Loan ID 4090 |   | 5/2/2017  |   |          | 29.50  | %      |         |   | 3,490          |   |   |   | 3,490           |   |   |   | 3,313 |   |
| Loan ID 4091 |   | 5/2/2017  |   |          | 23.44  | %      |         |   | 12,850         |   |   |   | 12,850          |   |   |   | 12,390 |   |
| Loan ID 4092 |   | 5/2/2019  |   |          | 14.50  | %      |         |   | 11,008         |   |   |   | 11,008          |   |   |   | 10,948 |   |
| Loan ID 4093 |   | 5/2/2017  |   |          | 9.80   | %      |         |   | 4,140          |   |   |   | 4,140           |   |   |   | 4,090 |   |
| Loan ID 4094 |   | 5/2/2017  |   |          | 12.24  | %      |         |   | 8,334          |   |   |   | 8,334           |   |   |   | 8,185 |   |
| Loan ID 4095 |   | 5/2/2017  |   |          | 12.24  | %      |         |   | 5,834          |   |   |   | 5,834           |   |   |   | 5,729 |   |
| Loan ID 4096 |   | 5/5/2017  |   |          | 12.64  | %      |         |   | 7,923          |   |   |   | 7,923           |   |   |   | 7,781 |   |
| Loan ID 4097 |   | 5/5/2017  |   |          | 17.45  | %      |         |   | 12,668         |   |   |   | 12,668          |   |   |   | 12,342 |   |
| Loan ID 4098 |   | 5/5/2017  |   |          | 8.74   | %      |         |   | 9,909          |   |   |   | 9,909           |   |   |   | 9,789 |   |
| Loan ID 4099 |   | 5/5/2019  |   |          | 17.15  | %      |         |   | 27,683         |   |   |   | 27,683          |   |   |   | 27,377 |   |
| Loan ID 4100 |   | 5/6/2017  |   |          | 13.85  | %      |         |   | 12,554         |   |   |   | 12,554          |   |   |   | 12,329 |   |
| Loan ID 4101 |   | 5/6/2019  |   |          | 13.50  | %      |         |   | 9,169          |   |   |   | 9,169           |   |   |   | 9,119 |   |
| Loan ID 4102 |   | 5/7/2019  |   |          | 18.55  | %      |         |   | 23,138         |   |   |   | 23,138          |   |   |   | 22,882 |   |
| Loan ID 4103 |   | 5/13/2019 |   |          | 18.55  | %      |         |   | 6,941          |   |   |   | 6,941           |   |   |   | 6,865 |   |
| **Total**    |   |      |   |          |   |   |         |   | **36,842,119** |   |   |   | **$36,842,119** |   |   |   | **$36,329,807** |   |

 

|  | (1) | Fair value is the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. |
|--|-----|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|

 

Financial Assets are valued by the level of risk associated with the underlying loan measured by the estimated loss rate. The estimated loss rate is based on the historical performance of loans with similar characteristics, the borrowers credit score obtained from an official credit reporting agency at origination, debt-to-income ratios at origination, information from the borrower’s credit report at origination, as well as the borrower’s self-reported income range, occupation and employment status at origination. Financial Asset risk ratings are assigned on a scale from A through F, with A having the lowest level of risk and F having the highest level of risk. As of December 31, 2014, 26.0%, 30.2%, 31.8%, 7.7%, 3.8% and 0.5% of the total fair value of Financial Assets was comprised of A, B, C, D, E and F risk rated loans, respectively.

 

In a hypothetical transaction, the Company believes that the fair value of each individual consumer loan as disclosed above as of the measurement date could differ from the fair value of each individual consumer loan as of the transaction date. In addition, the Company believes that the fair value of the portfolio of consumer loans as of the measurement date could differ from the sum of the fair value of each individual consumer loan as disclosed above as of the transaction date.

 

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