# EDGAR Filing Document

**Accession Number:** 0001678130
**File Stem:** 0001752724-23-016477
**Filing Date:** 2023-1
**Character Count:** 1797141
**Document Hash:** e4e50753e760e230a932ef9200bca5c4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-016477.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001752724-23-016477

**CONFORMED SUBMISSION TYPE**: NT NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20220930

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** RiverNorth/DoubleLine Strategic Opportunity Fund, Inc.
- **CENTRAL INDEX KEY:** 0001678130
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MD

**FILING VALUES:**
- **FORM TYPE:** NT NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23166
- **FILM NUMBER:** 23562378

**BUSINESS ADDRESS:**
- **STREET 1:** 360 S. ROSEMARY AVE
- **STREET 2:** SUITE 1420
- **CITY:** WEST PALM BEACH
- **STATE:** FL
- **ZIP:** 33401
- **BUSINESS PHONE:** 312-832-1440

**MAIL ADDRESS:**
- **STREET 1:** 360 S. ROSEMARY AVE
- **STREET 2:** SUITE 1420
- **CITY:** WEST PALM BEACH
- **STATE:** FL
- **ZIP:** 33401

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RiverNorth/DoubleLine Strategic Allocation Fund, Inc.
- **DATE OF NAME CHANGE:** 20160624

## Nport-Ex

RiverNorth/DoubleLine Strategic Opportunity Fund, Inc.

**Statement of Investments**

September 30, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Shares/Description** | | **Value** |
| **CLOSED-END FUNDS (10.93%)** | **CLOSED-END FUNDS (10.93%)** |  |
| 139941 | Apollo Tactical Income Fund, Inc. | $1648505 |
| 153742 | Barings Global Short Duration High Yield Fund | 1878727 |
| 356322 | BlackRock 2022 Global Income Opportunity Trust | 15037 |
| 1000 | BlackRock Corporate High Yield Fund, Inc. | 8550 |
| 86404 | BrandywineGLOBAL - Global Income Opportunities Fund, Inc. | 658398 |
| 142624 | First Trust High Yield Opportunities 2027 Term Fund | 1921145 |
| 90041 | GDL Fund | 713125 |
| 426862 | Invesco Dynamic Credit Opportunity Fund | 4849149 |
| 378236 | Morgan Stanley Emerging Markets Domestic Debt Fund, Inc. | 1520509 |
| 114786 | Nuveen Core Plus Impact Fund | 1175409 |
| 304091 | Nuveen Credit Strategies Income Fund | 1553905 |
| 161075 | PGIM Global High Yield Fund, Inc. | 1704174 |
| 113940 | PGIM Short Duration High Yield Opportunities Fund | 1637317 |
| 27190 | PIMCO Access Income Fund | 430962 |
| 152496 | PIMCO Dynamic Income Opportunities Fund | 2011422 |
| 76610 | Western Asset Diversified Income Fund | 963754 |
| 755781 | Western Asset High Income Opportunity Fund, Inc. | 2781273 |
| **TOTAL CLOSED-END FUNDS** | **TOTAL CLOSED-END FUNDS** |  |
| **(Cost $34,029,198)** | **(Cost $34,029,198)** | **25471361** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount/Description** | | **Rate** | **Maturity** | **Value** |
| **BANK LOANS (4.32%)** | **BANK LOANS (4.32%)** |  |  |  |
| $504682 | Air Methods Corp., First Lien - Initial Term Loan(a) | 3M US L + 3.50% | 04/22/24 | $406060 |
| 314213 | American Tire Distributors, Inc., First Lien - Initial Term Loan | 3M US L + 6.25% | 10/08/28 | 295080 |
| 555000 | Applied Systems, Inc., Second Lien - 2021 Term Loan<sup>(a)</sup> | 3M US L + 5.50% | 09/19/25 | 548617 |
| 188028 | Astra Acquisition Corp., First Lien - Initial Term Loan | 1M US L + 5.25% | 10/22/28 | 160764 |
| 679840 | Astra Acquisition Corp., Second Lien - Initial Term Loan | 1M US L + 8.88% | 10/22/29 | 625452 |
| 95000 | Asurion LLC, Second Lien - New B-3 Term Loan<sup>(a)</sup> | 1M US L + 5.25% | 01/31/28 | 72081 |
| 519750 | Atlas Purchaser, Inc., First Lien - Initial Term Loan<sup>(a)</sup> | 3M US L + 3.00% | 05/08/28 | 409953 |
| 600000 | Aveanna Healthcare LLC, Second Lien - Initial Term Loan<sup>(a)</sup> | 1M US L + 7.00% | 12/10/29 | 444000 |
| 65000 | Blackhawk Network Holdings, Inc., Second Lien <sup>(a)</sup> | 3M US L + 7.00% | 06/15/26 | 61588 |
| 402593 | Bright Bidco B.V., First Lien - 2018 Refinancing B Term Loan | 3M US L + 3.50% | 06/30/24 | 100145 |
| 16622 | Bright Bidco B.V., First Lien | N/A | 02/28/23 | 16622 |
| 29089 | Bright Bidco B.V., First Lien - Term Loan | SOFR + 8.00% | 02/28/23 | 29089 |
| 248125 | Cengage Learning, Inc., First Lien - B Term Loan | 3M US L + 5.00% | 06/29/26 | 225290 |
| 530000 | Constant Contact, Inc., Second Lien - Initial Term Loan<sup>(a)</sup> | 3M US L + 7.50% | 02/12/29 | 418700 |
| 207999 | Cyxtera DC Holdings, Inc., First Lien - Initial Term Loan<sup>(a)</sup> | 3M US L + 3.00% | 05/01/24 | 190430 |
| 295000 | DCert Buyer, Inc., Second Lien - First Amendment Refinancing Term Loan | 3M US L + 7.00% | 02/19/29 | 276563 |
| 250000 | DG Investment Intermediate Holdings 2, Inc., Second Lien - Initial Term Loan | 1M US L + 6.75% | 03/30/29 | 234688 |
| 172421 | Edgewater Generation LLC, First Lien | 1M US L + 3.75% | 12/13/25 | 152171 |
| 302393 | Envision Healthcare Corp., First Lien <sup>(a)</sup> | 3M US L + 0.00% | 03/31/27 | 140613 |
| 739842 | Envision Healthcare Corp., First Lien <sup>(a)</sup> | 3M US L + 0.00% | 03/31/27 | 209623 |
| 330813 | Grab Holdings, Inc., First Lien - Initial Term Loan<sup>(a)</sup> | 1M US L + 4.50% | 01/29/26 | 311586 |
| 255032 | Gulf Finance, LLC TL 1L | 1M US L + 6.75% | 08/25/26 | 203252 |
| 252018 | Intelsat Jackson Holdings S.A.TLB 1L | 3M US L + 4.25% | 01/26/29 | 237149 |
| 135000 | Kenan Advantage Group, Inc, Second Lien - Initial Term Loan | 3M US L + 7.25% | 08/18/27 | 124875 |
| 2433 | Lealand Finance Company B.V., First Lien - Make-Whole Term Loan | 1M US L + 3.00% | 06/28/24 | 1551 |
| 32692 | Lealand Finance Company B.V., First Lien - Take-Back Term Loan | 3M US L + 1.00% | 06/30/25 | 16633 |
| 165000 | LSF9 ATLANTIS HOLDINGS, LLC, First Lien - B Term Loan | 3M US L + 7.25% | 03/29/29 | 157163 |
| 319036 | Minotaur Acquisition, Inc., First Lien - B Term Loan<sup>(a)</sup> | 3M US L + 4.75% | 03/27/26 | 303910 |
| 203950 | Misys, Ltd., First Lien - Dollar Term Loan<sup>(a)</sup> | 3M US L + 3.50% | 06/13/24 | 178048 |
| 230000 | Misys, Ltd., Second Lien - Dollar Term Loan<sup>(a)</sup> | 6M US L + 7.25% | 06/13/25 | 189320 |
| 338544 | Riverbed Technology, Inc., First Lien - Initial Term Loan | 6M US L + 8.00% | 12/06/26 | 131892 |
| 112141 | Sweetwater Borrower, LLC, First Lien - Initial Term Loan | 1M US L + 4.25% | 08/03/28 | 102609 |
| 379000 | Team Health Holdings, Inc., First Lien - Initial Term Loan<sup>(a)</sup> | 1M US L + 2.75% | 02/06/24 | 348206 |
| 218900 | Think & Learn Private, Ltd., First Lien - B Term Loan | 3M US L + 6.00% | 11/05/26 | 160422 |
| 220000 | TIBCO Software, Inc., Second Lien <sup>(a)</sup> | 1M US L + 7.25% | 03/04/28 | 219588 |
| 597834 | Travel Leaders Group LLC, First Lien - 2018 Refinancing Term Loan<sup>(a)</sup> | 1M US L + 4.00% | 01/25/24 | 551771 |
| 416788 | Travelport Finance Luxembourg SARL 1L, 2021, First Lien - Initial (Priority) Term Loan<sup>(a)</sup> | 3M US L + 8.75% | 02/28/25 | 413316 |
| 550000 | UKG, Inc. TL 2L | 3M US L + 5.25% | 05/03/27 | 522959 |
| 320323 | Vantage Specialty Chemicals, Inc., First Lien - Closing Date Term Loan<sup>(a)</sup> | 3M US L + 3.50% | 10/28/24 | 309012 |
| 233238 | Viad Corp, First Lien - Initial Term Loan | 3M US L + 5.00% | 07/30/28 | 222352 |
| 357397 | WaterBridge Midstream Operating LLC, First Lien - Initial Term Loan<sup>(a)</sup> | 3M US L + 5.75% | 06/22/26 | 345855 |
| **TOTAL BANK LOANS** | **TOTAL BANK LOANS** |  |  |  |
| **(Cost $11,160,147)** | **(Cost $11,160,147)** |  |  | **10068998** |

---

---

| | | |
|:---|:---|:---|
| **Shares/Description** | | **Value** |
| **SPECIAL PURPOSE ACQUISITION COMPANIES (16.66%)** | **SPECIAL PURPOSE ACQUISITION COMPANIES (16.66%)** |  |
| 51583 | 8i ACQUISITION 2 Corp.<sup>(b)</sup> | $516346 |
| 42066 | Accretion Acquisition Corp.<sup>(b)</sup> | 418136 |
| 36143 | Achari Ventures Holdings Corp. I<sup>(b)</sup> | 362153 |
| 81790 | ALSP Orchid Acquisition Corp. I<sup>(b)</sup> | 820354 |
| 29842 | AltEnergy Acquisition Corp.<sup>(b)</sup> | 297823 |
| 7413 | Apeiron Capital Investment Corp.<sup>(b)</sup> | 74352 |
| 36781 | Arisz Acquisition Corp.<sup>(b)</sup> | 365235 |
| 138896 | Avalon Acquisition, Inc.<sup>(b)</sup> | 1395906 |
| 114259 | Barings BDC, Inc. | 944922 |
| 29282 | BioPlus Acquisition Corp.<sup>(b)</sup> | 293991 |
| 49448 | Black Mountain Acquisition Corp.<sup>(b)</sup> | 495963 |
| 14842 | Blockchain Coinvestors Acquisition Corp. I<sup>(b)</sup> | 149607 |
| 36149 | Blockchain Moon Acquisition Corp.<sup>(b)</sup> | 361129 |
| 109883 | Blue Ocean Acquisition Corp.<sup>(b)</sup> | 1104324 |
| 73502 | Bullpen Parlay Acquisition Co.<sup>(b)</sup> | 739430 |
| 59686 | Cactus Acquisition Corp. 1, Ltd.<sup>(b)</sup> | 599844 |
| 22012 | Crescera Capital Acquisition Corp.<sup>(b)</sup> | 220780 |
| 2146 | CW TRAVEL<sup>(b)</sup> | 21460 |
| 35646 | Deep Medicine Acquisition Corp.<sup>(b)</sup> | 358955 |
| 24051 | Digital Health Acquisition Corp.<sup>(b)</sup> | 243637 |
| 38368 | Direct Selling Acquisition Corp.<sup>(b)</sup> | 388668 |
| 12048 | Enterprise 4.0 Technology Acquisition Corp.<sup>(b)</sup> | 121564 |
| 32156 | Everest Consolidator Acquisition Corp.<sup>(b)</sup> | 323168 |
| 12019 | ExcelFin Acquisition Corp.<sup>(b)</sup> | 120430 |
| 40085 | Finnovate Acquisition Corp.<sup>(b)</sup> | 404458 |
| 215585 | First Eagle Alternative Capital BDC, Inc. | 616573 |
| 69541 | FS KKR Capital Corp. | 1178720 |
| 58432 | Games & Esports Experience Acquisition Corp.<sup>(b)</sup> | 592500 |
| 46043 | GigCapital5, Inc.<sup>(b)</sup> | 465955 |
| 62828 | Globalink Investment, Inc.<sup>(b)</sup> | 625767 |
| 57200 | Goldman Sachs BDC, Inc. | 826540 |
| 29652 | Green Visor Financial Technology Acquisition Corp. I<sup>(b)</sup> | 300375 |
| 18354 | Hunt Cos. Acquisition Corp. I<sup>(b)</sup> | 186293 |
| 24074 | Industrial Human Capital, Inc.<sup>(b)</sup> | 244351 |
| 17822 | Innovative International Acquisition Corp.<sup>(b)</sup> | 180715 |
| 73254 | Integrated Rail and Resources Acquisition Corp.<sup>(b)</sup> | 736203 |
| 8038 | Intelligent Medicine Acquisition Corp.<sup>(b)</sup> | 80862 |
| 880 | Intelsat Jackson Holdings SA<sup>(b)(c)</sup> | 5060 |
| 4203 | Intelsat New Common<sup>(b)</sup> | 117684 |
| 44245 | Jupiter Wellness Acquisition Corp.<sup>(b)</sup> | 443777 |
| 51780 | LAMF Global Ventures Corp. I<sup>(b)</sup> | 522460 |
| 12126 | Learn CW Investment Corp.<sup>(b)</sup> | 119441 |
| 88428 | Legato Merger Corp. II<sup>(b)</sup> | 878974 |
| 36722 | LF Capital Acquisition Corp. II, Class A<sup>(b)</sup> | 369056 |
| 128274 | Lionheart III Corp.<sup>(b)</sup> | 1294286 |
| 62176 | LIV Capital Acquisition Corp. II<sup>(b)</sup> | 624869 |
| 2 | LIV Capital Acquisition Corp. II-units<sup>(b)</sup> | 20 |
| 24030 | M3-Brigade Acquisition III Corp.<sup>(b)</sup> | 241982 |
| 29228 | Mana Capital Acquisition Corp.<sup>(b)</sup> | 293157 |
| 13637 | McDermott International, Ltd.<sup>(b)</sup> | 6819 |
| 16082 | McLaren Technology Acquisition Corp.<sup>(b)</sup> | 161142 |
| 80170 | Mercato Partners Acquisition Corp.<sup>(b)</sup> | 801700 |
| 53922 | Mount Rainier Acquisition Corp.<sup>(b)</sup> | 543534 |
| 63000 | Mountain Crest Acquisition Corp. V<sup>(b)</sup> | 628740 |
| 58756 | Nabors Energy Transition Corp.<sup>(b)</sup> | 590498 |
| 24074 | Newcourt Acquisition Corp.<sup>(b)</sup> | 244110 |
| 86683 | OmniLit Acquisition Corp.<sup>(b)</sup> | 867697 |
| 20906 | Onyx Acquisition Co. I<sup>(b)</sup> | 211569 |
| 71292 | OPY Acquisition Corp. I<sup>(b)</sup> | 707930 |
| 1 | OPY Acquisition Corp. I-units<sup>(b)</sup> | 10 |
| 112381 | Owl Rock Capital Corp. | 1165391 |
| 13488 | Phoenix Biotech Acquisition Corp.<sup>(b)</sup> | 136094 |
| 47750 | Project Energy Reimagined Acquisition Corp.<sup>(b)</sup> | 469860 |
| 64779 | PROOF Acquisition Corp. I<sup>(b)</sup> | 644551 |
| 5941 | Pyrophyte Acquisition Corp.<sup>(b)</sup> | 60420 |
| 87648 | ROC Energy Acquisition Corp.<sup>(b)</sup> | 881739 |
| 58888 | Roth CH Acquisition V Co.<sup>(b)</sup> | 587113 |
| 12046 | Sanaby Health Acquisition Corp. I<sup>(b)</sup> | 121906 |
| 27067 | Screaming Eagle Acquisition Corp.<sup>(b)</sup> | 263903 |
| 8017 | Semper Paratus Acquisition Corp.<sup>(b)</sup> | 81292 |
| 58597 | Sixth Street Specialty Lending, Inc. | 957475 |
| 104224 | Sizzle Acquisition Corp.<sup>(b)</sup> | 1047451 |
| 75000 | Social Capital Hedosophia Holdings Corp. VI<sup>(b)</sup> | 750000 |
| 16034 | Spindletop Health Acquisition Corp.<sup>(b)</sup> | 161462 |
| 18072 | SportsMap Tech Acquisition Corp.<sup>(b)</sup> | 181081 |
| 58567 | ST Energy Transition I, Ltd.<sup>(b)</sup> | 589184 |
| 32164 | TG Venture Acquisition Corp.<sup>(b)</sup> | 320032 |
| 12018 | Thrive Acquisition Corp.<sup>(b)</sup> | 121863 |
| 2376 | TKB Critical Technologies 1<sup>(b)</sup> | 24069 |
| 11778 | TLGY Acquisition Corp.<sup>(b)</sup> | 119429 |
| 96492 | Trine II Acquisition Corp.<sup>(b)</sup> | 967332 |
| 49450 | Tristar Acquisition I Corp.<sup>(b)</sup> | 490050 |
| 87648 | UTA Acquisition Corp.<sup>(b)</sup> | 886121 |
| 29228 | Vahanna Tech Edge Acquisition I Corp.<sup>(b)</sup> | 293157 |
| 61760 | Worldwide Webb Acquisition Corp.<sup>(b)</sup> | 616982 |
| **TOTAL SPECIAL PURPOSE ACQUISITION COMPANIES** | **TOTAL SPECIAL PURPOSE ACQUISITION COMPANIES** |  |
| **(Cost $38,871,808)** | **(Cost $38,871,808)** | **38789961** |

---

---

| | | |
|:---|:---|:---|
| **Shares/Description** | | **Value** |
| **PREFERRED STOCKS (3.46%)** | **PREFERRED STOCKS (3.46%)** |  |
| 105758 | First Eagle Alternative Capital BDC, Inc., 5.00%, 05/25/2026 | $2396476 |
| 189274 | Oxford Square Capital Corp., 6.50%, 03/30/2024 | 4665604 |
| 2946 | Riverbed Tech Pref A, 1.50%, 11/17/28<sup><sup>(b)</sup></sup> | 2946 |
| 39726 | XAI Octagon Floating Rate Alternative Income Term Trust, Series 2026, 6.50%, 03/31/2026 | 1000686 |
| **TOTAL PREFERRED STOCKS** | **TOTAL PREFERRED STOCKS** |  |
| **(Cost $8,452,211)** | **(Cost $8,452,211)** | **8065712** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount/Description** | | **Rate** | **Maturity** | **Value** |
| **COLLATERALIZED LOAN OBLIGATIONS (6.09%)** | **COLLATERALIZED LOAN OBLIGATIONS (6.09%)** |  |  |  |
| 500000 | Apidos CLO XXIV<sup>(a)(d)</sup> | 3M US L + 5.80% | 10/20/30 | $409779 |
| 500000 | Apidos CLO XXXII<sup>(a)(d)</sup> | 3M US L + 6.75% | 01/20/33 | 440283 |
| 500000 | Bain Capital Credit CLO 2019-3, Ltd.<sup>(a)(d)</sup> | 3M US L + 7.10% | 10/21/34 | 429479 |
| 500000 | Bain Capital Credit CLO 2021-2, Ltd.<sup>(a)(d)</sup> | 3M US L + 3.15% | 07/16/34 | 445356 |
| 500000 | Bain Capital Credit CLO 2022-3, Ltd.<sup>(a)(d)</sup> | 3M US SOFR + 7.35% | 07/17/35 | 420822 |
| 500000 | Barings CLO, Ltd.<sup>(a)(d)</sup> | 3M US L + 5.82% | 10/15/30 | 421344 |
| 500000 | Canyon Capital CLO, Ltd.<sup>(a)(d)</sup> | 3M US L + 5.75% | 07/15/31 | 408227 |
| 500000 | Carlyle Global Market Strategies CLO, Ltd.<sup>(a)(d)</sup> | 3M US L + 5.35% | 05/15/31 | 392019 |
| 500000 | Carlyle Global Market Strategies CLO, Ltd.<sup>(a)(d)</sup> | 3M US L + 5.50% | 10/15/30 | 407683 |
| 1000000 | Carlyle US CLO 2020-2, Ltd.<sup>(a)(d)</sup> | 3M US L + 6.70% | 01/25/35 | 855133 |
| 500000 | Carlyle US CLO 2021-1, Ltd.<sup>(a)(d)</sup> | 3M US L + 6.00% | 04/15/34 | 412751 |
| 500000 | Chenango Park CLO, Ltd.<sup>(a)(d)</sup> | 3M US L + 5.80% | 04/15/30 | 412965 |
| 500000 | Fillmore Park CLO, Ltd.<sup>(a)(d)</sup> | 3M US L + 5.40% | 07/15/30 | 418229 |
| 1000000 | Galaxy XIX CLO, Ltd.<sup>(a)(d)</sup> | 3M US L + 6.53% | 07/24/30 | 779811 |
| 500000 | Goldentree Loan Management US CLO 10, Ltd.<sup>(a)(d)</sup> | 3M US L + 6.20% | 07/20/34 | 423588 |
| 500000 | Goldentree Loan Management US CLO 3, Ltd.<sup>(a)(d)</sup> | 3M US L + 2.85% | 04/20/30 | 448025 |
| 500000 | Milos CLO, Ltd.<sup>(a)(d)</sup> | 3M US L + 6.15% | 10/20/30 | 431377 |
| 500000 | Myers Park CLO, Ltd.<sup>(a)(d)</sup> | 3M US L + 5.50% | 10/20/30 | 410420 |
| 500000 | Neuberger Berman Loan Advisers CLO 37, Ltd.<sup>(a)(d)</sup> | 3M US L + 5.75% | 07/20/31 | 436136 |
| 500000 | Neuberger Berman Loan Advisers CLO 42, Ltd.<sup>(a)(d)</sup> | 3M US L + 5.95% | 07/16/35 | 416058 |
| 500000 | Neuberger Berman Loan Advisers CLO 44, Ltd.<sup>(a)(d)</sup> | 3M US L + 6.00% | 10/16/34 | 426765 |
| 500000 | Ocean Trails CLO V<sup>(a)(d)</sup> | 3M US L + 3.45% | 10/13/31 | 430403 |
| 500000 | REESE PARK CLO, Ltd.<sup>(a)(d)</sup> | 3M US L + 6.50% | 10/15/34 | 424408 |
| 500000 | Sound Point CLO XXVI, Ltd.<sup>(a)(d)</sup> | 3M US L + 6.86% | 07/20/34 | 408904 |
| 500000 | Sound Point CLO XXXII, Ltd.<sup>(a)(d)</sup> | 3M US L + 6.70% | 10/25/34 | 395340 |
| 500000 | THL Credit Wind River 2017-3 CLO, Ltd.<sup>(a)(d)</sup> | 3M US L + 7.08% | 04/15/35 | 425072 |
| 500000 | THL Credit Wind River CLO, Ltd.<sup>(a)(d)</sup> | 3M US L + 5.75% | 07/15/30 | 413347 |
| 500000 | Unity-Peace Park CLO, Ltd.<sup>(a)(d)</sup> | 3M US SOFR + 7.18% | 04/20/35 | 429299 |
| 500000 | Voya CLO 2019-1, Ltd.<sup>(a)(d)</sup> | 3M US L + 6.12% | 04/15/31 | 411831 |
| 500000 | Voya CLO, Ltd.<sup>(a)(d)</sup> | 3M US L + 5.25% | 07/15/31 | 405627 |
| 500000 | Voya CLO, Ltd.<sup>(a)(d)</sup> | 3M US L + 5.95% | 07/14/31 | 401651 |
| 500000 | Webster Park CLO, Ltd.<sup>(a)(d)</sup> | 3M US L + 5.50% | 07/20/30 | 398319 |
|  |  |  |  | 14190451 |
| **TOTAL COLLATERALIZED LOAN OBLIGATIONS** | **TOTAL COLLATERALIZED LOAN OBLIGATIONS** |  |  |  |
| **(Cost $16,769,483)** | **(Cost $16,769,483)** |  |  | **14190451** |

---

---

| | | |
|:---|:---|:---|
| **Shares/Description** | | **Value** |
| **RIGHTS (0.03%)<sup>(b)</sup>** | **RIGHTS (0.03%)<sup>(b)</sup>** |  |
| 51583 | 8i ACQUISITION 2 Corp., Strike Price $11.50, Expires 11/24/2022 | $23213 |
| 42066 | Accretion Acquisition Corp., Strike Price $0.01, Expires 12/31/2049 | 3756 |
| 36781 | Arisz Acquisition Corp., Strike Price $11.50, Expires 05/01/2023 | 2207 |
| 1000 | BlackRock Corporate High Yield Fund, Inc., Strike Price $0.01, Expires 10/14/2022 | 2 |
| 36149 | Blockchain Moon Acquisition Corp., Strike Price $0.01, Expires 12/31/2049 | 2147 |
| 35646 | Deep Medicine Acquisition Corp., Strike Price $11.50, Expires 12/09/2022 | 1390 |
| 62828 | Globalink Investment, Inc., Strike Price $11.50, Expires 08/19/2023 | 7652 |
| 44245 | Jupiter Wellness Acquisition Corp., Strike Price $11.50, Expires 12/31/2049 | 3650 |
| 29228 | Mana Capital Acquisition Corp., Strike Price $11.50, Expires 12/01/2026 | 8185 |
| **TOTAL RIGHTS** | **TOTAL RIGHTS** |  |
| **(Cost $83,776)** | **(Cost $83,776)** | **52202** |

---

---

| | | |
|:---|:---|:---|
| **Shares/Description** | | **Value** |
| **WARRANTS (0.05%)<sup>(b)</sup>** | **WARRANTS (0.05%)<sup>(b)</sup>** |  |
| 51583 | 8i ACQUISITION 2 Corp., Strike Price $11.50, Expires 09/24/2026 | $22182 |
| 21033 | Accretion Acquisition Corp., Strike Price $11.50, Expires 02/19/2023 | 1043 |
| 36143 | Achari Ventures Holdings Corp. I, Strike Price $11.50, Expires 08/05/2026 | 1807 |
| 40895 | ALSP Orchid Acquisition Corp. I, Strike Price $11.50, Expires 11/30/2028 | 3681 |
| 14921 | AltEnergy Acquisition Corp., Strike Price $11.50, Expires 02/06/2023 | 2387 |
| 36781 | Arisz Acquisition Corp., Strike Price $11.50, Expires 11/16/2026 | 3310 |
| 104172 | Avalon Acquisition, Inc., Strike Price $11.50, Expires 02/26/2023 | 10167 |
| 37086 | Black Mountain Acquisition Corp., Strike Price $11.50, Expires 10/15/2027 | 3631 |
| 7421 | Blockchain Coinvestors Acquisition Corp. I, Strike Price $11.50, Expires 11/01/2028 | 522 |
| 36149 | Blockchain Moon Acquisition Corp., Strike Price $11.50, Expires 10/14/2026 | 1211 |
| 29843 | Cactus Acquisition Corp. 1, Ltd., Strike Price $11.50, Expires 07/20/2023 | 2092 |
| 11006 | Crescera Capital Acquisition Corp., Strike Price $11.50, Expires 04/20/2028 | 660 |
| 24051 | Digital Health Acquisition Corp., Strike Price $11.50, Expires 10/14/2023 | 3487 |
| 19184 | Direct Selling Acquisition Corp., Strike Price $11.50, Expires 11/23/2023 | 1153 |
| 6024 | Enterprise 4.0 Technology Acquisition Corp., Strike Price $11.50, Expires 09/24/2023 | 723 |
| 16078 | Everest Consolidator Acquisition Corp., Strike Price $11.50, Expires 07/19/2028 | 965 |
| 6010 | ExcelFin Acquisition Corp., Strike Price $11.50, Expires 07/05/2023 | 541 |
| 30063 | Finnovate Acquisition Corp., Strike Price $11.50, Expires 04/15/2023 | 1659 |
| 46043 | GigCapital5, Inc., Strike Price $11.50, Expires 12/31/2028 | 1179 |
| 62828 | Globalink Investment, Inc., Strike Price $11.50, Expires 12/03/2026 | 3770 |
| 14826 | Green Visor Financial Technology Acquisition Corp. I, Strike Price $11.50, Expires 05/08/2023 | 890 |
| 9177 | Hunt Cos. Acquisition Corp. I, Strike Price $11.50, Expires 12/31/2028 | 367 |
| 24074 | Industrial Human Capital, Inc., Strike Price $11.50, Expires 12/31/2028 | 481 |
| 8911 | Innovative International Acquisition Corp., Strike Price $11.50, Expires 04/03/2023 | 178 |
| 36627 | Integrated Rail and Resources Acquisition Corp., Strike Price $11.50, Expires 05/21/2023 | 3176 |
| 25890 | LAMF Global Ventures Corp. I, Strike Price $11.50, Expires 04/04/2023 | 267 |
| 6063 | Learn CW Investment Corp., Strike Price $11.50, Expires 12/31/2028 | 606 |
| 44214 | Legato Merger Corp. II, Strike Price $11.50, Expires 02/05/2023 | 16355 |
| 18361 | LF Capital Acquisition Corp. II, Strike Price $11.50, Expires 12/31/9999 | 1234 |
| 64137 | Lionheart III Corp., Strike Price $11.50, Expires 03/19/2023 | 3860 |
| 46632 | LIV Capital Acquisition Corp. II, Strike Price $11.50, Expires 02/16/2027 | 5129 |
| 8010 | M3-Brigade Acquisition III Corp., Strike Price $11.50, Expires 05/11/2023 | 481 |
| 14614 | Mana Capital Acquisition Corp., Strike Price $11.50, Expires 12/01/2026 | 1944 |
| 8041 | McLaren Technology Acquisition Corp., Strike Price $11.50, Expires 03/03/2023 | 523 |
| 40085 | Mercato Partners Acquisition Corp., Strike Price $11.50, Expires 12/28/2026 | 469 |
| 53922 | Mount Rainier Acquisition Corp., Strike Price $11.50, Expires 12/04/2022 | 8087 |
| 29378 | Nabors Energy Transition Corp., Strike Price $11.50, Expires 11/17/2026 | 4113 |
| 12037 | Newcourt Acquisition Corp., Strike Price $11.50, Expires 04/12/2028 | 793 |
| 10453 | Onyx Acquisition Co. I, Strike Price $11.50, Expires 01/07/2023 | 732 |
| 35646 | OPY Acquisition Corp. I, Strike Price $11.50, Expires 04/08/2023 | 3741 |
| 6744 | Phoenix Biotech Acquisition Corp., Strike Price $11.50, Expires 09/01/2026 | 540 |
| 23875 | Project Energy Reimagined Acquisition Corp., Strike Price $11.50, Expires 12/31/2028 | 2866 |
| 29444 | Roth CH Acquisition V Co., Strike Price $11.50, Expires 12/10/2026 | 2947 |
| 7563 | Rubicon Technologies, Inc., Strike Price $11.50, Expires 04/19/2028 | 985 |
| 6023 | Sanaby Health Acquisition Corp. I, Strike Price $11.50, Expires 07/30/2028 | 301 |
| 8017 | Spindletop Health Acquisition Corp., Strike Price $11.50, Expires 12/31/2028 | 321 |
| 13554 | SportsMap Tech Acquisition Corp., Strike Price $11.50, Expires 09/01/2027 | 1395 |
| 32164 | TG Venture Acquisition Corp., Strike Price $11.50, Expires 08/13/2023 | 1930 |
| 6009 | Thrive Acquisition Corp., Strike Price $11.50, Expires 03/09/2023 | 481 |
| 48246 | Trine II Acquisition Corp., Strike Price $11.50, Expires 12/31/2027 | 5311 |
| 24725 | Tristar Acquisition I Corp., Strike Price $11.50, Expires 12/31/2028 | 1236 |
| 14614 | Vahanna Tech Edge Acquisition I Corp., Strike Price $11.50, Expires 11/30/2028 | 1608 |
| 30880 | Worldwide Webb Acquisition Corp., Strike Price $11.50, Expires 03/27/2023 | 2779 |
| **TOTAL WARRANTS** | **TOTAL WARRANTS** |  |
| **(Cost $340,236)** | **(Cost $340,236)** | **142296** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount/Description** | | **Rate** | **Maturity** | **Value** |
| **U.S. CORPORATE BONDS (4.29%)** | **U.S. CORPORATE BONDS (4.29%)** |  |  |  |
| **Basic Materials (0.19%)** | **Basic Materials (0.19%)** |  |  |  |
| $175000 | ASP Unifrax Holdings, Inc.<sup>(d)</sup> | 7.50% | 09/30/29 | $115844 |
| 260000 | Illuminate Buyer LLC / Illuminate Holdings IV, Inc.<sup>(d)</sup> | 9.00% | 07/01/28 | 216303 |
| 195000 | Vibrantz Technologies, Inc.<sup>(d)</sup> | 9.00% | 02/15/30 | 127311 |
|  |  |  |  | 459458 |
| **Communications (0.46%)** | **Communications (0.46%)** |  |  |  |
| 275000 | Cengage Learning, Inc.<sup>(d)</sup> | 9.50% | 06/15/24 | 258124 |
| 545000 | Embarq Corp Eq | 8.00% | 06/01/36 | 273721 |
| 510000 | Endurance International Group Holdings, Inc.<sup>(d)</sup> | 6.00% | 02/15/29 | 339588 |
| 225000 | McGraw-Hill Education, Inc.<sup>(d)</sup> | 5.75% | 08/01/28 | 188356 |
|  |  |  |  | 1059789 |
| **Consumer, Cyclical (0.57%)** | **Consumer, Cyclical (0.57%)** |  |  |  |
| 45000 | Carnival Corp.<sup>(d)</sup> | 7.63% | 03/01/26 | 34268 |
| 330000 | Dealer Tire LLC / DT Issuer LLC<sup>(d)</sup> | 8.00% | 02/01/28 | 291385 |
| 60000 | Park River Holdings, Inc.<sup>(d)</sup> | 5.63% | 02/01/29 | 39052 |
| 300000 | PetSmart, Inc. / PetSmart Finance Corp.<sup>(d)</sup> | 7.75% | 02/15/29 | 268662 |
| 155000 | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp.<sup>(d)</sup> | 5.63% | 09/01/29 | 107511 |
| 125000 | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp.<sup>(d)</sup> | 5.88% | 09/01/31 | 84539 |
| 280000 | SWF Escrow Issuer Corp.<sup>(d)</sup> | 6.50% | 10/01/29 | 166450 |
| 190000 | TKC Holdings, Inc.<sup>(d)</sup> | 10.50% | 05/15/29 | 145696 |
| 405000 | Wheel Pros, Inc.<sup>(d)</sup> | 6.50% | 05/15/29 | 186073 |
|  |  |  |  | 1323636 |
| **Consumer, Non-cyclical (0.35%)** | **Consumer, Non-cyclical (0.35%)** |  |  |  |
| 270000 | Air Methods Corp.<sup>(d)</sup> | 8.00% | 05/15/25 | 136015 |
| 160000 | CHS/Community Health Systems, Inc.<sup>(d)</sup> | 6.88% | 04/15/29 | 77639 |
| 40000 | Coty, Inc.<sup>(d)</sup> | 6.50% | 04/15/26 | 36907 |
| 150000 | PECF USS Intermediate Holding III Corp.<sup>(d)</sup> | 8.00% | 11/15/29 | 109990 |
| 127656 | Pyxus Holdings, Inc. | 10.00% | 08/24/24 | 104429 |
| 305000 | Radiology Partners, Inc.<sup>(d)</sup> | 9.25% | 02/01/28 | 199447 |
| 190000 | Triton Water Holdings, Inc.<sup>(d)</sup> | 6.25% | 04/01/29 | 145602 |
|  |  |  |  | 810029 |
| **Energy (0.31%)** | **Energy (0.31%)** |  |  |  |
| 200000 | Kosmos Energy, Ltd.<sup>(e)</sup> | 7.50% | 03/01/28 | 157367 |
| 425000 | NGL Energy Operating LLC / NGL Energy Finance Corp.<sup>(d)</sup> | 7.50% | 02/01/26 | 378698 |
| 250000 | SierraCol Energy Andina LLC<sup>(d)</sup> | 6.00% | 06/15/28 | 162698 |
|  |  |  |  | 698763 |
| **Financial (1.88%)** | **Financial (1.88%)** |  |  |  |
| 1648448 | New Mountain Finance Corp. | 5.75% | 08/15/23 | 1631963 |
| 3109106 | PennantPark Floating Rate Capital, Ltd. | 4.25% | 04/01/26 | 2749787 |
|  |  |  |  | 4381750 |
| **Industrial (0.19%)** | **Industrial (0.19%)** |  |  |  |
| 105000 | Artera Services LLC<sup>(d)</sup> | 9.03% | 12/04/25 | 84669 |
| 90000 | TransDigm, Inc. | 5.50% | 11/15/27 | 78477 |
| 235000 | Triumph Group, Inc.<sup>(d)</sup> | 6.25% | 09/15/24 | 214496 |
| 90000 | Triumph Group, Inc. | 7.75% | 08/15/25 | 68880 |
|  |  |  |  | 446522 |
| **Technology (0.26%)** | **Technology (0.26%)** |  |  |  |
| 510000 | Castle US Holding Corp.<sup>(d)</sup> | 9.50% | 02/15/28 | 378538 |
| 72390 | CWT Travel Group, Inc.<sup>(d)</sup> | 8.50% | 11/19/26 | 62617 |
| 225000 | Virtusa Corp.<sup>(d)</sup> | 7.13% | 12/15/28 | 167996 |
|  |  |  |  | 609151 |
| **Utilities (0.08%)** | **Utilities (0.08%)** |  |  |  |
| 200000 | Mercury Chile Holdco LLC<sup>(d)</sup> | 6.50% | 01/24/27 | 175012 |
| **TOTAL U.S. CORPORATE BONDS** | **TOTAL U.S. CORPORATE BONDS** |  |  |  |
| **(Cost $12,478,934)** | **(Cost $12,478,934)** |  |  | **9964110** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount/Description** | | **Rate** | **Maturity** | **Value** |
| **U.S. GOVERNMENT / AGENCY MORTGAGE BACKED SECURITIES (33.66%)** | **U.S. GOVERNMENT / AGENCY MORTGAGE BACKED SECURITIES (33.66%)** |  |  |  |
| 165576 | Alternative Loan Trust<sup>(a)</sup> | 3.25% | 12/25/35 | $150216 |
| 543799 | Alternative Loan Trust | 5.50% | 11/25/35 | 353079 |
| 1702359 | Alternative Loan Trust | 5.50% | 12/25/35 | 1304696 |
| 1875381 | Alternative Loan Trust | 5.75% | 03/25/37 | 1119241 |
| 2169480 | Alternative Loan Trust | 6.00% | 07/25/37 | 1194380 |
| 1822595 | Alternative Loan Trust | 6.25% | 08/25/37 | 1037971 |
| 1053284 | Alternative Loan Trust | 6.50% | 09/25/36 | 610610 |
| 1627329 | Banc of America Funding Trust<sup>(a)</sup> | 2.74% | 05/20/36 | 1303690 |
| 832383 | Banc of America Mortgage Trust | 6.00% | 09/25/37 | 721463 |
| 1182352 | Bear Stearns ALT-A Trust<sup>(a)</sup> | 3.27% | 01/25/36 | 1095103 |
| 771513 | Bear Stearns ARM Trust<sup>(a)</sup> | 3.28% | 07/25/36 | 683432 |
| 2519747 | Chase Mortgage Finance Trust Series<sup>(a)</sup> | 1M US L + 0.60% | 06/25/37 | 832921 |
| 2286478 | ChaseFlex Trust Series 2007-1 | 6.50% | 02/25/37 | 909507 |
| 3930000 | CHL GMSR Issuer Trust<sup>(a)(d)</sup> | 1M US L + 2.75% | 05/25/23 | 3868510 |
| 1341221 | CHL Mortgage Pass-Through Trust<sup>(a)</sup> | 3.18% | 03/25/37 | 1182603 |
| 1425385 | CHL Mortgage Pass-Through Trust | 5.75% | 07/25/37 | 745163 |
| 1446541 | CHL Mortgage Pass-Through Trust<sup>(a)</sup> | 1M US L + 0.60% | 03/25/35 | 1288885 |
| 296049 | Citigroup Mortgage Loan Trust<sup>(a)</sup> | 3.01% | 04/25/37 | 288349 |
| 1149336 | Citigroup Mortgage Loan Trust, Inc.<sup>(a)</sup> | 3.42% | 10/25/35 | 728929 |
| 4500000 | COLT 2021-4 Mortgage Loan Trust<sup>(a)(d)</sup> | 4.14% | 10/25/66 | 2862703 |
| 2000000 | Connecticut Avenue Securities Trust 2022-R02<sup>(a)(d)</sup> | 30D US SOFR + 7.65% | 01/25/27 | 1812897 |
| 1000000 | Connecticut Avenue Securities Trust 2022-R03<sup>(a)(d)</sup> | 30D US SOFR + 9.85% | 03/25/42 | 965203 |
| 663116 | CSFB Mortgage-Backed Pass-Through Certificates | 5.50% | 10/25/35 | 370690 |
| 1371070 | CSMC Mortgage-Backed Trust | 6.00% | 02/25/37 | 853503 |
| 1620008 | CSMC Mortgage-Backed Trust | 6.75% | 08/25/36 | 977432 |
| 1585407 | Fannie Mae REMICS<sup>(a)(f)</sup> | 0.00% | 07/25/43 | 947267 |
| 1500707 | Fannie Mae REMICS<sup>(a)(g)</sup> | 5.90% - 1M US L | 10/25/41 | 141285 |
| 4247779 | Fannie Mae REMICS<sup>(a)(g)</sup> | 6.05% - 1M US L | 07/25/49 | 405480 |
| 1607762 | Fannie Mae REMICS<sup>(a)(g)</sup> | 6.45% - 1M US L | 03/25/42 | 186010 |
| 1336677 | Fannie Mae REMICS<sup>(a)(g)</sup> | 6.50% - 1M US L | 12/25/41 | 132586 |
| 497268 | Fannie Mae REMICS<sup>(a)</sup> | 7.62% - 1M US L | 11/25/42 | 307349 |
| 660734 | Federal Home Loan Mortgage Corp. REMICS<sup>(a)</sup> | 4.05% - 1M US L | 01/15/33 | 564557 |
| 295452 | First Horizon Alternative Mortgage Securities Trust<sup>(a)</sup> | 3.61% | 10/25/35 | 254103 |
| 11771762 | Freddie Mac REMICS<sup>(g)</sup> | 2.00% | 11/25/50 | 1415173 |
| 3918079 | Freddie Mac REMICS | 4.00% | 12/15/40 | 3767095 |
| 2748139 | Freddie Mac REMICS<sup>(a)(g)</sup> | 5.90% - 1M US L | 12/15/41 | 206206 |
| 3514979 | Freddie Mac REMICS<sup>(a)(g)</sup> | 6.10% - 1M US L | 08/25/50 | 431286 |
| 2000000 | Freddie Mac STACR REMIC Trust 2020-DNA6<sup>(a)(d)</sup> | 30D US SOFR + 5.65% | 12/25/50 | 1663788 |
| 1700000 | Freddie Mac STACR REMIC Trust 2021-DNA1<sup>(a)(d)</sup> | 30D US SOFR + 4.75% | 01/25/51 | 1293530 |
| 1250000 | Freddie Mac STACR REMIC Trust 2022-DNA1<sup>(a)(d)</sup> | 30D US SOFR + 7.10% | 01/25/42 | 1046012 |
| 5735259 | Government National Mortgage Association<sup>(a)(g)</sup> | 0.01% | 11/20/70 | 344742 |
| 7748805 | Government National Mortgage Association<sup>(a)(g)</sup> | 0.02% | 11/20/69 | 353752 |
| 5099342 | Government National Mortgage Association<sup>(a)(g)</sup> | 0.69% | 09/16/58 | 176225 |
| 6024181 | Government National Mortgage Association<sup>(a)(g)</sup> | 0.97% | 12/16/62 | 421744 |
| 7022318 | Government National Mortgage Association<sup>(a)(g)</sup> | 1.36% | 06/20/70 | 317500 |
| 7176228 | Government National Mortgage Association<sup>(a)(g)</sup> | 1.52% | 09/20/70 | 365286 |
| 7118358 | Government National Mortgage Association<sup>(a)(g)</sup> | 1.95% | 09/20/66 | 379067 |
| 9849070 | Government National Mortgage Association<sup>(a)(g)</sup> | 1.95% | 11/20/71 | 492218 |
| 4289800 | Government National Mortgage Association | 3.50% | 02/20/47 | 4003598 |
| 16334225 | Government National Mortgage Association<sup>(a)(g)</sup> | 2.65% - 30D US SOFR | 01/20/52 | 189926 |
| 6826608 | Government National Mortgage Association<sup>(a)(g)</sup> | 3.20% - 30D US SOFR | 12/20/51 | 181726 |
| 7630950 | Government National Mortgage Association<sup>(a)(g)</sup> | 3.70% - 30D US SOFR | 09/20/51 | 242469 |
| 6100895 | Government National Mortgage Association<sup>(a)(g)</sup> | 3.75% - 1M US L | 10/20/50 | 200356 |
| 6778882 | Government National Mortgage Association<sup>(a)(g)</sup> | 3.75% - 1M US L | 11/20/50 | 159067 |
| 14387638 | Government National Mortgage Association<sup>(a)(g)</sup> | 3M US L + 2.44% | 06/20/51 | 136989 |
| 8087930 | Government National Mortgage Association<sup>(a)</sup> | 5.37% - 1M US L | 07/20/44 | 568233 |
| 3840119 | Government National Mortgage Association<sup>(a)(g)</sup> | 6.30% - 1M US L | 09/20/50 | 473559 |
| 3467818 | Government National Mortgage Association<sup>(a)(g)</sup> | 6.30% - 1M US L | 10/20/50 | 381930 |
| 3832593 | Government National Mortgage Association<sup>(a)(g)</sup> | 6.30% - 1M US L | 01/20/51 | 423933 |
| 625400 | Homeward Opportunities Fund Trust 2020-BPL1<sup>(d)(h)</sup> | 5.44% | 08/25/25 | 626201 |
| 1700000 | Imperial Fund Mortgage Trust 2021-NQM3<sup>(a)(d)</sup> | 4.17% | 11/25/56 | 1086514 |
| 5900000 | Legacy Mortgage Asset Trust<sup>(d)(h)</sup> | 4.50% | 11/25/59 | 5899444 |
| 1432820 | Luminent Mortgage Trust<sup>(a)</sup> | 1M US L + 0.40% | 05/25/36 | 1186681 |
| 887999 | Luminent Mortgage Trust<sup>(a)</sup> | 1M US L + 0.42% | 05/25/36 | 823446 |
| 1777906 | Nomura Asset Acceptance Corp. Alternative Loan Trust<sup>(h)</sup> | 5.69% | 08/25/35 | 941675 |
| 7349416 | Nomura Asset Acceptance Corp. Alternative Loan Trust<sup>(a)</sup> | 1M US L + 0.54% | 02/25/36 | 1133503 |
| 1603948 | PR Mortgage Loan Trust<sup>(a)(d)</sup> | 5.87% | 10/25/49 | 1454502 |
| 4000000 | PRPM 2022-5 LLC<sup>(d)</sup> | 6.90% | 09/27/27 | 3968136 |
| 1394437 | RALI Series Trust<sup>(a)</sup> | 5.85% | 09/25/37 | 1177241 |
| 1994334 | Residential Asset Securitization Trust | 5.75% | 02/25/36 | 860012 |
| 1855838 | Residential Asset Securitization Trust | 6.00% | 05/25/37 | 1109292 |
| 660343 | RFMSI Trust<sup>(a)</sup> | 3.09% | 06/25/35 | 464178 |
| 1437788 | RFMSI Trust | 6.00% | 09/25/36 | 1113734 |
| 1936000 | Spruce Hill Mortgage Loan Trust 2020-SH1<sup>(a)(d)</sup> | 4.68% | 01/28/50 | 1684530 |
| 394569 | Structured Adjustable Rate Mortgage Loan Trust<sup>(a)</sup> | 3.26% | 12/25/35 | 355076 |
| 1365730 | Structured Adjustable Rate Mortgage Loan Trust<sup>(a)</sup> | 4.07% | 09/25/37 | 1211353 |
| 280240 | Structured Asset Mortgage Investments II Trust<sup>(a)</sup> | 1.16% | 03/25/46 | 279863 |
| 1000000 | Verus Securitization Trust 2021-7<sup>(a)(d)</sup> | 4.19% | 10/25/66 | 634046 |
| 1002884 | WaMu Mortgage Pass-Through Certificates Trust<sup>(a)</sup> | 3.29% | 03/25/37 | 938950 |
| 816347 | WaMu Mortgage Pass-Through Certificates Trust<sup>(a)</sup> | 3.56% | 08/25/36 | 706936 |
| 1023353 | WaMu Mortgage Pass-Through Certificates Trust<sup>(a)</sup> | 3.79% | 08/25/46 | 929817 |
| **TOTAL U.S. GOVERNMENT / AGENCY MORTGAGE BACKED SECURITIES** | **TOTAL U.S. GOVERNMENT / AGENCY MORTGAGE BACKED SECURITIES** |  |  |  |
| **(Cost $107,348,977)** | **(Cost $107,348,977)** |  |  | **78420353** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount/Description** | | **Rate** | **Maturity** | **Value** |
| **U.S. GOVERNMENT BONDS AND NOTES (6.17%)** | **U.S. GOVERNMENT BONDS AND NOTES (6.17%)** |  |  |  |
| 23150000 | U.S. Treasury Bond | 1.63% | 11/15/50 | $14383746 |
| **TOTAL U.S. GOVERNMENT BONDS AND NOTES** | **TOTAL U.S. GOVERNMENT BONDS AND NOTES** |  |  |  |
| **(Cost $22,038,221)** | **(Cost $22,038,221)** |  |  | **14383746** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount/Description** | | **Rate** | **Maturity** | **Value** |
| **FOREIGN CORPORATE BONDS (4.11%)** | **FOREIGN CORPORATE BONDS (4.11%)** |  |  |  |
| **Basic Materials (0.64%)** | **Basic Materials (0.64%)** |  |  |  |
| 200000 | ABM Investama Tbk PT<sup>(d)</sup> | 9.50% | 08/05/26 | $172339 |
| 200000 | Aris Mining Corp.<sup>(e)</sup> | 6.88% | 08/09/26 | 145587 |
| 300000 | Braskem Idesa SAPI<sup>(d)</sup> | 6.99% | 02/20/32 | 201000 |
| 200000 | CAP SA<sup>(e)</sup> | 3.90% | 04/27/31 | 141628 |
| 400000 | OCP SA<sup>(e)</sup> | 5.13% | 06/23/51 | 256166 |
| 400000 | UPL Corp., Ltd.<sup>(a)(i)</sup> | 5Y US TI + 3.87% | 12/31/49 | 293100 |
| 250000 | Vedanta Resources Finance II PLC<sup>(d)</sup> | 9.25% | 04/23/26 | 141007 |
| 200000 | Vedanta Resources, Ltd. | 6.13% | 08/09/24 | 118567 |
|  |  |  |  | 1469394 |
| **Communications (0.29%)** | **Communications (0.29%)** |  |  |  |
| 435000 | Intelsat Escrow Shares | 0.00% | 12/31/49 |  |
| 350000 | Oi SA(j) | 10.00% | 07/27/25 | 103642 |
| 300000 | Telecommunications Services of Trinidad & Tobago, Ltd.<sup>(e)</sup> | 8.88% | 10/18/29 | 265190 |
| 205000 | Telesat Canada / Telesat LLC<sup>(d)</sup> | 5.63% | 12/06/26 | 98369 |
| 400000 | VTR Finance NV<sup>(e)</sup> | 6.38% | 07/15/28 | 225000 |
|  |  |  |  | 692201 |
| **Consumer, Cyclical (0.07%)** | **Consumer, Cyclical (0.07%)** |  |  |  |
| 200000 | Gajah Tunggal Tbk PT | 8.95% | 06/23/26 | 157800 |
| **Consumer, Non-cyclical (0.65%)** | **Consumer, Non-cyclical (0.65%)** |  |  |  |
| 150000 | Atento Luxco 1 SA<sup>(d)</sup> | 8.00% | 02/10/26 | 65651 |
| 200000 | BRF SA(e) | 5.75% | 09/21/50 | 138277 |
| 150000 | Camposol SA<sup>(d)</sup> | 6.00% | 02/03/27 | 119164 |
| 200000 | Coruripe Netherlands BV<sup>(e)</sup> | 10.00% | 02/10/27 | 171500 |
| 225000 | Endo Luxembourg Finance Co. I SARL / Endo US, Inc.<sup>(d)</sup> | 6.13% | 04/01/29 | 177963 |
| 450000 | Frigorifico Concepcion SA<sup>(d)</sup> | 7.70% | 07/21/28 | 357415 |
| 450000 | Kronos Acquisition Holdings, Inc. / KIK Custom Products, Inc.<sup>(d)</sup> | 7.00% | 12/31/27 | 345157 |
| 200000 | Movida Europe SA<sup>(e)</sup> | 5.25% | 02/08/31 | 142314 |
|  |  |  |  | 1517441 |
| **Energy (0.94%)** | **Energy (0.94%)** |  |  |  |
| 250000 | AI Candelaria Spain SA<sup>(d)</sup> | 5.75% | 06/15/33 | 170550 |
| 350000 | Ecopetrol SA | 5.88% | 05/28/45 | 212478 |
| 200000 | Ecopetrol SA | 5.88% | 11/02/51 | 118915 |
| 250000 | Gran Tierra Energy, Inc.<sup>(d)</sup> | 7.75% | 05/23/27 | 195517 |
| 400000 | MC Brazil Downstream Trading SARL<sup>(e)</sup> | 7.25% | 06/30/31 | 301653 |
| 100000 | NGD Holdings BV | 6.75% | 12/31/26 | 41500 |
| 200000 | Pertamina Persero PT<sup>(e)</sup> | 4.15% | 02/25/60 | 129727 |
| 400000 | Petroleos del Peru SA<sup>(e)</sup> | 5.63% | 06/19/47 | 241060 |
| 250000 | Petroleos Mexicanos | 6.38% | 01/23/45 | 138651 |
| 150000 | Petroleos Mexicanos | 6.75% | 09/21/47 | 83867 |
| 200000 | Tullow Oil PLC<sup>(d)</sup> | 10.25% | 05/15/26 | 169315 |
| 189725 | UEP Penonome II SA<sup>(d)</sup> | 6.50% | 10/01/38 | 164112 |
| 350000 | YPF SA | 7.00% | 12/15/47 | 174840 |
| 100000 | YPF SA | 8.50% | 06/27/29 | 60302 |
|  |  |  |  | 2202487 |
| **Financial (0.67%)** | **Financial (0.67%)** |  |  |  |
| 285470 | Alpha Holding SA de CV<sup>(c)(d)(k)</sup> | 9.00% | 02/10/25 |  |
| 200000 | Banco Davivienda SA<sup>(a)(e)(i)</sup> | 10Y US TI + 5.10% | Perpetual Maturity | 146962 |
| 200000 | Banco Davivienda SA<sup>(a)(d)(i)</sup> | 10Y US TI + 5.10% | Perpetual Maturity | 146962 |
| 200000 | Banco GNB Sudameris SA<sup>(a)(d)</sup> | 5Y US TI + 6.66% | 04/16/31 | 146369 |
| 150000 | Banco GNB Sudameris SA<sup>(a)(e)</sup> | 5Y US TI + 6.66% | 04/16/31 | 109777 |
| 250000 | Banco Mercantil del Norte SA/Grand Cayman<sup>(a)(d)(i)</sup> | 10Y US TI + 5.03% | Perpetual Maturity | 196666 |
| 200000 | Banco Mercantil del Norte SA/Grand Cayman<sup>(a)(e)(i)</sup> | 10Y US TI + 5.03% | Perpetual Maturity | 157333 |
| 200000 | Central China Real Estate, Ltd. | 7.25% | 07/16/24 | 46650 |
| 200000 | Credivalores-Crediservicios SAS<sup>(d)</sup> | 8.88% | 02/07/25 | 83100 |
| 200000 | Jababeka International BV<sup>(e)</sup> | 6.50% | 10/05/23 | 113000 |
| 250000 | Mexarrend SAPI de CV<sup>(d)</sup> | 10.25% | 07/24/24 | 73971 |
| 200000 | Operadora de Servicios Mega SA de CV Sofom ER<sup>(d)</sup> | 8.25% | 02/11/25 | 116525 |
| 200000 | RKP Overseas Finance, Ltd.<sup>(i)</sup> | 7.95% | Perpetual Maturity | 61550 |
| 200000 | Ronshine China Holdings, Ltd. | 6.75% | 08/05/24 | 13269 |
| 200000 | Theta Capital Pte, Ltd. | 6.75% | 10/31/26 | 128500 |
| 250000 | Unifin Financiera SAB de CV<sup>(a)(e)(i)</sup> | 8.88% | Perpetual Maturity | 8750 |
| 200000 | Yuzhou Group Holdings Co., Ltd.<sup>(k)</sup> | 8.30% | 05/27/25 | 14257 |
|  |  |  |  | 1563641 |
| **Industrial (0.23%)** | **Industrial (0.23%)** |  |  |  |
| 400000 | Mexico City Airport Trust<sup>(e)</sup> | 5.50% | 07/31/47 | 250494 |
| 400000 | Simpar Europe SA<sup>(e)</sup> | 5.20% | 01/26/31 | 282634 |
|  |  |  |  | 533128 |
| **Utilities (0.62%)** | **Utilities (0.62%)** |  |  |  |
| 200000 | AES Andres BV<sup>(d)</sup> | 5.70% | 05/04/28 | 164555 |
| 146300 | Empresa Electrica Cochrane SpA<sup>(e)</sup> | 5.50% | 05/14/27 | 133472 |
| 300000 | Empresas Publicas de Medellin ESP<sup>(e)</sup> | 4.38% | 02/15/31 | 211370 |
| 400000 | EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia SpA<sup>(e)</sup> | 5.38% | 12/30/30 | 238688 |
| 188378 | FEL Energy VI Sarl<sup>(e)</sup> | 5.75% | 12/01/40 | 129325 |
| 200000 | Guacolda Energia SA<sup>(e)</sup> | 4.56% | 04/30/25 | 69180 |
| 450000 | Minejesa Capital BV | 5.63% | 08/10/37 | 322369 |
| 250000 | Mong Duong Finance Holdings BV<sup>(e)</sup> | 5.13% | 05/07/29 | 196764 |
|  |  |  |  | 1465723 |
| **TOTAL FOREIGN CORPORATE BONDS** | **TOTAL FOREIGN CORPORATE BONDS** |  |  |  |
| **(Cost $14,028,973)** | **(Cost $14,028,973)** |  |  | **9601815** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount/Description** | | **Rate** | **Maturity** | **Value** |
| **FOREIGN GOVERNMENT BONDS AND NOTES, SUPRANATIONALS AND FOREIGN AGENCIES (0.48%)** | **FOREIGN GOVERNMENT BONDS AND NOTES, SUPRANATIONALS AND FOREIGN AGENCIES (0.48%)** |  |  |  |
| 450000 | Brazilian Government International Bond | 4.75% | 01/14/50 | $307741 |
| 200000 | Colombia Government International Bond | 4.13% | 02/22/42 | 114212 |
| 200000 | Colombia Government International Bond | 5.00% | 06/15/45 | 121810 |
| 200000 | Colombia Government International Bond | 5.20% | 05/15/49 | 124058 |
| 250000 | Dominican Republic International Bond<sup>(e)</sup> | 5.30% | 01/21/41 | 169859 |
| 350000 | Republic of South Africa Government International Bond | 5.65% | 09/27/47 | 225979 |
| 300000 | Ukraine Government International Bond<sup>(e)</sup> | 7.25% | 03/15/35 | 56555 |
|  |  |  |  | 1120214 |
| **TOTAL FOREIGN GOVERNMENT BONDS AND NOTES, SUPRANATIONALS AND FOREIGN AGENCIES** | **TOTAL FOREIGN GOVERNMENT BONDS AND NOTES, SUPRANATIONALS AND FOREIGN AGENCIES** |  |  |  |
| **(Cost $1,833,896)** | **(Cost $1,833,896)** |  |  | **1120214** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount/Description** | | **Rate** | **Maturity** | **Value** |
| **NON-AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS (27.90%)** | **NON-AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS (27.90%)** |  |  |  |
| 1000000 | ACREC 2021-FL1, Ltd.<sup>(a)(d)</sup> | 1M US L + 2.65% | 09/16/26 | $942670 |
| 28899 | Affirm Asset Securitization Trust 2021-Z1<sup>(d)</sup> | 0.00% | 08/15/24 | 167641 |
| 372000 | Alen 2021-ACEN Mortgage Trust<sup>(a)(d)</sup> | 1M US L + 4.00% | 04/15/26 | 337421 |
| 700000 | AMSR 2021-SFR3 Trust<sup>(d)</sup> | 4.90% | 10/17/26 | 600970 |
| 1550000 | AMSR 2021-SFR3 Trust<sup>(d)</sup> | 5.88% | 10/17/26 | 1336549 |
| 538000 | AREIT Trust<sup>(a)(d)</sup> | 30D SOFR + 2.76% | 09/16/36 | 510812 |
| 433000 | Atrium Hotel Portfolio Trust<sup>(a)(d)</sup> | 1M US L + 3.40% | 06/15/35 | 404192 |
| 500000 | Atrium XIII<sup>(a)(d)</sup> | 3M US L + 6.05% | 11/21/30 | 428471 |
| 500000 | Atrium XIV LLC<sup>(a)(d)</sup> | 3M US L + 5.65% | 08/23/30 | 434268 |
| 730000 | BAMLL Commercial Mortgage Securities Trust<sup>(a)(d)</sup> | 2.57% | 03/15/34 | 702265 |
| 682000 | BBCMS Trust<sup>(a)(d)</sup> | 1M US L + 3.55% | 07/15/37 | 647247 |
| 463247 | BB-UBS Trust<sup>(a)(d)</sup> | 3.68% | 06/05/30 | 346670 |
| 498000 | Benchmark 2018-B4 Mortgage Trust<sup>(a)(d)</sup> | 2.95% | 07/17/51 | 363178 |
| 546000 | Benchmark 2021-B31 Mortgage Trust<sup>(d)</sup> | 2.25% | 11/15/31 | 298732 |
| 315000 | BF Mortgage Trust<sup>(a)(d)</sup> | 1M US L + 3.00% | 12/15/35 | 272595 |
| 2133074 | Blackbird Capital Aircraft Lease Securitization, Ltd.<sup>(d)(h)</sup> | 5.68% | 12/16/41 | 1699560 |
| 321000 | BX Commercial Mortgage Trust<sup>(a)(d)</sup> | 1M US L + 1.90% | 04/15/34 | 304922 |
| 325000 | BX Trust<sup>(a)(d)</sup> | 4.08% | 12/06/41 | 248806 |
| 167283 | Carbon Capital VI Commercial Mortgage Trust<sup>(a)(d)</sup> | 1M US L + 2.85% | 11/15/21 | 164168 |
| 5000 | Carvana Auto Receivables Trust 2021-P2<sup>(d)</sup> | 0.00% | 05/10/28 | 1943752 |
| 423041 | Castlelake Aircraft Securitization Trust<sup>(d)</sup> | 6.63% | 06/15/43 | 263660 |
| 1250000 | Castlelake Aircraft Structured Trust<sup>(c)(d)</sup> | 0.00% | 04/15/39 | 193750 |
| 500000 | CIFC Funding 2019-III, Ltd.<sup>(a)(d)</sup> | 3M US L + 6.80% | 10/16/34 | 424290 |
| 500000 | CIFC Funding, Ltd.<sup>(a)(d)</sup> | 3M US L + 6.50% | 07/15/34 | 424533 |
| 138000 | Citigroup Commercial Mortgage Trust(d) | 2.85% | 02/12/49 | 80506 |
| 475000 | Citigroup Commercial Mortgage Trust<sup>(a)(d)</sup> | 3.62% | 12/12/41 | 308770 |
| 196000 | Citigroup Commercial Mortgage Trust<sup>(a)(d)</sup> | 4.42% | 02/12/48 | 175174 |
| 319000 | Citigroup Commercial Mortgage Trust<sup>(a)(d)</sup> | 1M US L + 3.65% | 12/15/36 | 299132 |
| 320000 | Citigroup Commercial Mortgage Trust 2019-SMRT<sup>(a)(d)</sup> | 4.75% | 01/10/36 | 304480 |
| 1500000 | Cologix Data Centers US Issuer LLC<sup>(d)</sup> | 5.99% | 12/28/26 | 1316016 |
| 878000 | COMM Mortgage Trust<sup>(a)(d)</sup> | 1M US L + 2.18% | 09/15/33 | 777736 |
| 428000 | CSAIL 2016-C6 Commercial Mortgage Trust<sup>(a)(d)</sup> | 5.08% | 01/15/49 | 336896 |
| 264991 | DBGS 2018-BIOD Mortgage Trust<sup>(a)(d)</sup> | 1M US L + 2.00% | 05/15/35 | 253511 |
| 416000 | DBJPM 16-C1 Mortgage Trust<sup>(a)</sup> | 3.33% | 05/12/49 | 353518 |
| 500000 | Dryden 37 Senior Loan Fund<sup>(a)(d)</sup> | 3M US L + 5.15% | 01/15/31 | 399930 |
| 500000 | Dryden 38 Senior Loan Fund<sup>(a)(d)</sup> | 3M US L + 5.60% | 07/15/30 | 395091 |
| 500000 | Dryden 40 Senior Loan Fund<sup>(a)(d)</sup> | 3M US L + 5.75% | 08/15/31 | 397549 |
| 496942 | Extended Stay America Trust 2021-ESH<sup>(a)(d)</sup> | 1M US L + 3.70% | 07/15/26 | 471420 |
| 34904653 | Fannie Mae-Aces<sup>(a)(g)</sup> | 0.22% | 10/25/29 | 298798 |
| 46440000 | Fannie Mae-Aces<sup>(a)(g)</sup> | 0.27% | 05/25/30 | 596475 |
| 16173335 | Fannie Mae-Aces<sup>(a)(g)</sup> | 0.35% | 04/25/29 | 240641 |
| 5867646 | Fannie Mae-Aces<sup>(a)(g)</sup> | 0.58% | 12/25/30 | 123977 |
| 17933826 | Fannie Mae-Aces<sup>(a)(g)</sup> | 0.63% | 02/25/29 | 364914 |
| 16597491 | Fannie Mae-Aces<sup>(a)(g)</sup> | 0.67% | 11/01/31 | 379586 |
| 15943436 | Fannie Mae-Aces<sup>(a)(g)</sup> | 0.87% | 07/25/32 | 983717 |
| 4740989 | Fannie Mae-Aces<sup>(a)(g)</sup> | 1.15% | 03/25/31 | 201550 |
| 4258090 | Fannie Mae-Aces<sup>(a)(g)</sup> | 1.30% | 09/25/30 | 155270 |
| 700000 | FirstKey Homes 2020-SFR1 Trust<sup>(d)</sup> | 4.28% | 08/19/37 | 626780 |
| 1700000 | FMC GMSR Issuer Trust<sup>(a)(d)</sup> | 4.36% | 07/25/26 | 1316272 |
| 1750000 | FMC GMSR Issuer Trust<sup>(a)(d)</sup> | 4.44% | 10/25/26 | 1367660 |
| 546000 | Fontainebleau Miami Beach Trust<sup>(a)(d)</sup> | 3.96% | 12/12/36 | 475648 |
| 750000 | Freddie Mac Multifamily Structured Credit Risk<sup>(a)(d)</sup> | 30D US SOFR + 3.75% | 01/25/51 | 691385 |
| 267035 | FREMF 2015-KF07 Mortgage Trust<sup>(a)(d)</sup> | 1M US L + 4.95% | 02/25/25 | 266678 |
| 299980 | FREMF 2016-KF19 Mortgage Trust<sup>(a)(d)</sup> | 1M US L + 5.50% | 06/25/23 | 296686 |
| 266080 | FREMF 2016-KF25 Mortgage Trust<sup>(a)(d)</sup> | 1M US L + 5.00% | 10/25/23 | 265754 |
| 795820 | FREMF 2018-KF56 Mortgage Trust<sup>(a)(d)</sup> | 1M US L + 5.80% | 11/25/28 | 737943 |
| 829160 | FREMF 2019-KF71 Mortgage Trust<sup>(a)(d)</sup> | 1M US L + 6.00% | 10/25/29 | 818841 |
| 1200000 | FRTKL 2021-SFR1<sup>(d)</sup> | 4.11% | 09/17/26 | 994951 |
| 500000 | FS Rialto 2022-FL5 Issuer LLC<sup>(a)(d)</sup> | 1M US SOFR + 4.82% | 06/19/37 | 493293 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount/Description** | | **Rate** | **Maturity** | **Value** |
| **NON-AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS (27.90%) (continued)** | **NON-AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS (27.90%) (continued)** |  |  |  |
| 5956880 | Ginnie Mae Strip<sup>(g)</sup> | 1.40% | 09/16/45 | $481310 |
| 4178710 | Government National Mortgage Association<sup>(a)(g)</sup> | 0.16% | 09/16/53 | 22784 |
| 5528312 | Government National Mortgage Association<sup>(a)(g)</sup> | 0.98% | 05/16/63 | 419026 |
| 1100000 | Great Wolf Trust<sup>(a)(d)</sup> | 1M US L + 3.13% | 12/15/36 | 1042160 |
| 500000 | GS Mortgage Securities Corp. II<sup>(a)(d)</sup> | 1M US L + 5.00% | 11/15/23 | 447847 |
| 500000 | GS Mortgage Securities Corp. II<sup>(a)(d)</sup> | 1M US L + 5.93% | 11/15/23 | 443207 |
| 300000 | GS Mortgage Securities Corp. Trust 2018-RIVR<sup>(a)(d)</sup> | 1M US L + 1.55% | 07/15/35 | 260344 |
| 1078000 | GS Mortgage Securities Trust<sup>(a)(d)</sup> | 4.51% | 11/10/47 | 791897 |
| 655000 | GS Mortgage Securities Trust<sup>(a)(d)</sup> | 1M US L + 3.92% | 07/15/31 | 542995 |
| 373000 | GS Mortgage Securities Trust 2015-GC28<sup>(a)(d)</sup> | 4.45% | 02/10/48 | 332564 |
| 3680000 | GS Mortgage Securities Trust 2021-GSA3<sup>(a)(d)(g)</sup> | 1.53% | 12/15/31 | 353902 |
| 230000 | Hawaii Hotel Trust<sup>(a)(d)</sup> | 1M US L + 2.75% | 05/15/38 | 215809 |
| 500000 | Highbridge Loan Management 4-2014, Ltd.<sup>(a)(d)</sup> | 3M US L + 5.55% | 01/28/30 | 401441 |
| 500000 | Highbridge Loan Management, Ltd.<sup>(a)(d)</sup> | 3M US L + 5.10% | 02/05/31 | 374955 |
| 176107 | HPLY Trust<sup>(a)(d)</sup> | 1M US L + 3.90% | 11/17/36 | 166641 |
| 1062000 | JP Morgan BB Commercial Mortgage Securities Trust<sup>(a)(d)</sup> | 3.36% | 11/18/48 | 870874 |
| 632000 | JP Morgan BB Commercial Mortgage Securities Trust<sup>(a)(d)</sup> | 3.94% | 02/18/48 | 518410 |
| 109000 | JP Morgan Chase Commercial Mortgage Securities Trust<sup>(d)</sup> | 4.34% | 05/05/32 | 103017 |
| 111000 | JP Morgan Chase Commercial Mortgage Securities Trust<sup>(a)(d)</sup> | 4.45% | 05/05/32 | 104151 |
| 130000 | JP Morgan Chase Commercial Mortgage Securities Trust<sup>(a)(d)</sup> | 4.45% | 05/05/32 | 121450 |
| 136000 | JP Morgan Chase Commercial Mortgage Securities Trust<sup>(a)(d)</sup> | 4.45% | 05/05/32 | 126589 |
| 148000 | JP Morgan Chase Commercial Mortgage Securities Trust<sup>(a)(d)</sup> | 4.45% | 05/05/32 | 134105 |
| 411000 | JP Morgan Chase Commercial Mortgage Securities Trust<sup>(a)(d)</sup> | 5.71% | 02/15/46 | 196383 |
| 320000 | JP Morgan Chase Commercial Mortgage Securities Trust<sup>(a)(d)</sup> | 1M US L + 3.00% | 07/15/36 | 295372 |
| 6061538 | JPMBB Commercial Mortgage Securities Trust<sup>(a)(g)</sup> | 1.01% | 09/17/47 | 71603 |
| 7319676 | JPMBB Commercial Mortgage Securities Trust<sup>(a)(d)(g)</sup> | 1.10% | 08/17/46 | 68606 |
| 372000 | JPMBB Commercial Mortgage Securities Trust 2014-C26<sup>(a)(d)</sup> | 4.02% | 12/15/24 | 325676 |
| 1000000 | KREF 2022-FL3, Ltd.<sup>(a)(d)</sup> | 1M US SOFR + 2.80% | 02/17/39 | 950687 |
| 500000 | LCM Loan Income Fund I Income Note Issuer, Ltd.<sup>(a)(d)</sup> | 3M US L + 5.60% | 07/16/31 | 389850 |
| 500000 | LCM XIV LP<sup>(a)(d)</sup> | 3M US L + 5.50% | 07/20/31 | 390948 |
| 500000 | LCM XVII LP<sup>(a)(d)</sup> | 3M US L + 6.00% | 10/15/31 | 397953 |
| 341280 | LLPL Capital Pte, Ltd.<sup>(e)</sup> | 6.88% | 02/04/39 | 275167 |
| 335000 | LSTAR Commercial Mortgage Trust 2017-5<sup>(a)(d)</sup> | 4.83% | 03/10/27 | 270348 |
| 500000 | Madison Park Funding XXVI, Ltd.<sup>(a)(d)</sup> | 3M US L + 6.50% | 07/29/30 | 437924 |
| 650000 | Madison Park Funding XXXVIII, Ltd.<sup>(a)(d)</sup> | 3M US L + 6.00% | 07/17/34 | 529885 |
| 500000 | Med Trust 2021-MDLN<sup>(a)(d)</sup> | 1M US L + 5.25% | 11/15/23 | 462897 |
| 365000 | MFT Trust 2020-ABC<sup>(a)(d)</sup> | 3.48% | 02/10/30 | 246048 |
| 751000 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31<sup>(a)(d)</sup> | 3.00% | 10/15/26 | 509750 |
| 371000 | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34<sup>(d)</sup> | 2.70% | 10/15/27 | 258277 |
| 350000 | Morgan Stanley Capital I Trust<sup>(a)(d)</sup> | 1M US L + 3.05% | 07/15/35 | 336369 |
| 372000 | Morgan Stanley Capital I Trust 2018-H4<sup>(d)</sup> | 3.00% | 12/15/28 | 257083 |
| 548731 | Mosaic Solar Loan Trust<sup>(d)</sup> | 0.00% | 04/20/46 | 417670 |
| 1015468 | New Century Home Equity Loan Trust<sup>(a)</sup> | 1M US L + 0.36% | 05/25/36 | 994454 |
| 1000000 | Octagon 57, Ltd.<sup>(a)(d)</sup> | 3M US L + 6.60% | 10/15/34 | 841258 |
| 500000 | Octagon Investment Partners 26, Ltd.<sup>(a)(d)</sup> | 3M US L + 8.09% | 07/15/30 | 391702 |
| 500000 | Octagon Investment Partners 29, Ltd.<sup>(a)(d)</sup> | 3M US L + 7.25% | 01/24/33 | 412500 |
| 500000 | Octagon Investment Partners 40, Ltd.<sup>(a)(d)</sup> | 3M US L + 7.00% | 01/20/35 | 413804 |
| 500000 | Octagon Investment Partners 42, Ltd.<sup>(a)(d)</sup> | 3M US L + 6.75% | 07/15/34 | 415048 |
| 500000 | Octagon Investment Partners XVI, Ltd.<sup>(a)(d)</sup> | 3M US L + 5.75% | 07/17/30 | 406303 |
| 500000 | Octagon Investment Partners XXI, Ltd.<sup>(a)(d)</sup> | 3M US L + 7.00% | 02/14/31 | 429647 |
| 500000 | Octagon Investment Partners XXII, Ltd.<sup>(a)(d)</sup> | 3M US L + 1.90% | 01/22/30 | 465850 |
| 500000 | OHA Credit Funding 3, Ltd.<sup>(a)(d)</sup> | 3M US L + 6.25% | 07/02/35 | 431406 |
| 319000 | One Market Plaza Trust<sup>(d)</sup> | 4.14% | 02/10/32 | 293980 |
| 800000 | Pagaya AI Debt Selection Trust 2021-5<sup>(d)</sup> | 0.00% | 08/15/29 | 960107 |
| 1800000 | Progress Residential 2021-SFR8 Trust<sup>(d)</sup> | 4.01% | 10/17/26 | 1497018 |
| 1800000 | Progress Residential Trust<sup>(d)</sup> | 4.00% | 07/17/26 | 1534711 |
| 500000 | RR 6, Ltd.<sup>(a)(d)</sup> | 3M US L + 5.85% | 04/15/36 | 397830 |
| 964590 | SMR 2022-IND Mortgage Trust<sup>(a)(d)</sup> | 1M US SOFR + 7.50% | 02/15/24 | 911008 |
| 10000 | SoFi Professional Loan Program 2021-B Trust<sup>(d)</sup> | 0.00% | 02/15/47 | 530659 |
| 35000 | Sofi Professional Loan Program Trust<sup>(d)</sup> | 0.00% | 08/17/43 | 693241 |
| 50000 | Sofi Professional Loan Program Trust<sup>(d)</sup> | 0.00% | 01/25/48 | 762239 |
| 20000 | SoFi Professional Loan Program Trust<sup>(d)</sup> | 0.00% | 05/15/46 | 641560 |
| 500000 | SREIT Trust 2021-MFP2<sup>(a)(d)</sup> | 1M US L + 3.92% | 11/15/23 | 462937 |
| 500000 | Trimaran CAVU, Ltd.<sup>(a)(d)</sup> | 3M US L + 4.72% | 11/26/32 | 453750 |
| 333000 | UBS-Barclays Commercial Mortgage Trust<sup>(a)(d)</sup> | 4.08% | 03/12/46 | 222977 |
| 300000 | UBS-Barclays Commercial Mortgage Trust 2013-C5<sup>(a)(d)</sup> | 4.08% | 03/12/46 | 274235 |
| 735000 | Upstart Pass-Through Trust Series 2021-ST8<sup>(d)</sup> | 0.00% | 10/20/29 | 333231 |
| 1000 | Upstart Securitization Trust 2021-2 | 0.00% | 06/20/31 | 269694 |
| 440481 | VMC Finance LLC<sup>(a)(d)</sup> | 1M US L + 2.65% | 09/15/36 | 427574 |
| 1200000 | VOLT XCVI LLC<sup>(d)(h)</sup> | 4.83% | 03/27/51 | 1014512 |
| 549991 | WAVE LLC<sup>(d)</sup> | 7.00% | 09/15/44 | 331010 |
| 332000 | Wells Fargo Commercial Mortgage Trust<sup>(d)</sup> | 3.12% | 03/15/59 | 266786 |
| 1457340 | Willis Engine Structured Trust VI<sup>(d)</sup> | 7.39% | 05/15/46 | 1168858 |
| **TOTAL NON-AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS** | **TOTAL NON-AGENCY COLLATERALIZED MORTGAGE OBLIGATIONS** |  |  |  |
| **(Cost $77,733,042)** | **(Cost $77,733,042)** |  |  | **65041533** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n)** |  |  |
| 5743452, 2.95%, 1/27/2024 | 8/1/2022 | 1666 | 1595 | 1463 |
| 5743555, 2.95%, 1/27/2024 | 8/1/2022 | 23298 | 22303 | 22718 |
| 5744976, 3.75%, 1/27/2024 | 8/1/2022 | 12179 | 11525 | 11762 |
| 5745361, 4.19%, 1/27/2024 | 8/1/2022 | 4244 | 3991 | 4076 |
| 5745475, 3.57%, 1/27/2024 | 8/1/2022 | 2572 | 2440 | 2441 |
| 5745665, 3.76%, 1/27/2024 | 8/1/2022 | 7409 | 7010 | 7049 |
| 5745997, 4.16%, 1/27/2024 | 8/1/2022 | 5908 | 5558 | 5665 |
| 5746225, 4.04%, 1/27/2024 | 8/1/2022 | 3951 | 3724 | 3792 |
| 5746336, 3.60%, 1/27/2024 | 8/1/2022 | 14324 | 13584 | 12553 |
| 5748941, 4.68%, 1/28/2024 | 8/2/2022 | 7230 | 6753 | 6635 |
| 5748959, 3.96%, 1/28/2024 | 8/2/2022 | 31309 | 29546 | 30196 |
| 5749005, 4.53%, 1/28/2024 | 8/2/2022 | 82168 | 76907 | 78126 |
| 5749440, 3.76%, 1/28/2024 | 8/2/2022 | 4304 | 4074 | 4137 |
| 5749459, 4.53%, 1/28/2024 | 8/2/2022 | 13868 | 12981 | 13108 |
| 5749540, 4.53%, 1/28/2024 | 8/2/2022 | 7058 | 6606 | 6773 |
| 5749613, 5.12%, 1/28/2024 | 8/2/2022 | 1706 | 1584 | 1328 |
| 5749619, 4.98%, 1/28/2024 | 8/2/2022 | 1987 | 1848 | 1878 |
| 5749627, 4.68%, 1/28/2024 | 8/2/2022 | 18929 | 17679 | 17870 |
| 5750109, 3.26%, 1/28/2024 | 8/2/2022 | 713 | 679 | 649 |
| 5750114, 3.29%, 1/28/2024 | 8/2/2022 | 21751 | 20724 | 21114 |
| 5750331, 3.35%, 1/28/2024 | 8/2/2022 | 1748 | 1664 | 1697 |
| 5750360, 2.34%, 1/28/2024 | 8/2/2022 | 3663 | 3538 | 3560 |
| 5750387, 4.84%, 1/28/2024 | 8/2/2022 | 21278 | 19829 | 19947 |
| 5750623, 2.89%, 1/28/2024 | 8/2/2022 | 2859 | 2740 | 2782 |
| 5750692, 3.76%, 1/28/2024 | 8/2/2022 | 2769 | 2621 | 2641 |
| 5750708, 4.99%, 1/28/2024 | 8/2/2022 | 10102 | 9393 | 8724 |
| 5750803, 3.29%, 1/28/2024 | 8/2/2022 | 47347 | 45113 | 45996 |
| 5751145, 4.53%, 1/28/2024 | 8/2/2022 | 5313 | 4973 | 4389 |
| 5751162, 3.65%, 1/28/2024 | 8/2/2022 | 356 | 337 | 337 |
| 5751163, 4.77%, 1/28/2024 | 8/2/2022 | 6124 | 5712 | 5719 |
| 5751206, 2.49%, 1/28/2024 | 8/2/2022 | 5587 | 5385 | 5477 |
| 5751250, 2.24%, 1/28/2024 | 8/2/2022 | 3959 | 3831 | 3893 |
| 5751279, 3.92%, 1/28/2024 | 8/2/2022 | 6159 | 5816 | 5228 |
| 5751325, 3.86%, 1/28/2024 | 8/2/2022 | 1274 | 1204 | 1223 |
| 5751347, 5.13%, 1/28/2024 | 8/2/2022 | 1454 | 1349 | 1362 |
| 5751351, 3.76%, 1/28/2024 | 8/2/2022 | 28005 | 26505 | 27066 |
| 5751511, 5.93%, 1/28/2024 | 8/2/2022 | 9521 | 8736 | 8755 |
| 5751630, 4.10%, 1/28/2024 | 8/2/2022 | 2255 | 2124 | 2169 |
| 5751645, 4.84%, 1/28/2024 | 8/2/2022 | 3234 | 3014 | 3082 |
| 5751669, 3.06%, 1/28/2024 | 8/2/2022 | 5966 | 5703 | 5626 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5751709, 4.53%, 1/28/2024 | 8/2/2022 | 18934 |  | 17722 | 17262 |
| 5751781, 5.22%, 1/28/2024 | 8/2/2022 | 1022 |  | 947 | 974 |
| 5751793, 4.21%, 1/28/2024 | 8/2/2022 | 974 |  | 916 | 859 |
| 5751804, 4.53%, 1/28/2024 | 8/2/2022 | 1727 |  | 1617 | 1633 |
| 5751817, 4.53%, 1/28/2024 | 8/2/2022 | 1128 |  | 1056 | 1083 |
| 5751825, 3.49%, 1/28/2024 | 8/2/2022 | 549 |  | 522 | 505 |
| 5751827, 4.10%, 1/28/2024 | 8/2/2022 | 8369 |  | 7882 | 8065 |
| 5751933, 4.78%, 1/28/2024 | 8/2/2022 | 4252 |  | 3966 | 4066 |
| 5752028, 4.69%, 1/28/2024 | 8/2/2022 | 19655 |  | 18356 | 18468 |
| 5752189, 4.53%, 1/28/2024 | 8/2/2022 | 8553 |  | 8006 | 8131 |
| 5752262, 4.38%, 1/28/2024 | 8/2/2022 | 9022 |  | 8463 | 8661 |
| 5752322, 3.91%, 1/28/2024 | 8/2/2022 | 1153 |  | 1089 | 1022 |
| 5752331, 4.93%, 1/28/2024 | 8/2/2022 | 779 |  | 725 | 739 |
| 5752348, 3.91%, 1/28/2024 | 8/2/2022 | 1662 |  | 1570 | 1411 |
| 5752363, 4.44%, 1/28/2024 | 8/2/2022 | 11687 |  | 10953 | 10842 |
| 5752432, 4.78%, 1/28/2024 | 8/2/2022 | 33370 |  | 31124 | 31892 |
| 5752597, 4.85%, 1/28/2024 | 8/2/2022 | 3368 |  | 3138 | 2605 |
| 5752639, 4.38%, 1/28/2024 | 8/2/2022 | 51679 |  | 48477 | 49422 |
| 5752936, 5.58%, 1/29/2024 | 8/3/2022 | 1939 |  | 1788 | 1445 |
| 5752957, 4.65%, 1/29/2024 | 8/3/2022 | 20337 |  | 19001 | 19230 |
| 5753074, 3.91%, 1/29/2024 | 8/3/2022 | 7633 |  | 7207 | 7327 |
| 5753113, 3.68%, 1/29/2024 | 8/3/2022 | 2178 |  | 2064 | 2107 |
| 5753128, 4.84%, 1/29/2024 | 8/3/2022 | 1045 |  | 974 | 995 |
| 5753132, 4.53%, 1/29/2024 | 8/3/2022 | 50492 |  | 47259 | 48305 |
| 5753355, 4.84%, 1/29/2024 | 8/3/2022 | 4372 |  | 4074 | 4186 |
| 5753380, 3.29%, 1/29/2024 | 8/3/2022 | 3255 |  | 3101 | 3004 |
| 5753400, 4.67%, 1/29/2024 | 8/3/2022 | 11711 |  | 10939 | 11152 |
| 5753498, 4.69%, 1/29/2024 | 8/3/2022 | 7806 |  | 7290 | 7412 |
| 5753610, 4.71%, 1/29/2024 | 8/3/2022 | 963 |  | 899 | 914 |
| 5753616, 4.53%, 1/29/2024 | 8/3/2022 | 7269 |  | 6803 | 6907 |
| 5753702, 3.29%, 1/29/2024 | 8/3/2022 | 10131 |  | 9653 | 9842 |
| 5753837, 4.53%, 1/29/2024 | 8/3/2022 | 1609 |  | 1506 | 1474 |
| 5753859, 4.53%, 1/29/2024 | 8/3/2022 | 11174 |  | 10459 | 10380 |
| 5753964, 4.10%, 1/29/2024 | 8/3/2022 | 7289 |  | 6865 | 7011 |
| 5754039, 3.29%, 1/29/2024 | 8/3/2022 | 2140 |  | 2039 | 1989 |
| 5754054, 4.50%, 1/29/2024 | 8/3/2022 | 8831 |  | 8269 | 8417 |
| 5754134, 4.84%, 1/29/2024 | 8/3/2022 | 9298 |  | 8665 | 8246 |
| 5754250, 4.53%, 1/29/2024 | 8/3/2022 | 10448 |  | 9779 | 10017 |
| 5754343, 4.53%, 1/29/2024 | 8/3/2022 | 16797 |  | 15722 | 15981 |
| 5754526, 3.09%, 1/29/2024 | 8/3/2022 | 11593 |  | 11078 | 11228 |
| 5754606, 3.29%, 1/29/2024 | 8/3/2022 | 1878 |  | 1790 | 1825 |
| 5754616, 4.38%, 1/29/2024 | 8/3/2022 | 4390 |  | 4118 | 4166 |
| 5754642, 3.14%, 1/29/2024 | 8/3/2022 | 60860 |  | 58112 | 59214 |
| 5755209, 4.53%, 1/29/2024 | 8/3/2022 | 12375 |  | 11583 | 11218 |
| 5755286, 3.94%, 1/29/2024 | 8/3/2022 | 1267 |  | 1196 | 1175 |
| 5755304, 5.12%, 1/29/2024 | 8/3/2022 | 7236 |  | 6717 | 6776 |
| 5755370, 4.38%, 1/29/2024 | 8/3/2022 | 24882 |  | 23341 | 23769 |
| 5755498, 5.00%, 1/29/2024 | 8/3/2022 | 1498 |  | 1392 | 1427 |
| 5755509, 3.30%, 1/29/2024 | 8/3/2022 | 2660 |  | 2534 | 2584 |
| 5755525, 3.28%, 1/29/2024 | 8/3/2022 | 1617 |  | 1541 | 1473 |
| 5755529, 3.30%, 1/29/2024 | 8/3/2022 | 4666 |  | 4446 | 4533 |
| 5755541, 3.76%, 1/29/2024 | 8/3/2022 | 44505 |  | 42121 | 42178 |
| 5755743, 3.29%, 1/29/2024 | 8/3/2022 | 11670 |  | 11119 | 11336 |
| 5755787, 4.68%, 1/29/2024 | 8/3/2022 | 4371 |  | 4082 | 4062 |
| 5755827, 4.53%, 1/29/2024 | 8/3/2022 | 1450 |  | 1357 | 1228 |
| 5755842, 4.54%, 1/29/2024 | 8/3/2022 | 17911 |  | 16761 | 17160 |
| 5755923, 3.29%, 1/29/2024 | 8/3/2022 | 61520 |  | 58617 | 59728 |
| 5756272, 4.38%, 1/29/2024 | 8/3/2022 | 4283 |  | 4018 | 4112 |
| 5756299, 4.68%, 1/29/2024 | 8/3/2022 | 3864 |  | 3609 | 3647 |
| 5756322, 3.29%, 1/29/2024 | 8/3/2022 | 6186 |  | 5894 | 6007 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |
| 5756346, 4.53%, 1/29/2024 | 8/3/2022 | 12855 | 12032 | 12323 |
| 5756407, 4.10%, 1/29/2024 | 8/3/2022 | 22075 | 20790 | 21233 |
| 5756545, 4.52%, 1/29/2024 | 8/3/2022 | 1136 | 1064 | 1074 |
| 5756557, 3.29%, 1/29/2024 | 8/3/2022 | 46525 | 44329 | 44729 |
| 5756663, 4.84%, 1/30/2024 | 8/4/2022 | 15725 | 14653 | 15053 |
| 5756794, 4.69%, 1/30/2024 | 8/4/2022 | 2056 | 1920 | 1952 |
| 5756811, 5.12%, 1/30/2024 | 8/4/2022 | 6335 | 5881 | 5750 |
| 5756849, 4.38%, 1/30/2024 | 8/4/2022 | 2256 | 2116 | 2154 |
| 5756860, 4.10%, 1/30/2024 | 8/4/2022 | 9831 | 9258 | 9455 |
| 5756937, 4.69%, 1/30/2024 | 8/4/2022 | 27441 | 25627 | 25510 |
| 5757142, 3.29%, 1/30/2024 | 8/4/2022 | 7145 | 6808 | 6941 |
| 5757193, 4.37%, 1/30/2024 | 8/4/2022 | 2118 | 1987 | 1971 |
| 5757208, 4.84%, 1/30/2024 | 8/4/2022 | 4079 | 3801 | 3767 |
| 5757239, 4.10%, 1/30/2024 | 8/4/2022 | 6201 | 5839 | 5703 |
| 5757278, 4.69%, 1/30/2024 | 8/4/2022 | 1882 | 1757 | 1768 |
| 5757292, 3.77%, 1/30/2024 | 8/4/2022 | 1360 | 1287 | 1314 |
| 5757299, 4.84%, 1/30/2024 | 8/4/2022 | 9072 | 8453 | 7049 |
| 5757341, 5.02%, 1/30/2024(l) | 8/4/2022 | 13833 | 12857 | 11013 |
| 5757443, 4.73%, 1/30/2024 | 8/4/2022 | 4024 | 3755 | 3351 |
| 5757478, 5.19%, 1/31/2024 | 8/4/2022 | 904 | 838 | 764 |
| 5757482, 3.90%, 1/31/2024 | 8/4/2022 | 13045 | 12318 | 12525 |
| 5757608, 4.67%, 1/31/2024 | 8/4/2022 | 6628 | 6190 | 5261 |
| 5757660, 4.53%, 1/31/2024 | 8/4/2022 | 5085 | 4760 | 4697 |
| 5757693, 4.53%, 1/31/2024 | 8/4/2022 | 5048 | 4725 | 4583 |
| 5757729, 4.37%, 1/31/2024 | 8/4/2022 | 1833 | 1719 | 1739 |
| 5757742, 4.77%, 1/31/2024 | 8/4/2022 | 6738 | 6285 | 6442 |
| 5757822, 4.53%, 1/31/2024 | 8/4/2022 | 1542 | 1443 | 1451 |
| 5757842, 3.28%, 1/31/2024 | 8/4/2022 | 6229 | 5935 | 6051 |
| 5757883, 4.52%, 1/31/2024 | 8/4/2022 | 7423 | 6948 | 7115 |
| 5757953, 5.19%, 1/31/2024 | 8/4/2022 | 569 | 528 | 541 |
| 5757959, 3.75%, 1/31/2024 | 8/4/2022 | 18511 | 17519 | 17888 |
| 5758100, 3.33%, 1/31/2024 | 8/4/2022 | 582 | 554 | 511 |
| 5758105, 4.53%, 1/31/2024 | 8/4/2022 | 3904 | 3654 | 3656 |
| 5758135, 4.81%, 1/31/2024 | 8/4/2022 | 895 | 834 | 852 |
| 5758145, 4.49%, 1/31/2024 | 8/4/2022 | 13568 | 12705 | 12927 |
| 5758215, 3.90%, 1/31/2024 | 8/4/2022 | 1190 | 1124 | 1087 |
| 5758221, 4.89%, 1/31/2024 | 8/4/2022 | 26130 | 24328 | 24582 |
| 5758744, 3.28%, 2/1/2024 | 8/4/2022 | 4169 | 3972 | 3664 |
| 5758839, 4.67%, 2/1/2024 | 8/4/2022 | 7697 | 7189 | 7167 |
| 5758940, 3.90%, 2/1/2024 | 8/4/2022 | 6092 | 5753 | 5714 |
| 5759027, 4.88%, 2/1/2024 | 8/4/2022 | 3661 | 3408 | 3497 |
| 5759132, 3.29%, 2/1/2024 | 8/4/2022 | 497 | 473 | 476 |
| 5759139, 4.08%, 2/1/2024 | 8/4/2022 | 3802 | 3581 | 3650 |
| 5759207, 3.74%, 2/1/2024 | 8/4/2022 | 4642 | 4394 | 4399 |
| 5759379, 4.52%, 2/1/2024 | 8/4/2022 | 6001 | 5617 | 5713 |
| 5759513, 3.74%, 2/1/2024 | 8/4/2022 | 1276 | 1208 | 1233 |
| 5759530, 5.01%, 2/1/2024 | 8/4/2022 | 16961 | 15764 | 15758 |
| 5759781, 3.89%, 2/1/2024 | 8/4/2022 | 2825 | 2668 | 2731 |
| 5759860, 4.84%, 2/1/2024 | 8/4/2022 | 1215 | 1131 | 1121 |
| 5759869, 4.48%, 2/1/2024 | 8/4/2022 | 12474 | 11680 | 11953 |
| 5760060, 4.51%, 2/1/2024 | 8/4/2022 | 17491 | 16371 | 16524 |
| 5760303, 3.70%, 2/1/2024 | 8/4/2022 | 1101 | 1043 | 976 |
| 5760316, 4.97%, 2/1/2024 | 8/4/2022 | 1027 | 955 | 967 |
| 5760327, 5.10%, 2/1/2024 | 8/4/2022 | 6730 | 6247 | 6304 |
| 5760391, 5.19%, 2/1/2024 | 8/4/2022 | 5027 | 4660 | 4433 |
| 5760451, 3.91%, 2/1/2024 | 8/4/2022 | 1379 | 1302 | 1293 |
| 5760466, 5.47%, 2/1/2024 | 8/4/2022 | 2220 | 2050 | 2019 |
| 5760489, 4.51%, 2/1/2024 | 8/4/2022 | 9560 | 8948 | 8688 |
| 5760535, 3.74%, 2/1/2024 | 8/4/2022 | 6775 | 6412 | 6420 |
| 5760585, 4.97%, 2/1/2024 | 8/4/2022 | 3591 | 3339 | 3380 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5760603, 3.28%, 2/1/2024 | 8/4/2022 | 7826 | 7457 | 7522 |
| 5760654, 4.67%, 2/1/2024 | 8/4/2022 | 3390 | 3166 | 3017 |
| 5760679, 4.17%, 2/1/2024 | 8/4/2022 | 4320 | 4064 | 3882 |
| 5760751, 4.88%, 2/1/2024 | 8/4/2022 | 5377 | 5006 | 5039 |
| 5760782, 4.97%, 2/1/2024 | 8/4/2022 | 1676 | 1558 | 1575 |
| 5760802, 4.52%, 2/1/2024 | 8/4/2022 | 3529 | 3302 | 3293 |
| 5760838, 3.74%, 2/1/2024 | 8/4/2022 | 95422 | 90310 | 90427 |
| 5761741, 4.36%, 2/1/2024 | 8/4/2022 | 57210 | 53666 | 54298 |
| 5762234, 5.19%, 2/1/2024 | 8/4/2022 | 1070 | 992 | 1005 |
| 5762242, 3.90%, 2/1/2024 | 8/4/2022 | 2316 | 2187 | 2172 |
| 5762276, 4.42%, 2/1/2024 | 8/4/2022 | 2723 | 2552 | 2613 |
| 5762292, 3.73%, 2/1/2024 | 8/4/2022 | 1386 | 1312 | 1340 |
| 5762305, 4.67%, 2/1/2024 | 8/4/2022 | 15021 | 14028 | 14158 |
| 5762415, 5.00%, 2/1/2024 | 8/4/2022 | 3164 | 2941 | 3019 |
| 5762451, 5.20%, 2/1/2024 | 8/4/2022 | 2047 | 1897 | 1915 |
| 5762469, 4.89%, 2/1/2024 | 8/4/2022 | 2285 | 2128 | 2183 |
| 5762491, 3.27%, 2/1/2024 | 8/4/2022 | 3709 | 3534 | 3602 |
| 5762544, 4.82%, 2/2/2024 | 8/5/2022 | 3157 | 2942 | 2965 |
| 5762555, 4.84%, 2/2/2024 | 8/5/2022 | 1192 | 1110 | 1139 |
| 5762609, 3.38%, 2/2/2024 | 8/5/2022 | 7745 | 7369 | 7365 |
| 5762644, 4.36%, 2/2/2024 | 8/5/2022 | 5157 | 4838 | 4922 |
| 5762684, 3.92%, 2/2/2024 | 8/5/2022 | 3989 | 3765 | 3755 |
| 5762727, 4.51%, 2/2/2024 | 8/5/2022 | 19991 | 18711 | 19021 |
| 5762894, 4.52%, 2/2/2024 | 8/5/2022 | 6301 | 5898 | 5978 |
| 5762953, 3.28%, 2/2/2024 | 8/5/2022 | 7384 | 7036 | 7172 |
| 5763024, 4.93%, 2/2/2024 | 8/5/2022 | 3318 | 3087 | 3082 |
| 5763041, 4.36%, 2/2/2024 | 8/5/2022 | 20545 | 19272 | 17967 |
| 5763131, 4.67%, 2/2/2024 | 8/5/2022 | 4003 | 3738 | 3801 |
| 5763159, 4.97%, 2/2/2024 | 8/5/2022 | 3294 | 3063 | 2477 |
| 5763171, 3.27%, 2/2/2024 | 8/5/2022 | 5983 | 5701 | 5812 |
| 5763208, 4.84%, 2/2/2024 | 8/5/2022 | 1269 | 1183 | 1156 |
| 5763213, 4.51%, 2/2/2024 | 8/5/2022 | 3046 | 2851 | 2811 |
| 5763244, 5.10%, 2/2/2024 | 8/5/2022 | 1449 | 1345 | 1318 |
| 5763280, 4.56%, 2/2/2024 | 8/5/2022 | 1338 | 1252 | 1201 |
| 5763301, 4.51%, 2/2/2024 | 8/5/2022 | 7726 | 7232 | 7330 |
| 5763446, 3.28%, 2/2/2024 | 8/5/2022 | 16181 | 15417 | 15716 |
| 5763588, 4.51%, 2/2/2024 | 8/5/2022 | 3865 | 3618 | 3515 |
| 5763623, 4.67%, 2/2/2024 | 8/5/2022 | 887 | 829 | 813 |
| 5763625, 4.98%, 2/2/2024 | 8/5/2022 | 1707 | 1587 | 1573 |
| 5763634, 4.52%, 2/2/2024 | 8/5/2022 | 10208 | 9554 | 9558 |
| 5763710, 3.90%, 2/2/2024 | 8/5/2022 | 3325 | 3140 | 3207 |
| 5763764, 4.51%, 2/2/2024 | 8/5/2022 | 4629 | 4333 | 3855 |
| 5763779, 5.14%, 2/2/2024 | 8/5/2022 | 4438 | 4117 | 4007 |
| 5763803, 4.51%, 2/2/2024 | 8/5/2022 | 33006 | 30892 | 31251 |
| 5764031, 4.59%, 2/2/2024 | 8/5/2022 | 780 | 729 | 663 |
| 5764033, 4.95%, 2/2/2024 | 8/5/2022 | 923 | 858 | 694 |
| 5764044, 4.82%, 2/2/2024 | 8/5/2022 | 2391 | 2228 | 2288 |
| 5764092, 4.66%, 2/2/2024 | 8/5/2022 | 4079 | 3809 | 3631 |
| 5764114, 4.08%, 2/2/2024 | 8/5/2022 | 47844 | 45060 | 45585 |
| 5764303, 4.51%, 2/2/2024 | 8/5/2022 | 11177 | 10462 | 10389 |
| 5764361, 4.48%, 2/2/2024 | 8/5/2022 | 533 | 499 | 506 |
| 5764372, 4.36%, 2/2/2024 | 8/5/2022 | 13199 | 12381 | 11543 |
| 5764464, 4.36%, 2/2/2024 | 8/5/2022 | 1405 | 1318 | 1349 |
| 5764467, 4.08%, 2/2/2024 | 8/5/2022 | 5552 | 5229 | 5339 |
| 5764492, 3.70%, 2/2/2024 | 8/5/2022 | 2714 | 2570 | 2609 |
| 5764506, 3.28%, 2/2/2024 | 8/5/2022 | 692 | 659 | 608 |
| 5764510, 2.61%, 2/2/2024 | 8/5/2022 | 4498 | 4327 | 4253 |
| 5764553, 4.51%, 2/2/2024 | 8/5/2022 | 12126 | 11349 | 11482 |
| 5764581, 3.26%, 2/2/2024 | 8/5/2022 | 1087 | 1036 | 902 |
| 5764588, 4.51%, 2/2/2024 | 8/5/2022 | 15691 | 14687 | 14584 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5764680, 4.52%, 2/2/2024 | 8/5/2022 | 2451 | 2294 | 2236 |
| 5764693, 3.30%, 2/2/2024 | 8/5/2022 | 79 | 75 | 76 |
| 5764694, 3.74%, 2/2/2024 | 8/5/2022 | 1909 | 1806 | 1844 |
| 5764722, 4.52%, 2/2/2024 | 8/5/2022 | 5647 | 5285 | 5229 |
| 5764756, 3.28%, 2/2/2024 | 8/5/2022 | 3225 | 3073 | 3131 |
| 5764789, 4.52%, 2/2/2024 | 8/5/2022 | 3585 | 3355 | 3309 |
| 5764822, 4.97%, 2/2/2024 | 8/5/2022 | 3888 | 3616 | 2924 |
| 5764851, 4.09%, 2/2/2024 | 8/5/2022 | 3653 | 3440 | 3480 |
| 5764927, 4.76%, 2/2/2024 | 8/5/2022 | 15971 | 14896 | 15265 |
| 5765079, 3.28%, 2/2/2024 | 8/5/2022 | 17891 | 17047 | 17379 |
| 5765153, 4.52%, 2/2/2024 | 8/5/2022 | 945 | 884 | 889 |
| 5765165, 4.08%, 2/2/2024 | 8/5/2022 | 13498 | 12713 | 12860 |
| 5765251, 3.27%, 2/2/2024 | 8/5/2022 | 1589 | 1514 | 1534 |
| 5765258, 5.20%, 2/2/2024 | 8/5/2022 | 1901 | 1762 | 1811 |
| 5765262, 3.74%, 2/2/2024 | 8/5/2022 | 1925 | 1821 | 1860 |
| 5765265, 3.86%, 2/2/2024 | 8/5/2022 | 994 | 939 | 933 |
| 5765270, 4.97%, 2/2/2024 | 8/5/2022 | 3147 | 2926 | 2957 |
| 5765293, 4.88%, 2/2/2024 | 8/5/2022 | 3959 | 3686 | 3724 |
| 5765313, 4.32%, 2/2/2024 | 8/5/2022 | 8551 | 8026 | 8156 |
| 5765391, 4.67%, 2/2/2024 | 8/5/2022 | 9325 | 8709 | 7452 |
| 5765427, 3.81%, 2/2/2024 | 8/5/2022 | 482 | 456 | 467 |
| 5765443, 4.36%, 2/2/2024 | 8/5/2022 | 93043 | 87279 | 88313 |
| 5765824, 3.90%, 2/2/2024 | 8/5/2022 | 2887 | 2726 | 2462 |
| 5765844, 4.82%, 2/2/2024 | 8/5/2022 | 3695 | 3443 | 3364 |
| 5765858, 4.36%, 2/2/2024 | 8/5/2022 | 2863 | 2686 | 2748 |
| 5765869, 5.20%, 2/2/2024 | 8/5/2022 | 1801 | 1669 | 1694 |
| 5765882, 2.54%, 2/2/2024 | 8/5/2022 | 3686 | 3550 | 3437 |
| 5765905, 3.74%, 2/2/2024 | 8/5/2022 | 57104 | 54045 | 55181 |
| 5766198, 4.64%, 2/3/2024 | 8/8/2022 | 4026 | 3762 | 3841 |
| 5766214, 4.37%, 2/3/2024 | 8/8/2022 | 3238 | 3037 | 3108 |
| 5766262, 3.75%, 2/3/2024 | 8/8/2022 | 4332 | 4099 | 3858 |
| 5766288, 3.28%, 2/3/2024 | 8/8/2022 | 83714 | 79763 | 81302 |
| 5766615, 4.64%, 2/3/2024 | 8/8/2022 | 1026 | 959 | 914 |
| 5766647, 3.28%, 2/3/2024 | 8/8/2022 | 15209 | 14491 | 14773 |
| 5766767, 4.37%, 2/3/2024 | 8/8/2022 | 2337 | 2192 | 2199 |
| 5766797, 3.28%, 2/3/2024 | 8/8/2022 | 10648 | 10145 | 10335 |
| 5766922, 4.36%, 2/3/2024 | 8/8/2022 | 6006 | 5634 | 5257 |
| 5766941, 4.97%, 2/3/2024 | 8/8/2022 | 2963 | 2755 | 2730 |
| 5766977, 4.82%, 2/3/2024 | 8/8/2022 | 4668 | 4350 | 4385 |
| 5767039, 4.36%, 2/3/2024 | 8/8/2022 | 7459 | 6997 | 7149 |
| 5767122, 3.27%, 2/3/2024 | 8/8/2022 | 3642 | 3470 | 3537 |
| 5767170, 3.29%, 2/3/2024 | 8/8/2022 | 1312 | 1250 | 1274 |
| 5767199, 4.51%, 2/3/2024 | 8/8/2022 | 1401 | 1311 | 1191 |
| 5767213, 4.88%, 2/3/2024 | 8/8/2022 | 5930 | 5521 | 5551 |
| 5767258, 3.74%, 2/3/2024 | 8/8/2022 | 671 | 635 | 649 |
| 5767286, 3.28%, 2/3/2024 | 8/8/2022 | 5525 | 5264 | 5115 |
| 5767341, 3.28%, 2/3/2024 | 8/8/2022 | 1329 | 1266 | 1287 |
| 5767348, 4.82%, 2/3/2024 | 8/8/2022 | 6256 | 5830 | 5865 |
| 5767407, 4.76%, 2/3/2024 | 8/8/2022 | 23755 | 22156 | 22707 |
| 5767629, 4.38%, 2/3/2024 | 8/8/2022 | 3374 | 3164 | 3122 |
| 5767656, 5.09%, 2/3/2024 | 8/8/2022 | 3909 | 3629 | 3728 |
| 5767698, 4.61%, 2/3/2024 | 8/8/2022 | 993 | 929 | 716 |
| 5767708, 3.28%, 2/3/2024 | 8/8/2022 | 8912 | 8491 | 8568 |
| 5767759, 4.98%, 2/3/2024 | 8/8/2022 | 1482 | 1378 | 1290 |
| 5767780, 3.28%, 2/3/2024 | 8/8/2022 | 8366 | 7972 | 8126 |
| 5767857, 4.64%, 2/3/2024 | 8/8/2022 | 18676 | 17450 | 17740 |
| 5767998, 4.27%, 2/3/2024 | 8/8/2022 | 29067 | 27302 | 27530 |
| 5768211, 4.67%, 2/3/2024 | 8/8/2022 | 2638 | 2464 | 2526 |
| 5768237, 4.11%, 2/3/2024 | 8/8/2022 | 5920 | 5573 | 4929 |
| 5768280, 4.51%, 2/3/2024 | 8/8/2022 | 5471 | 5120 | 5047 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5768294, 4.52%, 2/3/2024 | 8/8/2022 | 2830 | 2648 | 2601 |
| 5768321, 3.74%, 2/3/2024 | 8/8/2022 | 38779 | 36702 | 36972 |
| 5768544, 3.55%, 2/3/2024 | 8/8/2022 | 4883 | 4634 | 4473 |
| 5768565, 4.67%, 2/3/2024 | 8/8/2022 | 1674 | 1563 | 1490 |
| 5768575, 5.10%, 2/3/2024 | 8/8/2022 | 19362 | 17972 | 15316 |
| 5768645, 4.68%, 2/3/2024 | 8/8/2022 | 1400 | 1307 | 1304 |
| 5768649, 4.36%, 2/3/2024 | 8/8/2022 | 49027 | 45990 | 46986 |
| 5769043, 4.08%, 2/3/2024 | 8/8/2022 | 17524 | 16504 | 16851 |
| 5769097, 4.76%, 2/3/2024 | 8/8/2022 | 5517 | 5146 | 5190 |
| 5769142, 3.28%, 2/3/2024 | 8/8/2022 | 3760 | 3583 | 3652 |
| 5769159, 4.48%, 2/3/2024 | 8/8/2022 | 57690 | 54021 | 54171 |
| 5769464, 5.01%, 2/3/2024 | 8/8/2022 | 3960 | 3680 | 3745 |
| 5769485, 5.20%, 2/3/2024 | 8/8/2022 | 2493 | 2311 | 2273 |
| 5769498, 3.29%, 2/3/2024 | 8/8/2022 | 2629 | 2505 | 2553 |
| 5769500, 4.84%, 2/3/2024 | 8/8/2022 | 1197 | 1115 | 1140 |
| 5769511, 3.90%, 2/3/2024 | 8/8/2022 | 992 | 937 | 957 |
| 5769528, 3.28%, 2/3/2024 | 8/8/2022 | 1551 | 1478 | 1485 |
| 5769546, 4.52%, 2/3/2024 | 8/8/2022 | 5621 | 5261 | 5347 |
| 5769568, 4.90%, 2/3/2024 | 8/8/2022 | 1616 | 1505 | 1513 |
| 5769575, 3.36%, 2/3/2024 | 8/8/2022 | 3460 | 3293 | 3334 |
| 5769587, 4.51%, 2/3/2024 | 8/8/2022 | 21025 | 19679 | 20004 |
| 5769646, 3.90%, 2/3/2024 | 8/8/2022 | 661 | 624 | 629 |
| 5769650, 4.36%, 2/3/2024 | 8/8/2022 | 58397 | 54780 | 55859 |
| 5771813, 4.07%, 2/4/2024 | 8/9/2022 | 3871 | 3647 | 3299 |
| 5771843, 3.76%, 2/4/2024 | 8/9/2022 | 4219 | 3993 | 4075 |
| 5771870, 3.29%, 2/4/2024 | 8/9/2022 | 2974 | 2834 | 2886 |
| 5771878, 4.78%, 2/4/2024 | 8/9/2022 | 29284 | 27313 | 27401 |
| 5772010, 4.99%, 2/4/2024 | 8/9/2022 | 2797 | 2601 | 2494 |
| 5772025, 3.29%, 2/4/2024 | 8/9/2022 | 9241 | 8804 | 8973 |
| 5772050, 4.53%, 2/4/2024 | 8/9/2022 | 2527 | 2366 | 2415 |
| 5772062, 3.76%, 2/4/2024 | 8/9/2022 | 6508 | 6159 | 6287 |
| 5772096, 5.07%, 2/4/2024 | 8/9/2022 | 7702 | 7153 | 7328 |
| 5772141, 4.54%, 2/4/2024 | 8/9/2022 | 2366 | 2214 | 2213 |
| 5772147, 3.97%, 2/4/2024 | 8/9/2022 | 576 | 544 | 540 |
| 5772156, 3.76%, 2/4/2024 | 8/9/2022 | 2315 | 2191 | 2223 |
| 5772164, 4.53%, 2/4/2024 | 8/9/2022 | 8231 | 7704 | 7889 |
| 5772233, 4.50%, 2/4/2024 | 8/9/2022 | 22001 | 20602 | 21013 |
| 5772472, 4.59%, 2/4/2024 | 8/9/2022 | 7182 | 6716 | 6109 |
| 5772542, 4.55%, 2/4/2024 | 8/9/2022 | 1275 | 1193 | 1207 |
| 5772554, 3.32%, 2/4/2024 | 8/9/2022 | 664 | 633 | 585 |
| 5772565, 5.23%, 2/4/2024 | 8/9/2022 | 1183 | 1097 | 1055 |
| 5772571, 4.38%, 2/4/2024 | 8/9/2022 | 4612 | 4327 | 4425 |
| 5772662, 4.54%, 2/4/2024 | 8/9/2022 | 2189 | 2048 | 2071 |
| 5772694, 3.29%, 2/4/2024 | 8/9/2022 | 7187 | 6848 | 6973 |
| 5772738, 4.90%, 2/4/2024 | 8/9/2022 | 3418 | 3183 | 3198 |
| 5772771, 4.53%, 2/4/2024 | 8/9/2022 | 6451 | 6038 | 5932 |
| 5772827, 4.54%, 2/4/2024 | 8/9/2022 | 3167 | 2964 | 2958 |
| 5772849, 4.09%, 2/4/2024 | 8/9/2022 | 11925 | 11233 | 10849 |
| 5772969, 4.10%, 2/4/2024 | 8/9/2022 | 68746 | 64745 | 65962 |
| 5773521, 4.38%, 2/4/2024 | 8/9/2022 | 738 | 692 | 687 |
| 5773522, 4.53%, 2/4/2024 | 8/9/2022 | 8697 | 8140 | 8334 |
| 5773571, 4.65%, 2/4/2024 | 8/9/2022 | 10859 | 10146 | 9307 |
| 5773616, 5.12%, 2/4/2024 | 8/9/2022 | 1565 | 1453 | 1425 |
| 5773622, 4.28%, 2/4/2024 | 8/9/2022 | 5981 | 5618 | 5324 |
| 5773666, 3.31%, 2/4/2024 | 8/9/2022 | 501 | 478 | 473 |
| 5773669, 3.76%, 2/4/2024 | 8/9/2022 | 13754 | 13017 | 13271 |
| 5773737, 4.53%, 2/4/2024 | 8/9/2022 | 6209 | 5812 | 5840 |
| 5773773, 4.55%, 2/4/2024 | 8/9/2022 | 1601 | 1499 | 1420 |
| 5773800, 4.38%, 2/4/2024 | 8/9/2022 | 4829 | 4530 | 4633 |
| 5773837, 5.20%, 2/4/2024 | 8/9/2022 | 2515 | 2332 | 2218 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5773880, 4.68%, 2/4/2024 | 8/9/2022 | 3899 | 3641 | 3470 |
| 5773893, 4.85%, 2/4/2024 | 8/9/2022 | 2060 | 1919 | 1963 |
| 5773908, 3.91%, 2/4/2024 | 8/9/2022 | 3109 | 2936 | 2835 |
| 5773933, 3.29%, 2/4/2024 | 8/9/2022 | 4401 | 4194 | 4270 |
| 5773941, 4.54%, 2/4/2024 | 8/9/2022 | 62994 | 58954 | 59499 |
| 5774388, 3.65%, 2/4/2024 | 8/9/2022 | 1375 | 1303 | 1266 |
| 5774391, 4.52%, 2/4/2024 | 8/9/2022 | 4106 | 3844 | 3937 |
| 5774403, 3.96%, 2/4/2024 | 8/9/2022 | 1430 | 1350 | 1359 |
| 5774413, 3.17%, 2/4/2024 | 8/9/2022 | 436 | 416 | 424 |
| 5774428, 5.10%, 2/4/2024 | 8/9/2022 | 2248 | 2087 | 2047 |
| 5774438, 3.29%, 2/4/2024 | 8/9/2022 | 17028 | 16225 | 16536 |
| 5774488, 3.29%, 2/4/2024 | 8/9/2022 | 10116 | 9639 | 9823 |
| 5774571, 4.58%, 2/4/2024 | 8/9/2022 | 1142 | 1068 | 1033 |
| 5774582, 4.38%, 2/4/2024 | 8/9/2022 | 31659 | 29698 | 30280 |
| 5774751, 4.68%, 2/4/2024 | 8/9/2022 | 9135 | 8531 | 8580 |
| 5774793, 4.65%, 2/4/2024 | 8/9/2022 | 37028 | 34597 | 34155 |
| 5774940, 3.76%, 2/4/2024 | 8/9/2022 | 10412 | 9855 | 10058 |
| 5775015, 4.66%, 2/4/2024 | 8/9/2022 | 15981 | 14931 | 14929 |
| 5775111, 4.50%, 2/4/2024 | 8/9/2022 | 6239 | 5842 | 5856 |
| 5775149, 4.00%, 2/4/2024 | 8/9/2022 | 653 | 615 | 587 |
| 5775154, 4.90%, 2/4/2024 | 8/9/2022 | 21578 | 20091 | 20282 |
| 5775230, 4.78%, 2/4/2024 | 8/9/2022 | 9358 | 8728 | 8687 |
| 5775276, 4.38%, 2/4/2024 | 8/9/2022 | 9270 | 8696 | 8796 |
| 5775333, 4.78%, 2/4/2024 | 8/9/2022 | 4372 | 4078 | 4168 |
| 5775372, 4.86%, 2/4/2024 | 8/9/2022 | 1414 | 1317 | 1288 |
| 5775376, 5.02%, 2/4/2024 | 8/9/2022 | 3048 | 2833 | 2702 |
| 5775383, 4.97%, 2/4/2024 | 8/9/2022 | 860 | 800 | 807 |
| 5775384, 4.29%, 2/4/2024 | 8/9/2022 | 5304 | 4982 | 5056 |
| 5775410, 4.54%, 2/4/2024 | 8/9/2022 | 2792 | 2613 | 2374 |
| 5775420, 3.91%, 2/4/2024 | 8/9/2022 | 886 | 836 | 808 |
| 5775423, 3.76%, 2/4/2024 | 8/9/2022 | 4706 | 4454 | 4546 |
| 5775436, 4.84%, 2/4/2024 | 8/9/2022 | 22315 | 20794 | 20952 |
| 5775499, 4.77%, 2/5/2024 | 8/10/2022 | 4393 | 4097 | 4080 |
| 5775528, 4.50%, 2/5/2024 | 8/10/2022 | 6146 | 5755 | 5868 |
| 5775571, 4.29%, 2/5/2024 | 8/10/2022 | 6162 | 5788 | 5490 |
| 5775604, 5.13%, 2/5/2024 | 8/10/2022 | 1231 | 1143 | 978 |
| 5775611, 4.11%, 2/5/2024 | 8/10/2022 | 2792 | 2629 | 2683 |
| 5775621, 4.53%, 2/5/2024 | 8/10/2022 | 14978 | 14019 | 14166 |
| 5775666, 4.53%, 2/5/2024 | 8/10/2022 | 52213 | 48871 | 49385 |
| 5775963, 4.50%, 2/5/2024 | 8/10/2022 | 3479 | 3258 | 3265 |
| 5775993, 4.53%, 2/5/2024 | 8/10/2022 | 3136 | 2936 | 2858 |
| 5776032, 4.52%, 2/5/2024 | 8/10/2022 | 1715 | 1606 | 1619 |
| 5776064, 5.12%, 2/5/2024 | 8/10/2022 | 3720 | 3453 | 3474 |
| 5776107, 4.37%, 2/5/2024 | 8/10/2022 | 4544 | 4262 | 4359 |
| 5776134, 5.23%, 2/5/2024 | 8/10/2022 | 871 | 808 | 792 |
| 5776150, 3.93%, 2/5/2024 | 8/10/2022 | 970 | 915 | 874 |
| 5776154, 4.85%, 2/5/2024 | 8/10/2022 | 4194 | 3908 | 3931 |
| 5776215, 5.12%, 2/5/2024 | 8/10/2022 | 23066 | 21409 | 21150 |
| 5776428, 3.28%, 2/5/2024 | 8/10/2022 | 2301 | 2192 | 2234 |
| 5776473, 4.66%, 2/5/2024 | 8/10/2022 | 12798 | 11957 | 10984 |
| 5776537, 4.10%, 2/5/2024 | 8/10/2022 | 4796 | 4517 | 4610 |
| 5776566, 3.28%, 2/5/2024 | 8/10/2022 | 1126 | 1073 | 1061 |
| 5776580, 4.90%, 2/5/2024 | 8/10/2022 | 6216 | 5787 | 5841 |
| 5776781, 3.29%, 2/5/2024 | 8/10/2022 | 6638 | 6324 | 6445 |
| 5776821, 4.10%, 2/5/2024 | 8/10/2022 | 8700 | 8194 | 8347 |
| 5776864, 3.93%, 2/5/2024 | 8/10/2022 | 876 | 827 | 822 |
| 5776865, 3.26%, 2/5/2024 | 8/10/2022 | 404 | 385 | 391 |
| 5776869, 4.65%, 2/5/2024 | 8/10/2022 | 5592 | 5226 | 5227 |
| 5776911, 3.76%, 2/5/2024 | 8/10/2022 | 3964 | 3751 | 3828 |
| 5776927, 4.38%, 2/5/2024 | 8/10/2022 | 11534 | 10819 | 10997 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5777002, 4.78%, 2/5/2024 | 8/10/2022 | 19479 | 18168 | 16302 |
| 5777067, 4.99%, 2/5/2024 | 8/10/2022 | 5429 | 5048 | 5044 |
| 5777122, 5.21%, 2/5/2024 | 8/10/2022 | 2682 | 2486 | 2283 |
| 5777152, 4.53%, 2/5/2024 | 8/10/2022 | 7933 | 7425 | 7329 |
| 5777193, 3.30%, 2/5/2024 | 8/10/2022 | 4582 | 4365 | 4449 |
| 5777213, 4.81%, 2/5/2024 | 8/10/2022 | 966 | 900 | 897 |
| 5777217, 4.69%, 2/5/2024 | 8/10/2022 | 6726 | 6281 | 6270 |
| 5777251, 4.53%, 2/5/2024 | 8/10/2022 | 10957 | 10256 | 10249 |
| 5777265, 4.65%, 2/5/2024 | 8/10/2022 | 10983 | 10262 | 10126 |
| 5777329, 4.53%, 2/5/2024 | 8/10/2022 | 1594 | 1492 | 1357 |
| 5777330, 4.53%, 2/5/2024 | 8/10/2022 | 43904 | 41094 | 41589 |
| 5777619, 4.86%, 2/5/2024 | 8/10/2022 | 1283 | 1195 | 1138 |
| 5777622, 4.65%, 2/5/2024 | 8/10/2022 | 13946 | 13030 | 13338 |
| 5777722, 4.89%, 2/5/2024 | 8/10/2022 | 11039 | 10280 | 10534 |
| 5777820, 5.11%, 2/5/2024 | 8/10/2022 | 8741 | 8114 | 8015 |
| 5777866, 4.38%, 2/5/2024 | 8/10/2022 | 9499 | 8910 | 8931 |
| 5777937, 4.10%, 2/5/2024 | 8/10/2022 | 37651 | 35460 | 35892 |
| 5778056, 4.53%, 2/5/2024 | 8/10/2022 | 11686 | 10938 | 10651 |
| 5778117, 3.29%, 2/5/2024 | 8/10/2022 | 6709 | 6393 | 6515 |
| 5778148, 4.53%, 2/5/2024 | 8/10/2022 | 30696 | 28730 | 27231 |
| 5778310, 3.29%, 2/5/2024 | 8/10/2022 | 44486 | 42387 | 43154 |
| 5778552, 3.29%, 2/5/2024 | 8/10/2022 | 307 | 292 | 298 |
| 5778572, 4.53%, 2/5/2024 | 8/10/2022 | 15929 | 14909 | 15234 |
| 5778745, 4.53%, 2/5/2024 | 8/10/2022 | 13769 | 12887 | 12720 |
| 5778815, 4.29%, 2/5/2024 | 8/10/2022 | 2885 | 2710 | 2750 |
| 5778826, 4.09%, 2/5/2024 | 8/10/2022 | 7939 | 7477 | 7632 |
| 5778881, 5.02%, 2/5/2024 | 8/10/2022 | 2855 | 2654 | 2678 |
| 5778892, 4.50%, 2/5/2024 | 8/10/2022 | 38478 | 36031 | 36112 |
| 5779108, 4.52%, 2/5/2024 | 8/10/2022 | 1167 | 1093 | 1119 |
| 5779113, 4.51%, 2/5/2024 | 8/10/2022 | 1464 | 1371 | 1399 |
| 5779127, 5.21%, 2/5/2024 | 8/10/2022 | 1410 | 1307 | 1327 |
| 5779136, 3.29%, 2/5/2024 | 8/10/2022 | 3698 | 3523 | 3591 |
| 5779162, 3.29%, 2/5/2024 | 8/10/2022 | 2272 | 2165 | 2142 |
| 5779175, 3.29%, 2/5/2024 | 8/10/2022 | 2153 | 2051 | 2040 |
| 5779193, 3.76%, 2/5/2024 | 8/10/2022 | 15509 | 14679 | 14692 |
| 5779214, 4.53%, 2/6/2024 | 8/11/2022 | 13379 | 12522 | 12359 |
| 5779259, 4.53%, 2/6/2024 | 8/11/2022 | 62789 | 58769 | 58001 |
| 5779514, 4.65%, 2/6/2024 | 8/11/2022 | 27212 | 25425 | 25988 |
| 5779670, 4.38%, 2/6/2024 | 8/11/2022 | 11965 | 11224 | 11352 |
| 5779739, 3.76%, 2/6/2024 | 8/11/2022 | 2000 | 1893 | 1787 |
| 5779749, 4.68%, 2/6/2024 | 8/11/2022 | 18069 | 16875 | 17290 |
| 5779864, 3.29%, 2/6/2024 | 8/11/2022 | 5724 | 5453 | 5502 |
| 5779897, 4.68%, 2/6/2024 | 8/11/2022 | 1898 | 1773 | 1802 |
| 5779908, 4.65%, 2/6/2024 | 8/11/2022 | 3408 | 3184 | 3141 |
| 5779924, 4.78%, 2/6/2024 | 8/11/2022 | 8474 | 7904 | 8093 |
| 5779971, 3.95%, 2/6/2024 | 8/11/2022 | 3570 | 3370 | 3353 |
| 5779988, 5.21%, 2/6/2024 | 8/11/2022 | 1180 | 1094 | 904 |
| 5779991, 4.78%, 2/6/2024 | 8/11/2022 | 7030 | 6557 | 6385 |
| 5780013, 3.28%, 2/6/2024 | 8/11/2022 | 3113 | 2967 | 2181 |
| 5780022, 4.98%, 2/6/2024 | 8/11/2022 | 1920 | 1785 | 1784 |
| 5780034, 3.27%, 2/7/2024 | 8/11/2022 | 1323 | 1260 | 1103 |
| 5780040, 3.31%, 2/7/2024 | 8/11/2022 | 1462 | 1392 | 1031 |
| 5780044, 4.60%, 2/7/2024 | 8/11/2022 | 1229 | 1149 | 1116 |
| 5780050, 5.11%, 2/7/2024 | 8/11/2022 | 4861 | 4512 | 4631 |
| 5780088, 4.83%, 2/7/2024 | 8/11/2022 | 2843 | 2649 | 2596 |
| 5780105, 4.68%, 2/7/2024 | 8/11/2022 | 2911 | 2719 | 2712 |
| 5780142, 4.10%, 2/7/2024 | 8/11/2022 | 4612 | 4343 | 4433 |
| 5780173, 4.52%, 2/7/2024 | 8/11/2022 | 1038 | 971 | 960 |
| 5780179, 4.52%, 2/7/2024 | 8/11/2022 | 21753 | 20360 | 20365 |
| 5780278, 4.68%, 2/7/2024 | 8/11/2022 | 5455 | 5095 | 5083 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5780310, 3.29%, 2/7/2024 | 8/11/2022 | 7991 | 7614 | 7759 |
| 5780358, 3.29%, 2/7/2024 | 8/11/2022 | 7111 | 6776 | 6904 |
| 5780392, 3.90%, 2/7/2024 | 8/11/2022 | 21592 | 20390 | 20318 |
| 5780523, 4.52%, 2/7/2024 | 8/11/2022 | 5101 | 4774 | 4229 |
| 5780545, 5.20%, 2/7/2024 | 8/11/2022 | 1371 | 1271 | 1266 |
| 5780554, 4.08%, 2/7/2024 | 8/11/2022 | 3197 | 3011 | 3050 |
| 5780566, 4.09%, 2/7/2024 | 8/11/2022 | 7726 | 7277 | 7427 |
| 5780607, 4.68%, 2/7/2024 | 8/11/2022 | 16198 | 15128 | 13117 |
| 5780662, 5.19%, 2/7/2024 | 8/11/2022 | 3264 | 3026 | 3015 |
| 5780675, 4.52%, 2/7/2024 | 8/11/2022 | 8056 | 7540 | 7716 |
| 5780725, 4.59%, 2/7/2024 | 8/11/2022 | 5470 | 5115 | 4918 |
| 5780751, 4.55%, 2/7/2024 | 8/11/2022 | 864 | 809 | 640 |
| 5780760, 4.09%, 2/7/2024 | 8/11/2022 | 3918 | 3690 | 3766 |
| 5780786, 4.53%, 2/7/2024 | 8/11/2022 | 2210 | 2068 | 2116 |
| 5780801, 4.84%, 2/7/2024 | 8/11/2022 | 1055 | 983 | 936 |
| 5780803, 4.49%, 2/7/2024 | 8/11/2022 | 1919 | 1797 | 1818 |
| 5780813, 4.52%, 2/7/2024 | 8/11/2022 | 15293 | 14314 | 14018 |
| 5781162, 4.36%, 2/8/2024 | 8/11/2022 | 3494 | 3277 | 3343 |
| 5781218, 4.52%, 2/8/2024 | 8/11/2022 | 633 | 593 | 602 |
| 5781230, 4.64%, 2/8/2024 | 8/11/2022 | 5356 | 5005 | 4613 |
| 5781317, 4.52%, 2/8/2024 | 8/11/2022 | 10032 | 9390 | 9541 |
| 5781404, 4.08%, 2/8/2024 | 8/11/2022 | 24076 | 22675 | 22966 |
| 5781759, 4.52%, 2/8/2024 | 8/11/2022 | 5830 | 5456 | 5311 |
| 5781852, 3.74%, 2/8/2024 | 8/11/2022 | 8301 | 7856 | 8017 |
| 5781955, 4.83%, 2/8/2024 | 8/11/2022 | 3728 | 3473 | 3310 |
| 5781992, 3.74%, 2/8/2024 | 8/11/2022 | 5529 | 5233 | 5340 |
| 5782056, 5.01%, 2/8/2024 | 8/11/2022 | 1522 | 1414 | 1349 |
| 5782068, 4.27%, 2/8/2024 | 8/11/2022 | 21714 | 20396 | 20837 |
| 5782240, 4.51%, 2/8/2024 | 8/11/2022 | 15787 | 14777 | 15003 |
| 5782382, 4.89%, 2/8/2024 | 8/11/2022 | 3641 | 3389 | 3291 |
| 5782398, 3.74%, 2/8/2024 | 8/11/2022 | 2427 | 2297 | 2344 |
| 5782428, 4.36%, 2/8/2024 | 8/11/2022 | 1920 | 1801 | 1837 |
| 5782443, 4.99%, 2/8/2024 | 8/11/2022 | 1742 | 1619 | 1636 |
| 5782454, 4.36%, 2/8/2024 | 8/11/2022 | 23370 | 21922 | 21967 |
| 5783259, 3.93%, 2/8/2024 | 8/11/2022 | 1108 | 1046 | 1039 |
| 5783270, 3.27%, 2/8/2024 | 8/11/2022 | 2996 | 2855 | 2784 |
| 5783281, 3.28%, 2/8/2024 | 8/11/2022 | 18632 | 17752 | 18089 |
| 5783430, 4.52%, 2/8/2024 | 8/11/2022 | 11791 | 11036 | 8769 |
| 5783479, 3.26%, 2/8/2024 | 8/11/2022 | 146 | 139 | 142 |
| 5783493, 4.96%, 2/8/2024 | 8/11/2022 | 1094 | 1018 | 1030 |
| 5783504, 4.52%, 2/8/2024 | 8/11/2022 | 10622 | 9942 | 10041 |
| 5783577, 4.88%, 2/8/2024 | 8/11/2022 | 19570 | 18221 | 18076 |
| 5783712, 3.28%, 2/8/2024 | 8/11/2022 | 371 | 353 | 360 |
| 5783716, 4.52%, 2/8/2024 | 8/11/2022 | 920 | 861 | 684 |
| 5783731, 3.25%, 2/8/2024 | 8/11/2022 | 750 | 715 | 702 |
| 5783734, 4.67%, 2/8/2024 | 8/11/2022 | 25202 | 23536 | 20457 |
| 5783867, 3.28%, 2/8/2024 | 8/11/2022 | 7861 | 7490 | 7633 |
| 5783985, 5.09%, 2/8/2024 | 8/11/2022 | 3771 | 3501 | 3556 |
| 5784051, 4.52%, 2/8/2024 | 8/11/2022 | 2381 | 2229 | 2219 |
| 5784087, 4.52%, 2/8/2024 | 8/11/2022 | 456 | 426 | 437 |
| 5784103, 4.64%, 2/8/2024 | 8/11/2022 | 33879 | 31654 | 31674 |
| 5784604, 5.19%, 2/8/2024 | 8/11/2022 | 5678 | 5263 | 5190 |
| 5784793, 4.37%, 2/9/2024 | 8/12/2022 | 4363 | 4092 | 3841 |
| 5784824, 4.51%, 2/9/2024 | 8/12/2022 | 2873 | 2689 | 2627 |
| 5784841, 4.08%, 2/9/2024 | 8/12/2022 | 16865 | 15884 | 16209 |
| 5785119, 4.88%, 2/9/2024 | 8/12/2022 | 2358 | 2195 | 2200 |
| 5785168, 4.51%, 2/9/2024 | 8/12/2022 | 11057 | 10349 | 10374 |
| 5785309, 5.09%, 2/9/2024 | 8/12/2022 | 986 | 916 | 875 |
| 5785318, 4.48%, 2/9/2024 | 8/12/2022 | 2138 | 2002 | 2033 |
| 5785359, 3.89%, 2/9/2024 | 8/12/2022 | 2068 | 1953 | 1981 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5785405, 4.26%, 2/9/2024 | 8/12/2022 | 2763 | 2595 | 2651 |
| 5785445, 4.08%, 2/9/2024 | 8/12/2022 | 12033 | 11332 | 11564 |
| 5785686, 3.30%, 2/9/2024 | 8/12/2022 | 1701 | 1621 | 1422 |
| 5785697, 4.63%, 2/9/2024 | 8/12/2022 | 2688 | 2512 | 2513 |
| 5785750, 4.08%, 2/9/2024 | 8/12/2022 | 5681 | 5351 | 5242 |
| 5786001, 4.67%, 2/9/2024 | 8/12/2022 | 3325 | 3105 | 3179 |
| 5786108, 3.74%, 2/9/2024 | 8/12/2022 | 3289 | 3113 | 3176 |
| 5786153, 4.82%, 2/9/2024 | 8/12/2022 | 802 | 748 | 767 |
| 5786185, 4.76%, 2/9/2024 | 8/12/2022 | 5922 | 5523 | 5563 |
| 5786284, 4.68%, 2/9/2024 | 8/12/2022 | 1261 | 1178 | 1122 |
| 5786294, 4.52%, 2/9/2024 | 8/12/2022 | 3102 | 2903 | 2910 |
| 5786359, 4.08%, 2/9/2024 | 8/12/2022 | 10541 | 9927 | 9725 |
| 5786510, 4.51%, 2/9/2024 | 8/12/2022 | 7365 | 6893 | 6128 |
| 5786574, 4.67%, 2/9/2024 | 8/12/2022 | 11652 | 10882 | 11148 |
| 5786803, 3.74%, 2/9/2024 | 8/12/2022 | 95269 | 90165 | 91387 |
| 5787376, 4.53%, 2/9/2024 | 8/12/2022 | 1075 | 1006 | 1007 |
| 5787383, 4.27%, 2/9/2024 | 8/12/2022 | 31008 | 29126 | 29183 |
| 5787579, 3.90%, 2/9/2024 | 8/12/2022 | 8458 | 7988 | 8101 |
| 5787652, 4.51%, 2/9/2024 | 8/12/2022 | 6129 | 5737 | 5694 |
| 5787711, 4.48%, 2/9/2024 | 8/12/2022 | 8406 | 7871 | 7405 |
| 5787761, 5.09%, 2/9/2024 | 8/12/2022 | 1843 | 1711 | 1725 |
| 5787788, 4.80%, 2/9/2024 | 8/12/2022 | 576 | 537 | 550 |
| 5787799, 4.50%, 2/9/2024 | 8/12/2022 | 1227 | 1149 | 1163 |
| 5787828, 4.59%, 2/9/2024 | 8/12/2022 | 2625 | 2455 | 2387 |
| 5787864, 4.51%, 2/9/2024 | 8/12/2022 | 11753 | 11000 | 11138 |
| 5787947, 3.50%, 2/9/2024 | 8/12/2022 | 1785 | 1695 | 1731 |
| 5787965, 5.19%, 2/9/2024 | 8/12/2022 | 2198 | 2037 | 2068 |
| 5787977, 4.08%, 2/9/2024 | 8/12/2022 | 7907 | 7447 | 7600 |
| 5788026, 3.30%, 2/9/2024 | 8/12/2022 | 1339 | 1276 | 955 |
| 5788047, 3.30%, 2/9/2024 | 8/12/2022 | 263 | 251 | 256 |
| 5788053, 3.90%, 2/9/2024 | 8/12/2022 | 1912 | 1805 | 1843 |
| 5788074, 3.94%, 2/9/2024 | 8/12/2022 | 1102 | 1040 | 1033 |
| 5788084, 5.21%, 2/9/2024 | 8/12/2022 | 1407 | 1304 | 1304 |
| 5788107, 4.82%, 2/9/2024 | 8/12/2022 | 20634 | 19228 | 19371 |
| 5788343, 4.66%, 2/9/2024 | 8/12/2022 | 1671 | 1560 | 1585 |
| 5788357, 4.35%, 2/9/2024 | 8/12/2022 | 2304 | 2161 | 2150 |
| 5788399, 4.51%, 2/9/2024 | 8/12/2022 | 1804 | 1689 | 1710 |
| 5788414, 5.20%, 2/9/2024 | 8/12/2022 | 354 | 328 | 336 |
| 5788428, 4.97%, 2/9/2024 | 8/12/2022 | 6380 | 5932 | 5845 |
| 5788476, 4.76%, 2/9/2024 | 8/12/2022 | 2204 | 2056 | 1855 |
| 5788482, 4.27%, 2/9/2024 | 8/12/2022 | 7032 | 6605 | 6618 |
| 5788530, 4.51%, 2/9/2024 | 8/12/2022 | 45858 | 42921 | 43213 |
| 5788832, 4.97%, 2/9/2024 | 8/12/2022 | 28679 | 26666 | 22042 |
| 5788926, 4.51%, 2/9/2024 | 8/12/2022 | 1916 | 1794 | 1839 |
| 5788940, 3.28%, 2/9/2024 | 8/12/2022 | 3261 | 3107 | 3119 |
| 5788950, 3.28%, 2/9/2024 | 8/12/2022 | 5625 | 5360 | 5461 |
| 5788993, 3.27%, 2/9/2024 | 8/12/2022 | 2403 | 2289 | 2310 |
| 5789011, 3.74%, 2/9/2024 | 8/12/2022 | 8671 | 8207 | 8374 |
| 5789135, 3.74%, 2/9/2024 | 8/12/2022 | 35235 | 33347 | 34027 |
| 5789339, 5.19%, 2/9/2024 | 8/12/2022 | 13967 | 12948 | 13270 |
| 5789418, 4.36%, 2/9/2024 | 8/12/2022 | 12929 | 12128 | 12400 |
| 5789459, 4.27%, 2/9/2024 | 8/12/2022 | 22215 | 20867 | 21317 |
| 5789600, 3.28%, 2/9/2024 | 8/12/2022 | 10585 | 10085 | 10276 |
| 5789739, 3.74%, 2/9/2024 | 8/12/2022 | 1041 | 985 | 999 |
| 5789764, 3.28%, 2/9/2024 | 8/12/2022 | 12126 | 11554 | 11774 |
| 5789887, 4.27%, 2/9/2024 | 8/12/2022 | 26560 | 24947 | 25300 |
| 5790018, 3.94%, 2/9/2024 | 8/12/2022 | 1045 | 986 | 993 |
| 5790042, 4.67%, 2/9/2024 | 8/12/2022 | 4055 | 3787 | 3799 |
| 5790071, 4.67%, 2/9/2024 | 8/12/2022 | 2388 | 2230 | 2224 |
| 5790099, 4.67%, 2/9/2024 | 8/12/2022 | 1587 | 1482 | 1518 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5790195, 4.08%, 2/10/2024 | 8/15/2022 | 6360 | 5990 | 6113 |
| 5790232, 4.51%, 2/10/2024 | 8/15/2022 | 33611 | 31459 | 28326 |
| 5790339, 4.51%, 2/10/2024 | 8/15/2022 | 15804 | 14792 | 15055 |
| 5790361, 5.00%, 2/10/2024 | 8/15/2022 | 5640 | 5242 | 5374 |
| 5790394, 4.51%, 2/10/2024 | 8/15/2022 | 10780 | 10090 | 9787 |
| 5790434, 3.91%, 2/10/2024 | 8/15/2022 | 1591 | 1503 | 1495 |
| 5790439, 4.67%, 2/10/2024 | 8/15/2022 | 7014 | 6551 | 6417 |
| 5790467, 3.28%, 2/10/2024 | 8/15/2022 | 3675 | 3501 | 3346 |
| 5790495, 5.02%, 2/10/2024 | 8/15/2022 | 2986 | 2775 | 2646 |
| 5790527, 3.74%, 2/10/2024 | 8/15/2022 | 37945 | 35912 | 36392 |
| 5791129, 5.19%, 2/10/2024 | 8/15/2022 | 6110 | 5664 | 5739 |
| 5791242, 4.52%, 2/10/2024 | 8/15/2022 | 3386 | 3169 | 3243 |
| 5791314, 3.90%, 2/10/2024 | 8/15/2022 | 1320 | 1246 | 1264 |
| 5791331, 4.51%, 2/10/2024 | 8/15/2022 | 9373 | 8773 | 8904 |
| 5791505, 4.88%, 2/10/2024 | 8/15/2022 | 3199 | 2978 | 2893 |
| 5791554, 4.36%, 2/10/2024 | 8/15/2022 | 10539 | 9887 | 10001 |
| 5791662, 4.36%, 2/10/2024 | 8/15/2022 | 1619 | 1518 | 1427 |
| 5791687, 3.93%, 2/10/2024 | 8/15/2022 | 5274 | 4978 | 4904 |
| 5791788, 4.36%, 2/10/2024 | 8/15/2022 | 5666 | 5315 | 5421 |
| 5791967, 4.83%, 2/10/2024 | 8/15/2022 | 2873 | 2677 | 2305 |
| 5792156, 4.51%, 2/10/2024 | 8/15/2022 | 1015 | 950 | 973 |
| 5792334, 4.51%, 2/10/2024 | 8/15/2022 | 7216 | 6754 | 6874 |
| 5792963, 4.08%, 2/10/2024 | 8/15/2022 | 4943 | 4655 | 4751 |
| 5793090, 3.74%, 2/10/2024 | 8/15/2022 | 5641 | 5339 | 5434 |
| 5793264, 4.88%, 2/10/2024 | 8/15/2022 | 14068 | 13099 | 12994 |
| 5793373, 4.51%, 2/10/2024 | 8/15/2022 | 3143 | 2942 | 2986 |
| 5793445, 4.48%, 2/10/2024 | 8/15/2022 | 25423 | 23806 | 22423 |
| 5793773, 3.27%, 2/10/2024 | 8/15/2022 | 1894 | 1805 | 1790 |
| 5793831, 3.28%, 2/10/2024 | 8/15/2022 | 683 | 651 | 571 |
| 5793840, 4.77%, 2/10/2024 | 8/15/2022 | 2198 | 2050 | 2100 |
| 5793883, 4.51%, 2/10/2024 | 8/15/2022 | 2126 | 1990 | 1834 |
| 5793913, 4.48%, 2/10/2024 | 8/15/2022 | 2036 | 1907 | 1896 |
| 5793946, 4.84%, 2/10/2024 | 8/15/2022 | 1441 | 1343 | 1316 |
| 5793956, 4.76%, 2/10/2024 | 8/15/2022 | 14850 | 13851 | 13952 |
| 5794105, 4.08%, 2/10/2024 | 8/15/2022 | 16208 | 15264 | 15543 |
| 5794246, 3.28%, 2/10/2024 | 8/15/2022 | 2617 | 2493 | 2540 |
| 5794275, 4.36%, 2/10/2024 | 8/15/2022 | 22130 | 20759 | 20999 |
| 5795041, 5.10%, 2/10/2024 | 8/15/2022 | 2172 | 2016 | 2032 |
| 5795066, 5.00%, 2/10/2024 | 8/15/2022 | 6269 | 5827 | 5811 |
| 5795136, 4.99%, 2/10/2024 | 8/15/2022 | 1550 | 1441 | 1442 |
| 5795146, 4.27%, 2/10/2024 | 8/15/2022 | 15068 | 14153 | 14180 |
| 5795257, 4.89%, 2/10/2024 | 8/15/2022 | 3194 | 2974 | 3047 |
| 5795291, 5.19%, 2/10/2024 | 8/15/2022 | 9631 | 8928 | 9083 |
| 5795365, 4.82%, 2/10/2024 | 8/15/2022 | 16391 | 15274 | 15386 |
| 5795533, 5.01%, 2/10/2024 | 8/15/2022 | 5702 | 5299 | 5053 |
| 5795632, 4.52%, 2/10/2024 | 8/15/2022 | 8974 | 8399 | 8482 |
| 5795755, 3.28%, 2/10/2024 | 8/15/2022 | 82930 | 79017 | 80515 |
| 5796409, 4.08%, 2/10/2024 | 8/15/2022 | 9699 | 9135 | 9302 |
| 5796466, 4.19%, 2/10/2024 | 8/15/2022 | 41088 | 38639 | 39073 |
| 5796591, 4.97%, 2/10/2024 | 8/15/2022 | 12645 | 11757 | 11903 |
| 5796705, 3.27%, 2/10/2024 | 8/15/2022 | 3999 | 3810 | 3882 |
| 5796730, 4.97%, 2/10/2024 | 8/15/2022 | 2799 | 2602 | 2451 |
| 5796750, 3.28%, 2/10/2024 | 8/15/2022 | 2473 | 2356 | 1769 |
| 5796767, 4.07%, 2/10/2024 | 8/15/2022 | 3497 | 3294 | 3227 |
| 5796782, 4.67%, 2/10/2024 | 8/15/2022 | 8550 | 7985 | 8113 |
| 5796814, 3.28%, 2/10/2024 | 8/15/2022 | 62634 | 59678 | 60807 |
| 5797058, 5.01%, 2/10/2024 | 8/15/2022 | 2106 | 1957 | 2005 |
| 5797071, 4.66%, 2/10/2024 | 8/15/2022 | 4172 | 3897 | 3907 |
| 5797096, 4.08%, 2/10/2024 | 8/15/2022 | 19069 | 17960 | 18198 |
| 5801841, 4.10%, 2/11/2024 | 8/16/2022 | 6336 | 5968 | 6088 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5801876, 4.53%, 2/11/2024 | 8/16/2022 | 98019 | 91745 | 90581 |
| 5802725, 3.29%, 2/11/2024 | 8/16/2022 | 2859 | 2724 | 2775 |
| 5802811, 3.29%, 2/11/2024 | 8/16/2022 | 20908 | 19921 | 20295 |
| 5803277, 3.76%, 2/11/2024 | 8/16/2022 | 4107 | 3887 | 3937 |
| 5803334, 4.84%, 2/11/2024 | 8/16/2022 | 11835 | 11029 | 11072 |
| 5803547, 4.28%, 2/11/2024 | 8/16/2022 | 38747 | 36395 | 36453 |
| 5803961, 4.38%, 2/11/2024 | 8/16/2022 | 14668 | 13760 | 13781 |
| 5804037, 3.76%, 2/11/2024 | 8/16/2022 | 17978 | 17015 | 17141 |
| 5804385, 4.86%, 2/11/2024 | 8/16/2022 | 1127 | 1050 | 1054 |
| 5804391, 5.22%, 2/11/2024 | 8/16/2022 | 900 | 834 | 796 |
| 5804404, 4.28%, 2/11/2024 | 8/16/2022 | 4006 | 3762 | 3797 |
| 5804468, 4.90%, 2/11/2024 | 8/16/2022 | 10472 | 9750 | 9661 |
| 5804530, 4.50%, 2/11/2024 | 8/16/2022 | 26153 | 24489 | 24767 |
| 5804798, 4.50%, 2/11/2024 | 8/16/2022 | 6823 | 6389 | 6482 |
| 5804836, 3.29%, 2/11/2024 | 8/16/2022 | 11557 | 11012 | 11220 |
| 5804908, 4.84%, 2/11/2024 | 8/16/2022 | 11114 | 10357 | 10141 |
| 5805028, 4.53%, 2/11/2024 | 8/16/2022 | 1140 | 1067 | 1012 |
| 5805054, 4.29%, 2/11/2024 | 8/16/2022 | 5435 | 5105 | 5174 |
| 5805069, 4.42%, 2/11/2024 | 8/16/2022 | 1752 | 1643 | 1579 |
| 5805079, 4.38%, 2/11/2024 | 8/16/2022 | 14672 | 13763 | 13785 |
| 5805133, 4.10%, 2/11/2024 | 8/16/2022 | 14104 | 13283 | 13018 |
| 5805179, 4.54%, 2/11/2024 | 8/16/2022 | 3239 | 3031 | 3025 |
| 5805197, 4.38%, 2/11/2024 | 8/16/2022 | 10507 | 9856 | 10002 |
| 5805249, 4.90%, 2/11/2024 | 8/16/2022 | 19724 | 18365 | 18390 |
| 5805405, 4.65%, 2/11/2024 | 8/16/2022 | 10192 | 9523 | 9614 |
| 5805495, 4.79%, 2/11/2024 | 8/16/2022 | 1310 | 1222 | 1250 |
| 5805506, 4.84%, 2/11/2024 | 8/16/2022 | 2689 | 2506 | 2515 |
| 5805555, 3.28%, 2/11/2024 | 8/16/2022 | 2490 | 2373 | 2417 |
| 5805571, 4.28%, 2/11/2024 | 8/16/2022 | 79012 | 74216 | 74908 |
| 5806118, 3.29%, 2/11/2024 | 8/16/2022 | 11393 | 10855 | 10745 |
| 5806187, 4.69%, 2/11/2024 | 8/16/2022 | 3034 | 2833 | 2775 |
| 5806214, 4.38%, 2/11/2024 | 8/16/2022 | 19352 | 18153 | 18506 |
| 5806315, 4.89%, 2/11/2024 | 8/16/2022 | 1583 | 1474 | 1485 |
| 5806318, 5.21%, 2/11/2024 | 8/16/2022 | 5459 | 5061 | 5074 |
| 5806365, 5.21%, 2/11/2024 | 8/16/2022 | 1325 | 1228 | 1025 |
| 5806376, 4.98%, 2/11/2024 | 8/16/2022 | 1429 | 1329 | 1309 |
| 5806383, 3.29%, 2/11/2024 | 8/16/2022 | 3343 | 3185 | 3159 |
| 5806409, 3.76%, 2/11/2024 | 8/16/2022 | 51564 | 48802 | 49638 |
| 5806718, 3.29%, 2/11/2024 | 8/16/2022 | 2934 | 2795 | 2842 |
| 5806734, 4.54%, 2/11/2024 | 8/16/2022 | 2371 | 2219 | 2271 |
| 5806764, 5.12%, 2/11/2024 | 8/16/2022 | 3914 | 3633 | 3725 |
| 5806794, 4.38%, 2/11/2024 | 8/16/2022 | 55190 | 51771 | 52911 |
| 5807014, 4.68%, 2/11/2024 | 8/16/2022 | 13656 | 12754 | 12951 |
| 5807072, 5.21%, 2/12/2024 | 8/17/2022 | 1235 | 1145 | 1117 |
| 5807080, 4.68%, 2/12/2024 | 8/17/2022 | 1277 | 1193 | 1221 |
| 5807086, 4.10%, 2/12/2024 | 8/17/2022 | 64375 | 60628 | 61847 |
| 5807310, 4.29%, 2/12/2024 | 8/17/2022 | 5639 | 5297 | 5408 |
| 5807374, 5.00%, 2/12/2024 | 8/17/2022 | 4508 | 4192 | 4242 |
| 5807395, 4.91%, 2/12/2024 | 8/17/2022 | 3327 | 3098 | 3101 |
| 5807451, 5.22%, 2/12/2024 | 8/17/2022 | 1224 | 1134 | 1083 |
| 5807460, 4.65%, 2/12/2024 | 8/17/2022 | 5148 | 4810 | 4449 |
| 5807493, 4.54%, 2/12/2024 | 8/17/2022 | 931 | 871 | 802 |
| 5807502, 4.50%, 2/12/2024 | 8/17/2022 | 5668 | 5307 | 5367 |
| 5807592, 5.21%, 2/12/2024 | 8/17/2022 | 14179 | 13144 | 12695 |
| 5807758, 4.10%, 2/12/2024 | 8/17/2022 | 14307 | 13474 | 13209 |
| 5807999, 3.29%, 2/12/2024 | 8/17/2022 | 5716 | 5447 | 5548 |
| 5808128, 4.53%, 2/12/2024 | 8/17/2022 | 6966 | 6520 | 6625 |
| 5808281, 4.68%, 2/12/2024 | 8/17/2022 | 11913 | 11126 | 11230 |
| 5809001, 3.33%, 2/12/2024 | 8/17/2022 | 798 | 759 | 576 |
| 5809129, 4.10%, 2/12/2024 | 8/17/2022 | 7142 | 6726 | 6862 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5809266, 3.75%, 2/12/2024 | 8/17/2022 | 3325 | 3147 | 3171 |
| 5809363, 5.21%, 2/12/2024 | 8/17/2022 | 4469 | 4143 | 4041 |
| 5809469, 4.78%, 2/12/2024 | 8/17/2022 | 6644 | 6197 | 6160 |
| 5809581, 4.66%, 2/12/2024 | 8/17/2022 | 26327 | 24598 | 24832 |
| 5810145, 3.30%, 2/12/2024 | 8/17/2022 | 4259 | 4058 | 4134 |
| 5810155, 3.89%, 2/12/2024 | 8/17/2022 | 624 | 590 | 465 |
| 5810173, 4.50%, 2/12/2024 | 8/17/2022 | 23074 | 21606 | 21638 |
| 5810356, 5.11%, 2/12/2024 | 8/17/2022 | 2116 | 1965 | 1924 |
| 5810403, 4.10%, 2/12/2024 | 8/17/2022 | 53348 | 50243 | 51255 |
| 5811157, 4.38%, 2/12/2024 | 8/17/2022 | 21944 | 20585 | 20464 |
| 5811222, 4.98%, 2/12/2024 | 8/17/2022 | 1350 | 1256 | 1210 |
| 5811238, 3.29%, 2/12/2024 | 8/17/2022 | 4797 | 4571 | 4656 |
| 5811286, 5.20%, 2/12/2024 | 8/17/2022 | 1314 | 1218 | 1128 |
| 5811299, 3.29%, 2/12/2024 | 8/17/2022 | 7415 | 7065 | 7134 |
| 5811344, 4.53%, 2/12/2024 | 8/17/2022 | 4911 | 4596 | 4662 |
| 5811367, 5.21%, 2/12/2024 | 8/17/2022 | 6698 | 6209 | 5241 |
| 5811408, 5.22%, 2/12/2024 | 8/17/2022 | 1430 | 1325 | 1265 |
| 5811431, 4.38%, 2/12/2024 | 8/17/2022 | 59379 | 55700 | 55776 |
| 5811967, 4.28%, 2/12/2024 | 8/17/2022 | 15074 | 14159 | 14395 |
| 5812097, 4.53%, 2/12/2024 | 8/17/2022 | 26558 | 24857 | 24871 |
| 5812244, 3.91%, 2/12/2024 | 8/17/2022 | 3068 | 2897 | 2805 |
| 5812252, 4.38%, 2/12/2024 | 8/17/2022 | 8355 | 7837 | 7924 |
| 5812320, 4.53%, 2/12/2024 | 8/17/2022 | 5677 | 5313 | 5316 |
| 5812365, 5.00%, 2/12/2024 | 8/17/2022 | 5589 | 5196 | 4332 |
| 5812382, 3.31%, 2/12/2024 | 8/17/2022 | 428 | 408 | 416 |
| 5812389, 4.28%, 2/12/2024 | 8/17/2022 | 90438 | 84949 | 80993 |
| 5812680, 3.76%, 2/12/2024 | 8/17/2022 | 42676 | 40390 | 41061 |
| 5812938, 4.53%, 2/12/2024 | 8/17/2022 | 15656 | 14654 | 14900 |
| 5813170, 5.12%, 2/12/2024 | 8/17/2022 | 6014 | 5582 | 5333 |
| 5813204, 4.53%, 2/12/2024 | 8/17/2022 | 6312 | 5908 | 5876 |
| 5813235, 3.75%, 2/12/2024 | 8/17/2022 | 4653 | 4404 | 4492 |
| 5813260, 4.38%, 2/12/2024 | 8/17/2022 | 11294 | 10594 | 10712 |
| 5813319, 4.51%, 2/13/2024 | 8/18/2022 | 4474 | 4189 | 4210 |
| 5813320, 4.52%, 2/13/2024 | 8/18/2022 | 2136 | 2000 | 1980 |
| 5813335, 4.20%, 2/13/2024 | 8/18/2022 | 54123 | 50897 | 46979 |
| 5813535, 4.88%, 2/13/2024 | 8/18/2022 | 3506 | 3265 | 3244 |
| 5813550, 3.60%, 2/13/2024 | 8/18/2022 | 1056 | 1002 | 959 |
| 5813557, 4.19%, 2/13/2024 | 8/18/2022 | 2569 | 2416 | 2182 |
| 5813581, 4.20%, 2/13/2024 | 8/18/2022 | 2785 | 2619 | 2598 |
| 5813594, 4.57%, 2/13/2024 | 8/18/2022 | 4603 | 4306 | 3874 |
| 5813610, 4.19%, 2/13/2024 | 8/18/2022 | 838 | 789 | 804 |
| 5813618, 4.88%, 2/13/2024 | 8/18/2022 | 3461 | 3223 | 3137 |
| 5813647, 3.77%, 2/13/2024 | 8/18/2022 | 7103 | 6721 | 6850 |
| 5813675, 3.43%, 2/13/2024 | 8/18/2022 | 11721 | 11145 | 11219 |
| 5813697, 5.03%, 2/13/2024 | 8/18/2022 | 2484 | 2309 | 2299 |
| 5813727, 4.20%, 2/13/2024 | 8/18/2022 | 5181 | 4872 | 4864 |
| 5813745, 2.97%, 2/13/2024 | 8/18/2022 | 6829 | 6537 | 6654 |
| 5813790, 4.79%, 2/13/2024 | 8/18/2022 | 757 | 706 | 722 |
| 5813795, 2.97%, 2/13/2024 | 8/18/2022 | 8293 | 7939 | 8080 |
| 5813822, 4.22%, 2/13/2024 | 8/18/2022 | 1555 | 1462 | 1481 |
| 5813833, 4.20%, 2/13/2024 | 8/18/2022 | 1910 | 1796 | 1811 |
| 5813851, 4.46%, 2/13/2024 | 8/18/2022 | 1790 | 1677 | 1664 |
| 5813864, 4.05%, 2/13/2024 | 8/18/2022 | 6245 | 5885 | 5845 |
| 5813897, 4.20%, 2/13/2024 | 8/18/2022 | 2785 | 2619 | 2675 |
| 5813926, 3.58%, 2/13/2024 | 8/18/2022 | 743 | 705 | 675 |
| 5813931, 3.76%, 2/13/2024 | 8/18/2022 | 2948 | 2790 | 2844 |
| 5813943, 4.36%, 2/13/2024 | 8/18/2022 | 788 | 740 | 755 |
| 5813948, 4.88%, 2/13/2024 | 8/18/2022 | 5802 | 5404 | 5364 |
| 5813983, 3.62%, 2/13/2024 | 8/18/2022 | 2606 | 2471 | 2427 |
| 5814001, 4.44%, 2/13/2024 | 8/18/2022 | 3636 | 3408 | 3381 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5814010, 3.43%, 2/13/2024 | 8/18/2022 | 36819 | 35011 | 35422 |
| 5814208, 4.37%, 2/14/2024 | 8/18/2022 | 5914 | 5547 | 5554 |
| 5814210, 4.81%, 2/14/2024 | 8/18/2022 | 772 | 720 | 704 |
| 5814215, 3.95%, 2/14/2024 | 8/18/2022 | 35771 | 33758 | 34264 |
| 5814399, 4.19%, 2/14/2024 | 8/18/2022 | 16370 | 15395 | 13788 |
| 5814484, 4.04%, 2/14/2024 | 8/18/2022 | 20639 | 19452 | 19857 |
| 5814603, 4.36%, 2/14/2024 | 8/18/2022 | 1574 | 1477 | 1444 |
| 5814606, 4.19%, 2/14/2024 | 8/18/2022 | 22755 | 21398 | 21584 |
| 5814716, 2.95%, 2/14/2024 | 8/18/2022 | 700 | 670 | 672 |
| 5814723, 3.76%, 2/14/2024 | 8/18/2022 | 4022 | 3806 | 3870 |
| 5814739, 4.78%, 2/14/2024 | 8/18/2022 | 3572 | 3331 | 2908 |
| 5814753, 3.94%, 2/14/2024 | 8/18/2022 | 4895 | 4620 | 4712 |
| 5814785, 2.95%, 2/14/2024 | 8/18/2022 | 953 | 913 | 904 |
| 5814793, 4.19%, 2/14/2024 | 8/18/2022 | 2891 | 2719 | 2715 |
| 5814810, 4.64%, 2/14/2024 | 8/18/2022 | 1228 | 1147 | 1106 |
| 5814817, 3.75%, 2/15/2024 | 8/18/2022 | 6397 | 6054 | 5939 |
| 5815015, 4.86%, 2/15/2024 | 8/18/2022 | 14253 | 13275 | 12823 |
| 5815219, 4.44%, 2/15/2024 | 8/18/2022 | 1503 | 1408 | 1396 |
| 5815254, 4.86%, 2/15/2024 | 8/18/2022 | 11136 | 10371 | 10286 |
| 5815397, 3.59%, 2/15/2024 | 8/18/2022 | 2221 | 2107 | 2087 |
| 5815452, 4.56%, 2/15/2024 | 8/18/2022 | 4544 | 4251 | 4301 |
| 5815525, 4.19%, 2/15/2024 | 8/18/2022 | 4919 | 4625 | 4279 |
| 5815568, 4.03%, 2/15/2024 | 8/18/2022 | 11208 | 10563 | 10744 |
| 5815741, 4.35%, 2/15/2024 | 8/18/2022 | 2134 | 2003 | 2031 |
| 5815763, 4.19%, 2/15/2024 | 8/18/2022 | 1490 | 1401 | 1388 |
| 5815782, 4.87%, 2/15/2024 | 8/18/2022 | 1480 | 1378 | 1413 |
| 5815804, 4.77%, 2/15/2024 | 8/18/2022 | 1862 | 1736 | 1739 |
| 5815829, 4.19%, 2/15/2024 | 8/18/2022 | 1416 | 1332 | 1320 |
| 5816437, 2.95%, 2/15/2024 | 8/18/2022 | 84654 | 81040 | 82476 |
| 5816765, 3.75%, 2/15/2024 | 8/18/2022 | 4267 | 4038 | 4118 |
| 5817000, 4.43%, 2/15/2024 | 8/18/2022 | 33553 | 31443 | 31362 |
| 5817185, 2.96%, 2/15/2024 | 8/18/2022 | 5274 | 5049 | 5139 |
| 5817225, 4.54%, 2/15/2024 | 8/18/2022 | 932 | 872 | 892 |
| 5817230, 3.60%, 2/15/2024 | 8/18/2022 | 5188 | 4920 | 4626 |
| 5817284, 3.62%, 2/15/2024 | 8/18/2022 | 642 | 609 | 618 |
| 5817290, 4.34%, 2/15/2024 | 8/18/2022 | 8716 | 8178 | 8247 |
| 5817351, 4.64%, 2/15/2024 | 8/18/2022 | 3069 | 2867 | 2906 |
| 5817368, 4.77%, 2/15/2024 | 8/18/2022 | 4495 | 4191 | 4007 |
| 5817391, 2.96%, 2/15/2024 | 8/18/2022 | 6147 | 5884 | 5989 |
| 5817452, 3.42%, 2/15/2024 | 8/18/2022 | 4725 | 4493 | 4578 |
| 5817478, 2.96%, 2/15/2024 | 8/18/2022 | 5050 | 4834 | 4721 |
| 5817512, 2.96%, 2/15/2024 | 8/18/2022 | 2805 | 2685 | 2733 |
| 5817534, 4.03%, 2/15/2024 | 8/18/2022 | 39577 | 37300 | 37313 |
| 5817761, 4.18%, 2/15/2024 | 8/18/2022 | 1505 | 1416 | 1433 |
| 5817774, 3.76%, 2/15/2024 | 8/18/2022 | 7995 | 7565 | 7711 |
| 5817778, 4.50%, 2/15/2024 | 8/18/2022 | 2064 | 1932 | 1958 |
| 5817817, 2.95%, 2/15/2024 | 8/18/2022 | 2316 | 2218 | 2257 |
| 5817832, 4.18%, 2/15/2024 | 8/18/2022 | 3057 | 2876 | 2899 |
| 5817858, 4.49%, 2/15/2024 | 8/18/2022 | 4168 | 3903 | 3392 |
| 5817881, 2.96%, 2/15/2024 | 8/18/2022 | 1347 | 1289 | 1293 |
| 5817887, 4.16%, 2/15/2024 | 8/18/2022 | 14848 | 13969 | 14207 |
| 5818016, 4.19%, 2/15/2024 | 8/18/2022 | 4522 | 4253 | 4332 |
| 5818075, 3.42%, 2/15/2024 | 8/18/2022 | 1886 | 1793 | 1827 |
| 5818085, 4.19%, 2/15/2024 | 8/18/2022 | 3260 | 3066 | 3113 |
| 5818101, 4.56%, 2/15/2024 | 8/18/2022 | 2579 | 2412 | 2382 |
| 5818130, 3.57%, 2/15/2024 | 8/18/2022 | 1702 | 1615 | 1612 |
| 5818169, 4.86%, 2/15/2024 | 8/18/2022 | 10016 | 9329 | 9553 |
| 5818392, 3.76%, 2/15/2024 | 8/18/2022 | 6836 | 6468 | 6591 |
| 5818448, 3.59%, 2/15/2024 | 8/18/2022 | 2910 | 2760 | 2157 |
| 5818462, 2.95%, 2/15/2024 | 8/18/2022 | 19314 | 18489 | 18818 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5818581, 3.25%, 2/15/2024 | 8/18/2022 | 341 | 325 | 327 |
| 5818592, 4.48%, 2/15/2024 | 8/18/2022 | 1378 | 1291 | 1261 |
| 5818597, 4.19%, 2/15/2024 | 8/18/2022 | 12206 | 11478 | 11725 |
| 5818725, 4.49%, 2/16/2024 | 8/19/2022 | 19045 | 17831 | 15531 |
| 5818790, 4.76%, 2/16/2024 | 8/19/2022 | 4517 | 4212 | 4170 |
| 5818818, 4.19%, 2/16/2024 | 8/19/2022 | 8690 | 8172 | 8314 |
| 5818860, 2.95%, 2/16/2024 | 8/19/2022 | 7052 | 6751 | 6871 |
| 5818887, 4.66%, 2/16/2024 | 8/19/2022 | 1169 | 1092 | 1118 |
| 5818893, 2.95%, 2/16/2024 | 8/19/2022 | 7496 | 7176 | 7303 |
| 5818924, 4.03%, 2/16/2024 | 8/19/2022 | 87643 | 82601 | 84007 |
| 5819294, 4.18%, 2/16/2024 | 8/19/2022 | 2668 | 2510 | 2530 |
| 5819316, 4.19%, 2/16/2024 | 8/19/2022 | 7763 | 7300 | 6623 |
| 5819368, 4.43%, 2/16/2024 | 8/19/2022 | 9795 | 9179 | 9353 |
| 5819497, 4.03%, 2/16/2024 | 8/19/2022 | 3617 | 3409 | 3444 |
| 5819530, 4.47%, 2/16/2024 | 8/19/2022 | 1072 | 1004 | 958 |
| 5819540, 2.93%, 2/16/2024 | 8/19/2022 | 456 | 437 | 432 |
| 5819542, 3.59%, 2/16/2024 | 8/19/2022 | 1327 | 1259 | 1206 |
| 5819547, 4.43%, 2/16/2024 | 8/19/2022 | 8350 | 7825 | 7984 |
| 5819613, 4.19%, 2/16/2024 | 8/19/2022 | 11615 | 10922 | 9819 |
| 5819658, 4.85%, 2/16/2024 | 8/19/2022 | 958 | 892 | 896 |
| 5819664, 4.03%, 2/16/2024 | 8/19/2022 | 12144 | 11446 | 11653 |
| 5819725, 2.95%, 2/16/2024 | 8/19/2022 | 4799 | 4595 | 4489 |
| 5819762, 4.67%, 2/16/2024 | 8/19/2022 | 1276 | 1191 | 1209 |
| 5819766, 4.87%, 2/16/2024 | 8/19/2022 | 2216 | 2064 | 2074 |
| 5819782, 4.04%, 2/16/2024 | 8/19/2022 | 6923 | 6524 | 6660 |
| 5819960, 4.86%, 2/16/2024 | 8/19/2022 | 9274 | 8637 | 8275 |
| 5820028, 4.16%, 2/16/2024 | 8/19/2022 | 2360 | 2220 | 2221 |
| 5820034, 4.15%, 2/16/2024 | 8/19/2022 | 5614 | 5282 | 5371 |
| 5820055, 2.96%, 2/16/2024 | 8/19/2022 | 4152 | 3974 | 3894 |
| 5820081, 3.42%, 2/16/2024 | 8/19/2022 | 12237 | 11636 | 11723 |
| 5820125, 4.34%, 2/16/2024 | 8/19/2022 | 73501 | 68968 | 67379 |
| 5820498, 4.77%, 2/16/2024 | 8/19/2022 | 61678 | 57519 | 57831 |
| 5820781, 3.57%, 2/16/2024 | 8/19/2022 | 488 | 463 | 472 |
| 5820795, 3.76%, 2/16/2024 | 8/19/2022 | 6212 | 5878 | 5976 |
| 5820849, 4.49%, 2/16/2024 | 8/19/2022 | 6585 | 6165 | 6310 |
| 5820905, 3.42%, 2/16/2024 | 8/19/2022 | 6682 | 6353 | 6401 |
| 5820926, 2.95%, 2/16/2024 | 8/19/2022 | 3766 | 3605 | 3217 |
| 5820935, 2.95%, 2/16/2024 | 8/19/2022 | 3395 | 3250 | 3308 |
| 5820944, 4.03%, 2/16/2024 | 8/19/2022 | 2810 | 2648 | 2682 |
| 5820959, 4.49%, 2/16/2024 | 8/19/2022 | 3517 | 3293 | 3309 |
| 5820979, 4.76%, 2/16/2024 | 8/19/2022 | 2433 | 2269 | 2247 |
| 5820991, 4.03%, 2/16/2024 | 8/19/2022 | 52041 | 49047 | 50060 |
| 5821214, 2.95%, 2/16/2024 | 8/19/2022 | 1823 | 1745 | 1776 |
| 5821255, 3.75%, 2/16/2024 | 8/19/2022 | 2743 | 2596 | 2639 |
| 5821298, 2.96%, 2/16/2024 | 8/19/2022 | 25546 | 24455 | 23891 |
| 5821441, 2.95%, 2/16/2024 | 8/19/2022 | 2171 | 2079 | 1855 |
| 5821452, 4.34%, 2/16/2024 | 8/19/2022 | 1396 | 1310 | 1280 |
| 5821455, 4.19%, 2/16/2024 | 8/19/2022 | 2014 | 1894 | 1877 |
| 5821467, 4.65%, 2/16/2024 | 8/19/2022 | 6204 | 5796 | 5706 |
| 5821507, 4.04%, 2/16/2024 | 8/19/2022 | 9174 | 8646 | 8756 |
| 5821560, 4.50%, 2/16/2024 | 8/19/2022 | 2424 | 2270 | 2322 |
| 5821572, 4.86%, 2/16/2024 | 8/19/2022 | 1317 | 1227 | 1175 |
| 5821576, 4.03%, 2/16/2024 | 8/19/2022 | 2253 | 2123 | 2151 |
| 5821587, 3.61%, 2/16/2024 | 8/19/2022 | 1206 | 1144 | 1095 |
| 5821590, 4.86%, 2/16/2024 | 8/19/2022 | 5857 | 5455 | 5543 |
| 5821657, 4.04%, 2/16/2024 | 8/19/2022 | 2342 | 2207 | 2253 |
| 5821670, 2.96%, 2/16/2024 | 8/19/2022 | 3295 | 3154 | 3186 |
| 5821687, 2.95%, 2/16/2024 | 8/19/2022 | 2461 | 2356 | 2380 |
| 5821703, 4.03%, 2/16/2024 | 8/19/2022 | 27595 | 26008 | 26546 |
| 5821820, 3.42%, 2/16/2024 | 8/19/2022 | 12695 | 12072 | 12209 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5821886, 4.03%, 2/16/2024 | 8/19/2022 | 65029 | 61288 | 62068 |
| 5822076, 2.96%, 2/16/2024 | 8/19/2022 | 7185 | 6878 | 6985 |
| 5822101, 2.96%, 2/16/2024 | 8/19/2022 | 7773 | 7441 | 7269 |
| 5822146, 3.57%, 2/17/2024 | 8/22/2022 | 2675 | 2538 | 2534 |
| 5822166, 4.18%, 2/17/2024 | 8/22/2022 | 16159 | 15196 | 15174 |
| 5822212, 3.42%, 2/17/2024 | 8/22/2022 | 1835 | 1744 | 1777 |
| 5822221, 3.57%, 2/17/2024 | 8/22/2022 | 3424 | 3249 | 2623 |
| 5822233, 4.18%, 2/17/2024 | 8/22/2022 | 2673 | 2514 | 2397 |
| 5822242, 3.57%, 2/17/2024 | 8/22/2022 | 5723 | 5430 | 5282 |
| 5822252, 4.49%, 2/17/2024 | 8/22/2022 | 7734 | 7241 | 7071 |
| 5822273, 4.19%, 2/17/2024 | 8/22/2022 | 13342 | 12547 | 12740 |
| 5822323, 3.94%, 2/17/2024 | 8/22/2022 | 18127 | 17107 | 17266 |
| 5822396, 4.16%, 2/17/2024 | 8/22/2022 | 7678 | 7224 | 7357 |
| 5822413, 4.86%, 2/17/2024 | 8/22/2022 | 3731 | 3475 | 3490 |
| 5822433, 4.19%, 2/17/2024 | 8/22/2022 | 4421 | 4157 | 4144 |
| 5822450, 4.65%, 2/17/2024 | 8/22/2022 | 8879 | 8295 | 8393 |
| 5822473, 2.96%, 2/17/2024 | 8/22/2022 | 4919 | 4709 | 4792 |
| 5822490, 4.43%, 2/17/2024 | 8/22/2022 | 13405 | 12561 | 12834 |
| 5822575, 4.19%, 2/17/2024 | 8/22/2022 | 2168 | 2039 | 1836 |
| 5822600, 4.65%, 2/17/2024 | 8/22/2022 | 1433 | 1338 | 1328 |
| 5822609, 2.96%, 2/17/2024 | 8/22/2022 | 5197 | 4975 | 5063 |
| 5822652, 4.89%, 2/17/2024 | 8/22/2022 | 990 | 921 | 891 |
| 5822663, 4.18%, 2/17/2024 | 8/22/2022 | 8215 | 7726 | 7812 |
| 5822706, 3.57%, 2/17/2024 | 8/22/2022 | 1141 | 1082 | 874 |
| 5822719, 4.03%, 2/17/2024 | 8/22/2022 | 4878 | 4598 | 4656 |
| 5822761, 3.56%, 2/17/2024 | 8/22/2022 | 1440 | 1367 | 1342 |
| 5822782, 3.56%, 2/17/2024 | 8/22/2022 | 867 | 822 | 808 |
| 5822794, 4.03%, 2/17/2024 | 8/22/2022 | 11173 | 10530 | 10746 |
| 5822909, 4.24%, 2/17/2024 | 8/22/2022 | 1951 | 1833 | 1823 |
| 5822922, 3.76%, 2/17/2024 | 8/22/2022 | 18294 | 17310 | 17641 |
| 5823024, 2.96%, 2/17/2024 | 8/22/2022 | 7390 | 7075 | 7185 |
| 5823083, 3.57%, 2/17/2024 | 8/22/2022 | 2318 | 2199 | 2234 |
| 5823106, 4.34%, 2/17/2024 | 8/22/2022 | 12933 | 12135 | 12128 |
| 5823177, 4.57%, 2/17/2024 | 8/22/2022 | 1499 | 1402 | 1401 |
| 5823183, 4.18%, 2/17/2024 | 8/22/2022 | 2696 | 2535 | 2591 |
| 5823210, 3.75%, 2/17/2024 | 8/22/2022 | 9260 | 8762 | 8930 |
| 5823243, 4.86%, 2/17/2024 | 8/22/2022 | 4546 | 4235 | 4292 |
| 5823270, 3.94%, 2/17/2024 | 8/22/2022 | 9952 | 9392 | 9508 |
| 5823308, 3.42%, 2/17/2024 | 8/22/2022 | 1998 | 1900 | 1899 |
| 5823319, 3.76%, 2/17/2024 | 8/22/2022 | 6087 | 5760 | 5856 |
| 5823342, 3.42%, 2/17/2024 | 8/22/2022 | 52662 | 50076 | 50632 |
| 5823627, 4.19%, 2/17/2024 | 8/22/2022 | 8790 | 8266 | 7641 |
| 5823664, 4.03%, 2/17/2024 | 8/22/2022 | 71016 | 66931 | 67771 |
| 5823918, 4.77%, 2/17/2024 | 8/22/2022 | 24410 | 22763 | 22790 |
| 5824009, 2.95%, 2/17/2024 | 8/22/2022 | 1603 | 1535 | 1562 |
| 5824015, 4.87%, 2/17/2024 | 8/22/2022 | 4754 | 4427 | 4358 |
| 5824028, 2.95%, 2/17/2024 | 8/22/2022 | 4267 | 4085 | 4157 |
| 5824055, 4.77%, 2/17/2024 | 8/22/2022 | 9957 | 9286 | 9066 |
| 5824084, 4.24%, 2/17/2024 | 8/22/2022 | 1444 | 1357 | 1302 |
| 5824092, 4.19%, 2/17/2024 | 8/22/2022 | 3675 | 3455 | 3509 |
| 5824099, 4.19%, 2/17/2024 | 8/22/2022 | 23974 | 22544 | 20304 |
| 5824182, 4.63%, 2/17/2024 | 8/22/2022 | 847 | 792 | 810 |
| 5824197, 3.76%, 2/17/2024 | 8/22/2022 | 28448 | 26918 | 27369 |
| 5824259, 2.95%, 2/17/2024 | 8/22/2022 | 34651 | 33171 | 33756 |
| 5824414, 3.94%, 2/17/2024 | 8/22/2022 | 13476 | 12718 | 12901 |
| 5824457, 4.31%, 2/17/2024 | 8/22/2022 | 13454 | 12630 | 12854 |
| 5824584, 4.20%, 2/17/2024 | 8/22/2022 | 2720 | 2558 | 2371 |
| 5824603, 4.19%, 2/17/2024 | 8/22/2022 | 24889 | 23405 | 23904 |
| 5824732, 4.19%, 2/17/2024 | 8/22/2022 | 20594 | 19367 | 19157 |
| 5824804, 4.49%, 2/17/2024 | 8/22/2022 | 1127 | 1055 | 1030 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5824807, 4.19%, 2/17/2024 | 8/22/2022 | 6426 | 6042 | 6022 |
| 5824856, 4.18%, 2/17/2024 | 8/22/2022 | 1954 | 1837 | 1847 |
| 5824862, 4.65%, 2/17/2024 | 8/22/2022 | 10540 | 9847 | 9501 |
| 5824916, 4.24%, 2/17/2024 | 8/22/2022 | 4539 | 4265 | 3893 |
| 5824934, 4.48%, 2/17/2024 | 8/22/2022 | 1592 | 1491 | 1497 |
| 5824951, 4.20%, 2/17/2024 | 8/22/2022 | 1190 | 1119 | 1143 |
| 5824954, 4.85%, 2/17/2024 | 8/22/2022 | 1507 | 1403 | 1437 |
| 5824963, 4.19%, 2/17/2024 | 8/22/2022 | 18477 | 17376 | 17482 |
| 5825037, 4.18%, 2/17/2024 | 8/22/2022 | 4479 | 4212 | 4234 |
| 5825072, 4.78%, 2/17/2024 | 8/22/2022 | 2708 | 2525 | 2500 |
| 5825097, 3.42%, 2/17/2024 | 8/22/2022 | 40229 | 38253 | 38547 |
| 5825336, 4.86%, 2/17/2024 | 8/22/2022 | 3891 | 3624 | 3691 |
| 5827273, 3.77%, 2/18/2024 | 8/23/2022 | 2209 | 2090 | 2129 |
| 5827280, 4.20%, 2/18/2024 | 8/23/2022 | 43471 | 40880 | 41239 |
| 5827441, 3.77%, 2/18/2024 | 8/23/2022 | 13209 | 12499 | 12729 |
| 5827548, 4.17%, 2/18/2024 | 8/23/2022 | 6187 | 5821 | 5873 |
| 5827577, 4.27%, 2/18/2024 | 8/23/2022 | 2122 | 1994 | 2030 |
| 5827608, 2.97%, 2/18/2024 | 8/23/2022 | 4089 | 3915 | 3927 |
| 5827644, 4.33%, 2/18/2024 | 8/23/2022 | 1055 | 991 | 967 |
| 5827660, 3.43%, 2/18/2024 | 8/23/2022 | 6825 | 6490 | 6578 |
| 5827717, 3.68%, 2/18/2024 | 8/23/2022 | 199 | 188 | 187 |
| 5827718, 4.69%, 2/18/2024 | 8/23/2022 | 16452 | 15363 | 15245 |
| 5827803, 3.61%, 2/18/2024 | 8/23/2022 | 1797 | 1705 | 1691 |
| 5827834, 4.21%, 2/18/2024 | 8/23/2022 | 1299 | 1221 | 1209 |
| 5827846, 4.05%, 2/18/2024 | 8/23/2022 | 24767 | 23342 | 23563 |
| 5827997, 4.51%, 2/18/2024 | 8/23/2022 | 3614 | 3384 | 3461 |
| 5828020, 3.95%, 2/18/2024 | 8/23/2022 | 7841 | 7399 | 7543 |
| 5828099, 4.45%, 2/18/2024 | 8/23/2022 | 20559 | 19266 | 19209 |
| 5828217, 4.35%, 2/18/2024 | 8/23/2022 | 2398 | 2250 | 2294 |
| 5828231, 4.56%, 2/18/2024 | 8/23/2022 | 3613 | 3380 | 3068 |
| 5828245, 3.43%, 2/18/2024 | 8/23/2022 | 3504 | 3332 | 3377 |
| 5828262, 4.20%, 2/18/2024 | 8/23/2022 | 24089 | 22653 | 22854 |
| 5828496, 4.20%, 2/18/2024 | 8/23/2022 | 11230 | 10561 | 10534 |
| 5828599, 4.20%, 2/18/2024 | 8/23/2022 | 2641 | 2483 | 2526 |
| 5828609, 3.95%, 2/18/2024 | 8/23/2022 | 10806 | 10198 | 10322 |
| 5828679, 4.05%, 2/18/2024 | 8/23/2022 | 20360 | 19189 | 19580 |
| 5828795, 2.97%, 2/18/2024 | 8/23/2022 | 3942 | 3774 | 3832 |
| 5828812, 4.05%, 2/18/2024 | 8/23/2022 | 8996 | 8478 | 8630 |
| 5828838, 4.32%, 2/18/2024 | 8/23/2022 | 20583 | 19322 | 19128 |
| 5828889, 4.20%, 2/18/2024 | 8/23/2022 | 56630 | 53255 | 54158 |
| 5829203, 4.70%, 2/18/2024 | 8/23/2022 | 12620 | 11784 | 11864 |
| 5829270, 4.57%, 2/18/2024 | 8/23/2022 | 69199 | 64732 | 58763 |
| 5829691, 4.87%, 2/18/2024 | 8/23/2022 | 1565 | 1458 | 1463 |
| 5829747, 4.20%, 2/18/2024 | 8/23/2022 | 4512 | 4243 | 4332 |
| 5829843, 4.69%, 2/18/2024 | 8/23/2022 | 8056 | 7523 | 7465 |
| 5829925, 2.97%, 2/18/2024 | 8/23/2022 | 1143 | 1094 | 1081 |
| 5829940, 4.26%, 2/18/2024 | 8/23/2022 | 5905 | 5548 | 5624 |
| 5829975, 4.85%, 2/18/2024 | 8/23/2022 | 897 | 836 | 840 |
| 5829983, 3.77%, 2/18/2024 | 8/23/2022 | 12663 | 11982 | 12209 |
| 5830017, 4.33%, 2/18/2024 | 8/23/2022 | 4257 | 3996 | 4065 |
| 5830026, 3.97%, 2/18/2024 | 8/23/2022 | 2741 | 2586 | 2637 |
| 5830034, 4.57%, 2/18/2024 | 8/23/2022 | 7297 | 6825 | 6197 |
| 5830048, 4.17%, 2/18/2024 | 8/23/2022 | 11926 | 11220 | 11358 |
| 5830069, 4.17%, 2/18/2024 | 8/23/2022 | 88204 | 82983 | 84001 |
| 5830295, 4.33%, 2/18/2024 | 8/23/2022 | 13192 | 12384 | 12259 |
| 5830341, 4.17%, 2/18/2024 | 8/23/2022 | 7045 | 6628 | 6629 |
| 5830365, 4.05%, 2/18/2024 | 8/23/2022 | 67205 | 63340 | 62890 |
| 5830526, 4.21%, 2/18/2024 | 8/23/2022 | 5108 | 4803 | 4753 |
| 5830548, 4.05%, 2/18/2024 | 8/23/2022 | 57807 | 54482 | 55147 |
| 5830917, 4.17%, 2/18/2024 | 8/23/2022 | 2306 | 2169 | 2213 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5831001, 4.32%, 2/19/2024 | 8/24/2022 | 22311 | 20945 | 20733 |
| 5831280, 3.77%, 2/19/2024 | 8/24/2022 | 15166 | 14351 | 14614 |
| 5831482, 4.21%, 2/19/2024 | 8/24/2022 | 1774 | 1668 | 1702 |
| 5831522, 4.45%, 2/19/2024 | 8/24/2022 | 8553 | 8015 | 7327 |
| 5831584, 4.51%, 2/19/2024 | 8/24/2022 | 5753 | 5386 | 5504 |
| 5831637, 4.20%, 2/19/2024 | 8/24/2022 | 13157 | 12373 | 12224 |
| 5831788, 2.97%, 2/19/2024 | 8/24/2022 | 2263 | 2167 | 2200 |
| 5831835, 4.68%, 2/19/2024 | 8/24/2022 | 1875 | 1752 | 1737 |
| 5831859, 4.20%, 2/19/2024 | 8/24/2022 | 12728 | 11969 | 11926 |
| 5831960, 4.20%, 2/19/2024 | 8/24/2022 | 33199 | 31220 | 31135 |
| 5832181, 4.51%, 2/19/2024 | 8/24/2022 | 4259 | 3987 | 3495 |
| 5832196, 4.20%, 2/19/2024 | 8/24/2022 | 4023 | 3783 | 3743 |
| 5832206, 3.43%, 2/19/2024 | 8/24/2022 | 1372 | 1304 | 1329 |
| 5832212, 4.26%, 2/19/2024 | 8/24/2022 | 2447 | 2299 | 1894 |
| 5832213, 2.97%, 2/19/2024 | 8/24/2022 | 5012 | 4797 | 4871 |
| 5832233, 4.79%, 2/19/2024 | 8/24/2022 | 2548 | 2376 | 2377 |
| 5832254, 4.45%, 2/19/2024 | 8/24/2022 | 13673 | 12813 | 12898 |
| 5832310, 3.61%, 2/19/2024 | 8/24/2022 | 1938 | 1838 | 1734 |
| 5832335, 4.05%, 2/19/2024 | 8/24/2022 | 23824 | 22454 | 22858 |
| 5832432, 4.50%, 2/19/2024 | 8/24/2022 | 2563 | 2400 | 2373 |
| 5832442, 2.97%, 2/19/2024 | 8/24/2022 | 2881 | 2758 | 2807 |
| 5832444, 2.96%, 2/19/2024 | 8/24/2022 | 3640 | 3485 | 3546 |
| 5832459, 2.97%, 2/19/2024 | 8/24/2022 | 5679 | 5436 | 5532 |
| 5832467, 3.43%, 2/19/2024 | 8/24/2022 | 7375 | 7013 | 7007 |
| 5832492, 3.58%, 2/19/2024 | 8/24/2022 | 3417 | 3242 | 3217 |
| 5832503, 2.95%, 2/19/2024 | 8/24/2022 | 1723 | 1649 | 1575 |
| 5832505, 2.98%, 2/19/2024 | 8/24/2022 | 2800 | 2680 | 2727 |
| 5832527, 4.05%, 2/19/2024 | 8/24/2022 | 37515 | 35357 | 35104 |
| 5832715, 4.20%, 2/19/2024 | 8/24/2022 | 4011 | 3772 | 3809 |
| 5832729, 4.88%, 2/19/2024 | 8/24/2022 | 6765 | 6300 | 6117 |
| 5832784, 4.51%, 2/19/2024 | 8/24/2022 | 66014 | 61806 | 62471 |
| 5833178, 4.57%, 2/19/2024 | 8/24/2022 | 1916 | 1793 | 1801 |
| 5833188, 4.21%, 2/19/2024 | 8/24/2022 | 5987 | 5630 | 5635 |
| 5833209, 4.51%, 2/19/2024 | 8/24/2022 | 3260 | 3052 | 3052 |
| 5833229, 4.88%, 2/19/2024 | 8/24/2022 | 2424 | 2257 | 1880 |
| 5833235, 4.17%, 2/19/2024 | 8/24/2022 | 6685 | 6289 | 6415 |
| 5833259, 4.87%, 2/19/2024 | 8/24/2022 | 4151 | 3866 | 3745 |
| 5833275, 4.05%, 2/19/2024 | 8/24/2022 | 10881 | 10254 | 10379 |
| 5833301, 4.51%, 2/19/2024 | 8/24/2022 | 6142 | 5750 | 5811 |
| 5833323, 3.43%, 2/19/2024 | 8/24/2022 | 10828 | 10296 | 10408 |
| 5833374, 3.77%, 2/19/2024 | 8/24/2022 | 39330 | 37216 | 37716 |
| 5833482, 4.53%, 2/19/2024 | 8/24/2022 | 969 | 907 | 884 |
| 5833485, 4.87%, 2/19/2024 | 8/24/2022 | 724 | 674 | 680 |
| 5833486, 3.43%, 2/19/2024 | 8/24/2022 | 88475 | 84130 | 85044 |
| 5833670, 4.78%, 2/19/2024 | 8/24/2022 | 3497 | 3261 | 3262 |
| 5833685, 2.97%, 2/19/2024 | 8/24/2022 | 3982 | 3812 | 3855 |
| 5833686, 4.17%, 2/19/2024 | 8/24/2022 | 29852 | 28085 | 28426 |
| 5833757, 4.57%, 2/19/2024 | 8/24/2022 | 7095 | 6637 | 6626 |
| 5833770, 4.50%, 2/19/2024 | 8/24/2022 | 2837 | 2656 | 2656 |
| 5833771, 4.20%, 2/19/2024 | 8/24/2022 | 8614 | 8101 | 8275 |
| 5833789, 4.20%, 2/19/2024 | 8/24/2022 | 44382 | 41737 | 42365 |
| 5833930, 4.17%, 2/19/2024 | 8/24/2022 | 5877 | 5529 | 5530 |
| 5833939, 3.62%, 2/19/2024 | 8/24/2022 | 1012 | 960 | 779 |
| 5833941, 4.57%, 2/19/2024 | 8/24/2022 | 29473 | 27570 | 27697 |
| 5833979, 4.20%, 2/19/2024 | 8/24/2022 | 17408 | 16370 | 16331 |
| 5834016, 4.67%, 2/19/2024 | 8/24/2022 | 1686 | 1575 | 1610 |
| 5834027, 3.43%, 2/19/2024 | 8/24/2022 | 4947 | 4704 | 4741 |
| 5834040, 4.67%, 2/19/2024 | 8/24/2022 | 995 | 930 | 935 |
| 5834048, 4.25%, 2/19/2024 | 8/24/2022 | 990 | 931 | 947 |
| 5834050, 3.77%, 2/19/2024 | 8/24/2022 | 3947 | 3734 | 3669 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5834066, 4.20%, 2/19/2024 | 8/24/2022 | 8949 | 8416 | 8327 |
| 5834076, 4.20%, 2/19/2024 | 8/24/2022 | 7700 | 7240 | 7270 |
| 5834171, 3.66%, 2/19/2024 | 8/24/2022 | 513 | 486 | 478 |
| 5834251, 4.22%, 2/19/2024 | 8/24/2022 | 1525 | 1433 | 1298 |
| 5834301, 2.96%, 2/20/2024 | 8/25/2022 | 6019 | 5762 | 5862 |
| 5834324, 4.45%, 2/20/2024 | 8/25/2022 | 62694 | 58750 | 59122 |
| 5834519, 3.59%, 2/20/2024 | 8/25/2022 | 1627 | 1543 | 1570 |
| 5834524, 4.34%, 2/20/2024 | 8/25/2022 | 1809 | 1698 | 1655 |
| 5834536, 2.96%, 2/20/2024 | 8/25/2022 | 7039 | 6739 | 6857 |
| 5834555, 4.20%, 2/20/2024 | 8/25/2022 | 6559 | 6168 | 6095 |
| 5834579, 3.77%, 2/20/2024 | 8/25/2022 | 5396 | 5106 | 5175 |
| 5834607, 3.43%, 2/20/2024 | 8/25/2022 | 3058 | 2907 | 2961 |
| 5834617, 2.96%, 2/20/2024 | 8/25/2022 | 1690 | 1618 | 1451 |
| 5834622, 4.35%, 2/20/2024 | 8/25/2022 | 3951 | 3707 | 3704 |
| 5834639, 2.97%, 2/20/2024 | 8/25/2022 | 894 | 856 | 860 |
| 5834642, 2.97%, 2/20/2024 | 8/25/2022 | 3227 | 3089 | 3143 |
| 5834654, 4.88%, 2/20/2024 | 8/25/2022 | 3335 | 3106 | 3015 |
| 5834669, 4.88%, 2/20/2024 | 8/25/2022 | 3972 | 3699 | 3190 |
| 5834686, 2.97%, 2/20/2024 | 8/25/2022 | 8685 | 8314 | 8460 |
| 5834710, 3.43%, 2/20/2024 | 8/25/2022 | 1968 | 1871 | 1892 |
| 5834712, 3.77%, 2/20/2024 | 8/25/2022 | 17474 | 16535 | 16761 |
| 5834765, 4.66%, 2/20/2024 | 8/25/2022 | 11838 | 11059 | 11159 |
| 5834803, 3.77%, 2/20/2024 | 8/25/2022 | 33789 | 31972 | 32571 |
| 5834873, 4.05%, 2/20/2024 | 8/25/2022 | 2199 | 2073 | 2058 |
| 5834880, 3.43%, 2/20/2024 | 8/25/2022 | 23533 | 22378 | 22671 |
| 5834967, 2.97%, 2/20/2024 | 8/25/2022 | 4865 | 4657 | 4738 |
| 5834989, 3.96%, 2/20/2024 | 8/25/2022 | 2324 | 2193 | 2104 |
| 5834993, 4.17%, 2/20/2024 | 8/25/2022 | 5813 | 5469 | 5535 |
| 5835005, 3.62%, 2/20/2024 | 8/25/2022 | 1978 | 1876 | 1898 |
| 5835011, 4.05%, 2/20/2024 | 8/25/2022 | 1365 | 1287 | 1313 |
| 5835020, 3.65%, 2/20/2024 | 8/25/2022 | 568 | 538 | 534 |
| 5835024, 4.51%, 2/20/2024 | 8/25/2022 | 43677 | 40893 | 41328 |
| 5835178, 4.05%, 2/20/2024 | 8/25/2022 | 2789 | 2628 | 2628 |
| 5835183, 4.51%, 2/20/2024 | 8/25/2022 | 16203 | 15170 | 15006 |
| 5835249, 4.45%, 2/20/2024 | 8/25/2022 | 6045 | 5664 | 5700 |
| 5835283, 4.04%, 2/21/2024 | 8/25/2022 | 5066 | 4775 | 4774 |
| 5835308, 4.18%, 2/21/2024 | 8/25/2022 | 1324 | 1245 | 1254 |
| 5835315, 3.01%, 2/21/2024 | 8/25/2022 | 283 | 270 | 275 |
| 5835316, 4.20%, 2/21/2024 | 8/25/2022 | 1283 | 1206 | 1214 |
| 5835321, 2.96%, 2/21/2024 | 8/25/2022 | 6470 | 6194 | 6224 |
| 5835344, 4.35%, 2/21/2024 | 8/25/2022 | 25482 | 23910 | 24222 |
| 5835460, 4.26%, 2/21/2024 | 8/25/2022 | 2027 | 1904 | 1907 |
| 5835472, 2.96%, 2/21/2024 | 8/25/2022 | 10220 | 9783 | 9952 |
| 5835502, 4.18%, 2/21/2024 | 8/25/2022 | 1170 | 1100 | 1054 |
| 5835507, 4.31%, 2/21/2024 | 8/25/2022 | 3166 | 2972 | 2943 |
| 5835519, 4.04%, 2/21/2024 | 8/25/2022 | 6867 | 6471 | 6590 |
| 5835549, 2.96%, 2/21/2024 | 8/25/2022 | 5037 | 4822 | 4906 |
| 5835581, 4.86%, 2/21/2024 | 8/25/2022 | 1992 | 1856 | 1785 |
| 5835592, 2.97%, 2/21/2024 | 8/25/2022 | 1493 | 1429 | 1415 |
| 5835613, 4.16%, 2/21/2024 | 8/25/2022 | 10177 | 9574 | 9508 |
| 5835658, 4.78%, 2/21/2024 | 8/25/2022 | 3258 | 3038 | 3053 |
| 5835678, 4.20%, 2/21/2024 | 8/25/2022 | 4346 | 4087 | 4172 |
| 5835697, 4.20%, 2/21/2024 | 8/25/2022 | 4220 | 3968 | 3868 |
| 5835714, 3.95%, 2/21/2024 | 8/25/2022 | 6966 | 6574 | 6654 |
| 5835736, 4.45%, 2/21/2024 | 8/25/2022 | 2430 | 2277 | 2225 |
| 5835748, 4.04%, 2/21/2024 | 8/25/2022 | 6502 | 6127 | 6200 |
| 5835779, 3.60%, 2/21/2024 | 8/25/2022 | 1702 | 1614 | 1453 |
| 5835795, 4.19%, 2/21/2024 | 8/25/2022 | 3407 | 3204 | 3104 |
| 5835813, 4.04%, 2/21/2024 | 8/25/2022 | 4038 | 3806 | 3805 |
| 5835836, 3.59%, 2/21/2024 | 8/25/2022 | 960 | 910 | 875 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5835843, 4.77%, 2/21/2024 | 8/25/2022 | 1878 | 1751 | 1735 |
| 5835855, 4.04%, 2/21/2024 | 8/25/2022 | 3968 | 3740 | 3785 |
| 5836044, 4.67%, 2/22/2024 | 8/25/2022 | 1122 | 1048 | 1038 |
| 5836061, 4.16%, 2/22/2024 | 8/25/2022 | 12747 | 11993 | 12187 |
| 5836201, 2.96%, 2/22/2024 | 8/25/2022 | 21806 | 20875 | 21241 |
| 5836587, 4.77%, 2/22/2024 | 8/25/2022 | 2508 | 2338 | 2371 |
| 5836651, 4.15%, 2/22/2024 | 8/25/2022 | 4285 | 4031 | 4063 |
| 5836705, 4.43%, 2/22/2024 | 8/25/2022 | 10134 | 9496 | 9683 |
| 5836825, 4.03%, 2/22/2024 | 8/25/2022 | 6397 | 6029 | 6149 |
| 5836869, 4.31%, 2/22/2024 | 8/25/2022 | 3662 | 3438 | 3405 |
| 5836914, 4.86%, 2/22/2024 | 8/25/2022 | 9657 | 8994 | 8945 |
| 5836999, 2.96%, 2/22/2024 | 8/25/2022 | 16598 | 15889 | 16129 |
| 5837093, 4.86%, 2/22/2024 | 8/25/2022 | 32752 | 30504 | 30118 |
| 5837237, 2.96%, 2/22/2024 | 8/25/2022 | 2943 | 2817 | 2866 |
| 5837253, 4.87%, 2/22/2024 | 8/25/2022 | 1099 | 1023 | 1029 |
| 5837263, 3.59%, 2/22/2024 | 8/25/2022 | 528 | 501 | 501 |
| 5837270, 3.94%, 2/22/2024 | 8/25/2022 | 22602 | 21330 | 21747 |
| 5837400, 4.56%, 2/22/2024 | 8/25/2022 | 1307 | 1222 | 1194 |
| 5837406, 4.55%, 2/22/2024 | 8/25/2022 | 9999 | 9353 | 9434 |
| 5837459, 3.76%, 2/22/2024 | 8/25/2022 | 22287 | 21089 | 21384 |
| 5837554, 3.76%, 2/22/2024 | 8/25/2022 | 6249 | 5913 | 5996 |
| 5837606, 4.85%, 2/22/2024 | 8/25/2022 | 4128 | 3845 | 3733 |
| 5837639, 4.35%, 2/22/2024 | 8/25/2022 | 2179 | 2045 | 2071 |
| 5837645, 4.22%, 2/22/2024 | 8/25/2022 | 815 | 766 | 776 |
| 5837660, 4.56%, 2/22/2024 | 8/25/2022 | 3852 | 3603 | 3551 |
| 5837700, 4.34%, 2/22/2024 | 8/25/2022 | 5142 | 4824 | 4849 |
| 5837749, 3.76%, 2/22/2024 | 8/25/2022 | 10129 | 9584 | 9764 |
| 5837807, 4.19%, 2/22/2024 | 8/25/2022 | 3681 | 3462 | 3473 |
| 5837818, 4.19%, 2/22/2024 | 8/25/2022 | 9976 | 9381 | 9449 |
| 5837866, 4.65%, 2/22/2024 | 8/25/2022 | 1678 | 1568 | 1579 |
| 5837884, 3.42%, 2/22/2024 | 8/25/2022 | 29290 | 27851 | 28360 |
| 5838027, 4.50%, 2/22/2024 | 8/25/2022 | 1288 | 1206 | 1211 |
| 5838028, 4.68%, 2/22/2024 | 8/25/2022 | 12490 | 11663 | 11241 |
| 5838292, 4.15%, 2/22/2024 | 8/25/2022 | 425 | 400 | 408 |
| 5839785, 4.19%, 2/23/2024 | 8/26/2022 | 41944 | 39443 | 40258 |
| 5839860, 3.41%, 2/23/2024 | 8/26/2022 | 3778 | 3592 | 3587 |
| 5839863, 4.19%, 2/23/2024 | 8/26/2022 | 10768 | 10126 | 10112 |
| 5839887, 4.30%, 2/23/2024 | 8/26/2022 | 3981 | 3738 | 3703 |
| 5839908, 2.95%, 2/23/2024 | 8/26/2022 | 9922 | 9499 | 9661 |
| 5839923, 4.65%, 2/23/2024 | 8/26/2022 | 4676 | 4368 | 4383 |
| 5839936, 2.95%, 2/23/2024 | 8/26/2022 | 6041 | 5783 | 5884 |
| 5839957, 4.50%, 2/23/2024 | 8/26/2022 | 4466 | 4181 | 4238 |
| 5839982, 2.95%, 2/23/2024 | 8/26/2022 | 10574 | 10123 | 10242 |
| 5840000, 3.57%, 2/23/2024 | 8/26/2022 | 9806 | 9303 | 9101 |
| 5840033, 3.42%, 2/23/2024 | 8/26/2022 | 3342 | 3178 | 3236 |
| 5840042, 4.35%, 2/23/2024 | 8/26/2022 | 1798 | 1687 | 1717 |
| 5840054, 4.20%, 2/23/2024 | 8/26/2022 | 1210 | 1137 | 1151 |
| 5840067, 4.19%, 2/23/2024 | 8/26/2022 | 8710 | 8190 | 8111 |
| 5840080, 3.76%, 2/23/2024 | 8/26/2022 | 7907 | 7482 | 7623 |
| 5840100, 4.19%, 2/23/2024 | 8/26/2022 | 18538 | 17433 | 15889 |
| 5840146, 4.03%, 2/23/2024 | 8/26/2022 | 5747 | 5417 | 5379 |
| 5840154, 4.85%, 2/23/2024 | 8/26/2022 | 1166 | 1086 | 1055 |
| 5840166, 4.50%, 2/23/2024 | 8/26/2022 | 3989 | 3734 | 3775 |
| 5840181, 4.55%, 2/23/2024 | 8/26/2022 | 3507 | 3280 | 3351 |
| 5840220, 2.96%, 2/23/2024 | 8/26/2022 | 4250 | 4068 | 4139 |
| 5840257, 3.42%, 2/23/2024 | 8/26/2022 | 1993 | 1895 | 1916 |
| 5840260, 4.20%, 2/23/2024 | 8/26/2022 | 1958 | 1841 | 1856 |
| 5840268, 4.32%, 2/23/2024 | 8/26/2022 | 1961 | 1840 | 1853 |
| 5840271, 4.44%, 2/23/2024 | 8/26/2022 | 2462 | 2307 | 2120 |
| 5840278, 4.34%, 2/23/2024 | 8/26/2022 | 2535 | 2378 | 2123 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5840288, 4.18%, 2/23/2024 | 8/26/2022 | 5052 | 4751 | 4744 |
| 5840313, 3.60%, 2/23/2024 | 8/26/2022 | 12951 | 12282 | 12055 |
| 5840369, 4.76%, 2/23/2024 | 8/26/2022 | 1505 | 1404 | 1403 |
| 5840375, 4.56%, 2/23/2024 | 8/26/2022 | 5228 | 4890 | 4996 |
| 5840410, 4.19%, 2/23/2024 | 8/26/2022 | 26389 | 24816 | 25018 |
| 5840568, 4.19%, 2/23/2024 | 8/26/2022 | 21610 | 20322 | 20618 |
| 5840640, 3.57%, 2/23/2024 | 8/26/2022 | 1753 | 1664 | 1591 |
| 5840650, 3.41%, 2/23/2024 | 8/26/2022 | 2445 | 2325 | 2354 |
| 5840664, 3.42%, 2/23/2024 | 8/26/2022 | 24948 | 23722 | 24160 |
| 5840743, 4.18%, 2/23/2024 | 8/26/2022 | 11490 | 10806 | 10836 |
| 5840793, 3.59%, 2/23/2024 | 8/26/2022 | 2248 | 2132 | 1713 |
| 5840802, 3.76%, 2/23/2024 | 8/26/2022 | 30717 | 29065 | 29586 |
| 5840933, 4.03%, 2/23/2024 | 8/26/2022 | 2878 | 2713 | 2767 |
| 5840936, 3.42%, 2/23/2024 | 8/26/2022 | 7095 | 6746 | 6869 |
| 5840954, 4.16%, 2/23/2024 | 8/26/2022 | 25572 | 24058 | 24063 |
| 5841032, 4.19%, 2/23/2024 | 8/26/2022 | 3964 | 3728 | 3758 |
| 5841064, 4.31%, 2/23/2024 | 8/26/2022 | 7105 | 6669 | 6714 |
| 5841105, 2.96%, 2/23/2024 | 8/26/2022 | 1714 | 1640 | 1669 |
| 5841126, 3.94%, 2/23/2024 | 8/26/2022 | 12589 | 11880 | 12105 |
| 5841186, 4.18%, 2/23/2024 | 8/26/2022 | 12420 | 11680 | 11869 |
| 5841234, 4.86%, 2/23/2024 | 8/26/2022 | 1250 | 1164 | 1162 |
| 5841241, 2.95%, 2/23/2024 | 8/26/2022 | 3171 | 3036 | 3089 |
| 5841255, 2.96%, 2/23/2024 | 8/26/2022 | 22756 | 21784 | 22155 |
| 5841313, 3.55%, 2/23/2024 | 8/26/2022 | 1227 | 1165 | 1062 |
| 5841318, 4.19%, 2/23/2024 | 8/26/2022 | 24809 | 23330 | 23026 |
| 5841414, 4.03%, 2/23/2024 | 8/26/2022 | 15816 | 14906 | 15082 |
| 5841486, 4.43%, 2/23/2024 | 8/26/2022 | 50990 | 47782 | 47142 |
| 5841590, 3.76%, 2/23/2024 | 8/26/2022 | 8521 | 8063 | 8206 |
| 5841605, 4.68%, 2/23/2024 | 8/26/2022 | 12498 | 11671 | 11893 |
| 5841629, 3.60%, 2/23/2024 | 8/26/2022 | 6099 | 5785 | 5711 |
| 5841642, 2.98%, 2/23/2024 | 8/26/2022 | 1036 | 991 | 977 |
| 5841651, 3.76%, 2/23/2024 | 8/26/2022 | 6346 | 6004 | 5912 |
| 5841699, 4.16%, 2/23/2024 | 8/26/2022 | 13000 | 12231 | 12147 |
| 5841756, 4.15%, 2/23/2024 | 8/26/2022 | 22675 | 21333 | 21587 |
| 5841829, 4.56%, 2/23/2024 | 8/26/2022 | 1519 | 1421 | 1401 |
| 5841838, 4.30%, 2/23/2024 | 8/26/2022 | 3735 | 3507 | 3558 |
| 5841877, 4.15%, 2/23/2024 | 8/26/2022 | 4434 | 4172 | 4202 |
| 5841901, 4.49%, 2/23/2024 | 8/26/2022 | 10198 | 9548 | 9156 |
| 5841941, 4.49%, 2/23/2024 | 8/26/2022 | 1421 | 1331 | 1296 |
| 5841947, 4.19%, 2/23/2024 | 8/26/2022 | 20499 | 19277 | 17570 |
| 5842017, 4.16%, 2/23/2024 | 8/26/2022 | 7152 | 6728 | 6730 |
| 5842031, 4.65%, 2/23/2024 | 8/26/2022 | 1710 | 1597 | 1548 |
| 5842037, 2.95%, 2/23/2024 | 8/26/2022 | 17808 | 17048 | 17339 |
| 5842078, 3.75%, 2/23/2024 | 8/26/2022 | 5486 | 5191 | 5288 |
| 5842086, 3.76%, 2/23/2024 | 8/26/2022 | 10588 | 10018 | 9864 |
| 5842129, 3.42%, 2/23/2024 | 8/26/2022 | 7815 | 7431 | 7569 |
| 5842170, 4.18%, 2/23/2024 | 8/26/2022 | 7010 | 6592 | 6568 |
| 5842192, 4.21%, 2/23/2024 | 8/26/2022 | 680 | 639 | 612 |
| 5842193, 4.49%, 2/23/2024 | 8/26/2022 | 13445 | 12588 | 12760 |
| 5842324, 4.56%, 2/23/2024 | 8/26/2022 | 2111 | 1975 | 1968 |
| 5842342, 3.76%, 2/23/2024 | 8/26/2022 | 3234 | 3060 | 3118 |
| 5842892, 2.95%, 2/23/2024 | 8/26/2022 | 531 | 509 | 479 |
| 5843385, 3.94%, 2/24/2024 | 8/29/2022 | 4908 | 4632 | 4454 |
| 5843414, 4.19%, 2/24/2024 | 8/29/2022 | 37076 | 34866 | 35055 |
| 5843581, 3.76%, 2/24/2024 | 8/29/2022 | 4989 | 4721 | 4809 |
| 5843606, 3.57%, 2/24/2024 | 8/29/2022 | 743 | 705 | 689 |
| 5843612, 3.57%, 2/24/2024 | 8/29/2022 | 17351 | 16462 | 16625 |
| 5843749, 4.19%, 2/24/2024 | 8/29/2022 | 7921 | 7448 | 7601 |
| 5843831, 4.34%, 2/24/2024 | 8/29/2022 | 10040 | 9420 | 9179 |
| 5843881, 4.19%, 2/24/2024 | 8/29/2022 | 7658 | 7201 | 7036 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5843913, 4.19%, 2/24/2024 | 8/29/2022 | 2328 | 2189 | 2180 |
| 5843932, 3.60%, 2/24/2024 | 8/29/2022 | 857 | 813 | 799 |
| 5843957, 4.68%, 2/24/2024 | 8/29/2022 | 3221 | 3008 | 3065 |
| 5844015, 2.95%, 2/24/2024 | 8/29/2022 | 4860 | 4653 | 4734 |
| 5844065, 2.95%, 2/24/2024 | 8/29/2022 | 4800 | 4595 | 4674 |
| 5844097, 4.18%, 2/24/2024 | 8/29/2022 | 4308 | 4051 | 3996 |
| 5844121, 4.18%, 2/24/2024 | 8/29/2022 | 2531 | 2380 | 2418 |
| 5844137, 3.62%, 2/24/2024 | 8/29/2022 | 37 | 35 | 36 |
| 5844148, 4.19%, 2/24/2024 | 8/29/2022 | 2897 | 2724 | 2658 |
| 5844159, 4.77%, 2/24/2024 | 8/29/2022 | 22325 | 20820 | 20884 |
| 5844238, 4.25%, 2/24/2024 | 8/29/2022 | 6711 | 6305 | 6264 |
| 5844260, 4.87%, 2/24/2024 | 8/29/2022 | 2869 | 2671 | 2594 |
| 5844271, 4.34%, 2/24/2024 | 8/29/2022 | 7243 | 6796 | 6727 |
| 5844300, 3.59%, 2/24/2024 | 8/29/2022 | 1137 | 1079 | 1098 |
| 5844321, 3.95%, 2/24/2024 | 8/29/2022 | 2637 | 2489 | 2535 |
| 5844362, 4.35%, 2/24/2024 | 8/29/2022 | 1099 | 1031 | 993 |
| 5844378, 4.20%, 2/24/2024 | 8/29/2022 | 1379 | 1297 | 1323 |
| 5844381, 3.76%, 2/24/2024 | 8/29/2022 | 3749 | 3547 | 3613 |
| 5844391, 3.76%, 2/24/2024 | 8/29/2022 | 4791 | 4534 | 4618 |
| 5844416, 4.50%, 2/24/2024 | 8/29/2022 | 5127 | 4800 | 4852 |
| 5844451, 4.86%, 2/24/2024 | 8/29/2022 | 1106 | 1030 | 1000 |
| 5844461, 4.86%, 2/24/2024 | 8/29/2022 | 4927 | 4589 | 4604 |
| 5844471, 2.96%, 2/24/2024 | 8/29/2022 | 16764 | 16048 | 16239 |
| 5844530, 4.77%, 2/24/2024 | 8/29/2022 | 3440 | 3208 | 3179 |
| 5844550, 4.50%, 2/24/2024 | 8/29/2022 | 10701 | 10018 | 9922 |
| 5844587, 2.95%, 2/24/2024 | 8/29/2022 | 1132 | 1084 | 1062 |
| 5844597, 4.18%, 2/24/2024 | 8/29/2022 | 1363 | 1282 | 1292 |
| 5844607, 3.76%, 2/24/2024 | 8/29/2022 | 10395 | 9836 | 9975 |
| 5844629, 4.87%, 2/24/2024 | 8/29/2022 | 1595 | 1485 | 1443 |
| 5844634, 4.86%, 2/24/2024 | 8/29/2022 | 17605 | 16396 | 15938 |
| 5844687, 4.65%, 2/24/2024 | 8/29/2022 | 5345 | 4993 | 4693 |
| 5844701, 4.76%, 2/24/2024 | 8/29/2022 | 3258 | 3039 | 3048 |
| 5844712, 4.03%, 2/24/2024 | 8/29/2022 | 24985 | 23548 | 23987 |
| 5844778, 3.42%, 2/24/2024 | 8/29/2022 | 41926 | 39867 | 38198 |
| 5844883, 4.87%, 2/24/2024 | 8/29/2022 | 1446 | 1347 | 1368 |
| 5844888, 4.86%, 2/24/2024 | 8/29/2022 | 2668 | 2485 | 2473 |
| 5844891, 4.19%, 2/24/2024 | 8/29/2022 | 1243 | 1169 | 1183 |
| 5844899, 4.66%, 2/24/2024 | 8/29/2022 | 936 | 875 | 877 |
| 5844904, 4.32%, 2/24/2024 | 8/29/2022 | 1565 | 1469 | 1499 |
| 5844909, 3.43%, 2/24/2024 | 8/29/2022 | 1662 | 1580 | 1610 |
| 5844922, 4.31%, 2/24/2024 | 8/29/2022 | 29709 | 27889 | 28334 |
| 5845013, 4.31%, 2/24/2024 | 8/29/2022 | 5864 | 5505 | 5592 |
| 5845032, 3.94%, 2/24/2024 | 8/29/2022 | 17097 | 16135 | 16447 |
| 5845085, 4.15%, 2/24/2024 | 8/29/2022 | 24714 | 23251 | 23252 |
| 5845178, 2.96%, 2/24/2024 | 8/29/2022 | 5363 | 5134 | 5058 |
| 5845197, 4.19%, 2/24/2024 | 8/29/2022 | 360 | 338 | 336 |
| 5845202, 4.87%, 2/24/2024 | 8/29/2022 | 3962 | 3690 | 3615 |
| 5845213, 3.58%, 2/24/2024 | 8/29/2022 | 812 | 770 | 736 |
| 5845221, 4.24%, 2/24/2024 | 8/29/2022 | 5575 | 5239 | 4805 |
| 5845245, 4.49%, 2/24/2024 | 8/29/2022 | 2536 | 2374 | 2405 |
| 5845253, 4.55%, 2/24/2024 | 8/29/2022 | 10412 | 9740 | 9817 |
| 5845290, 4.19%, 2/24/2024 | 8/29/2022 | 9108 | 8565 | 8728 |
| 5845317, 4.16%, 2/24/2024 | 8/29/2022 | 11985 | 11275 | 11500 |
| 5845359, 4.19%, 2/24/2024 | 8/29/2022 | 6669 | 6271 | 6382 |
| 5845386, 2.95%, 2/24/2024 | 8/29/2022 | 5971 | 5717 | 5814 |
| 5845395, 4.19%, 2/24/2024 | 8/29/2022 | 32293 | 30369 | 30861 |
| 5845522, 2.95%, 2/24/2024 | 8/29/2022 | 3420 | 3274 | 3088 |
| 5845536, 4.04%, 2/24/2024 | 8/29/2022 | 7999 | 7538 | 7658 |
| 5845556, 4.18%, 2/24/2024 | 8/29/2022 | 1270 | 1195 | 997 |
| 5845570, 4.67%, 2/24/2024 | 8/29/2022 | 3203 | 2991 | 2886 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5845576, 3.76%, 2/24/2024 | 8/29/2022 | 5755 | 5445 | 5547 |
| 5845596, 4.19%, 2/24/2024 | 8/29/2022 | 26578 | 24994 | 25354 |
| 5845689, 4.18%, 2/24/2024 | 8/29/2022 | 2721 | 2559 | 2347 |
| 5845701, 2.96%, 2/24/2024 | 8/29/2022 | 5199 | 4977 | 5064 |
| 5845729, 4.34%, 2/24/2024 | 8/29/2022 | 3834 | 3597 | 3595 |
| 5845756, 4.26%, 2/24/2024 | 8/29/2022 | 846 | 795 | 790 |
| 5845757, 4.31%, 2/24/2024 | 8/29/2022 | 82854 | 77778 | 72827 |
| 5845992, 4.49%, 2/24/2024 | 8/29/2022 | 46778 | 43796 | 42061 |
| 5846166, 4.18%, 2/24/2024 | 8/29/2022 | 3474 | 3267 | 3235 |
| 5846187, 4.86%, 2/24/2024 | 8/29/2022 | 3833 | 3570 | 3562 |
| 5846216, 4.86%, 2/24/2024 | 8/29/2022 | 9310 | 8671 | 8418 |
| 5848238, 3.95%, 2/25/2024 | 8/30/2022 | 5851 | 5522 | 5624 |
| 5848293, 4.36%, 2/25/2024 | 8/30/2022 | 2913 | 2733 | 2731 |
| 5848301, 2.97%, 2/25/2024 | 8/30/2022 | 3322 | 3180 | 3233 |
| 5848320, 4.87%, 2/25/2024 | 8/30/2022 | 1986 | 1850 | 1884 |
| 5848324, 4.20%, 2/25/2024 | 8/30/2022 | 37097 | 34886 | 35489 |
| 5848557, 4.20%, 2/25/2024 | 8/30/2022 | 11615 | 10922 | 10990 |
| 5848648, 3.77%, 2/25/2024 | 8/30/2022 | 12738 | 12053 | 11871 |
| 5848697, 4.17%, 2/25/2024 | 8/30/2022 | 11289 | 10621 | 10546 |
| 5848774, 3.77%, 2/25/2024 | 8/30/2022 | 4128 | 3906 | 3975 |
| 5848803, 4.17%, 2/25/2024 | 8/30/2022 | 10593 | 9966 | 9895 |
| 5848899, 4.03%, 2/25/2024 | 8/30/2022 | 1736 | 1637 | 1636 |
| 5848915, 4.31%, 2/25/2024 | 8/30/2022 | 2109 | 1980 | 1995 |
| 5848919, 4.32%, 2/25/2024 | 8/30/2022 | 32333 | 30353 | 30582 |
| 5849118, 3.00%, 2/25/2024 | 8/30/2022 | 1008 | 965 | 979 |
| 5849120, 4.78%, 2/25/2024 | 8/30/2022 | 5047 | 4707 | 4587 |
| 5849170, 4.89%, 2/25/2024 | 8/30/2022 | 1063 | 989 | 1007 |
| 5849176, 4.20%, 2/25/2024 | 8/30/2022 | 20539 | 19315 | 19250 |
| 5849313, 4.20%, 2/25/2024 | 8/30/2022 | 2546 | 2394 | 2400 |
| 5849324, 4.57%, 2/25/2024 | 8/30/2022 | 5328 | 4984 | 4960 |
| 5849361, 4.70%, 2/25/2024 | 8/30/2022 | 1563 | 1460 | 1313 |
| 5849371, 4.79%, 2/25/2024 | 8/30/2022 | 2100 | 1958 | 1880 |
| 5849414, 4.79%, 2/25/2024 | 8/30/2022 | 20147 | 18788 | 18764 |
| 5849741, 2.97%, 2/25/2024 | 8/30/2022 | 5548 | 5310 | 5399 |
| 5849759, 4.66%, 2/25/2024 | 8/30/2022 | 2718 | 2539 | 2549 |
| 5849773, 4.36%, 2/25/2024 | 8/30/2022 | 2929 | 2748 | 2804 |
| 5849789, 2.97%, 2/25/2024 | 8/30/2022 | 5664 | 5422 | 5516 |
| 5849810, 4.21%, 2/25/2024 | 8/30/2022 | 4188 | 3938 | 4012 |
| 5849828, 4.89%, 2/25/2024 | 8/30/2022 | 1970 | 1835 | 1840 |
| 5849847, 4.35%, 2/25/2024 | 8/30/2022 | 2137 | 2006 | 1931 |
| 5849856, 2.96%, 2/25/2024 | 8/30/2022 | 11796 | 11292 | 11487 |
| 5849884, 4.20%, 2/25/2024 | 8/30/2022 | 27754 | 26100 | 25463 |
| 5849995, 3.95%, 2/25/2024 | 8/30/2022 | 40655 | 38367 | 38843 |
| 5850071, 2.96%, 2/25/2024 | 8/30/2022 | 28603 | 27382 | 27708 |
| 5850139, 3.43%, 2/25/2024 | 8/30/2022 | 60036 | 57088 | 56980 |
| 5850200, 4.35%, 2/25/2024 | 8/30/2022 | 1244 | 1167 | 1138 |
| 5850206, 4.45%, 2/25/2024 | 8/30/2022 | 10780 | 10101 | 10065 |
| 5850221, 3.43%, 2/25/2024 | 8/30/2022 | 4556 | 4332 | 4367 |
| 5850227, 2.97%, 2/25/2024 | 8/30/2022 | 12924 | 12372 | 12585 |
| 5850286, 4.36%, 2/25/2024 | 8/30/2022 | 1025 | 962 | 979 |
| 5850294, 4.05%, 2/25/2024 | 8/30/2022 | 2899 | 2732 | 2712 |
| 5850298, 3.95%, 2/25/2024 | 8/30/2022 | 57706 | 54459 | 54388 |
| 5850689, 4.45%, 2/25/2024 | 8/30/2022 | 29598 | 27736 | 28088 |
| 5850816, 4.05%, 2/25/2024 | 8/30/2022 | 10199 | 9612 | 9675 |
| 5850843, 4.51%, 2/25/2024 | 8/30/2022 | 6905 | 6464 | 6399 |
| 5850878, 4.52%, 2/25/2024 | 8/30/2022 | 4726 | 4425 | 4436 |
| 5850923, 4.32%, 2/25/2024 | 8/30/2022 | 20744 | 19473 | 19409 |
| 5850996, 2.98%, 2/25/2024 | 8/30/2022 | 1179 | 1128 | 1105 |
| 5851003, 3.77%, 2/25/2024 | 8/30/2022 | 36848 | 34867 | 35510 |
| 5851115, 4.36%, 2/25/2024 | 8/30/2022 | 23792 | 22325 | 22242 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5851232, 4.20%, 2/25/2024 | 8/30/2022 | 5699 | 5360 | 5435 |
| 5851234, 4.19%, 2/25/2024 | 8/30/2022 | 903 | 849 | 816 |
| 5851235, 4.87%, 2/25/2024 | 8/30/2022 | 1442 | 1343 | 1323 |
| 5851257, 4.17%, 2/25/2024 | 8/30/2022 | 23891 | 22477 | 22830 |
| 5851331, 4.20%, 2/25/2024 | 8/30/2022 | 12077 | 11356 | 11195 |
| 5851378, 4.51%, 2/25/2024 | 8/30/2022 | 3563 | 3336 | 3202 |
| 5851405, 4.20%, 2/25/2024 | 8/30/2022 | 58004 | 54547 | 54955 |
| 5851603, 3.58%, 2/25/2024 | 8/30/2022 | 7606 | 7217 | 5995 |
| 5851667, 2.97%, 2/25/2024 | 8/30/2022 | 1999 | 1914 | 1946 |
| 5851869, 4.20%, 2/26/2024 | 8/31/2022 | 19937 | 18749 | 18651 |
| 5851919, 5.16%, 2/26/2024 | 8/31/2022 | 15083 | 13993 | 13103 |
| 5851939, 5.09%, 2/26/2024 | 8/31/2022 | 1348 | 1252 | 1180 |
| 5851940, 3.68%, 2/26/2024 | 8/31/2022 | 3680 | 3486 | 2802 |
| 5851949, 4.87%, 2/26/2024 | 8/31/2022 | 2138 | 1991 | 1933 |
| 5851970, 2.97%, 2/26/2024 | 8/31/2022 | 17298 | 16559 | 16844 |
| 5851981, 4.08%, 2/26/2024 | 8/31/2022 | 4977 | 4689 | 4777 |
| 5851998, 4.48%, 2/26/2024 | 8/31/2022 | 8031 | 7522 | 7596 |
| 5852029, 4.66%, 2/26/2024 | 8/31/2022 | 3420 | 3195 | 3068 |
| 5852050, 2.97%, 2/26/2024 | 8/31/2022 | 9939 | 9515 | 9678 |
| 5852098, 3.95%, 2/26/2024 | 8/31/2022 | 21897 | 20665 | 20910 |
| 5852188, 4.21%, 2/26/2024 | 8/31/2022 | 3697 | 3476 | 3519 |
| 5852209, 4.66%, 2/26/2024 | 8/31/2022 | 6817 | 6369 | 6331 |
| 5852260, 3.43%, 2/26/2024 | 8/31/2022 | 3281 | 3120 | 3154 |
| 5852278, 4.37%, 2/26/2024 | 8/31/2022 | 2687 | 2521 | 2106 |
| 5852291, 4.17%, 2/26/2024 | 8/31/2022 | 14306 | 13460 | 13591 |
| 5852371, 3.77%, 2/26/2024 | 8/31/2022 | 13983 | 13231 | 13473 |
| 5852490, 4.57%, 2/26/2024 | 8/31/2022 | 10573 | 9890 | 9839 |
| 5852546, 4.88%, 2/26/2024 | 8/31/2022 | 4574 | 4260 | 3735 |
| 5852559, 4.38%, 2/26/2024 | 8/31/2022 | 1392 | 1306 | 1326 |
| 5852591, 4.08%, 2/26/2024 | 8/31/2022 | 6803 | 6409 | 6534 |
| 5852638, 3.59%, 2/26/2024 | 8/31/2022 | 18112 | 17184 | 17491 |
| 5852726, 3.62%, 2/26/2024 | 8/31/2022 | 4269 | 4049 | 4072 |
| 5852737, 4.57%, 2/26/2024 | 8/31/2022 | 2499 | 2338 | 2282 |
| 5852751, 5.01%, 2/26/2024 | 8/31/2022 | 2197 | 2043 | 2047 |
| 5852767, 3.77%, 2/26/2024 | 8/31/2022 | 7300 | 6907 | 7034 |
| 5852796, 4.29%, 2/26/2024 | 8/31/2022 | 485 | 455 | 462 |
| 5852808, 4.66%, 2/26/2024 | 8/31/2022 | 5460 | 5101 | 5095 |
| 5852834, 4.08%, 2/26/2024 | 8/31/2022 | 11633 | 10959 | 10454 |
| 5852900, 4.20%, 2/26/2024 | 8/31/2022 | 26366 | 24795 | 25177 |
| 5853043, 3.96%, 2/26/2024 | 8/31/2022 | 15180 | 14326 | 14595 |
| 5853082, 4.51%, 2/26/2024 | 8/31/2022 | 2130 | 1994 | 2013 |
| 5853098, 4.20%, 2/26/2024 | 8/31/2022 | 5338 | 5020 | 4996 |
| 5853121, 4.68%, 2/26/2024 | 8/31/2022 | 1923 | 1796 | 1759 |
| 5853142, 4.08%, 2/26/2024 | 8/31/2022 | 3130 | 2949 | 2995 |
| 5853163, 4.48%, 2/26/2024 | 8/31/2022 | 1532 | 1435 | 1439 |
| 5853165, 4.39%, 2/26/2024 | 8/31/2022 | 10494 | 9842 | 10040 |
| 5853195, 4.23%, 2/26/2024 | 8/31/2022 | 5982 | 5624 | 5702 |
| 5853206, 4.38%, 2/26/2024 | 8/31/2022 | 4274 | 4009 | 4073 |
| 5853225, 2.96%, 2/26/2024 | 8/31/2022 | 4659 | 4460 | 4537 |
| 5853227, 3.95%, 2/26/2024 | 8/31/2022 | 17620 | 16628 | 16392 |
| 5853256, 4.20%, 2/26/2024 | 8/31/2022 | 18002 | 16930 | 16842 |
| 5853308, 4.78%, 2/26/2024 | 8/31/2022 | 2881 | 2687 | 2683 |
| 5853321, 3.96%, 2/26/2024 | 8/31/2022 | 6870 | 6483 | 6604 |
| 5853335, 4.82%, 2/26/2024 | 8/31/2022 | 4019 | 3746 | 3156 |
| 5853349, 4.45%, 2/26/2024 | 8/31/2022 | 56881 | 53303 | 52501 |
| 5853528, 2.96%, 2/26/2024 | 8/31/2022 | 20017 | 19163 | 18807 |
| 5853577, 4.56%, 2/26/2024 | 8/31/2022 | 2274 | 2127 | 2099 |
| 5853579, 4.23%, 2/26/2024 | 8/31/2022 | 3333 | 3133 | 3156 |
| 5853590, 4.74%, 2/26/2024 | 8/31/2022 | 1615 | 1507 | 1311 |
| 5853594, 4.20%, 2/26/2024 | 8/31/2022 | 3902 | 3670 | 3675 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5853605, 4.68%, 2/26/2024 | 8/31/2022 | 1764 | 1647 | 1664 |
| 5853619, 4.66%, 2/26/2024 | 8/31/2022 | 29910 | 27942 | 27354 |
| 5853711, 4.79%, 2/26/2024 | 8/31/2022 | 4517 | 4213 | 4222 |
| 5853716, 3.76%, 2/26/2024 | 8/31/2022 | 1559 | 1475 | 1499 |
| 5853718, 2.98%, 2/26/2024 | 8/31/2022 | 816 | 781 | 735 |
| 5853725, 4.82%, 2/26/2024 | 8/31/2022 | 8283 | 7720 | 6503 |
| 5853752, 3.77%, 2/26/2024 | 8/31/2022 | 12736 | 12051 | 12273 |
| 5853812, 3.59%, 2/26/2024 | 8/31/2022 | 1542 | 1463 | 1337 |
| 5853818, 4.57%, 2/26/2024 | 8/31/2022 | 10114 | 9461 | 9335 |
| 5853847, 4.70%, 2/26/2024 | 8/31/2022 | 5215 | 4869 | 4700 |
| 5853893, 4.05%, 2/26/2024 | 8/31/2022 | 6375 | 6008 | 6121 |
| 5853926, 4.66%, 2/26/2024 | 8/31/2022 | 7752 | 7242 | 7201 |
| 5853944, 3.43%, 2/26/2024 | 8/31/2022 | 30700 | 29192 | 29514 |
| 5854029, 3.43%, 2/26/2024 | 8/31/2022 | 5019 | 4773 | 4829 |
| 5854049, 4.79%, 2/26/2024 | 8/31/2022 | 25041 | 23352 | 23316 |
| 5854106, 4.57%, 2/26/2024 | 8/31/2022 | 11054 | 10340 | 10226 |
| 5854116, 3.62%, 2/26/2024 | 8/31/2022 | 5786 | 5487 | 5298 |
| 5854128, 4.23%, 2/26/2024 | 8/31/2022 | 10333 | 9713 | 9909 |
| 5854157, 4.08%, 2/26/2024 | 8/31/2022 | 4378 | 4124 | 4171 |
| 5854171, 4.66%, 2/26/2024 | 8/31/2022 | 2786 | 2603 | 2578 |
| 5854174, 3.43%, 2/26/2024 | 8/31/2022 | 5008 | 4762 | 4818 |
| 5854203, 4.08%, 2/26/2024 | 8/31/2022 | 68006 | 64065 | 65061 |
| 5854383, 4.79%, 2/26/2024 | 8/31/2022 | 5009 | 4671 | 4773 |
| 5854404, 3.59%, 2/26/2024 | 8/31/2022 | 9142 | 8673 | 8281 |
| 5854530, 5.07%, 2/26/2024 | 8/31/2022 | 3243 | 3013 | 2996 |
| 5854809, 3.58%, 2/26/2024 | 8/31/2022 | 647 | 614 | 586 |
| 5855189, 4.45%, 2/27/2024 | 9/1/2022 | 15071 | 14122 | 13038 |
| 5855223, 3.95%, 2/27/2024 | 9/1/2022 | 2918 | 2754 | 2806 |
| 5855227, 4.37%, 2/27/2024 | 9/1/2022 | 1403 | 1316 | 1106 |
| 5855230, 4.57%, 2/27/2024 | 9/1/2022 | 6842 | 6400 | 6328 |
| 5855239, 3.77%, 2/27/2024 | 9/1/2022 | 5090 | 4816 | 4905 |
| 5855244, 3.77%, 2/27/2024 | 9/1/2022 | 11474 | 10857 | 11028 |
| 5855265, 4.56%, 2/27/2024 | 9/1/2022 | 925 | 866 | 875 |
| 5855269, 3.96%, 2/27/2024 | 9/1/2022 | 5280 | 4983 | 4976 |
| 5855284, 4.17%, 2/27/2024 | 9/1/2022 | 7057 | 6639 | 6719 |
| 5855296, 4.17%, 2/27/2024 | 9/1/2022 | 3531 | 3322 | 3386 |
| 5855304, 3.59%, 2/27/2024 | 9/1/2022 | 3688 | 3499 | 3563 |
| 5855315, 4.66%, 2/27/2024 | 9/1/2022 | 9861 | 9212 | 8658 |
| 5855333, 4.36%, 2/27/2024 | 9/1/2022 | 1805 | 1693 | 1653 |
| 5855336, 3.59%, 2/27/2024 | 9/1/2022 | 1653 | 1568 | 1564 |
| 5855341, 5.17%, 2/27/2024 | 9/1/2022 | 567 | 526 | 524 |
| 5855345, 4.66%, 2/27/2024 | 9/1/2022 | 874 | 816 | 831 |
| 5855349, 4.54%, 2/27/2024 | 9/1/2022 | 25523 | 23885 | 22457 |
| 5855387, 4.36%, 2/27/2024 | 9/1/2022 | 16586 | 15563 | 13989 |
| 5855417, 4.35%, 2/27/2024 | 9/1/2022 | 5583 | 5239 | 5113 |
| 5855435, 4.45%, 2/27/2024 | 9/1/2022 | 5267 | 4935 | 5021 |
| 5855444, 4.35%, 2/27/2024 | 9/1/2022 | 2897 | 2719 | 2708 |
| 5855453, 4.08%, 2/27/2024 | 9/1/2022 | 4807 | 4528 | 4617 |
| 5855465, 4.67%, 2/27/2024 | 9/1/2022 | 3496 | 3266 | 3135 |
| 5855472, 4.21%, 2/27/2024 | 9/1/2022 | 3766 | 3542 | 3564 |
| 5855484, 5.00%, 2/27/2024 | 9/1/2022 | 5212 | 4846 | 4653 |
| 5855495, 4.88%, 2/27/2024 | 9/1/2022 | 11179 | 10412 | 10431 |
| 5855528, 3.43%, 2/27/2024 | 9/1/2022 | 13477 | 12815 | 12787 |
| 5855560, 3.59%, 2/27/2024 | 9/1/2022 | 5641 | 5352 | 5450 |
| 5855569, 3.59%, 2/27/2024 | 9/1/2022 | 12050 | 11433 | 11644 |
| 5855601, 3.95%, 2/27/2024 | 9/1/2022 | 4898 | 4623 | 4709 |
| 5855612, 4.82%, 2/27/2024 | 9/1/2022 | 1333 | 1243 | 1249 |
| 5855619, 5.06%, 2/27/2024 | 9/1/2022 | 5123 | 4759 | 4663 |
| 5855637, 4.48%, 2/27/2024 | 9/1/2022 | 10392 | 9734 | 9599 |
| 5855671, 4.08%, 2/27/2024 | 9/1/2022 | 4986 | 4697 | 4785 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5855681, 4.70%, 2/27/2024 | 9/1/2022 | 13463 | 12571 | 12294 |
| 5855715, 5.06%, 2/27/2024 | 9/1/2022 | 9443 | 8772 | 8093 |
| 5855734, 3.43%, 2/27/2024 | 9/1/2022 | 10258 | 9754 | 9931 |
| 5855763, 3.70%, 2/27/2024 | 9/1/2022 | 941 | 892 | 880 |
| 5855766, 2.97%, 2/27/2024 | 9/1/2022 | 4141 | 3965 | 3893 |
| 5855773, 4.64%, 2/27/2024 | 9/1/2022 | 1208 | 1129 | 1122 |
| 5855774, 4.18%, 2/27/2024 | 9/1/2022 | 1103 | 1038 | 1022 |
| 5855778, 3.59%, 2/27/2024 | 9/1/2022 | 5269 | 4999 | 5091 |
| 5855797, 3.94%, 2/28/2024 | 9/1/2022 | 5869 | 5539 | 5640 |
| 5855813, 4.19%, 2/28/2024 | 9/1/2022 | 22990 | 21619 | 21313 |
| 5855861, 4.39%, 2/28/2024 | 9/1/2022 | 1145 | 1073 | 1088 |
| 5855865, 4.68%, 2/28/2024 | 9/1/2022 | 2016 | 1882 | 1917 |
| 5855874, 4.70%, 2/28/2024 | 9/1/2022 | 900 | 840 | 735 |
| 5855878, 4.33%, 2/28/2024 | 9/1/2022 | 637 | 598 | 586 |
| 5855881, 3.77%, 2/28/2024 | 9/1/2022 | 7325 | 6931 | 7041 |
| 5855899, 5.15%, 2/28/2024 | 9/1/2022 | 12151 | 11272 | 11337 |
| 5855932, 5.03%, 2/28/2024 | 9/1/2022 | 608 | 565 | 563 |
| 5855934, 4.86%, 2/28/2024 | 9/1/2022 | 3287 | 3061 | 3093 |
| 5855945, 4.38%, 2/28/2024 | 9/1/2022 | 917 | 860 | 870 |
| 5855948, 4.16%, 2/28/2024 | 9/1/2022 | 15583 | 14660 | 14160 |
| 5855985, 4.17%, 2/28/2024 | 9/1/2022 | 667 | 628 | 634 |
| 5855988, 5.05%, 2/28/2024 | 9/1/2022 | 3199 | 2972 | 3011 |
| 5855996, 3.58%, 2/28/2024 | 9/1/2022 | 6650 | 6309 | 6425 |
| 5856022, 4.52%, 2/28/2024 | 9/1/2022 | 3102 | 2904 | 2735 |
| 5856029, 4.22%, 2/28/2024 | 9/1/2022 | 2855 | 2684 | 2737 |
| 5856043, 4.37%, 2/28/2024 | 9/1/2022 | 1240 | 1163 | 1129 |
| 5856046, 5.05%, 2/28/2024 | 9/1/2022 | 10387 | 9648 | 8506 |
| 5856072, 4.38%, 2/28/2024 | 9/1/2022 | 5746 | 5390 | 5325 |
| 5856085, 5.14%, 2/28/2024 | 9/1/2022 | 28840 | 26755 | 25852 |
| 5856152, 4.22%, 2/28/2024 | 9/1/2022 | 7396 | 6952 | 6990 |
| 5856161, 4.38%, 2/28/2024 | 9/1/2022 | 1319 | 1237 | 1263 |
| 5856172, 4.44%, 2/28/2024 | 9/1/2022 | 4173 | 3910 | 3895 |
| 5856183, 4.50%, 2/28/2024 | 9/1/2022 | 2586 | 2421 | 2396 |
| 5856186, 4.39%, 2/28/2024 | 9/1/2022 | 1687 | 1583 | 1297 |
| 5856194, 4.07%, 2/28/2024 | 9/1/2022 | 5172 | 4873 | 4963 |
| 5856205, 4.23%, 2/28/2024 | 9/1/2022 | 3408 | 3203 | 3192 |
| 5856211, 3.63%, 2/28/2024 | 9/1/2022 | 1028 | 975 | 963 |
| 5856217, 5.15%, 2/28/2024 | 9/1/2022 | 5498 | 5100 | 5191 |
| 5856235, 4.77%, 2/28/2024 | 9/1/2022 | 3808 | 3552 | 3475 |
| 5856246, 4.57%, 2/28/2024 | 9/1/2022 | 9247 | 8649 | 8452 |
| 5856279, 5.00%, 2/28/2024 | 9/1/2022 | 2458 | 2285 | 2283 |
| 5856283, 4.26%, 2/28/2024 | 9/1/2022 | 2436 | 2288 | 2315 |
| 5856291, 3.86%, 2/28/2024 | 9/1/2022 | 26611 | 25147 | 25624 |
| 5856339, 5.00%, 2/28/2024 | 9/1/2022 | 1480 | 1376 | 1237 |
| 5856347, 4.39%, 2/28/2024 | 9/1/2022 | 674 | 632 | 614 |
| 5856349, 4.42%, 2/28/2024 | 9/1/2022 | 617 | 579 | 474 |
| 5856350, 4.38%, 2/28/2024 | 9/1/2022 | 8888 | 8336 | 8463 |
| 5856375, 3.42%, 2/28/2024 | 9/1/2022 | 15450 | 14692 | 14814 |
| 5856396, 3.58%, 2/28/2024 | 9/1/2022 | 18072 | 17146 | 16867 |
| 5856419, 5.06%, 2/28/2024 | 9/1/2022 | 5444 | 5056 | 4669 |
| 5856427, 4.37%, 2/28/2024 | 9/1/2022 | 2550 | 2392 | 2379 |
| 5856433, 3.95%, 2/28/2024 | 9/1/2022 | 7359 | 6945 | 7058 |
| 5856451, 3.95%, 2/28/2024 | 9/1/2022 | 14203 | 13404 | 13647 |
| 5856476, 4.16%, 2/28/2024 | 9/1/2022 | 5366 | 5048 | 5146 |
| 5856485, 4.47%, 2/28/2024 | 9/1/2022 | 2119 | 1985 | 2022 |
| 5856488, 4.59%, 2/28/2024 | 9/1/2022 | 1056 | 987 | 965 |
| 5856493, 5.05%, 2/28/2024 | 9/1/2022 | 4042 | 3755 | 3198 |
| 5856499, 4.47%, 2/28/2024 | 9/1/2022 | 3865 | 3620 | 3601 |
| 5856502, 3.77%, 2/28/2024 | 9/1/2022 | 4373 | 4137 | 4213 |
| 5856513, 4.47%, 2/28/2024 | 9/1/2022 | 6409 | 6003 | 5867 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5856532, 4.90%, 2/28/2024 | 9/1/2022 | 37332 | 34754 | 34786 |
| 5856791, 4.52%, 2/29/2024 | 9/1/2022 | 3252 | 3044 | 3106 |
| 5856831, 3.67%, 2/29/2024 | 9/1/2022 | 3157 | 2991 | 2434 |
| 5856871, 4.34%, 2/29/2024 | 9/1/2022 | 2502 | 2348 | 2352 |
| 5856892, 3.94%, 2/29/2024 | 9/1/2022 | 7267 | 6858 | 6773 |
| 5856921, 3.76%, 2/29/2024 | 9/1/2022 | 5308 | 5023 | 5115 |
| 5856959, 5.04%, 2/29/2024 | 9/1/2022 | 1269 | 1179 | 1193 |
| 5856975, 4.37%, 2/29/2024 | 9/1/2022 | 13439 | 12604 | 12791 |
| 5857029, 4.65%, 2/29/2024 | 9/1/2022 | 2370 | 2214 | 2160 |
| 5857046, 4.55%, 2/29/2024 | 9/1/2022 | 5052 | 4725 | 4813 |
| 5857086, 3.94%, 2/29/2024 | 9/1/2022 | 4359 | 4113 | 4107 |
| 5857130, 5.05%, 2/29/2024 | 9/1/2022 | 10460 | 9716 | 9842 |
| 5857199, 4.39%, 2/29/2024 | 9/1/2022 | 1223 | 1147 | 1140 |
| 5857206, 4.65%, 2/29/2024 | 9/1/2022 | 14292 | 13352 | 13157 |
| 5857310, 3.63%, 2/29/2024 | 9/1/2022 | 1109 | 1051 | 855 |
| 5857327, 4.34%, 2/29/2024 | 9/1/2022 | 2490 | 2336 | 2382 |
| 5857356, 4.56%, 2/29/2024 | 9/1/2022 | 13043 | 12201 | 11780 |
| 5857452, 4.43%, 2/29/2024 | 9/1/2022 | 6042 | 5662 | 5576 |
| 5857482, 4.07%, 2/29/2024 | 9/1/2022 | 4665 | 4395 | 4475 |
| 5857514, 4.16%, 2/29/2024 | 9/1/2022 | 7724 | 7267 | 7352 |
| 5857565, 4.37%, 2/29/2024 | 9/1/2022 | 3573 | 3351 | 3330 |
| 5860514, 4.28%, 2/29/2024 | 9/2/2022 | 9878 | 9278 | 9490 |
| 5860531, 4.71%, 2/29/2024 | 9/2/2022 | 4312 | 4025 | 4006 |
| 5860559, 4.71%, 2/29/2024 | 9/2/2022 | 6485 | 6054 | 6020 |
| 5860613, 5.23%, 2/29/2024 | 9/2/2022 | 1086 | 1006 | 1011 |
| 5860629, 5.13%, 2/29/2024 | 9/2/2022 | 1379 | 1279 | 1267 |
| 5860636, 5.14%, 2/29/2024 | 9/2/2022 | 3399 | 3153 | 3129 |
| 5860662, 4.98%, 2/29/2024 | 9/2/2022 | 4365 | 4059 | 4092 |
| 5860689, 4.89%, 2/29/2024 | 9/2/2022 | 9255 | 8617 | 8650 |
| 5860720, 4.89%, 2/29/2024 | 9/2/2022 | 1316 | 1226 | 1231 |
| 5860730, 4.89%, 2/29/2024 | 9/2/2022 | 15025 | 13989 | 14060 |
| 5860848, 3.99%, 2/29/2024 | 9/2/2022 | 2324 | 2192 | 2176 |
| 5860858, 4.96%, 2/29/2024 | 9/2/2022 | 1021 | 950 | 950 |
| 5860868, 5.23%, 2/29/2024 | 9/2/2022 | 19581 | 18144 | 18232 |
| 5860955, 4.55%, 2/29/2024 | 9/2/2022 | 24032 | 22484 | 22755 |
| 5861107, 4.18%, 2/29/2024 | 9/2/2022 | 10473 | 9850 | 10027 |
| 5861181, 4.77%, 2/29/2024 | 9/2/2022 | 36000 | 33577 | 33846 |
| 5861395, 4.99%, 2/29/2024 | 9/2/2022 | 4471 | 4157 | 4170 |
| 5861428, 4.99%, 2/29/2024 | 9/2/2022 | 3555 | 3305 | 3301 |
| 5861441, 3.90%, 2/29/2024 | 9/2/2022 | 5333 | 5036 | 5149 |
| 5861474, 4.68%, 2/29/2024 | 9/2/2022 | 37654 | 35166 | 35275 |
| 5861926, 5.47%, 2/29/2024 | 9/2/2022 | 4646 | 4290 | 4297 |
| 5861964, 4.09%, 2/29/2024 | 9/2/2022 | 4238 | 3991 | 4079 |
| 5861991, 3.28%, 2/29/2024 | 9/2/2022 | 2027 | 1931 | 1972 |
| 5862021, 5.05%, 2/29/2024 | 9/2/2022 | 3139 | 2916 | 2920 |
| 5862057, 3.29%, 2/29/2024 | 9/2/2022 | 8981 | 8557 | 8737 |
| 5862094, 5.48%, 2/29/2024 | 9/2/2022 | 535 | 494 | 494 |
| 5862111, 5.39%, 2/29/2024 | 9/2/2022 | 21017 | 19431 | 19478 |
| 5862230, 4.40%, 2/29/2024 | 9/2/2022 | 3299 | 3093 | 3138 |
| 5862238, 4.09%, 2/29/2024 | 9/2/2022 | 4356 | 4103 | 4194 |
| 5862253, 4.28%, 2/29/2024 | 9/2/2022 | 24866 | 23356 | 23887 |
| 5862328, 4.81%, 2/29/2024 | 9/2/2022 | 4412 | 4113 | 4142 |
| 5862362, 4.98%, 2/29/2024 | 9/2/2022 | 4632 | 4307 | 4312 |
| 5862372, 4.27%, 2/29/2024 | 9/2/2022 | 3318 | 3117 | 3189 |
| 5862381, 4.64%, 2/29/2024 | 9/2/2022 | 3529 | 3297 | 3335 |
| 5862386, 4.49%, 2/29/2024 | 9/2/2022 | 30400 | 28467 | 28857 |
| 5862532, 5.37%, 2/29/2024 | 9/2/2022 | 1439 | 1330 | 1336 |
| 5862537, 4.10%, 2/29/2024 | 9/2/2022 | 3961 | 3730 | 3815 |
| 5862549, 3.90%, 2/29/2024 | 9/2/2022 | 6376 | 6021 | 6154 |
| 5862587, 4.52%, 2/29/2024 | 9/2/2022 | 3648 | 3415 | 3431 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5862607, 4.69%, 2/29/2024 | 9/2/2022 | 2681 | 2503 | 2526 |
| 5862620, 4.77%, 2/29/2024 | 9/2/2022 | 54383 | 50723 | 51157 |
| 5862802, 4.40%, 2/29/2024 | 9/2/2022 | 2270 | 2129 | 2157 |
| 5862809, 3.91%, 2/29/2024 | 9/2/2022 | 9188 | 8676 | 8866 |
| 5862823, 4.56%, 2/29/2024 | 9/2/2022 | 2706 | 2531 | 2566 |
| 5862833, 4.52%, 2/29/2024 | 9/2/2022 | 18299 | 17128 | 17341 |
| 5862898, 5.23%, 2/29/2024 | 9/2/2022 | 1569 | 1454 | 1462 |
| 5862904, 4.92%, 2/29/2024 | 9/2/2022 | 1054 | 981 | 987 |
| 5862906, 5.10%, 2/29/2024 | 9/2/2022 | 5039 | 4678 | 4720 |
| 5862937, 5.15%, 2/29/2024 | 9/2/2022 | 3012 | 2795 | 2785 |
| 5862940, 4.80%, 2/29/2024 | 9/2/2022 | 5527 | 5153 | 5201 |
| 5862956, 3.28%, 2/29/2024 | 9/2/2022 | 4603 | 4386 | 4479 |
| 5862965, 5.22%, 2/29/2024 | 9/2/2022 | 2188 | 2028 | 2041 |
| 5862968, 4.40%, 2/29/2024 | 9/2/2022 | 4207 | 3945 | 4004 |
| 5862991, 5.19%, 2/29/2024 | 9/2/2022 | 2101 | 1948 | 1947 |
| 5863002, 4.28%, 2/29/2024 | 9/2/2022 | 11289 | 10604 | 10845 |
| 5863029, 5.01%, 2/29/2024 | 9/2/2022 | 4479 | 4163 | 4195 |
| 5863050, 4.98%, 2/29/2024 | 9/2/2022 | 12749 | 11854 | 11925 |
| 5863232, 4.09%, 2/29/2024 | 9/2/2022 | 7724 | 7275 | 7437 |
| 5863263, 5.39%, 2/29/2024 | 9/2/2022 | 15472 | 14304 | 14310 |
| 5863305, 4.70%, 2/29/2024 | 9/2/2022 | 1159 | 1082 | 1070 |
| 5863318, 4.55%, 2/29/2024 | 9/2/2022 | 47336 | 44286 | 44812 |
| 5863511, 4.79%, 2/29/2024 | 9/2/2022 | 2510 | 2340 | 2358 |
| 5863517, 5.14%, 2/29/2024 | 9/2/2022 | 5586 | 5183 | 5164 |
| 5863529, 5.23%, 2/29/2024 | 9/2/2022 | 7292 | 6756 | 6787 |
| 5863552, 5.14%, 2/29/2024 | 9/2/2022 | 25572 | 23726 | 23555 |
| 5863668, 4.52%, 2/29/2024 | 9/2/2022 | 1721 | 1611 | 1597 |
| 5863680, 5.20%, 2/29/2024 | 9/2/2022 | 3916 | 3630 | 3610 |
| 5863700, 4.18%, 2/29/2024 | 9/2/2022 | 18730 | 17616 | 17927 |
| 5863808, 4.40%, 2/29/2024 | 9/2/2022 | 14845 | 13919 | 14115 |
| 5863836, 4.98%, 2/29/2024 | 9/2/2022 | 18296 | 17012 | 17174 |
| 5863895, 4.68%, 2/29/2024 | 9/2/2022 | 10026 | 9363 | 9437 |
| 5863922, 5.32%, 2/29/2024 | 9/2/2022 | 2707 | 2505 | 2514 |
| 5863937, 5.32%, 2/29/2024 | 9/2/2022 | 2415 | 2235 | 2250 |
| 5863958, 4.98%, 2/29/2024 | 9/2/2022 | 11573 | 10761 | 10863 |
| 5864046, 4.73%, 2/29/2024 | 9/6/2022 | 3080 | 2875 | 2862 |
| 5864067, 4.53%, 2/29/2024 | 9/6/2022 | 65649 | 61446 | 61844 |
| 5864215, 4.71%, 2/29/2024 | 9/6/2022 | 1101 | 1028 | 1022 |
| 5864218, 5.02%, 2/29/2024 | 9/6/2022 | 72727 | 67593 | 67868 |
| 5864593, 5.24%, 2/29/2024 | 9/6/2022 | 4667 | 4325 | 4348 |
| 5864643, 5.05%, 2/29/2024 | 9/6/2022 | 1462 | 1358 | 1360 |
| 5864661, 4.54%, 2/29/2024 | 9/6/2022 | 1257 | 1176 | 1162 |
| 5864685, 5.15%, 2/29/2024 | 9/6/2022 | 1490 | 1383 | 1376 |
| 5864701, 4.82%, 2/29/2024 | 9/6/2022 | 1675 | 1561 | 1573 |
| 5864718, 5.15%, 2/29/2024 | 9/6/2022 | 5740 | 5326 | 5297 |
| 5864789, 5.05%, 2/29/2024 | 9/6/2022 | 2812 | 2613 | 2620 |
| 5864817, 4.03%, 2/29/2024 | 9/6/2022 | 956 | 902 | 897 |
| 5864850, 4.13%, 2/29/2024 | 9/6/2022 | 541 | 509 | 521 |
| 5864866, 4.19%, 2/29/2024 | 9/6/2022 | 36922 | 34727 | 35337 |
| 5865104, 4.00%, 2/29/2024 | 9/6/2022 | 737 | 695 | 664 |
| 5865116, 5.21%, 2/29/2024 | 9/6/2022 | 15054 | 13955 | 13907 |
| 5865186, 3.91%, 2/29/2024 | 9/6/2022 | 17325 | 16360 | 16727 |
| 5865280, 3.94%, 2/29/2024 | 9/6/2022 | 1025 | 968 | 990 |
| 5865296, 4.99%, 2/29/2024 | 9/6/2022 | 24105 | 22413 | 22519 |
| 5865451, 5.40%, 2/29/2024 | 9/6/2022 | 11786 | 10896 | 10918 |
| 5865503, 4.50%, 2/29/2024 | 9/6/2022 | 16993 | 15912 | 16208 |
| 5865598, 4.00%, 2/29/2024 | 9/6/2022 | 2575 | 2428 | 2377 |
| 5865638, 5.24%, 2/29/2024 | 9/6/2022 | 5814 | 5387 | 5424 |
| 5865695, 5.38%, 2/29/2024 | 9/6/2022 | 1228 | 1136 | 1117 |
| 5865703, 5.21%, 2/29/2024 | 9/6/2022 | 10162 | 9420 | 9462 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5865748, 5.24%, 2/29/2024 | 9/6/2022 | 12593 | 11668 | 11737 |
| 5865790, 4.56%, 2/29/2024 | 9/6/2022 | 9573 | 8956 | 9057 |
| 5865842, 4.51%, 2/29/2024 | 9/6/2022 | 2511 | 2351 | 2394 |
| 5865850, 3.76%, 2/29/2024 | 9/6/2022 | 5862 | 5548 | 5641 |
| 5865884, 4.87%, 2/29/2024 | 9/6/2022 | 14083 | 13118 | 13277 |
| 5865915, 4.38%, 2/29/2024 | 9/6/2022 | 100395 | 94176 | 95443 |
| 5866286, 4.81%, 2/29/2024 | 9/6/2022 | 13537 | 12620 | 12712 |
| 5866318, 4.56%, 2/29/2024 | 9/6/2022 | 54545 | 51031 | 51640 |
| 5866458, 5.15%, 2/29/2024 | 9/6/2022 | 1684 | 1563 | 1544 |
| 5866465, 4.52%, 2/29/2024 | 9/6/2022 | 1518 | 1421 | 1410 |
| 5866469, 5.48%, 2/29/2024 | 9/6/2022 | 1232 | 1138 | 1134 |
| 5866470, 5.10%, 2/29/2024 | 9/6/2022 | 1459 | 1355 | 1365 |
| 5866479, 3.91%, 2/29/2024 | 9/6/2022 | 10279 | 9706 | 9926 |
| 5866525, 3.29%, 2/29/2024 | 9/6/2022 | 4416 | 4208 | 4295 |
| 5866547, 4.99%, 2/29/2024 | 9/6/2022 | 8686 | 8076 | 8148 |
| 5866575, 4.38%, 2/29/2024 | 9/6/2022 | 37888 | 35541 | 36041 |
| 5866712, 4.72%, 2/29/2024 | 9/6/2022 | 14007 | 13075 | 12955 |
| 5866767, 4.69%, 2/29/2024 | 9/6/2022 | 41870 | 39102 | 39208 |
| 5866832, 3.76%, 2/29/2024 | 9/6/2022 | 44273 | 41901 | 42586 |
| 5866961, 4.57%, 2/29/2024 | 9/6/2022 | 2398 | 2243 | 2272 |
| 5866981, 4.53%, 2/29/2024 | 9/6/2022 | 9904 | 9270 | 9371 |
| 5867024, 4.50%, 2/29/2024 | 9/6/2022 | 13187 | 12348 | 12527 |
| 5867100, 4.10%, 2/29/2024 | 9/6/2022 | 6107 | 5751 | 5879 |
| 5867133, 4.19%, 2/29/2024 | 9/6/2022 | 15127 | 14228 | 14488 |
| 5867166, 5.33%, 2/29/2024 | 9/6/2022 | 4225 | 3910 | 3932 |
| 5867173, 4.57%, 2/29/2024 | 9/6/2022 | 4223 | 3950 | 3992 |
| 5867181, 4.72%, 2/29/2024 | 9/6/2022 | 30273 | 28260 | 28691 |
| 5867281, 4.56%, 2/29/2024 | 9/6/2022 | 18844 | 17630 | 17849 |
| 5870208, 5.36%, 3/1/2024 | 9/7/2022 | 14801 | 13696 | 13753 |
| 5870244, 5.03%, 3/1/2024 | 9/7/2022 | 1398 | 1300 | 1297 |
| 5870245, 4.59%, 3/1/2024 | 9/7/2022 | 2366 | 2213 | 2238 |
| 5870251, 4.52%, 3/1/2024 | 9/7/2022 | 16479 | 15431 | 15702 |
| 5870320, 5.52%, 3/1/2024 | 9/7/2022 | 4921 | 4543 | 4543 |
| 5870334, 5.27%, 3/1/2024 | 9/7/2022 | 8419 | 7801 | 7823 |
| 5870369, 4.04%, 3/1/2024 | 9/7/2022 | 808 | 762 | 750 |
| 5870378, 3.94%, 3/1/2024 | 9/7/2022 | 10387 | 9808 | 10019 |
| 5870446, 4.43%, 3/1/2024 | 9/7/2022 | 31984 | 29990 | 30401 |
| 5870602, 3.93%, 3/1/2024 | 9/7/2022 | 6674 | 6302 | 6441 |
| 5870649, 4.12%, 3/1/2024 | 9/7/2022 | 10450 | 9842 | 10059 |
| 5870704, 5.51%, 3/1/2024 | 9/7/2022 | 3427 | 3164 | 3147 |
| 5870723, 4.30%, 3/1/2024 | 9/7/2022 | 2569 | 2413 | 2457 |
| 5870730, 4.23%, 3/1/2024 | 9/7/2022 | 1878 | 1766 | 1798 |
| 5870741, 4.21%, 3/1/2024 | 9/7/2022 | 17070 | 16055 | 16346 |
| 5870813, 4.59%, 3/1/2024 | 9/7/2022 | 3124 | 2922 | 2955 |
| 5870825, 4.52%, 3/1/2024 | 9/7/2022 | 3114 | 2916 | 2956 |
| 5870848, 5.15%, 3/1/2024 | 9/7/2022 | 26157 | 24278 | 24408 |
| 5871061, 4.43%, 3/1/2024 | 9/7/2022 | 3809 | 3571 | 3623 |
| 5871105, 4.31%, 3/1/2024 | 9/7/2022 | 6624 | 6222 | 6362 |
| 5871274, 4.30%, 3/1/2024 | 9/7/2022 | 4549 | 4273 | 4367 |
| 5871307, 3.31%, 3/1/2024 | 9/7/2022 | 23505 | 22395 | 22862 |
| 5871497, 4.90%, 3/1/2024 | 9/7/2022 | 2131 | 1985 | 2011 |
| 5871514, 5.43%, 3/1/2024 | 9/7/2022 | 2667 | 2466 | 2457 |
| 5871529, 4.43%, 3/1/2024 | 9/7/2022 | 5058 | 4742 | 4801 |
| 5871559, 5.02%, 3/1/2024 | 9/7/2022 | 2069 | 1924 | 1932 |
| 5871569, 4.44%, 3/1/2024 | 9/7/2022 | 7186 | 6738 | 6831 |
| 5871642, 4.40%, 3/1/2024 | 9/7/2022 | 74383 | 69775 | 70734 |
| 5872024, 5.02%, 3/1/2024 | 9/7/2022 | 7241 | 6732 | 6750 |
| 5872060, 4.56%, 3/1/2024 | 9/7/2022 | 5174 | 4843 | 4881 |
| 5872085, 5.45%, 3/1/2024 | 9/7/2022 | 785 | 725 | 721 |
| 5872094, 4.71%, 3/1/2024 | 9/7/2022 | 12403 | 11583 | 11630 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5872159, 4.56%, 3/1/2024 | 9/7/2022 | 8357 | 7822 | 7913 |
| 5872189, 5.14%, 3/1/2024 | 9/7/2022 | 8516 | 7905 | 7940 |
| 5872214, 5.43%, 3/1/2024 | 9/7/2022 | 11330 | 10475 | 10273 |
| 5872239, 5.45%, 3/1/2024 | 9/7/2022 | 1168 | 1080 | 1082 |
| 5872251, 3.93%, 3/1/2024 | 9/7/2022 | 15830 | 14949 | 15290 |
| 5872339, 4.39%, 3/1/2024 | 9/7/2022 | 2363 | 2217 | 2247 |
| 5872357, 3.94%, 3/1/2024 | 9/7/2022 | 13428 | 12680 | 12962 |
| 5872407, 4.43%, 3/1/2024 | 9/7/2022 | 71620 | 67154 | 68053 |
| 5872765, 4.59%, 3/1/2024 | 9/7/2022 | 23376 | 21870 | 22134 |
| 5872863, 5.15%, 3/1/2024 | 9/7/2022 | 27663 | 25677 | 25911 |
| 5872961, 5.03%, 3/1/2024 | 9/7/2022 | 2872 | 2671 | 2698 |
| 5872972, 4.80%, 3/1/2024 | 9/7/2022 | 36490 | 34034 | 34314 |
| 5873050, 5.15%, 3/1/2024 | 9/7/2022 | 18093 | 16794 | 16938 |
| 5873141, 5.42%, 3/1/2024 | 9/7/2022 | 9045 | 8363 | 8361 |
| 5873181, 5.15%, 3/1/2024 | 9/7/2022 | 2551 | 2367 | 2385 |
| 5873193, 3.31%, 3/1/2024 | 9/7/2022 | 15024 | 14315 | 14621 |
| 5873262, 4.21%, 3/1/2024 | 9/7/2022 | 36421 | 34256 | 34860 |
| 5873444, 4.90%, 3/1/2024 | 9/7/2022 | 7361 | 6856 | 6938 |
| 5873479, 5.24%, 3/1/2024 | 9/7/2022 | 1919 | 1779 | 1769 |
| 5873491, 5.14%, 3/1/2024 | 9/7/2022 | 12747 | 11832 | 11928 |
| 5873506, 4.03%, 3/1/2024 | 9/7/2022 | 2094 | 1975 | 1963 |
| 5873518, 4.87%, 3/1/2024 | 9/7/2022 | 6489 | 6047 | 6052 |
| 5873534, 5.18%, 3/1/2024 | 9/7/2022 | 10555 | 9793 | 9761 |
| 5873582, 4.56%, 3/1/2024 | 9/7/2022 | 2601 | 2435 | 2463 |
| 5873595, 5.24%, 3/1/2024 | 9/7/2022 | 8483 | 7864 | 7783 |
| 5873635, 5.15%, 3/1/2024 | 9/7/2022 | 14004 | 12999 | 13118 |
| 5873699, 4.71%, 3/1/2024 | 9/7/2022 | 2080 | 1942 | 1950 |
| 5873711, 4.43%, 3/1/2024 | 9/7/2022 | 5332 | 5000 | 5067 |
| 5873754, 5.27%, 3/1/2024 | 9/7/2022 | 19007 | 17612 | 17687 |
| 5873806, 3.30%, 3/1/2024 | 9/7/2022 | 5053 | 4815 | 4915 |
| 5873996, 4.55%, 3/2/2024 | 9/8/2022 | 4581 | 4288 | 4316 |
| 5874016, 5.42%, 3/2/2024 | 9/8/2022 | 974 | 900 | 896 |
| 5874025, 4.12%, 3/2/2024 | 9/8/2022 | 4186 | 3943 | 4029 |
| 5874037, 4.52%, 3/2/2024 | 9/8/2022 | 3165 | 2964 | 3018 |
| 5874044, 4.03%, 3/2/2024 | 9/8/2022 | 1704 | 1607 | 1598 |
| 5874050, 4.43%, 3/2/2024 | 9/8/2022 | 8242 | 7728 | 7832 |
| 5874065, 4.84%, 3/2/2024 | 9/8/2022 | 19170 | 17872 | 18013 |
| 5874128, 4.74%, 3/2/2024 | 9/8/2022 | 10086 | 9416 | 9349 |
| 5874181, 5.17%, 3/2/2024 | 9/8/2022 | 1853 | 1719 | 1676 |
| 5874193, 3.94%, 3/2/2024 | 9/8/2022 | 4849 | 4579 | 4680 |
| 5874202, 3.94%, 3/2/2024 | 9/8/2022 | 11268 | 10640 | 10874 |
| 5874262, 3.93%, 3/2/2024 | 9/8/2022 | 15681 | 14807 | 15135 |
| 5874403, 4.53%, 3/2/2024 | 9/8/2022 | 10713 | 10032 | 10171 |
| 5874458, 5.18%, 3/2/2024 | 9/8/2022 | 5400 | 5010 | 4979 |
| 5874506, 4.44%, 3/2/2024 | 9/8/2022 | 5300 | 4969 | 5035 |
| 5874526, 5.03%, 3/2/2024 | 9/8/2022 | 2689 | 2500 | 2510 |
| 5874557, 5.02%, 3/2/2024 | 9/8/2022 | 3114 | 2895 | 2920 |
| 5874579, 4.52%, 3/2/2024 | 9/8/2022 | 13710 | 12838 | 13068 |
| 5874706, 4.02%, 3/2/2024 | 9/8/2022 | 1491 | 1407 | 1391 |
| 5874715, 4.43%, 3/2/2024 | 9/8/2022 | 15380 | 14421 | 14619 |
| 5874829, 3.94%, 3/2/2024 | 9/8/2022 | 6532 | 6168 | 6305 |
| 5874855, 3.94%, 3/2/2024 | 9/8/2022 | 3320 | 3135 | 3204 |
| 5874864, 4.52%, 3/2/2024 | 9/8/2022 | 12492 | 11697 | 11858 |
| 5874921, 4.31%, 3/2/2024 | 9/8/2022 | 10534 | 9895 | 10116 |
| 5874967, 4.84%, 3/2/2024 | 9/8/2022 | 4199 | 3914 | 3945 |
| 5874988, 5.17%, 3/2/2024 | 9/8/2022 | 2571 | 2386 | 2379 |
| 5875005, 4.90%, 3/2/2024 | 9/8/2022 | 6805 | 6339 | 6417 |
| 5875050, 4.84%, 3/2/2024 | 9/8/2022 | 10452 | 9744 | 9817 |
| 5875090, 4.21%, 3/2/2024 | 9/8/2022 | 4812 | 4526 | 4605 |
| 5875117, 4.03%, 3/2/2024 | 9/8/2022 | 13384 | 12622 | 12577 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5875189, 3.94%, 3/2/2024 | 9/8/2022 | 8351 | 7885 | 8062 |
| 5875253, 4.77%, 3/2/2024 | 9/8/2022 | 998 | 931 | 944 |
| 5875254, 4.30%, 3/2/2024 | 9/8/2022 | 6723 | 6315 | 6457 |
| 5875313, 4.72%, 3/2/2024 | 9/8/2022 | 7840 | 7321 | 7377 |
| 5875362, 5.40%, 3/2/2024 | 9/8/2022 | 729 | 674 | 670 |
| 5875381, 4.71%, 3/2/2024 | 9/8/2022 | 3956 | 3695 | 3720 |
| 5875406, 4.74%, 3/2/2024 | 9/8/2022 | 9470 | 8840 | 8967 |
| 5875455, 5.14%, 3/2/2024 | 9/8/2022 | 13002 | 12069 | 12173 |
| 5875525, 4.73%, 3/2/2024 | 9/8/2022 | 1886 | 1761 | 1738 |
| 5875531, 5.02%, 3/2/2024 | 9/8/2022 | 1005 | 934 | 937 |
| 5875535, 4.59%, 3/2/2024 | 9/8/2022 | 7760 | 7260 | 7341 |
| 5875586, 5.14%, 3/2/2024 | 9/8/2022 | 2792 | 2592 | 2581 |
| 5875619, 4.71%, 3/2/2024 | 9/8/2022 | 8525 | 7962 | 8008 |
| 5875673, 5.41%, 3/2/2024 | 9/8/2022 | 1867 | 1727 | 1722 |
| 5875678, 4.71%, 3/2/2024 | 9/8/2022 | 8213 | 7670 | 7740 |
| 5875718, 4.83%, 3/2/2024 | 9/8/2022 | 3771 | 3516 | 3546 |
| 5875758, 4.52%, 3/2/2024 | 9/8/2022 | 15639 | 14645 | 14851 |
| 5875814, 4.84%, 3/2/2024 | 9/8/2022 | 17762 | 16559 | 16701 |
| 5875901, 4.62%, 3/2/2024 | 9/8/2022 | 1791 | 1675 | 1660 |
| 5875909, 5.04%, 3/2/2024 | 9/8/2022 | 1646 | 1531 | 1533 |
| 5875918, 4.71%, 3/2/2024 | 9/8/2022 | 765 | 714 | 708 |
| 5875925, 4.59%, 3/2/2024 | 9/8/2022 | 64702 | 60533 | 61163 |
| 5876132, 5.25%, 3/2/2024 | 9/8/2022 | 829 | 769 | 772 |
| 5876134, 4.53%, 3/2/2024 | 9/8/2022 | 15279 | 14307 | 14567 |
| 5876185, 3.93%, 3/2/2024 | 9/8/2022 | 6218 | 5872 | 6005 |
| 5876191, 5.10%, 3/2/2024 | 9/8/2022 | 1068 | 992 | 983 |
| 5876195, 3.94%, 3/2/2024 | 9/8/2022 | 7790 | 7356 | 7519 |
| 5876225, 4.55%, 3/2/2024 | 9/8/2022 | 13716 | 12838 | 12922 |
| 5876279, 5.08%, 3/2/2024 | 9/8/2022 | 2164 | 2010 | 2009 |
| 5876292, 4.74%, 3/2/2024 | 9/8/2022 | 28878 | 26957 | 27350 |
| 5876384, 5.08%, 3/2/2024 | 9/8/2022 | 12595 | 11702 | 11746 |
| 5876434, 4.21%, 3/2/2024 | 9/8/2022 | 88023 | 82790 | 84243 |
| 5876767, 5.02%, 3/2/2024 | 9/8/2022 | 9720 | 9038 | 9116 |
| 5876784, 5.39%, 3/2/2024 | 9/8/2022 | 1033 | 956 | 960 |
| 5876786, 4.74%, 3/2/2024 | 9/8/2022 | 10356 | 9667 | 9793 |
| 5876818, 4.74%, 3/2/2024 | 9/8/2022 | 4193 | 3914 | 3884 |
| 5876829, 4.59%, 3/2/2024 | 9/8/2022 | 29138 | 27260 | 27550 |
| 5876961, 5.27%, 3/2/2024 | 9/8/2022 | 36630 | 33940 | 34106 |
| 5877089, 5.41%, 3/2/2024 | 9/8/2022 | 1559 | 1441 | 1445 |
| 5877102, 4.87%, 3/2/2024 | 9/8/2022 | 13652 | 12721 | 12772 |
| 5877202, 4.84%, 3/3/2024 | 9/9/2022 | 5910 | 5509 | 5540 |
| 5877227, 5.02%, 3/3/2024 | 9/9/2022 | 5496 | 5110 | 5117 |
| 5877252, 5.24%, 3/3/2024 | 9/9/2022 | 11200 | 10382 | 10327 |
| 5877299, 4.81%, 3/3/2024 | 9/9/2022 | 1348 | 1257 | 1265 |
| 5877302, 5.08%, 3/3/2024 | 9/9/2022 | 1062 | 987 | 989 |
| 5877309, 4.31%, 3/3/2024 | 9/9/2022 | 11250 | 10567 | 10804 |
| 5877358, 5.09%, 3/3/2024 | 9/9/2022 | 821 | 762 | 761 |
| 5877363, 5.45%, 3/3/2024 | 9/9/2022 | 1048 | 968 | 966 |
| 5877368, 5.08%, 3/3/2024 | 9/9/2022 | 1956 | 1817 | 1817 |
| 5877378, 4.56%, 3/3/2024 | 9/9/2022 | 6465 | 6052 | 6103 |
| 5877402, 5.42%, 3/3/2024 | 9/9/2022 | 9495 | 8779 | 8722 |
| 5877446, 3.31%, 3/3/2024 | 9/9/2022 | 3681 | 3508 | 3582 |
| 5877460, 4.50%, 3/3/2024 | 9/9/2022 | 611 | 573 | 583 |
| 5877463, 4.93%, 3/3/2024 | 9/9/2022 | 6275 | 5842 | 5867 |
| 5877490, 4.75%, 3/3/2024 | 9/9/2022 | 3857 | 3601 | 3649 |
| 5877504, 3.93%, 3/3/2024 | 9/9/2022 | 11660 | 11011 | 11254 |
| 5877556, 3.93%, 3/3/2024 | 9/9/2022 | 7577 | 7156 | 7313 |
| 5877578, 3.94%, 3/3/2024 | 9/9/2022 | 3731 | 3523 | 3602 |
| 5877586, 4.76%, 3/3/2024 | 9/9/2022 | 1519 | 1418 | 1410 |
| 5877594, 5.18%, 3/3/2024 | 9/9/2022 | 15368 | 14258 | 14252 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5877653, 5.15%, 3/3/2024 | 9/9/2022 | 5840 | 5421 | 5447 |
| 5877673, 4.74%, 3/3/2024 | 9/9/2022 | 2246 | 2096 | 2125 |
| 5877678, 4.71%, 3/3/2024 | 9/9/2022 | 1952 | 1823 | 1833 |
| 5877689, 4.31%, 3/3/2024 | 9/9/2022 | 14821 | 13922 | 14235 |
| 5877734, 5.36%, 3/3/2024 | 9/9/2022 | 37653 | 34842 | 35013 |
| 5877889, 3.93%, 3/3/2024 | 9/9/2022 | 7555 | 7134 | 7288 |
| 5877927, 5.26%, 3/4/2024 | 9/9/2022 | 1649 | 1528 | 1476 |
| 5877940, 5.17%, 3/4/2024 | 9/9/2022 | 3144 | 2917 | 2857 |
| 5877954, 5.35%, 3/4/2024 | 9/9/2022 | 4128 | 3820 | 3838 |
| 5877979, 4.30%, 3/4/2024 | 9/9/2022 | 4705 | 4420 | 4497 |
| 5878004, 4.52%, 3/4/2024 | 9/9/2022 | 1082 | 1013 | 1032 |
| 5878010, 4.56%, 3/4/2024 | 9/9/2022 | 1720 | 1609 | 1620 |
| 5878020, 4.89%, 3/4/2024 | 9/9/2022 | 4890 | 4555 | 4603 |
| 5878042, 5.01%, 3/4/2024 | 9/9/2022 | 2086 | 1940 | 1953 |
| 5878051, 4.20%, 3/4/2024 | 9/9/2022 | 4094 | 3850 | 3920 |
| 5878068, 4.02%, 3/4/2024 | 9/9/2022 | 3850 | 3631 | 3611 |
| 5878082, 4.02%, 3/4/2024 | 9/9/2022 | 9602 | 9055 | 8995 |
| 5878127, 5.41%, 3/4/2024 | 9/9/2022 | 1569 | 1451 | 1451 |
| 5878134, 4.52%, 3/4/2024 | 9/9/2022 | 12330 | 11545 | 11755 |
| 5878195, 3.33%, 3/4/2024 | 9/9/2022 | 928 | 884 | 875 |
| 5878201, 4.29%, 3/4/2024 | 9/9/2022 | 1861 | 1748 | 1787 |
| 5878212, 5.20%, 3/4/2024 | 9/9/2022 | 1022 | 948 | 947 |
| 5878218, 4.39%, 3/4/2024 | 9/9/2022 | 11790 | 11060 | 11195 |
| 5878268, 5.40%, 3/4/2024 | 9/9/2022 | 1330 | 1230 | 1229 |
| 5878275, 4.11%, 3/4/2024 | 9/9/2022 | 10149 | 9558 | 9769 |
| 5878307, 4.58%, 3/4/2024 | 9/9/2022 | 8917 | 8343 | 8438 |
| 5878344, 5.01%, 3/4/2024 | 9/9/2022 | 30618 | 28469 | 28579 |
| 5878486, 4.90%, 3/4/2024 | 9/9/2022 | 3595 | 3349 | 3387 |
| 5878505, 4.30%, 3/4/2024 | 9/9/2022 | 4441 | 4171 | 4265 |
| 5878529, 4.02%, 3/4/2024 | 9/9/2022 | 1394 | 1314 | 1304 |
| 5878535, 5.17%, 3/4/2024 | 9/9/2022 | 3045 | 2825 | 2680 |
| 5878558, 4.71%, 3/5/2024 | 9/9/2022 | 1917 | 1790 | 1779 |
| 5878566, 5.16%, 3/5/2024 | 9/9/2022 | 31746 | 29454 | 29186 |
| 5878676, 4.72%, 3/5/2024 | 9/9/2022 | 924 | 862 | 856 |
| 5878678, 5.00%, 3/5/2024 | 9/9/2022 | 20677 | 19226 | 19298 |
| 5878802, 5.33%, 3/5/2024 | 9/9/2022 | 1505 | 1393 | 1397 |
| 5878811, 5.51%, 3/5/2024 | 9/9/2022 | 964 | 890 | 879 |
| 5878816, 4.42%, 3/5/2024 | 9/9/2022 | 13844 | 12981 | 13165 |
| 5878877, 3.93%, 3/5/2024 | 9/9/2022 | 2270 | 2143 | 2190 |
| 5878886, 4.73%, 3/5/2024 | 9/9/2022 | 2086 | 1947 | 1919 |
| 5878895, 5.06%, 3/5/2024 | 9/9/2022 | 10702 | 9942 | 9924 |
| 5878942, 5.40%, 3/5/2024 | 9/9/2022 | 21618 | 19987 | 20014 |
| 5879017, 5.01%, 3/5/2024 | 9/9/2022 | 1048 | 974 | 971 |
| 5879026, 4.70%, 3/5/2024 | 9/9/2022 | 1128 | 1053 | 1046 |
| 5879031, 4.87%, 3/5/2024 | 9/9/2022 | 4509 | 4201 | 4250 |
| 5879051, 4.29%, 3/5/2024 | 9/9/2022 | 6925 | 6505 | 6650 |
| 5879079, 5.06%, 3/5/2024 | 9/9/2022 | 2030 | 1886 | 1886 |
| 5879086, 4.72%, 3/5/2024 | 9/9/2022 | 839 | 784 | 779 |
| 5879090, 5.16%, 3/5/2024 | 9/9/2022 | 2603 | 2415 | 2414 |
| 5879108, 5.13%, 3/5/2024 | 9/9/2022 | 1170 | 1086 | 1070 |
| 5879117, 4.72%, 3/5/2024 | 9/9/2022 | 32672 | 30500 | 30936 |
| 5879252, 3.92%, 3/5/2024 | 9/9/2022 | 4220 | 3985 | 4073 |
| 5879274, 4.82%, 3/5/2024 | 9/9/2022 | 4658 | 4343 | 4372 |
| 5879284, 4.28%, 3/5/2024 | 9/9/2022 | 2964 | 2784 | 2847 |
| 5879295, 3.92%, 3/5/2024 | 9/9/2022 | 4152 | 3921 | 4007 |
| 5879310, 4.43%, 3/5/2024 | 9/9/2022 | 2976 | 2790 | 2825 |
| 5879322, 3.95%, 3/5/2024 | 9/9/2022 | 1056 | 997 | 1019 |
| 5879323, 5.41%, 3/5/2024 | 9/9/2022 | 854 | 789 | 772 |
| 5879328, 4.57%, 3/5/2024 | 9/9/2022 | 4709 | 4406 | 4457 |
| 5879482, 4.19%, 3/6/2024 | 9/9/2022 | 12156 | 11433 | 11633 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5879595, 4.81%, 3/6/2024 | 9/9/2022 | 3349 | 3122 | 3147 |
| 5879618, 5.06%, 3/6/2024 | 9/9/2022 | 4489 | 4170 | 4174 |
| 5879659, 3.91%, 3/6/2024 | 9/9/2022 | 2964 | 2799 | 2861 |
| 5879686, 4.41%, 3/6/2024 | 9/9/2022 | 2251 | 2110 | 2138 |
| 5879759, 4.72%, 3/6/2024 | 9/9/2022 | 15308 | 14290 | 14493 |
| 5881149, 5.48%, 3/6/2024 | 9/9/2022 | 1419 | 1310 | 1305 |
| 5881173, 3.92%, 3/6/2024 | 9/9/2022 | 5399 | 5098 | 5211 |
| 5881221, 4.50%, 3/6/2024 | 9/9/2022 | 8263 | 7737 | 7878 |
| 5881309, 4.50%, 3/6/2024 | 9/9/2022 | 4583 | 4292 | 4353 |
| 5881363, 4.56%, 3/6/2024 | 9/9/2022 | 3113 | 2912 | 2945 |
| 5881374, 4.72%, 3/6/2024 | 9/9/2022 | 2088 | 1949 | 1976 |
| 5881377, 4.81%, 3/6/2024 | 9/9/2022 | 6109 | 5695 | 5739 |
| 5881414, 5.00%, 3/6/2024 | 9/9/2022 | 3255 | 3026 | 3037 |
| 5881427, 4.41%, 3/6/2024 | 9/9/2022 | 19094 | 17903 | 18148 |
| 5881556, 3.91%, 3/6/2024 | 9/9/2022 | 4619 | 4362 | 4458 |
| 5881599, 4.28%, 3/6/2024 | 9/9/2022 | 2583 | 2427 | 2480 |
| 5881610, 4.29%, 3/6/2024 | 9/9/2022 | 7564 | 7105 | 7265 |
| 5881637, 4.70%, 3/6/2024 | 9/9/2022 | 735 | 686 | 682 |
| 5881640, 4.02%, 3/6/2024 | 9/9/2022 | 1829 | 1724 | 1710 |
| 5881646, 4.50%, 3/6/2024 | 9/9/2022 | 55583 | 52048 | 52721 |
| 5881998, 5.08%, 3/6/2024 | 9/9/2022 | 1152 | 1070 | 1071 |
| 5882009, 4.50%, 3/6/2024 | 9/9/2022 | 14612 | 13683 | 13923 |
| 5882171, 5.15%, 3/6/2024 | 9/9/2022 | 3332 | 3092 | 3091 |
| 5882211, 5.49%, 3/6/2024 | 9/9/2022 | 8328 | 7689 | 7673 |
| 5882266, 4.78%, 3/6/2024 | 9/9/2022 | 31877 | 29731 | 29986 |
| 5882454, 5.12%, 3/6/2024 | 9/9/2022 | 23815 | 22105 | 22321 |
| 5882657, 5.15%, 3/6/2024 | 9/9/2022 | 25528 | 23684 | 23633 |
| 5882810, 4.50%, 3/6/2024 | 9/9/2022 | 3460 | 3240 | 3299 |
| 5882827, 5.13%, 3/6/2024 | 9/9/2022 | 2202 | 2043 | 2063 |
| 5882839, 4.99%, 3/6/2024 | 9/9/2022 | 3006 | 2796 | 2819 |
| 5882860, 4.87%, 3/6/2024 | 9/9/2022 | 11534 | 10744 | 10874 |
| 5882927, 4.89%, 3/6/2024 | 9/9/2022 | 1754 | 1633 | 1642 |
| 5882933, 4.72%, 3/6/2024 | 9/9/2022 | 2802 | 2615 | 2609 |
| 5882939, 5.38%, 3/6/2024 | 9/9/2022 | 3111 | 2877 | 2878 |
| 5882964, 4.69%, 3/6/2024 | 9/9/2022 | 20416 | 19066 | 19165 |
| 5883006, 5.13%, 3/7/2024 | 9/12/2022 | 1362 | 1264 | 1264 |
| 5883017, 4.01%, 3/7/2024 | 9/12/2022 | 9217 | 8692 | 8659 |
| 5883056, 3.92%, 3/7/2024 | 9/12/2022 | 3933 | 3714 | 3670 |
| 5883067, 5.15%, 3/7/2024 | 9/12/2022 | 1519 | 1409 | 1385 |
| 5883078, 4.41%, 3/7/2024 | 9/12/2022 | 35463 | 33252 | 33577 |
| 5883225, 4.28%, 3/7/2024 | 9/12/2022 | 4251 | 3993 | 4082 |
| 5883250, 4.90%, 3/7/2024 | 9/12/2022 | 3387 | 3154 | 3172 |
| 5883303, 4.99%, 3/7/2024 | 9/12/2022 | 3284 | 3054 | 3064 |
| 5883324, 4.28%, 3/7/2024 | 9/12/2022 | 4944 | 4645 | 4750 |
| 5883347, 5.24%, 3/7/2024 | 9/12/2022 | 3649 | 3381 | 3397 |
| 5883390, 4.03%, 3/7/2024 | 9/12/2022 | 808 | 762 | 753 |
| 5883397, 4.19%, 3/7/2024 | 9/12/2022 | 6530 | 6142 | 6247 |
| 5883437, 4.99%, 3/7/2024 | 9/12/2022 | 11338 | 10543 | 10589 |
| 5883492, 3.91%, 3/7/2024 | 9/12/2022 | 12159 | 11482 | 11735 |
| 5883556, 4.42%, 3/7/2024 | 9/12/2022 | 1592 | 1492 | 1513 |
| 5883573, 5.16%, 3/7/2024 | 9/12/2022 | 1931 | 1791 | 1787 |
| 5883588, 4.81%, 3/7/2024 | 9/12/2022 | 2010 | 1874 | 1888 |
| 5883601, 4.28%, 3/7/2024 | 9/12/2022 | 13418 | 12603 | 12886 |
| 5883685, 4.72%, 3/7/2024 | 9/12/2022 | 6928 | 6467 | 6560 |
| 5883733, 4.50%, 3/7/2024 | 9/12/2022 | 9644 | 9030 | 9193 |
| 5883778, 5.01%, 3/7/2024 | 9/12/2022 | 1335 | 1241 | 1242 |
| 5883790, 5.15%, 3/7/2024 | 9/12/2022 | 6024 | 5589 | 5518 |
| 5883832, 4.41%, 3/7/2024 | 9/12/2022 | 5668 | 5315 | 5387 |
| 5883856, 4.41%, 3/7/2024 | 9/12/2022 | 12019 | 11269 | 11423 |
| 5883908, 4.99%, 3/7/2024 | 9/12/2022 | 3651 | 3395 | 3391 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5883957, 4.99%, 3/7/2024 | 9/12/2022 | 19508 | 18139 | 18311 |
| 5884076, 5.24%, 3/7/2024 | 9/12/2022 | 5941 | 5505 | 5537 |
| 5884111, 3.91%, 3/7/2024 | 9/12/2022 | 9146 | 8637 | 8827 |
| 5884149, 4.41%, 3/7/2024 | 9/12/2022 | 8556 | 8022 | 8135 |
| 5884174, 4.56%, 3/7/2024 | 9/12/2022 | 21516 | 20129 | 20377 |
| 5884251, 5.15%, 3/7/2024 | 9/12/2022 | 10955 | 10163 | 10090 |
| 5884329, 5.16%, 3/7/2024 | 9/12/2022 | 2722 | 2525 | 2517 |
| 5884351, 4.28%, 3/7/2024 | 9/12/2022 | 2619 | 2461 | 2515 |
| 5884376, 4.53%, 3/7/2024 | 9/12/2022 | 37892 | 35466 | 35748 |
| 5884491, 5.39%, 3/7/2024 | 9/12/2022 | 1350 | 1248 | 1245 |
| 5884496, 5.05%, 3/7/2024 | 9/12/2022 | 3065 | 2847 | 2854 |
| 5884504, 3.92%, 3/7/2024 | 9/12/2022 | 2440 | 2304 | 2355 |
| 5884514, 4.70%, 3/7/2024 | 9/12/2022 | 1985 | 1853 | 1839 |
| 5884525, 4.40%, 3/7/2024 | 9/12/2022 | 3834 | 3595 | 3645 |
| 5884543, 5.13%, 3/7/2024 | 9/12/2022 | 1461 | 1356 | 1366 |
| 5884561, 3.91%, 3/7/2024 | 9/12/2022 | 7056 | 6662 | 6810 |
| 5884595, 4.19%, 3/7/2024 | 9/12/2022 | 6692 | 6294 | 6405 |
| 5884616, 4.87%, 3/7/2024 | 9/12/2022 | 7768 | 7235 | 7324 |
| 5884632, 4.99%, 3/7/2024 | 9/12/2022 | 17941 | 16682 | 16797 |
| 5884657, 4.19%, 3/7/2024 | 9/12/2022 | 61756 | 58084 | 59078 |
| 5884870, 5.49%, 3/7/2024 | 9/12/2022 | 32788 | 30274 | 30177 |
| 5885017, 3.92%, 3/7/2024 | 9/12/2022 | 3549 | 3352 | 3424 |
| 5885031, 4.50%, 3/7/2024 | 9/12/2022 | 5163 | 4834 | 4919 |
| 5885068, 5.15%, 3/7/2024 | 9/12/2022 | 6380 | 5919 | 5892 |
| 5885080, 4.72%, 3/7/2024 | 9/12/2022 | 6922 | 6462 | 6555 |
| 5885097, 5.48%, 3/7/2024 | 9/12/2022 | 6573 | 6070 | 6070 |
| 5885101, 4.82%, 3/7/2024 | 9/12/2022 | 4034 | 3760 | 3784 |
| 5885120, 4.56%, 3/7/2024 | 9/12/2022 | 7988 | 7473 | 7563 |
| 5885147, 5.23%, 3/7/2024 | 9/12/2022 | 5404 | 5007 | 5038 |
| 5885177, 4.99%, 3/7/2024 | 9/12/2022 | 1449 | 1348 | 1356 |
| 5885179, 4.56%, 3/7/2024 | 9/12/2022 | 34877 | 32630 | 33021 |
| 5885327, 4.98%, 3/7/2024 | 9/12/2022 | 2689 | 2501 | 2508 |
| 5885354, 5.00%, 3/7/2024 | 9/12/2022 | 4294 | 3992 | 4008 |
| 5885381, 5.05%, 3/7/2024 | 9/12/2022 | 3169 | 2944 | 2940 |
| 5885404, 5.12%, 3/7/2024 | 9/12/2022 | 4908 | 4555 | 4593 |
| 5885410, 4.71%, 3/7/2024 | 9/12/2022 | 2316 | 2162 | 2148 |
| 5885422, 4.29%, 3/7/2024 | 9/12/2022 | 11935 | 11210 | 11463 |
| 5885471, 4.72%, 3/7/2024 | 9/12/2022 | 1084 | 1012 | 1000 |
| 5885487, 4.81%, 3/7/2024 | 9/12/2022 | 33940 | 31641 | 31859 |
| 5885644, 3.91%, 3/7/2024 | 9/12/2022 | 3085 | 2913 | 2978 |
| 5885649, 4.55%, 3/7/2024 | 9/12/2022 | 1817 | 1700 | 1721 |
| 5885650, 5.39%, 3/7/2024 | 9/12/2022 | 8330 | 7702 | 7700 |
| 5885665, 4.87%, 3/7/2024 | 9/12/2022 | 18872 | 17579 | 17797 |
| 5885719, 4.72%, 3/7/2024 | 9/12/2022 | 2054 | 1917 | 1904 |
| 5885726, 3.91%, 3/7/2024 | 9/12/2022 | 4383 | 4139 | 4233 |
| 5885739, 5.12%, 3/7/2024 | 9/12/2022 | 34187 | 31732 | 31979 |
| 5885854, 3.92%, 3/7/2024 | 9/12/2022 | 7355 | 6945 | 7099 |
| 5885860, 5.15%, 3/7/2024 | 9/12/2022 | 2933 | 2721 | 2711 |
| 5885866, 4.72%, 3/7/2024 | 9/12/2022 | 64044 | 59786 | 60641 |
| 5885971, 4.72%, 3/7/2024 | 9/12/2022 | 32403 | 30248 | 30030 |
| 5887889, 4.42%, 3/8/2024 | 9/13/2022 | 5902 | 5534 | 5609 |
| 5887917, 5.17%, 3/8/2024 | 9/13/2022 | 838 | 778 | 775 |
| 5887920, 4.20%, 3/8/2024 | 9/13/2022 | 5605 | 5272 | 5361 |
| 5887945, 4.82%, 3/8/2024 | 9/13/2022 | 1948 | 1816 | 1821 |
| 5887948, 5.51%, 3/8/2024 | 9/13/2022 | 1083 | 1000 | 997 |
| 5887950, 4.92%, 3/8/2024 | 9/13/2022 | 14928 | 13899 | 13960 |
| 5888004, 4.02%, 3/8/2024 | 9/13/2022 | 2880 | 2716 | 2698 |
| 5888017, 4.42%, 3/8/2024 | 9/13/2022 | 2518 | 2362 | 2391 |
| 5888030, 4.83%, 3/8/2024 | 9/13/2022 | 4620 | 4307 | 4342 |
| 5888065, 4.92%, 3/8/2024 | 9/13/2022 | 10607 | 9876 | 9902 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5888138, 5.01%, 3/8/2024 | 9/13/2022 | 7523 | 6995 | 7057 |
| 5888202, 4.02%, 3/8/2024 | 9/13/2022 | 1590 | 1499 | 1478 |
| 5888207, 5.02%, 3/8/2024 | 9/13/2022 | 3248 | 3019 | 3032 |
| 5888234, 5.08%, 3/8/2024 | 9/13/2022 | 1177 | 1093 | 1089 |
| 5888247, 5.18%, 3/8/2024 | 9/13/2022 | 1545 | 1433 | 1427 |
| 5888250, 4.21%, 3/8/2024 | 9/13/2022 | 4526 | 4257 | 4329 |
| 5888272, 4.30%, 3/8/2024 | 9/13/2022 | 10534 | 9895 | 10113 |
| 5888318, 4.52%, 3/8/2024 | 9/13/2022 | 21471 | 20105 | 20462 |
| 5888457, 4.92%, 3/8/2024 | 9/13/2022 | 4291 | 3995 | 3958 |
| 5888500, 5.15%, 3/8/2024 | 9/13/2022 | 717 | 665 | 662 |
| 5888510, 3.92%, 3/8/2024 | 9/13/2022 | 10454 | 9872 | 10090 |
| 5888588, 3.93%, 3/8/2024 | 9/13/2022 | 23083 | 21797 | 22274 |
| 5888691, 4.42%, 3/8/2024 | 9/13/2022 | 14737 | 13818 | 14008 |
| 5888860, 5.00%, 3/8/2024 | 9/13/2022 | 2530 | 2353 | 2373 |
| 5888878, 4.73%, 3/8/2024 | 9/13/2022 | 2393 | 2234 | 2219 |
| 5888884, 5.02%, 3/8/2024 | 9/13/2022 | 3076 | 2860 | 2882 |
| 5888916, 5.18%, 3/8/2024 | 9/13/2022 | 1944 | 1803 | 1778 |
| 5888944, 3.93%, 3/8/2024 | 9/13/2022 | 8716 | 8230 | 8411 |
| 5889007, 5.41%, 3/8/2024 | 9/13/2022 | 15379 | 14219 | 14238 |
| 5889079, 5.17%, 3/8/2024 | 9/13/2022 | 4119 | 3821 | 3800 |
| 5889090, 4.93%, 3/8/2024 | 9/13/2022 | 2239 | 2084 | 2090 |
| 5889108, 4.92%, 3/8/2024 | 9/13/2022 | 19291 | 17961 | 18044 |
| 5889221, 5.51%, 3/8/2024 | 9/13/2022 | 10759 | 9934 | 9928 |
| 5889287, 4.71%, 3/8/2024 | 9/13/2022 | 1373 | 1282 | 1276 |
| 5889295, 4.83%, 3/8/2024 | 9/13/2022 | 4411 | 4112 | 4141 |
| 5889326, 4.58%, 3/8/2024 | 9/13/2022 | 7081 | 6625 | 6706 |
| 5889368, 4.92%, 3/8/2024 | 9/13/2022 | 6033 | 5617 | 5643 |
| 5889387, 5.52%, 3/8/2024 | 9/13/2022 | 1590 | 1468 | 1466 |
| 5889402, 5.14%, 3/8/2024 | 9/13/2022 | 28661 | 26603 | 26804 |
| 5889463, 4.73%, 3/8/2024 | 9/13/2022 | 30533 | 28503 | 28374 |
| 5889565, 4.21%, 3/8/2024 | 9/13/2022 | 15195 | 14291 | 14528 |
| 5889628, 5.01%, 3/8/2024 | 9/13/2022 | 88039 | 81861 | 82118 |
| 5889880, 5.42%, 3/8/2024 | 9/13/2022 | 14073 | 13011 | 13039 |
| 5889942, 3.93%, 3/8/2024 | 9/13/2022 | 7260 | 6856 | 7006 |
| 5889964, 5.17%, 3/8/2024 | 9/13/2022 | 17591 | 16320 | 16120 |
| 5890023, 4.42%, 3/8/2024 | 9/13/2022 | 49245 | 46173 | 46827 |
| 5890200, 4.42%, 3/8/2024 | 9/13/2022 | 3412 | 3199 | 3243 |
| 5890209, 4.83%, 3/8/2024 | 9/13/2022 | 23078 | 21515 | 21664 |
| 5890299, 4.74%, 3/8/2024 | 9/13/2022 | 2283 | 2131 | 2113 |
| 5890303, 5.41%, 3/8/2024 | 9/13/2022 | 4341 | 4014 | 4001 |
| 5890315, 4.02%, 3/8/2024 | 9/13/2022 | 40810 | 38486 | 38208 |
| 5890388, 5.26%, 3/8/2024 | 9/13/2022 | 5539 | 5132 | 5162 |
| 5890407, 4.82%, 3/8/2024 | 9/13/2022 | 3865 | 3603 | 3616 |
| 5890424, 4.89%, 3/8/2024 | 9/13/2022 | 23887 | 22249 | 22517 |
| 5890543, 3.93%, 3/8/2024 | 9/13/2022 | 6707 | 6333 | 6472 |
| 5890568, 5.42%, 3/8/2024 | 9/13/2022 | 1227 | 1134 | 1130 |
| 5890572, 4.30%, 3/8/2024 | 9/13/2022 | 29868 | 28055 | 28675 |
| 5890688, 4.21%, 3/8/2024 | 9/13/2022 | 37272 | 35056 | 35650 |
| 5890813, 4.73%, 3/8/2024 | 9/13/2022 | 13030 | 12164 | 12333 |
| 5890858, 4.70%, 3/8/2024 | 9/13/2022 | 8003 | 7474 | 7522 |
| 5890891, 5.41%, 3/8/2024 | 9/13/2022 | 2893 | 2675 | 2682 |
| 5890906, 4.21%, 3/8/2024 | 9/13/2022 | 3822 | 3595 | 3657 |
| 5890958, 4.42%, 3/8/2024 | 9/13/2022 | 2628 | 2464 | 2497 |
| 5890964, 4.72%, 3/8/2024 | 9/13/2022 | 1633 | 1524 | 1508 |
| 5890980, 4.30%, 3/8/2024 | 9/13/2022 | 52819 | 49613 | 50715 |
| 5891244, 3.93%, 3/9/2024 | 9/14/2022 | 14168 | 13379 | 13670 |
| 5891292, 4.58%, 3/9/2024 | 9/14/2022 | 16356 | 15302 | 15483 |
| 5891361, 5.14%, 3/9/2024 | 9/14/2022 | 17869 | 16586 | 16718 |
| 5891414, 4.59%, 3/9/2024 | 9/14/2022 | 3660 | 3424 | 3467 |
| 5891417, 4.67%, 3/9/2024 | 9/14/2022 | 22057 | 20608 | 20832 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5891473, 5.42%, 3/9/2024 | 9/14/2022 | 10925 | 10100 | 10113 |
| 5891515, 4.83%, 3/9/2024 | 9/14/2022 | 7395 | 6894 | 6943 |
| 5891532, 4.30%, 3/9/2024 | 9/14/2022 | 8649 | 8124 | 8304 |
| 5891577, 5.17%, 3/9/2024 | 9/14/2022 | 1101 | 1021 | 1019 |
| 5891583, 5.01%, 3/9/2024 | 9/14/2022 | 21983 | 20440 | 20484 |
| 5891735, 4.75%, 3/9/2024 | 9/14/2022 | 1317 | 1229 | 1219 |
| 5891740, 5.01%, 3/9/2024 | 9/14/2022 | 2608 | 2425 | 2437 |
| 5891753, 4.30%, 3/9/2024 | 9/14/2022 | 10829 | 10171 | 10397 |
| 5891832, 5.26%, 3/9/2024 | 9/14/2022 | 17056 | 15804 | 15849 |
| 5892009, 5.37%, 3/9/2024 | 9/14/2022 | 1788 | 1654 | 1662 |
| 5892032, 4.30%, 3/9/2024 | 9/14/2022 | 29570 | 27774 | 28388 |
| 5892195, 4.02%, 3/9/2024 | 9/14/2022 | 5007 | 4722 | 4677 |
| 5892225, 4.67%, 3/9/2024 | 9/14/2022 | 107928 | 100840 | 102005 |
| 5892711, 4.73%, 3/9/2024 | 9/14/2022 | 2154 | 2011 | 2040 |
| 5892721, 5.01%, 3/9/2024 | 9/14/2022 | 937 | 871 | 872 |
| 5892723, 3.93%, 3/9/2024 | 9/14/2022 | 10085 | 9523 | 9735 |
| 5892749, 4.04%, 3/9/2024 | 9/14/2022 | 709 | 668 | 659 |
| 5892758, 4.21%, 3/9/2024 | 9/14/2022 | 5816 | 5470 | 5564 |
| 5892806, 4.73%, 3/9/2024 | 9/14/2022 | 2159 | 2016 | 2044 |
| 5892822, 5.01%, 3/9/2024 | 9/14/2022 | 5008 | 4656 | 4678 |
| 5892855, 5.19%, 3/9/2024 | 9/14/2022 | 1157 | 1073 | 1071 |
| 5892868, 5.01%, 3/9/2024 | 9/14/2022 | 2402 | 2233 | 2244 |
| 5892873, 4.58%, 3/9/2024 | 9/14/2022 | 74133 | 69356 | 70159 |
| 5893142, 4.21%, 3/9/2024 | 9/14/2022 | 6287 | 5913 | 6015 |
| 5893172, 3.93%, 3/9/2024 | 9/14/2022 | 6261 | 5912 | 6040 |
| 5893200, 5.16%, 3/9/2024 | 9/14/2022 | 1686 | 1564 | 1554 |
| 5893203, 5.17%, 3/9/2024 | 9/14/2022 | 1982 | 1839 | 1838 |
| 5893210, 5.00%, 3/9/2024 | 9/14/2022 | 3773 | 3509 | 3530 |
| 5893221, 4.01%, 3/9/2024 | 9/14/2022 | 4281 | 4038 | 4020 |
| 5893232, 5.51%, 3/9/2024 | 9/14/2022 | 2050 | 1893 | 1884 |
| 5893247, 5.01%, 3/9/2024 | 9/14/2022 | 40298 | 37470 | 37797 |
| 5893336, 5.52%, 3/9/2024 | 9/14/2022 | 1616 | 1492 | 1484 |
| 5893343, 5.07%, 3/9/2024 | 9/14/2022 | 3408 | 3166 | 3177 |
| 5893350, 5.13%, 3/9/2024 | 9/14/2022 | 2241 | 2080 | 2095 |
| 5893368, 3.92%, 3/9/2024 | 9/14/2022 | 6944 | 6558 | 6702 |
| 5893410, 4.42%, 3/9/2024 | 9/14/2022 | 80824 | 75784 | 76787 |
| 5893718, 4.52%, 3/9/2024 | 9/14/2022 | 3205 | 3001 | 3054 |
| 5893732, 4.58%, 3/9/2024 | 9/14/2022 | 14298 | 13377 | 13532 |
| 5893783, 4.93%, 3/9/2024 | 9/14/2022 | 2345 | 2183 | 2192 |
| 5893790, 4.89%, 3/9/2024 | 9/14/2022 | 28076 | 26151 | 26425 |
| 5893868, 5.17%, 3/9/2024 | 9/14/2022 | 2014 | 1869 | 1863 |
| 5893881, 5.01%, 3/9/2024 | 9/14/2022 | 7232 | 6725 | 6742 |
| 5893906, 4.83%, 3/9/2024 | 9/14/2022 | 2624 | 2447 | 2464 |
| 5893915, 5.14%, 3/9/2024 | 9/14/2022 | 14072 | 13061 | 13172 |
| 5893999, 5.26%, 3/9/2024 | 9/14/2022 | 7057 | 6538 | 6556 |
| 5894009, 5.51%, 3/9/2024 | 9/14/2022 | 2074 | 1915 | 1913 |
| 5894015, 4.74%, 3/9/2024 | 9/14/2022 | 4799 | 4480 | 4541 |
| 5894040, 5.01%, 3/9/2024 | 9/14/2022 | 3587 | 3335 | 3345 |
| 5894061, 5.51%, 3/9/2024 | 9/14/2022 | 8096 | 7476 | 7400 |
| 5894121, 4.74%, 3/9/2024 | 9/14/2022 | 2536 | 2367 | 2356 |
| 5894127, 4.99%, 3/9/2024 | 9/14/2022 | 986 | 917 | 920 |
| 5894136, 4.52%, 3/9/2024 | 9/14/2022 | 49193 | 46064 | 46890 |
| 5894273, 5.51%, 3/9/2024 | 9/14/2022 | 16157 | 14918 | 14860 |
| 5894317, 4.71%, 3/9/2024 | 9/14/2022 | 3565 | 3329 | 3352 |
| 5894325, 4.83%, 3/9/2024 | 9/14/2022 | 4621 | 4308 | 4320 |
| 5894332, 4.52%, 3/9/2024 | 9/14/2022 | 32536 | 30466 | 31009 |
| 5894388, 4.30%, 3/10/2024 | 9/15/2022 | 3723 | 3497 | 3573 |
| 5894403, 5.09%, 3/10/2024 | 9/15/2022 | 913 | 848 | 851 |
| 5894409, 4.74%, 3/10/2024 | 9/15/2022 | 4158 | 3881 | 3933 |
| 5894428, 4.73%, 3/10/2024 | 9/15/2022 | 1945 | 1816 | 1795 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5894432, 4.83%, 3/10/2024 | 9/15/2022 | 5344 | 4982 | 5012 |
| 5894465, 4.71%, 3/10/2024 | 9/15/2022 | 4917 | 4592 | 4626 |
| 5894491, 4.72%, 3/10/2024 | 9/15/2022 | 801 | 748 | 746 |
| 5894494, 5.17%, 3/10/2024 | 9/15/2022 | 3340 | 3099 | 3086 |
| 5894508, 5.12%, 3/10/2024 | 9/15/2022 | 1411 | 1310 | 1320 |
| 5894522, 3.93%, 3/10/2024 | 9/15/2022 | 17426 | 16456 | 16815 |
| 5894601, 5.18%, 3/10/2024 | 9/15/2022 | 2010 | 1865 | 1854 |
| 5894608, 4.73%, 3/10/2024 | 9/15/2022 | 3526 | 3292 | 3339 |
| 5894617, 5.49%, 3/10/2024 | 9/15/2022 | 2186 | 2019 | 2013 |
| 5894631, 5.52%, 3/10/2024 | 9/15/2022 | 1404 | 1296 | 1289 |
| 5894639, 4.58%, 3/10/2024 | 9/15/2022 | 9542 | 8928 | 9020 |
| 5894687, 5.17%, 3/10/2024 | 9/15/2022 | 1557 | 1445 | 1440 |
| 5894693, 4.21%, 3/10/2024 | 9/15/2022 | 3202 | 3011 | 3063 |
| 5894710, 4.31%, 3/10/2024 | 9/15/2022 | 3296 | 3096 | 3165 |
| 5894738, 5.01%, 3/10/2024 | 9/15/2022 | 6928 | 6442 | 6494 |
| 5894764, 4.52%, 3/10/2024 | 9/15/2022 | 3850 | 3605 | 3670 |
| 5894784, 5.42%, 3/10/2024 | 9/15/2022 | 3632 | 3357 | 3364 |
| 5894796, 4.30%, 3/10/2024 | 9/15/2022 | 10219 | 9598 | 9809 |
| 5894846, 4.42%, 3/10/2024 | 9/15/2022 | 6466 | 6063 | 6145 |
| 5894868, 4.57%, 3/10/2024 | 9/15/2022 | 2317 | 2168 | 2193 |
| 5894883, 4.52%, 3/10/2024 | 9/15/2022 | 3242 | 3036 | 3090 |
| 5894900, 5.02%, 3/10/2024 | 9/15/2022 | 4275 | 3975 | 4010 |
| 5894919, 4.71%, 3/10/2024 | 9/15/2022 | 827 | 772 | 762 |
| 5894933, 5.17%, 3/10/2024 | 9/15/2022 | 1370 | 1271 | 1267 |
| 5894938, 5.41%, 3/10/2024 | 9/15/2022 | 4367 | 4037 | 4029 |
| 5894959, 5.41%, 3/10/2024 | 9/15/2022 | 7071 | 6538 | 6525 |
| 5895000, 4.21%, 3/10/2024 | 9/15/2022 | 9324 | 8769 | 8917 |
| 5895056, 5.16%, 3/10/2024 | 9/15/2022 | 5484 | 5088 | 5076 |
| 5895092, 4.59%, 3/10/2024 | 9/15/2022 | 3425 | 3204 | 3235 |
| 5895118, 4.89%, 3/10/2024 | 9/15/2022 | 5136 | 4784 | 4840 |
| 5895142, 4.68%, 3/11/2024 | 9/15/2022 | 1857 | 1734 | 1748 |
| 5895159, 4.20%, 3/11/2024 | 9/15/2022 | 9617 | 9045 | 9203 |
| 5895191, 5.01%, 3/11/2024 | 9/15/2022 | 3864 | 3593 | 3603 |
| 5895218, 5.40%, 3/11/2024 | 9/15/2022 | 5827 | 5388 | 5362 |
| 5895246, 5.50%, 3/11/2024 | 9/15/2022 | 7071 | 6529 | 6505 |
| 5895280, 4.57%, 3/11/2024 | 9/15/2022 | 14952 | 13989 | 14140 |
| 5895357, 4.88%, 3/11/2024 | 9/15/2022 | 4914 | 4577 | 4630 |
| 5895382, 5.01%, 3/11/2024 | 9/15/2022 | 1384 | 1287 | 1289 |
| 5895389, 3.92%, 3/11/2024 | 9/15/2022 | 7589 | 7166 | 7321 |
| 5895426, 4.91%, 3/11/2024 | 9/15/2022 | 4113 | 3830 | 3840 |
| 5895454, 4.02%, 3/11/2024 | 9/15/2022 | 655 | 618 | 603 |
| 5895459, 4.54%, 3/11/2024 | 9/15/2022 | 383 | 359 | 364 |
| 5895462, 5.17%, 3/11/2024 | 9/15/2022 | 2782 | 2580 | 2573 |
| 5895475, 5.01%, 3/11/2024 | 9/15/2022 | 1466 | 1363 | 1361 |
| 5895490, 4.70%, 3/11/2024 | 9/15/2022 | 12595 | 11762 | 11853 |
| 5895544, 5.08%, 3/11/2024 | 9/15/2022 | 1641 | 1524 | 1523 |
| 5895555, 4.75%, 3/11/2024 | 9/15/2022 | 1309 | 1221 | 1212 |
| 5895558, 4.69%, 3/11/2024 | 9/15/2022 | 2108 | 1969 | 1984 |
| 5895574, 5.51%, 3/11/2024 | 9/15/2022 | 869 | 802 | 799 |
| 5895577, 5.36%, 3/11/2024 | 9/15/2022 | 1519 | 1405 | 1412 |
| 5895588, 5.51%, 3/11/2024 | 9/15/2022 | 1229 | 1134 | 1131 |
| 5895593, 4.72%, 3/11/2024 | 9/15/2022 | 1613 | 1506 | 1497 |
| 5895605, 5.50%, 3/11/2024 | 9/15/2022 | 8493 | 7842 | 7820 |
| 5895637, 4.70%, 3/11/2024 | 9/15/2022 | 20306 | 18963 | 19112 |
| 5895735, 5.16%, 3/11/2024 | 9/15/2022 | 2092 | 1941 | 1923 |
| 5895740, 4.57%, 3/11/2024 | 9/15/2022 | 16254 | 15207 | 15382 |
| 5895807, 5.00%, 3/11/2024 | 9/15/2022 | 3583 | 3331 | 3329 |
| 5895824, 4.00%, 3/11/2024 | 9/15/2022 | 2105 | 1985 | 1970 |
| 5895831, 4.57%, 3/11/2024 | 9/15/2022 | 2262 | 2116 | 2140 |
| 5896006, 3.91%, 3/12/2024 | 9/15/2022 | 2694 | 2544 | 2600 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5896016, 3.91%, 3/12/2024 | 9/15/2022 | 9643 | 9106 | 9305 |
| 5896130, 5.23%, 3/12/2024 | 9/15/2022 | 4508 | 4177 | 4197 |
| 5896188, 5.38%, 3/12/2024 | 9/15/2022 | 2277 | 2105 | 2106 |
| 5896206, 4.41%, 3/12/2024 | 9/15/2022 | 7920 | 7426 | 7526 |
| 5896303, 4.81%, 3/12/2024 | 9/15/2022 | 18257 | 17020 | 17132 |
| 5896466, 4.72%, 3/12/2024 | 9/15/2022 | 4378 | 4087 | 4144 |
| 5896544, 5.06%, 3/12/2024 | 9/15/2022 | 6972 | 6477 | 6497 |
| 5896658, 5.15%, 3/12/2024 | 9/15/2022 | 6569 | 6095 | 6068 |
| 5896756, 4.99%, 3/12/2024 | 9/15/2022 | 3292 | 3061 | 3072 |
| 5896803, 5.00%, 3/12/2024 | 9/15/2022 | 2710 | 2519 | 2528 |
| 5896849, 4.90%, 3/12/2024 | 9/15/2022 | 8355 | 7779 | 7813 |
| 5896915, 5.04%, 3/12/2024 | 9/15/2022 | 895 | 831 | 833 |
| 5896924, 4.28%, 3/12/2024 | 9/15/2022 | 4031 | 3787 | 3870 |
| 5896948, 4.29%, 3/12/2024 | 9/15/2022 | 16227 | 15241 | 15578 |
| 5897064, 4.71%, 3/12/2024 | 9/15/2022 | 8657 | 8082 | 8200 |
| 5897133, 4.50%, 3/12/2024 | 9/15/2022 | 6423 | 6014 | 6119 |
| 5897189, 4.56%, 3/12/2024 | 9/15/2022 | 26804 | 25077 | 25361 |
| 5897406, 4.29%, 3/12/2024 | 9/15/2022 | 4032 | 3787 | 3870 |
| 5897465, 4.41%, 3/12/2024 | 9/15/2022 | 18067 | 16940 | 17159 |
| 5897593, 4.28%, 3/12/2024 | 9/15/2022 | 3438 | 3230 | 3300 |
| 5897618, 4.01%, 3/12/2024 | 9/15/2022 | 509 | 480 | 474 |
| 5897632, 5.24%, 3/12/2024 | 9/15/2022 | 3598 | 3334 | 3351 |
| 5897657, 4.10%, 3/12/2024 | 9/15/2022 | 86673 | 81629 | 83415 |
| 5898157, 4.87%, 3/12/2024 | 9/15/2022 | 19188 | 17873 | 18080 |
| 5898261, 4.68%, 3/12/2024 | 9/15/2022 | 43725 | 40835 | 41187 |
| 5898485, 5.33%, 3/12/2024 | 9/15/2022 | 5734 | 5306 | 5328 |
| 5898522, 5.49%, 3/12/2024 | 9/15/2022 | 4915 | 4538 | 4523 |
| 5898537, 5.22%, 3/12/2024 | 9/15/2022 | 3799 | 3522 | 3491 |
| 5898570, 4.41%, 3/12/2024 | 9/15/2022 | 43210 | 40515 | 41060 |
| 5898792, 4.69%, 3/12/2024 | 9/15/2022 | 10189 | 9515 | 9593 |
| 5898814, 4.00%, 3/12/2024 | 9/15/2022 | 3042 | 2869 | 2849 |
| 5898825, 5.33%, 3/12/2024 | 9/15/2022 | 2813 | 2603 | 2618 |
| 5898835, 3.91%, 3/12/2024 | 9/15/2022 | 3903 | 3685 | 3766 |
| 5898855, 4.28%, 3/12/2024 | 9/15/2022 | 14351 | 13480 | 13779 |
| 5898953, 4.29%, 3/12/2024 | 9/15/2022 | 5115 | 4804 | 4911 |
| 5898998, 4.68%, 3/12/2024 | 9/15/2022 | 8997 | 8403 | 8477 |
| 5899050, 4.19%, 3/12/2024 | 9/15/2022 | 52779 | 49642 | 50506 |
| 5899292, 4.71%, 3/13/2024 | 9/16/2022 | 2884 | 2692 | 2684 |
| 5899303, 3.91%, 3/13/2024 | 9/16/2022 | 4449 | 4202 | 4293 |
| 5899315, 4.41%, 3/13/2024 | 9/16/2022 | 38502 | 36101 | 36586 |
| 5899389, 4.90%, 3/13/2024 | 9/16/2022 | 2788 | 2596 | 2607 |
| 5899404, 4.87%, 3/13/2024 | 9/16/2022 | 6344 | 5910 | 5977 |
| 5899432, 4.99%, 3/13/2024 | 9/16/2022 | 7337 | 6822 | 6884 |
| 5899447, 3.92%, 3/13/2024 | 9/16/2022 | 5285 | 4990 | 5099 |
| 5899470, 5.49%, 3/13/2024 | 9/16/2022 | 5388 | 4975 | 4961 |
| 5899484, 5.38%, 3/13/2024 | 9/16/2022 | 3409 | 3152 | 3157 |
| 5899502, 4.28%, 3/13/2024 | 9/16/2022 | 12069 | 11336 | 11586 |
| 5899541, 4.57%, 3/13/2024 | 9/16/2022 | 2791 | 2611 | 2642 |
| 5899547, 4.56%, 3/13/2024 | 9/16/2022 | 6312 | 5906 | 5974 |
| 5899581, 4.71%, 3/13/2024 | 9/16/2022 | 7094 | 6623 | 6714 |
| 5899601, 4.86%, 3/13/2024 | 9/16/2022 | 2194 | 2044 | 2066 |
| 5899609, 4.71%, 3/13/2024 | 9/16/2022 | 897 | 837 | 835 |
| 5899612, 4.28%, 3/13/2024 | 9/16/2022 | 8148 | 7653 | 7823 |
| 5899653, 4.81%, 3/13/2024 | 9/16/2022 | 3671 | 3423 | 3447 |
| 5899675, 4.68%, 3/13/2024 | 9/16/2022 | 2820 | 2633 | 2656 |
| 5899694, 4.71%, 3/13/2024 | 9/16/2022 | 2986 | 2788 | 2826 |
| 5899713, 5.49%, 3/13/2024 | 9/16/2022 | 1149 | 1061 | 1059 |
| 5899714, 5.24%, 3/13/2024 | 9/16/2022 | 18513 | 17154 | 17234 |
| 5899807, 5.13%, 3/13/2024 | 9/16/2022 | 1047 | 972 | 969 |
| 5899810, 5.15%, 3/13/2024 | 9/16/2022 | 3774 | 3501 | 3481 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5899831, 4.50%, 3/13/2024 | 9/16/2022 | 15377 | 14399 | 14649 |
| 5899977, 4.69%, 3/13/2024 | 9/16/2022 | 4747 | 4434 | 4469 |
| 5900018, 5.14%, 3/13/2024 | 9/16/2022 | 2227 | 2067 | 2064 |
| 5900034, 5.33%, 3/13/2024 | 9/16/2022 | 21143 | 19565 | 19661 |
| 5900156, 3.91%, 3/13/2024 | 9/16/2022 | 5890 | 5562 | 5683 |
| 5900181, 3.92%, 3/13/2024 | 9/16/2022 | 5193 | 4903 | 5008 |
| 5900212, 4.69%, 3/13/2024 | 9/16/2022 | 5580 | 5211 | 5255 |
| 5900239, 5.24%, 3/13/2024 | 9/16/2022 | 3432 | 3180 | 3192 |
| 5900262, 4.98%, 3/13/2024 | 9/16/2022 | 2460 | 2288 | 2288 |
| 5900278, 4.41%, 3/13/2024 | 9/16/2022 | 6834 | 6407 | 6494 |
| 5900298, 4.19%, 3/13/2024 | 9/16/2022 | 4178 | 3930 | 3997 |
| 5900321, 4.81%, 3/13/2024 | 9/16/2022 | 20198 | 18830 | 18967 |
| 5900413, 4.72%, 3/13/2024 | 9/16/2022 | 6310 | 5890 | 5973 |
| 5900452, 5.05%, 3/13/2024 | 9/16/2022 | 2758 | 2563 | 2558 |
| 5900468, 4.56%, 3/13/2024 | 9/16/2022 | 22986 | 21505 | 21750 |
| 5900566, 4.40%, 3/13/2024 | 9/16/2022 | 2729 | 2559 | 2594 |
| 5900590, 4.72%, 3/13/2024 | 9/16/2022 | 3299 | 3080 | 3064 |
| 5900601, 4.99%, 3/13/2024 | 9/16/2022 | 5863 | 5452 | 5501 |
| 5900636, 4.71%, 3/13/2024 | 9/16/2022 | 1286 | 1201 | 1191 |
| 5900713, 4.53%, 3/13/2024 | 9/16/2022 | 16443 | 15390 | 15564 |
| 5900781, 5.24%, 3/13/2024 | 9/16/2022 | 4201 | 3892 | 3907 |
| 5900804, 4.69%, 3/13/2024 | 9/16/2022 | 18888 | 17640 | 17785 |
| 5900844, 3.91%, 3/13/2024 | 9/16/2022 | 4995 | 4717 | 4819 |
| 5900863, 4.68%, 3/13/2024 | 9/16/2022 | 7277 | 6796 | 6856 |
| 5900891, 4.87%, 3/13/2024 | 9/16/2022 | 26661 | 24834 | 25116 |
| 5900962, 5.12%, 3/13/2024 | 9/16/2022 | 1271 | 1179 | 1188 |
| 5900971, 5.24%, 3/13/2024 | 9/16/2022 | 7985 | 7399 | 7435 |
| 5900990, 4.00%, 3/13/2024 | 9/16/2022 | 17050 | 16080 | 15943 |
| 5901070, 5.33%, 3/13/2024 | 9/16/2022 | 12856 | 11896 | 11945 |
| 5901104, 5.23%, 3/13/2024 | 9/16/2022 | 1600 | 1483 | 1490 |
| 5901108, 5.49%, 3/13/2024 | 9/16/2022 | 3162 | 2920 | 2905 |
| 5901142, 4.41%, 3/13/2024 | 9/16/2022 | 29524 | 27683 | 28056 |
| 5901298, 5.49%, 3/13/2024 | 9/16/2022 | 2637 | 2434 | 2421 |
| 5901321, 4.19%, 3/13/2024 | 9/16/2022 | 10627 | 9995 | 10166 |
| 5901344, 5.24%, 3/13/2024 | 9/16/2022 | 18144 | 16811 | 16882 |
| 5901408, 4.81%, 3/13/2024 | 9/16/2022 | 6796 | 6336 | 6380 |
| 5901420, 5.14%, 3/13/2024 | 9/16/2022 | 1547 | 1435 | 1432 |
| 5901427, 4.70%, 3/13/2024 | 9/16/2022 | 1115 | 1041 | 1013 |
| 5901430, 4.29%, 3/13/2024 | 9/16/2022 | 6075 | 5706 | 5830 |
| 5901470, 5.14%, 3/13/2024 | 9/16/2022 | 2571 | 2385 | 2379 |
| 5901473, 4.41%, 3/13/2024 | 9/16/2022 | 5131 | 4811 | 4878 |
| 5901484, 4.70%, 3/13/2024 | 9/16/2022 | 1253 | 1170 | 1161 |
| 5901491, 4.72%, 3/13/2024 | 9/16/2022 | 3398 | 3172 | 3155 |
| 5901507, 4.90%, 3/13/2024 | 9/16/2022 | 12886 | 11997 | 12045 |
| 5901520, 4.40%, 3/13/2024 | 9/16/2022 | 4771 | 4473 | 4534 |
| 5901536, 4.99%, 3/13/2024 | 9/16/2022 | 4758 | 4424 | 4439 |
| 5901554, 4.80%, 3/13/2024 | 9/16/2022 | 2320 | 2163 | 2177 |
| 5901561, 5.41%, 3/13/2024 | 9/16/2022 | 1566 | 1448 | 1447 |
| 5901574, 5.33%, 3/13/2024 | 9/16/2022 | 20919 | 19357 | 19453 |
| 5901631, 4.19%, 3/13/2024 | 9/16/2022 | 3250 | 3057 | 3110 |
| 5901640, 3.94%, 3/13/2024 | 9/16/2022 | 1062 | 1003 | 1024 |
| 5901645, 5.39%, 3/13/2024 | 9/16/2022 | 2099 | 1940 | 1933 |
| 5901658, 4.28%, 3/13/2024 | 9/16/2022 | 7165 | 6730 | 6878 |
| 5901676, 5.12%, 3/13/2024 | 9/16/2022 | 58203 | 54024 | 54432 |
| 5901859, 4.81%, 3/13/2024 | 9/16/2022 | 21767 | 20293 | 20419 |
| 5901921, 5.24%, 3/13/2024 | 9/16/2022 | 5927 | 5491 | 5525 |
| 5901935, 3.91%, 3/13/2024 | 9/16/2022 | 61977 | 58526 | 59781 |
| 5902064, 4.50%, 3/13/2024 | 9/16/2022 | 7891 | 7389 | 7520 |
| 5902087, 4.81%, 3/13/2024 | 9/16/2022 | 50519 | 47098 | 47450 |
| 5902202, 4.99%, 3/13/2024 | 9/16/2022 | 3554 | 3305 | 3334 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5902214, 4.02%, 3/13/2024 | 9/16/2022 | 614 | 579 | 573 |
| 5902216, 4.56%, 3/13/2024 | 9/16/2022 | 5641 | 5278 | 5339 |
| 5902251, 4.91%, 3/14/2024 | 9/19/2022 | 2487 | 2315 | 2321 |
| 5902257, 4.87%, 3/14/2024 | 9/19/2022 | 4426 | 4122 | 4172 |
| 5902275, 4.41%, 3/14/2024 | 9/19/2022 | 6486 | 6081 | 6163 |
| 5902293, 3.92%, 3/14/2024 | 9/19/2022 | 2995 | 2828 | 2889 |
| 5902334, 4.81%, 3/14/2024 | 9/19/2022 | 27769 | 25889 | 26068 |
| 5902453, 4.81%, 3/14/2024 | 9/19/2022 | 8434 | 7862 | 7900 |
| 5902480, 3.92%, 3/14/2024 | 9/19/2022 | 2061 | 1946 | 1989 |
| 5902497, 5.12%, 3/14/2024 | 9/19/2022 | 9676 | 8981 | 9053 |
| 5902523, 4.68%, 3/14/2024 | 9/19/2022 | 30232 | 28234 | 28462 |
| 5902681, 5.12%, 3/14/2024 | 9/19/2022 | 35971 | 33388 | 33630 |
| 5902887, 4.41%, 3/14/2024 | 9/19/2022 | 15859 | 14870 | 15074 |
| 5902987, 3.91%, 3/14/2024 | 9/19/2022 | 1759 | 1661 | 1697 |
| 5902995, 4.29%, 3/14/2024 | 9/19/2022 | 5486 | 5153 | 5267 |
| 5903025, 4.81%, 3/14/2024 | 9/19/2022 | 4930 | 4596 | 4621 |
| 5903052, 4.57%, 3/14/2024 | 9/19/2022 | 3419 | 3198 | 3226 |
| 5903084, 5.49%, 3/14/2024 | 9/19/2022 | 4482 | 4138 | 4113 |
| 5903102, 4.88%, 3/14/2024 | 9/19/2022 | 1438 | 1339 | 1344 |
| 5903113, 5.38%, 3/14/2024 | 9/19/2022 | 1355 | 1253 | 1233 |
| 5903130, 3.91%, 3/14/2024 | 9/19/2022 | 17776 | 16787 | 17152 |
| 5903231, 4.87%, 3/14/2024 | 9/19/2022 | 3545 | 3302 | 3340 |
| 5903252, 3.92%, 3/14/2024 | 9/19/2022 | 7462 | 7046 | 7199 |
| 5903299, 3.91%, 3/14/2024 | 9/19/2022 | 8079 | 7629 | 7795 |
| 5903316, 4.20%, 3/14/2024 | 9/19/2022 | 2369 | 2228 | 2266 |
| 5903332, 4.68%, 3/14/2024 | 9/19/2022 | 5116 | 4778 | 4814 |
| 5903360, 4.99%, 3/14/2024 | 9/19/2022 | 37494 | 34863 | 34961 |
| 5903537, 5.12%, 3/14/2024 | 9/19/2022 | 2218 | 2059 | 2076 |
| 5903544, 4.71%, 3/14/2024 | 9/19/2022 | 1507 | 1407 | 1396 |
| 5903555, 4.99%, 3/14/2024 | 9/19/2022 | 5119 | 4760 | 4800 |
| 5903581, 4.19%, 3/14/2024 | 9/19/2022 | 18867 | 17745 | 18057 |
| 5903643, 4.19%, 3/14/2024 | 9/19/2022 | 72589 | 68273 | 69452 |
| 5903827, 5.04%, 3/14/2024 | 9/19/2022 | 1441 | 1339 | 1342 |
| 5903837, 5.15%, 3/14/2024 | 9/19/2022 | 1076 | 998 | 994 |
| 5903844, 4.68%, 3/14/2024 | 9/19/2022 | 32172 | 30047 | 30283 |
| 5904018, 4.01%, 3/14/2024 | 9/19/2022 | 1450 | 1367 | 1361 |
| 5904027, 4.70%, 3/14/2024 | 9/19/2022 | 2000 | 1867 | 1844 |
| 5904043, 4.70%, 3/14/2024 | 9/19/2022 | 2647 | 2471 | 2490 |
| 5904048, 4.81%, 3/14/2024 | 9/19/2022 | 1475 | 1375 | 1386 |
| 5904051, 4.68%, 3/14/2024 | 9/19/2022 | 21046 | 19655 | 19799 |
| 5904156, 4.41%, 3/14/2024 | 9/19/2022 | 2781 | 2608 | 2643 |
| 5904172, 4.68%, 3/14/2024 | 9/19/2022 | 8060 | 7528 | 7595 |
| 5904235, 4.68%, 3/14/2024 | 9/19/2022 | 7188 | 6713 | 6764 |
| 5904278, 5.15%, 3/14/2024 | 9/19/2022 | 1837 | 1704 | 1699 |
| 5904287, 4.74%, 3/14/2024 | 9/19/2022 | 1041 | 971 | 962 |
| 5904290, 4.70%, 3/14/2024 | 9/19/2022 | 1062 | 992 | 984 |
| 5904294, 3.91%, 3/14/2024 | 9/19/2022 | 9840 | 9292 | 9493 |
| 5904320, 5.24%, 3/14/2024 | 9/19/2022 | 14080 | 13046 | 13107 |
| 5904364, 4.72%, 3/14/2024 | 9/19/2022 | 2966 | 2769 | 2808 |
| 5904369, 4.71%, 3/14/2024 | 9/19/2022 | 7054 | 6585 | 6459 |
| 5904401, 4.70%, 3/14/2024 | 9/19/2022 | 1671 | 1560 | 1544 |
| 5904414, 5.33%, 3/14/2024 | 9/19/2022 | 7140 | 6607 | 6646 |
| 5904464, 5.33%, 3/14/2024 | 9/19/2022 | 4591 | 4249 | 4262 |
| 5904520, 4.19%, 3/14/2024 | 9/19/2022 | 30293 | 28492 | 28951 |
| 5904652, 4.57%, 3/14/2024 | 9/19/2022 | 1702 | 1592 | 1610 |
| 5904668, 5.24%, 3/14/2024 | 9/19/2022 | 10286 | 9530 | 9574 |
| 5904712, 4.87%, 3/14/2024 | 9/19/2022 | 17895 | 16668 | 16851 |
| 5904785, 4.87%, 3/14/2024 | 9/19/2022 | 42913 | 39972 | 40423 |
| 5904932, 4.99%, 3/14/2024 | 9/19/2022 | 8333 | 7749 | 7780 |
| 5904954, 5.33%, 3/14/2024 | 9/19/2022 | 11114 | 10285 | 10323 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5904981, 4.69%, 3/14/2024 | 9/19/2022 | 1903 | 1777 | 1793 |
| 5904983, 5.40%, 3/14/2024 | 9/19/2022 | 1279 | 1182 | 1178 |
| 5904994, 4.50%, 3/14/2024 | 9/19/2022 | 9554 | 8947 | 9104 |
| 5905049, 4.99%, 3/14/2024 | 9/19/2022 | 2664 | 2477 | 2497 |
| 5905061, 4.50%, 3/14/2024 | 9/19/2022 | 3274 | 3066 | 3119 |
| 5905087, 5.33%, 3/14/2024 | 9/19/2022 | 1729 | 1600 | 1609 |
| 5905088, 4.98%, 3/14/2024 | 9/19/2022 | 1264 | 1175 | 1179 |
| 5905098, 4.70%, 3/14/2024 | 9/19/2022 | 713 | 666 | 660 |
| 5905101, 5.03%, 3/14/2024 | 9/19/2022 | 1040 | 967 | 968 |
| 5905104, 4.29%, 3/14/2024 | 9/19/2022 | 6686 | 6280 | 6419 |
| 5906776, 3.88%, 3/15/2024 | 9/20/2022 | 4898 | 4628 | 4704 |
| 5906777, 4.70%, 3/15/2024 | 9/20/2022 | 11817 | 11036 | 11119 |
| 5906779, 4.83%, 3/15/2024 | 9/20/2022 | 6787 | 6326 | 6291 |
| 5906824, 4.40%, 3/15/2024 | 9/20/2022 | 10491 | 9839 | 9969 |
| 5906899, 4.59%, 3/15/2024 | 9/20/2022 | 1849 | 1729 | 1736 |
| 5906914, 4.37%, 3/15/2024 | 9/20/2022 | 7489 | 7028 | 7082 |
| 5906959, 4.84%, 3/15/2024 | 9/20/2022 | 1494 | 1393 | 1379 |
| 5906987, 4.09%, 3/15/2024 | 9/20/2022 | 9773 | 9207 | 9329 |
| 5907054, 4.09%, 3/15/2024 | 9/20/2022 | 34402 | 32409 | 32813 |
| 5907207, 5.01%, 3/15/2024 | 9/20/2022 | 14063 | 13076 | 13124 |
| 5907388, 4.40%, 3/15/2024 | 9/20/2022 | 6667 | 6253 | 6337 |
| 5907467, 5.17%, 3/15/2024 | 9/20/2022 | 1321 | 1226 | 1220 |
| 5907484, 3.89%, 3/15/2024 | 9/20/2022 | 3729 | 3523 | 3580 |
| 5907516, 3.97%, 3/15/2024 | 9/20/2022 | 7558 | 7132 | 7285 |
| 5907584, 4.09%, 3/15/2024 | 9/20/2022 | 2235 | 2106 | 2134 |
| 5907596, 4.19%, 3/15/2024 | 9/20/2022 | 5439 | 5117 | 5203 |
| 5907623, 4.81%, 3/15/2024 | 9/20/2022 | 1148 | 1071 | 1067 |
| 5907627, 4.25%, 3/15/2024 | 9/20/2022 | 3650 | 3431 | 3461 |
| 5907647, 4.40%, 3/15/2024 | 9/20/2022 | 15843 | 14859 | 14794 |
| 5907761, 4.93%, 3/15/2024 | 9/20/2022 | 3309 | 3080 | 3087 |
| 5907779, 4.49%, 3/15/2024 | 9/20/2022 | 2757 | 2583 | 2598 |
| 5907807, 3.60%, 3/15/2024 | 9/20/2022 | 4370 | 4146 | 4234 |
| 5907829, 4.68%, 3/15/2024 | 9/20/2022 | 10085 | 9421 | 9447 |
| 5907849, 3.93%, 3/15/2024 | 9/20/2022 | 4808 | 4540 | 4637 |
| 5907889, 4.82%, 3/15/2024 | 9/20/2022 | 2094 | 1952 | 1945 |
| 5907899, 3.60%, 3/15/2024 | 9/20/2022 | 3006 | 2852 | 2913 |
| 5907922, 3.70%, 3/15/2024 | 9/20/2022 | 1479 | 1401 | 1390 |
| 5907929, 5.18%, 3/15/2024 | 9/20/2022 | 5376 | 4987 | 4975 |
| 5907968, 3.88%, 3/15/2024 | 9/20/2022 | 5755 | 5439 | 5529 |
| 5908005, 4.25%, 3/15/2024 | 9/20/2022 | 12463 | 11716 | 11843 |
| 5908007, 4.21%, 3/15/2024 | 9/20/2022 | 2956 | 2780 | 2828 |
| 5908068, 4.68%, 3/15/2024 | 9/20/2022 | 25211 | 23552 | 23612 |
| 5908119, 4.92%, 3/15/2024 | 9/20/2022 | 12035 | 11206 | 11243 |
| 5908262, 4.59%, 3/15/2024 | 9/20/2022 | 4543 | 4250 | 4251 |
| 5908304, 4.41%, 3/15/2024 | 9/20/2022 | 2217 | 2079 | 2062 |
| 5908316, 4.80%, 3/15/2024 | 9/20/2022 | 10571 | 9858 | 9928 |
| 5908353, 4.25%, 3/15/2024 | 9/20/2022 | 6760 | 6354 | 6423 |
| 5908382, 4.50%, 3/15/2024 | 9/20/2022 | 5483 | 5135 | 5168 |
| 5908416, 4.10%, 3/15/2024 | 9/20/2022 | 3189 | 3004 | 3041 |
| 5908427, 5.08%, 3/15/2024 | 9/20/2022 | 17273 | 16045 | 16063 |
| 5908458, 5.07%, 3/15/2024 | 9/20/2022 | 49142 | 45653 | 45687 |
| 5908473, 4.40%, 3/15/2024 | 9/20/2022 | 6259 | 5871 | 5947 |
| 5908493, 5.08%, 3/15/2024 | 9/20/2022 | 3405 | 3163 | 3154 |
| 5908499, 4.80%, 3/15/2024 | 9/20/2022 | 2861 | 2668 | 2684 |
| 5908525, 5.08%, 3/15/2024 | 9/20/2022 | 2204 | 2047 | 2048 |
| 5908537, 5.08%, 3/15/2024 | 9/20/2022 | 6789 | 6306 | 6316 |
| 5908556, 4.37%, 3/15/2024 | 9/20/2022 | 19161 | 17978 | 18111 |
| 5908631, 4.56%, 3/15/2024 | 9/20/2022 | 9944 | 9306 | 9410 |
| 5908674, 3.97%, 3/15/2024 | 9/20/2022 | 26179 | 24706 | 25233 |
| 5908758, 4.59%, 3/15/2024 | 9/20/2022 | 10105 | 9453 | 9478 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5908781, 4.23%, 3/15/2024 | 9/20/2022 | 1624 | 1527 | 1536 |
| 5908783, 5.17%, 3/15/2024 | 9/20/2022 | 3284 | 3046 | 3034 |
| 5908790, 5.08%, 3/15/2024 | 9/20/2022 | 5091 | 4729 | 4711 |
| 5908810, 3.88%, 3/15/2024 | 9/20/2022 | 36246 | 34253 | 34822 |
| 5908887, 3.97%, 3/15/2024 | 9/20/2022 | 27606 | 26052 | 26611 |
| 5908974, 4.37%, 3/15/2024 | 9/20/2022 | 13196 | 12382 | 12475 |
| 5909075, 4.41%, 3/15/2024 | 9/20/2022 | 3085 | 2893 | 2931 |
| 5909095, 4.68%, 3/15/2024 | 9/20/2022 | 2232 | 2086 | 2103 |
| 5909108, 3.97%, 3/15/2024 | 9/20/2022 | 11229 | 10597 | 10827 |
| 5909171, 4.69%, 3/15/2024 | 9/20/2022 | 2452 | 2291 | 2298 |
| 5909184, 3.59%, 3/15/2024 | 9/20/2022 | 4047 | 3840 | 3921 |
| 5909218, 4.80%, 3/15/2024 | 9/20/2022 | 1103 | 1028 | 1036 |
| 5909230, 3.98%, 3/15/2024 | 9/20/2022 | 2961 | 2794 | 2854 |
| 5909234, 3.88%, 3/15/2024 | 9/20/2022 | 5498 | 5196 | 5283 |
| 5909266, 4.84%, 3/15/2024 | 9/20/2022 | 17861 | 16649 | 16581 |
| 5909350, 4.41%, 3/15/2024 | 9/20/2022 | 2115 | 1984 | 2010 |
| 5909402, 5.08%, 3/15/2024 | 9/20/2022 | 5721 | 5315 | 5287 |
| 5909447, 4.84%, 3/15/2024 | 9/20/2022 | 6924 | 6454 | 6437 |
| 5909477, 4.84%, 3/15/2024 | 9/20/2022 | 3833 | 3573 | 3562 |
| 5909529, 4.09%, 3/15/2024 | 9/20/2022 | 11537 | 10869 | 11003 |
| 5909611, 5.02%, 3/15/2024 | 9/20/2022 | 4387 | 4079 | 4098 |
| 5909641, 4.40%, 3/15/2024 | 9/20/2022 | 1676 | 1572 | 1560 |
| 5909657, 5.01%, 3/15/2024 | 9/20/2022 | 3716 | 3455 | 3467 |
| 5909663, 5.16%, 3/15/2024 | 9/20/2022 | 1602 | 1486 | 1482 |
| 5909686, 4.25%, 3/15/2024 | 9/20/2022 | 14791 | 13903 | 14048 |
| 5909706, 5.13%, 3/15/2024 | 9/20/2022 | 860 | 798 | 795 |
| 5909719, 5.01%, 3/15/2024 | 9/20/2022 | 1455 | 1353 | 1352 |
| 5909745, 3.60%, 3/15/2024 | 9/20/2022 | 10796 | 10242 | 10460 |
| 5909795, 3.92%, 3/15/2024 | 9/20/2022 | 7366 | 6956 | 7105 |
| 5909845, 5.02%, 3/15/2024 | 9/20/2022 | 28479 | 26478 | 26564 |
| 5910133, 4.80%, 3/16/2024 | 9/21/2022 | 2844 | 2652 | 2672 |
| 5910137, 5.51%, 3/16/2024 | 9/21/2022 | 11693 | 10796 | 10768 |
| 5910145, 4.93%, 3/16/2024 | 9/21/2022 | 3700 | 3444 | 3452 |
| 5910189, 3.60%, 3/16/2024 | 9/21/2022 | 6394 | 6066 | 6194 |
| 5910242, 4.80%, 3/16/2024 | 9/21/2022 | 2464 | 2298 | 2313 |
| 5910269, 4.68%, 3/16/2024 | 9/21/2022 | 8191 | 7652 | 7673 |
| 5910338, 3.88%, 3/16/2024 | 9/21/2022 | 3410 | 3222 | 3275 |
| 5910350, 3.60%, 3/16/2024 | 9/21/2022 | 7171 | 6803 | 6946 |
| 5910406, 3.88%, 3/16/2024 | 9/21/2022 | 2159 | 2040 | 2074 |
| 5910419, 5.02%, 3/16/2024 | 9/21/2022 | 14068 | 13079 | 13098 |
| 5910497, 4.41%, 3/16/2024 | 9/21/2022 | 933 | 875 | 868 |
| 5910502, 4.09%, 3/16/2024 | 9/21/2022 | 25602 | 24119 | 24428 |
| 5910670, 3.97%, 3/16/2024 | 9/21/2022 | 20957 | 19778 | 20198 |
| 5910860, 4.74%, 3/16/2024 | 9/21/2022 | 2037 | 1902 | 1903 |
| 5910880, 4.19%, 3/16/2024 | 9/21/2022 | 13169 | 12390 | 12598 |
| 5911001, 3.70%, 3/16/2024 | 9/21/2022 | 1549 | 1468 | 1438 |
| 5911020, 4.40%, 3/16/2024 | 9/21/2022 | 1436 | 1347 | 1339 |
| 5911025, 4.19%, 3/16/2024 | 9/21/2022 | 4585 | 4313 | 4388 |
| 5911054, 4.40%, 3/16/2024 | 9/21/2022 | 6885 | 6458 | 6415 |
| 5911124, 3.97%, 3/16/2024 | 9/21/2022 | 5187 | 4895 | 5000 |
| 5911151, 3.65%, 3/16/2024 | 9/21/2022 | 631 | 598 | 593 |
| 5911165, 3.69%, 3/16/2024 | 9/21/2022 | 8520 | 8073 | 8022 |
| 5911194, 5.18%, 3/16/2024 | 9/21/2022 | 3339 | 3098 | 3090 |
| 5911221, 3.87%, 3/16/2024 | 9/21/2022 | 1922 | 1816 | 1845 |
| 5911227, 4.93%, 3/16/2024 | 9/21/2022 | 18077 | 16829 | 16894 |
| 5911330, 4.49%, 3/16/2024 | 9/21/2022 | 15779 | 14780 | 14867 |
| 5911445, 4.31%, 3/16/2024 | 9/21/2022 | 3269 | 3070 | 3136 |
| 5911483, 5.09%, 3/16/2024 | 9/21/2022 | 3426 | 3182 | 3187 |
| 5911502, 4.59%, 3/16/2024 | 9/21/2022 | 30922 | 28926 | 29025 |
| 5911589, 4.81%, 3/16/2024 | 9/21/2022 | 13288 | 12391 | 12482 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5911636, 4.37%, 3/16/2024 | 9/21/2022 | 16901 | 15858 | 15971 |
| 5911654, 4.58%, 3/16/2024 | 9/21/2022 | 3009 | 2815 | 2846 |
| 5911733, 3.60%, 3/16/2024 | 9/21/2022 | 13257 | 12578 | 12844 |
| 5911769, 4.81%, 3/16/2024 | 9/21/2022 | 3310 | 3087 | 3106 |
| 5911780, 5.02%, 3/16/2024 | 9/21/2022 | 5995 | 5573 | 5593 |
| 5911808, 4.41%, 3/16/2024 | 9/21/2022 | 5560 | 5214 | 5284 |
| 5911839, 4.36%, 3/16/2024 | 9/21/2022 | 783 | 735 | 732 |
| 5911847, 4.80%, 3/16/2024 | 9/21/2022 | 6717 | 6265 | 6306 |
| 5911883, 5.17%, 3/16/2024 | 9/21/2022 | 3768 | 3496 | 3478 |
| 5911886, 3.70%, 3/16/2024 | 9/21/2022 | 2306 | 2185 | 2036 |
| 5911896, 4.40%, 3/16/2024 | 9/21/2022 | 10265 | 9628 | 9553 |
| 5911931, 4.19%, 3/16/2024 | 9/21/2022 | 2734 | 2572 | 2615 |
| 5911949, 3.88%, 3/16/2024 | 9/21/2022 | 17113 | 16172 | 16441 |
| 5912063, 4.68%, 3/16/2024 | 9/21/2022 | 19932 | 18621 | 18728 |
| 5912229, 4.84%, 3/16/2024 | 9/21/2022 | 3081 | 2872 | 2858 |
| 5912239, 4.29%, 3/16/2024 | 9/21/2022 | 2739 | 2573 | 2629 |
| 5912256, 4.59%, 3/16/2024 | 9/21/2022 | 3217 | 3009 | 3018 |
| 5912278, 3.97%, 3/16/2024 | 9/21/2022 | 20284 | 19142 | 19552 |
| 5912375, 4.87%, 3/16/2024 | 9/21/2022 | 109 | 101 | 67 |
| 5912385, 4.19%, 3/16/2024 | 9/21/2022 | 16233 | 15272 | 15534 |
| 5912436, 4.50%, 3/16/2024 | 9/21/2022 | 26813 | 25115 | 25264 |
| 5912437, 4.76%, 3/16/2024 | 9/21/2022 | 1306 | 1218 | 1213 |
| 5912485, 5.17%, 3/16/2024 | 9/21/2022 | 5913 | 5486 | 5466 |
| 5912505, 4.25%, 3/16/2024 | 9/21/2022 | 7038 | 6615 | 6683 |
| 5912554, 4.73%, 3/16/2024 | 9/21/2022 | 2984 | 2785 | 2784 |
| 5912563, 4.83%, 3/16/2024 | 9/21/2022 | 7446 | 6941 | 6889 |
| 5912575, 4.40%, 3/16/2024 | 9/21/2022 | 63645 | 59693 | 60481 |
| 5912760, 4.68%, 3/16/2024 | 9/21/2022 | 9222 | 8615 | 8602 |
| 5912764, 5.36%, 3/16/2024 | 9/21/2022 | 9756 | 9028 | 9071 |
| 5912783, 3.65%, 3/16/2024 | 9/21/2022 | 796 | 755 | 747 |
| 5912794, 4.87%, 3/16/2024 | 9/21/2022 | 1141 | 1063 | 1060 |
| 5912800, 3.88%, 3/16/2024 | 9/21/2022 | 3241 | 3063 | 3113 |
| 5912809, 4.19%, 3/16/2024 | 9/21/2022 | 4340 | 4084 | 4152 |
| 5912829, 3.60%, 3/16/2024 | 9/21/2022 | 63750 | 60484 | 61759 |
| 5913090, 4.82%, 3/16/2024 | 9/21/2022 | 1704 | 1589 | 1579 |
| 5913098, 4.40%, 3/16/2024 | 9/21/2022 | 10323 | 9682 | 9613 |
| 5913137, 4.43%, 3/16/2024 | 9/21/2022 | 959 | 899 | 892 |
| 5913138, 4.50%, 3/16/2024 | 9/21/2022 | 11395 | 10673 | 10732 |
| 5913169, 4.25%, 3/16/2024 | 9/21/2022 | 18119 | 17032 | 17207 |
| 5913220, 4.43%, 3/16/2024 | 9/21/2022 | 678 | 635 | 626 |
| 5913230, 4.68%, 3/16/2024 | 9/21/2022 | 5263 | 4917 | 4929 |
| 5913240, 4.82%, 3/16/2024 | 9/21/2022 | 1646 | 1535 | 1528 |
| 5913245, 3.88%, 3/16/2024 | 9/21/2022 | 13766 | 13009 | 13222 |
| 5913277, 4.75%, 3/16/2024 | 9/21/2022 | 3771 | 3519 | 3515 |
| 5913297, 4.41%, 3/16/2024 | 9/21/2022 | 7285 | 6832 | 6924 |
| 5913298, 5.17%, 3/16/2024 | 9/21/2022 | 8883 | 8242 | 8212 |
| 5913349, 4.19%, 3/16/2024 | 9/21/2022 | 28543 | 26853 | 27304 |
| 5913413, 5.02%, 3/17/2024 | 9/22/2022 | 38788 | 36061 | 36181 |
| 5913414, 3.93%, 3/17/2024 | 9/22/2022 | 4496 | 4246 | 4338 |
| 5913555, 3.97%, 3/17/2024 | 9/22/2022 | 13292 | 12544 | 12812 |
| 5913590, 4.25%, 3/17/2024 | 9/22/2022 | 34553 | 32480 | 32821 |
| 5913705, 4.41%, 3/17/2024 | 9/22/2022 | 2371 | 2224 | 2208 |
| 5913715, 4.41%, 3/17/2024 | 9/22/2022 | 3017 | 2830 | 2803 |
| 5913731, 5.18%, 3/17/2024 | 9/22/2022 | 9185 | 8521 | 8485 |
| 5913762, 3.60%, 3/17/2024 | 9/22/2022 | 5161 | 4896 | 4998 |
| 5913784, 4.37%, 3/17/2024 | 9/22/2022 | 8374 | 7858 | 7904 |
| 5913821, 4.19%, 3/17/2024 | 9/22/2022 | 16470 | 15496 | 15755 |
| 5913876, 4.67%, 3/17/2024 | 9/22/2022 | 2589 | 2419 | 2423 |
| 5913887, 3.88%, 3/17/2024 | 9/22/2022 | 35488 | 33535 | 34093 |
| 5914023, 3.97%, 3/17/2024 | 9/22/2022 | 21592 | 20376 | 20810 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5914122, 4.49%, 3/18/2024 | 9/22/2022 | 21628 | 20258 | 20376 |
| 5914202, 5.07%, 3/18/2024 | 9/22/2022 | 1782 | 1655 | 1653 |
| 5914205, 4.50%, 3/18/2024 | 9/22/2022 | 3298 | 3089 | 3106 |
| 5914213, 4.72%, 3/18/2024 | 9/22/2022 | 1758 | 1641 | 1640 |
| 5914215, 3.96%, 3/18/2024 | 9/22/2022 | 8069 | 7615 | 7779 |
| 5914255, 3.59%, 3/18/2024 | 9/22/2022 | 6642 | 6302 | 6435 |
| 5914286, 3.60%, 3/18/2024 | 9/22/2022 | 3335 | 3163 | 3231 |
| 5914301, 5.07%, 3/18/2024 | 9/22/2022 | 4515 | 4195 | 4158 |
| 5914321, 3.96%, 3/18/2024 | 9/22/2022 | 16275 | 15359 | 15686 |
| 5914394, 3.88%, 3/18/2024 | 9/22/2022 | 3783 | 3575 | 3634 |
| 5914412, 4.73%, 3/18/2024 | 9/22/2022 | 3657 | 3414 | 3410 |
| 5914421, 3.59%, 3/18/2024 | 9/22/2022 | 16019 | 15198 | 15519 |
| 5914497, 4.24%, 3/18/2024 | 9/22/2022 | 2647 | 2488 | 2512 |
| 5914508, 4.24%, 3/18/2024 | 9/22/2022 | 9656 | 9076 | 9172 |
| 5914539, 4.08%, 3/18/2024 | 9/22/2022 | 8411 | 7924 | 8025 |
| 5914578, 4.57%, 3/18/2024 | 9/22/2022 | 2840 | 2657 | 2664 |
| 5914590, 4.55%, 3/18/2024 | 9/22/2022 | 539 | 505 | 510 |
| 5914594, 3.59%, 3/18/2024 | 9/22/2022 | 5258 | 4989 | 5094 |
| 5914617, 5.17%, 3/18/2024 | 9/22/2022 | 1134 | 1052 | 1047 |
| 5914623, 4.55%, 3/18/2024 | 9/22/2022 | 22340 | 20907 | 21139 |
| 5914731, 4.18%, 3/18/2024 | 9/22/2022 | 4181 | 3933 | 3999 |
| 5914738, 4.37%, 3/18/2024 | 9/22/2022 | 4562 | 4281 | 4312 |
| 5914916, 4.66%, 3/19/2024 | 9/22/2022 | 32663 | 30514 | 30578 |
| 5915177, 4.48%, 3/19/2024 | 9/22/2022 | 5459 | 5113 | 5142 |
| 5915202, 4.53%, 3/19/2024 | 9/22/2022 | 2098 | 1964 | 1985 |
| 5915211, 4.66%, 3/19/2024 | 9/22/2022 | 5231 | 4887 | 4924 |
| 5915296, 4.79%, 3/19/2024 | 9/22/2022 | 7445 | 6943 | 6989 |
| 5915369, 3.96%, 3/19/2024 | 9/22/2022 | 6470 | 6106 | 6237 |
| 5915431, 3.96%, 3/19/2024 | 9/22/2022 | 4736 | 4470 | 4566 |
| 5915462, 4.24%, 3/19/2024 | 9/22/2022 | 3337 | 3136 | 3169 |
| 5915519, 5.00%, 3/19/2024 | 9/22/2022 | 10560 | 9818 | 9847 |
| 5915661, 4.48%, 3/19/2024 | 9/22/2022 | 4093 | 3833 | 3858 |
| 5915710, 5.08%, 3/19/2024 | 9/22/2022 | 1766 | 1640 | 1643 |
| 5915715, 4.66%, 3/19/2024 | 9/22/2022 | 9504 | 8878 | 8904 |
| 5915791, 3.58%, 3/19/2024 | 9/22/2022 | 21852 | 20732 | 21169 |
| 5915964, 4.74%, 3/19/2024 | 9/22/2022 | 887 | 828 | 828 |
| 5915981, 4.48%, 3/19/2024 | 9/22/2022 | 7983 | 7478 | 7525 |
| 5916040, 4.08%, 3/19/2024 | 9/22/2022 | 10817 | 10190 | 10317 |
| 5916090, 4.17%, 3/19/2024 | 9/22/2022 | 21485 | 20213 | 20520 |
| 5916237, 3.65%, 3/19/2024 | 9/22/2022 | 687 | 651 | 619 |
| 5916249, 4.23%, 3/19/2024 | 9/22/2022 | 10892 | 10238 | 10340 |
| 5916338, 3.86%, 3/19/2024 | 9/22/2022 | 19197 | 18141 | 18433 |
| 5916955, 4.36%, 3/19/2024 | 9/22/2022 | 862 | 809 | 819 |
| 5916968, 4.57%, 3/19/2024 | 9/22/2022 | 8197 | 7668 | 7700 |
| 5916991, 4.48%, 3/19/2024 | 9/22/2022 | 13272 | 12432 | 12512 |
| 5917076, 4.83%, 3/19/2024 | 9/22/2022 | 3624 | 3378 | 3361 |
| 5917108, 3.58%, 3/19/2024 | 9/22/2022 | 5038 | 4781 | 4881 |
| 5917143, 4.91%, 3/19/2024 | 9/22/2022 | 2903 | 2702 | 2711 |
| 5917161, 4.72%, 3/19/2024 | 9/22/2022 | 22303 | 20817 | 20818 |
| 5917286, 4.09%, 3/19/2024 | 9/22/2022 | 2149 | 2025 | 2049 |
| 5917288, 4.66%, 3/19/2024 | 9/22/2022 | 57551 | 53765 | 54187 |
| 5917485, 4.36%, 3/19/2024 | 9/22/2022 | 15836 | 14859 | 14972 |
| 5917578, 4.53%, 3/19/2024 | 9/22/2022 | 4009 | 3752 | 3792 |
| 5917636, 3.58%, 3/19/2024 | 9/22/2022 | 5423 | 5146 | 5253 |
| 5917675, 4.81%, 3/19/2024 | 9/22/2022 | 7455 | 6949 | 6913 |
| 5917697, 4.57%, 3/19/2024 | 9/22/2022 | 13242 | 12387 | 12431 |
| 5917721, 3.94%, 3/19/2024 | 9/22/2022 | 1087 | 1026 | 1048 |
| 5917786, 4.82%, 3/19/2024 | 9/22/2022 | 3521 | 3282 | 3269 |
| 5917815, 4.79%, 3/19/2024 | 9/22/2022 | 3636 | 3390 | 3414 |
| 5917839, 4.48%, 3/19/2024 | 9/22/2022 | 41033 | 38434 | 38672 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5918033, 4.48%, 3/19/2024 | 9/22/2022 | 5839 | 5469 | 5501 |
| 5918140, 3.58%, 3/19/2024 | 9/22/2022 | 6398 | 6071 | 6198 |
| 5918203, 4.39%, 3/19/2024 | 9/22/2022 | 16278 | 15267 | 15170 |
| 5918296, 3.96%, 3/19/2024 | 9/22/2022 | 5554 | 5241 | 5353 |
| 5918316, 4.39%, 3/19/2024 | 9/22/2022 | 29015 | 27213 | 27569 |
| 5918405, 4.91%, 3/19/2024 | 9/22/2022 | 14533 | 13529 | 13584 |
| 5918450, 3.58%, 3/19/2024 | 9/22/2022 | 11003 | 10439 | 10660 |
| 5918488, 4.23%, 3/19/2024 | 9/22/2022 | 3316 | 3117 | 3150 |
| 5918510, 5.15%, 3/19/2024 | 9/22/2022 | 17489 | 16224 | 16156 |
| 5918569, 4.36%, 3/19/2024 | 9/22/2022 | 10504 | 9856 | 9914 |
| 5918618, 4.36%, 3/20/2024 | 9/23/2022 | 7664 | 7191 | 7242 |
| 5918637, 4.57%, 3/20/2024 | 9/23/2022 | 76097 | 71184 | 71420 |
| 5918710, 5.06%, 3/20/2024 | 9/23/2022 | 3794 | 3524 | 3525 |
| 5918711, 3.86%, 3/20/2024 | 9/23/2022 | 13217 | 12490 | 12696 |
| 5918750, 4.71%, 3/20/2024 | 9/23/2022 | 2047 | 1911 | 1909 |
| 5918757, 3.58%, 3/20/2024 | 9/23/2022 | 5414 | 5137 | 5243 |
| 5918778, 4.46%, 3/20/2024 | 9/23/2022 | 1000 | 937 | 943 |
| 5918790, 4.53%, 3/20/2024 | 9/23/2022 | 5487 | 5136 | 5193 |
| 5918809, 3.68%, 3/20/2024 | 9/23/2022 | 2319 | 2197 | 2175 |
| 5918813, 4.73%, 3/20/2024 | 9/23/2022 | 5763 | 5379 | 5375 |
| 5918842, 4.08%, 3/20/2024 | 9/23/2022 | 15764 | 14851 | 15042 |
| 5918907, 5.15%, 3/20/2024 | 9/23/2022 | 1946 | 1805 | 1798 |
| 5918911, 3.69%, 3/20/2024 | 9/23/2022 | 1652 | 1565 | 1548 |
| 5918914, 4.08%, 3/20/2024 | 9/23/2022 | 11070 | 10428 | 10554 |
| 5918955, 4.79%, 3/20/2024 | 9/23/2022 | 6774 | 6317 | 6351 |
| 5918976, 4.23%, 3/20/2024 | 9/23/2022 | 9546 | 8974 | 9070 |
| 5919036, 4.36%, 3/20/2024 | 9/23/2022 | 6075 | 5700 | 5741 |
| 5919068, 3.58%, 3/20/2024 | 9/23/2022 | 4862 | 4613 | 4710 |
| 5919115, 4.84%, 3/20/2024 | 9/23/2022 | 783 | 729 | 726 |
| 5919118, 4.23%, 3/20/2024 | 9/23/2022 | 33148 | 31159 | 31485 |
| 5919297, 5.15%, 3/20/2024 | 9/23/2022 | 2229 | 2068 | 2060 |
| 5919307, 4.66%, 3/20/2024 | 9/23/2022 | 3754 | 3507 | 3514 |
| 5919376, 4.82%, 3/20/2024 | 9/23/2022 | 8002 | 7459 | 7415 |
| 5919402, 3.66%, 3/20/2024 | 9/23/2022 | 898 | 851 | 846 |
| 5919421, 4.82%, 3/20/2024 | 9/23/2022 | 4985 | 4647 | 4626 |
| 5919434, 4.48%, 3/20/2024 | 9/23/2022 | 1842 | 1725 | 1736 |
| 5919461, 4.24%, 3/20/2024 | 9/23/2022 | 6073 | 5708 | 5769 |
| 5919479, 4.73%, 3/20/2024 | 9/23/2022 | 6059 | 5655 | 5653 |
| 5919518, 4.54%, 3/20/2024 | 9/23/2022 | 6032 | 5645 | 5708 |
| 5919532, 4.64%, 3/20/2024 | 9/23/2022 | 1395 | 1304 | 1307 |
| 5919538, 4.66%, 3/20/2024 | 9/23/2022 | 57756 | 53957 | 54093 |
| 5919634, 4.23%, 3/20/2024 | 9/23/2022 | 2593 | 2437 | 2464 |
| 5919642, 4.72%, 3/20/2024 | 9/23/2022 | 2206 | 2059 | 2053 |
| 5919645, 3.68%, 3/20/2024 | 9/23/2022 | 4269 | 4045 | 4012 |
| 5919658, 4.54%, 3/20/2024 | 9/23/2022 | 21804 | 20405 | 20632 |
| 5919732, 5.00%, 3/20/2024 | 9/23/2022 | 3504 | 3258 | 3270 |
| 5919748, 3.58%, 3/20/2024 | 9/23/2022 | 4096 | 3886 | 3967 |
| 5919769, 4.39%, 3/20/2024 | 9/23/2022 | 3152 | 2956 | 2994 |
| 5919801, 4.50%, 3/20/2024 | 9/23/2022 | 1642 | 1538 | 1547 |
| 5919815, 3.58%, 3/20/2024 | 9/23/2022 | 8450 | 8018 | 8186 |
| 5919843, 4.82%, 3/20/2024 | 9/23/2022 | 9952 | 9277 | 9231 |
| 5919864, 3.86%, 3/20/2024 | 9/23/2022 | 8245 | 7792 | 7916 |
| 5919886, 5.06%, 3/20/2024 | 9/23/2022 | 63188 | 58696 | 58648 |
| 5920812, 4.81%, 3/20/2024 | 9/23/2022 | 4090 | 3813 | 3800 |
| 5920827, 4.23%, 3/20/2024 | 9/23/2022 | 55037 | 51734 | 52272 |
| 5920974, 4.65%, 3/20/2024 | 9/23/2022 | 2856 | 2668 | 2688 |
| 5920992, 4.39%, 3/20/2024 | 9/23/2022 | 25578 | 23990 | 24303 |
| 5921093, 4.72%, 3/20/2024 | 9/23/2022 | 1552 | 1449 | 1447 |
| 5921097, 4.35%, 3/20/2024 | 9/23/2022 | 4908 | 4605 | 4639 |
| 5921105, 4.38%, 3/20/2024 | 9/23/2022 | 5314 | 4984 | 4954 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5921119, 3.96%, 3/20/2024 | 9/23/2022 | 61085 | 57647 | 58874 |
| 5921334, 5.16%, 3/20/2024 | 9/23/2022 | 2920 | 2709 | 2697 |
| 5921360, 4.90%, 3/20/2024 | 9/23/2022 | 1708 | 1591 | 1597 |
| 5921372, 4.36%, 3/20/2024 | 9/23/2022 | 2246 | 2107 | 2123 |
| 5921380, 4.23%, 3/20/2024 | 9/23/2022 | 5604 | 5268 | 5325 |
| 5921424, 4.81%, 3/20/2024 | 9/23/2022 | 1178 | 1098 | 1094 |
| 5921427, 4.66%, 3/20/2024 | 9/23/2022 | 15070 | 14078 | 14185 |
| 5921492, 4.72%, 3/20/2024 | 9/23/2022 | 1626 | 1517 | 1518 |
| 5921494, 3.64%, 3/20/2024 | 9/23/2022 | 880 | 834 | 827 |
| 5921500, 3.95%, 3/20/2024 | 9/23/2022 | 30458 | 28745 | 29354 |
| 5921725, 4.69%, 3/20/2024 | 9/23/2022 | 1176 | 1098 | 1102 |
| 5921733, 4.39%, 3/20/2024 | 9/23/2022 | 20325 | 19063 | 18930 |
| 5921784, 4.08%, 3/20/2024 | 9/23/2022 | 93150 | 87753 | 88831 |
| 5922138, 3.87%, 3/20/2024 | 9/23/2022 | 3453 | 3263 | 3317 |
| 5922217, 3.59%, 3/20/2024 | 9/23/2022 | 4212 | 3996 | 4081 |
| 5922246, 4.54%, 3/20/2024 | 9/23/2022 | 7742 | 7245 | 7324 |
| 5922301, 3.70%, 3/20/2024 | 9/23/2022 | 969 | 918 | 910 |
| 5922302, 4.39%, 3/20/2024 | 9/23/2022 | 6673 | 6258 | 6213 |
| 5922341, 4.08%, 3/20/2024 | 9/23/2022 | 4437 | 4180 | 4234 |
| 5922355, 4.39%, 3/20/2024 | 9/23/2022 | 6454 | 6053 | 6014 |
| 5922391, 4.66%, 3/20/2024 | 9/23/2022 | 15578 | 14553 | 14590 |
| 5922457, 4.66%, 3/20/2024 | 9/23/2022 | 41458 | 38730 | 38820 |
| 5922631, 5.00%, 3/21/2024 | 9/26/2022 | 12617 | 11730 | 11766 |
| 5922661, 4.38%, 3/21/2024 | 9/26/2022 | 8970 | 8414 | 8368 |
| 5922692, 4.68%, 3/21/2024 | 9/26/2022 | 2160 | 2017 | 2022 |
| 5922700, 5.07%, 3/21/2024 | 9/26/2022 | 3524 | 3273 | 3260 |
| 5922732, 4.35%, 3/21/2024 | 9/26/2022 | 3606 | 3384 | 3410 |
| 5922746, 3.96%, 3/21/2024 | 9/26/2022 | 10098 | 9530 | 9733 |
| 5922761, 3.67%, 3/21/2024 | 9/26/2022 | 8821 | 8359 | 8271 |
| 5922789, 4.82%, 3/21/2024 | 9/26/2022 | 4411 | 4112 | 4093 |
| 5922810, 5.15%, 3/21/2024 | 9/26/2022 | 8488 | 7874 | 7847 |
| 5922829, 4.39%, 3/21/2024 | 9/26/2022 | 3994 | 3746 | 3721 |
| 5922837, 4.74%, 3/21/2024 | 9/26/2022 | 1954 | 1823 | 1823 |
| 5922851, 4.65%, 3/21/2024 | 9/26/2022 | 2678 | 2502 | 2521 |
| 5922858, 4.09%, 3/21/2024 | 9/26/2022 | 2519 | 2372 | 2402 |
| 5922866, 4.73%, 3/21/2024 | 9/26/2022 | 5246 | 4897 | 4883 |
| 5922890, 4.91%, 3/21/2024 | 9/26/2022 | 22005 | 20486 | 20564 |
| 5922989, 3.96%, 3/21/2024 | 9/26/2022 | 16625 | 15689 | 16022 |
| 5923018, 3.59%, 3/21/2024 | 9/26/2022 | 1658 | 1572 | 1606 |
| 5923032, 4.57%, 3/21/2024 | 9/26/2022 | 2277 | 2130 | 2138 |
| 5923035, 4.79%, 3/21/2024 | 9/26/2022 | 2392 | 2230 | 2245 |
| 5923045, 4.08%, 3/21/2024 | 9/26/2022 | 6489 | 6113 | 6190 |
| 5923062, 4.08%, 3/21/2024 | 9/26/2022 | 6769 | 6377 | 6460 |
| 5923076, 3.59%, 3/21/2024 | 9/26/2022 | 3315 | 3145 | 3211 |
| 5923088, 4.83%, 3/21/2024 | 9/26/2022 | 2486 | 2317 | 2306 |
| 5923093, 3.96%, 3/21/2024 | 9/26/2022 | 14320 | 13514 | 13799 |
| 5923158, 4.39%, 3/21/2024 | 9/26/2022 | 25998 | 24384 | 24242 |
| 5923256, 4.39%, 3/21/2024 | 9/26/2022 | 4281 | 4015 | 3995 |
| 5923271, 3.95%, 3/21/2024 | 9/26/2022 | 4767 | 4499 | 4595 |
| 5923300, 4.48%, 3/21/2024 | 9/26/2022 | 10540 | 9872 | 9939 |
| 5923325, 5.00%, 3/21/2024 | 9/26/2022 | 4447 | 4135 | 4149 |
| 5923339, 3.67%, 3/21/2024 | 9/26/2022 | 3964 | 3756 | 3726 |
| 5923373, 3.59%, 3/21/2024 | 9/26/2022 | 3843 | 3646 | 3722 |
| 5923383, 4.72%, 3/21/2024 | 9/26/2022 | 4539 | 4237 | 4236 |
| 5923399, 4.67%, 3/21/2024 | 9/26/2022 | 3875 | 3620 | 3631 |
| 5923409, 4.48%, 3/21/2024 | 9/26/2022 | 39257 | 36771 | 37012 |
| 5923528, 3.95%, 3/21/2024 | 9/26/2022 | 7146 | 6744 | 6886 |
| 5923550, 4.08%, 3/21/2024 | 9/26/2022 | 13329 | 12557 | 12717 |
| 5923603, 3.86%, 3/21/2024 | 9/26/2022 | 5272 | 4982 | 5064 |
| 5923614, 5.08%, 3/21/2024 | 9/26/2022 | 2454 | 2279 | 2271 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5923622, 3.59%, 3/21/2024 | 9/26/2022 | 3862 | 3664 | 3741 |
| 5923760, 5.06%, 3/21/2024 | 9/26/2022 | 60752 | 56433 | 56455 |
| 5923891, 3.95%, 3/21/2024 | 9/26/2022 | 3430 | 3238 | 3306 |
| 5923900, 4.54%, 3/21/2024 | 9/26/2022 | 46964 | 43952 | 44430 |
| 5924011, 3.96%, 3/21/2024 | 9/26/2022 | 13417 | 12662 | 12929 |
| 5924032, 4.38%, 3/21/2024 | 9/26/2022 | 4724 | 4431 | 4393 |
| 5924046, 4.71%, 3/21/2024 | 9/26/2022 | 2383 | 2225 | 2223 |
| 5924048, 5.09%, 3/21/2024 | 9/26/2022 | 1116 | 1036 | 1031 |
| 5924052, 4.64%, 3/21/2024 | 9/26/2022 | 848 | 792 | 789 |
| 5924054, 4.39%, 3/21/2024 | 9/26/2022 | 50891 | 47731 | 48358 |
| 5924187, 5.07%, 3/21/2024 | 9/26/2022 | 3499 | 3250 | 3237 |
| 5924204, 4.17%, 3/21/2024 | 9/26/2022 | 12662 | 11913 | 12110 |
| 5924225, 4.79%, 3/21/2024 | 9/26/2022 | 3166 | 2952 | 2972 |
| 5924244, 4.79%, 3/21/2024 | 9/26/2022 | 8403 | 7836 | 7889 |
| 5924270, 3.86%, 3/21/2024 | 9/26/2022 | 49059 | 46360 | 47113 |
| 5924401, 5.01%, 3/21/2024 | 9/26/2022 | 2018 | 1876 | 1882 |
| 5924416, 4.16%, 3/21/2024 | 9/26/2022 | 4960 | 4666 | 4746 |
| 5924432, 3.59%, 3/21/2024 | 9/26/2022 | 6931 | 6576 | 6715 |
| 5924449, 4.91%, 3/21/2024 | 9/26/2022 | 10069 | 9374 | 9414 |
| 5924488, 4.08%, 3/21/2024 | 9/26/2022 | 28621 | 26963 | 27292 |
| 5924588, 4.48%, 3/21/2024 | 9/26/2022 | 3374 | 3161 | 3182 |
| 5924596, 4.36%, 3/21/2024 | 9/26/2022 | 2334 | 2190 | 2204 |
| 5924600, 3.86%, 3/21/2024 | 9/26/2022 | 110280 | 104213 | 105928 |
| 5925132, 4.36%, 3/21/2024 | 9/26/2022 | 15424 | 14472 | 14572 |
| 5925169, 5.06%, 3/21/2024 | 9/26/2022 | 8485 | 7882 | 7878 |
| 5925202, 3.95%, 3/21/2024 | 9/26/2022 | 8294 | 7828 | 7995 |
| 5925229, 4.17%, 3/21/2024 | 9/26/2022 | 28663 | 26967 | 27417 |
| 5925315, 4.67%, 3/21/2024 | 9/26/2022 | 3929 | 3670 | 3698 |
| 5925319, 3.96%, 3/21/2024 | 9/26/2022 | 11267 | 10633 | 10859 |
| 5925335, 5.15%, 3/21/2024 | 9/26/2022 | 4412 | 4093 | 4075 |
| 5925350, 4.39%, 3/21/2024 | 9/26/2022 | 29994 | 28131 | 28497 |
| 5925445, 4.36%, 3/21/2024 | 9/26/2022 | 9982 | 9366 | 9429 |
| 5925465, 3.58%, 3/21/2024 | 9/26/2022 | 8923 | 8466 | 8644 |
| 5927013, 3.70%, 3/22/2024 | 9/27/2022 | 652 | 618 | 613 |
| 5927027, 4.25%, 3/22/2024 | 9/27/2022 | 91350 | 85867 | 86770 |
| 5927356, 3.97%, 3/22/2024 | 9/27/2022 | 7697 | 7263 | 7416 |
| 5927412, 3.97%, 3/22/2024 | 9/27/2022 | 10022 | 9458 | 9658 |
| 5927458, 3.97%, 3/22/2024 | 9/27/2022 | 9956 | 9396 | 9593 |
| 5927528, 3.97%, 3/22/2024 | 9/27/2022 | 1975 | 1864 | 1903 |
| 5927537, 4.84%, 3/22/2024 | 9/27/2022 | 7234 | 6743 | 6703 |
| 5927581, 4.68%, 3/22/2024 | 9/27/2022 | 6936 | 6479 | 6527 |
| 5927615, 4.80%, 3/22/2024 | 9/27/2022 | 20396 | 19021 | 19147 |
| 5927785, 5.17%, 3/22/2024 | 9/27/2022 | 9854 | 9142 | 9103 |
| 5927861, 4.25%, 3/22/2024 | 9/27/2022 | 28143 | 26454 | 26732 |
| 5928020, 3.97%, 3/22/2024 | 9/27/2022 | 13801 | 13025 | 13298 |
| 5928139, 4.81%, 3/22/2024 | 9/27/2022 | 1085 | 1011 | 1007 |
| 5928148, 4.50%, 3/22/2024 | 9/27/2022 | 35731 | 33468 | 33655 |
| 5928354, 5.07%, 3/22/2024 | 9/27/2022 | 2884 | 2680 | 2660 |
| 5928385, 3.67%, 3/22/2024 | 9/27/2022 | 1178 | 1116 | 1108 |
| 5928393, 4.93%, 3/22/2024 | 9/27/2022 | 13042 | 12141 | 12185 |
| 5928483, 4.84%, 3/22/2024 | 9/27/2022 | 3348 | 3120 | 3108 |
| 5928508, 4.09%, 3/22/2024 | 9/27/2022 | 4596 | 4329 | 4384 |
| 5928570, 3.60%, 3/22/2024 | 9/27/2022 | 17638 | 16735 | 17082 |
| 5928654, 4.37%, 3/22/2024 | 9/27/2022 | 64453 | 60477 | 60903 |
| 5928906, 4.40%, 3/22/2024 | 9/27/2022 | 9244 | 8670 | 8597 |
| 5928944, 4.56%, 3/22/2024 | 9/27/2022 | 39418 | 36889 | 37285 |
| 5929061, 5.10%, 3/22/2024 | 9/27/2022 | 1468 | 1363 | 1357 |
| 5929085, 3.97%, 3/22/2024 | 9/27/2022 | 12321 | 11628 | 11873 |
| 5929137, 4.37%, 3/22/2024 | 9/27/2022 | 660 | 620 | 614 |
| 5929141, 4.59%, 3/22/2024 | 9/27/2022 | 6016 | 5628 | 5644 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5929190, 4.19%, 3/22/2024 | 9/27/2022 | 20064 | 18876 | 19188 |
| 5929304, 3.60%, 3/22/2024 | 9/27/2022 | 11447 | 10861 | 11087 |
| 5929378, 3.59%, 3/22/2024 | 9/27/2022 | 3127 | 2968 | 3029 |
| 5929394, 4.37%, 3/22/2024 | 9/27/2022 | 54906 | 51520 | 51876 |
| 5929594, 3.60%, 3/22/2024 | 9/27/2022 | 8806 | 8354 | 8528 |
| 5929632, 3.97%, 3/22/2024 | 9/27/2022 | 15136 | 14284 | 14585 |
| 5929716, 4.41%, 3/22/2024 | 9/27/2022 | 6116 | 5736 | 5697 |
| 5929744, 4.19%, 3/22/2024 | 9/27/2022 | 18004 | 16939 | 17221 |
| 5929809, 4.84%, 3/22/2024 | 9/27/2022 | 52541 | 48976 | 48691 |
| 5930101, 5.18%, 3/22/2024 | 9/27/2022 | 7979 | 7402 | 7376 |
| 5930121, 4.83%, 3/22/2024 | 9/27/2022 | 10843 | 10108 | 10061 |
| 5930179, 4.51%, 3/22/2024 | 9/27/2022 | 2843 | 2663 | 2680 |
| 5930202, 4.40%, 3/22/2024 | 9/27/2022 | 6788 | 6366 | 6448 |
| 5930243, 4.56%, 3/22/2024 | 9/27/2022 | 96247 | 90073 | 91035 |
| 5930489, 3.97%, 3/22/2024 | 9/27/2022 | 10081 | 9514 | 9715 |
| 5930499, 4.56%, 3/22/2024 | 9/27/2022 | 100681 | 94222 | 95238 |
| 5930736, 4.82%, 3/22/2024 | 9/27/2022 | 1245 | 1161 | 1156 |
| 5930741, 4.09%, 3/22/2024 | 9/27/2022 | 26012 | 24504 | 24815 |
| 5930810, 4.18%, 3/23/2024 | 9/28/2022 | 3225 | 3034 | 3084 |
| 5930818, 4.59%, 3/23/2024 | 9/28/2022 | 7518 | 7033 | 7048 |
| 5930835, 4.56%, 3/23/2024 | 9/28/2022 | 31750 | 29713 | 30035 |
| 5930910, 4.10%, 3/23/2024 | 9/28/2022 | 8367 | 7882 | 7980 |
| 5930933, 4.40%, 3/23/2024 | 9/28/2022 | 1574 | 1477 | 1467 |
| 5930946, 4.40%, 3/23/2024 | 9/28/2022 | 24975 | 23424 | 23729 |
| 5931013, 4.40%, 3/23/2024 | 9/28/2022 | 2230 | 2092 | 2076 |
| 5931022, 4.82%, 3/23/2024 | 9/28/2022 | 1591 | 1483 | 1492 |
| 5931027, 5.01%, 3/23/2024 | 9/28/2022 | 2443 | 2272 | 2279 |
| 5931030, 4.74%, 3/23/2024 | 9/28/2022 | 4909 | 4583 | 4579 |
| 5931033, 4.41%, 3/23/2024 | 9/28/2022 | 6887 | 6459 | 6542 |
| 5931042, 4.68%, 3/23/2024 | 9/28/2022 | 10333 | 9653 | 9726 |
| 5931075, 5.08%, 3/23/2024 | 9/28/2022 | 8580 | 7970 | 7967 |
| 5931442, 4.25%, 3/23/2024 | 9/28/2022 | 6688 | 6287 | 6351 |
| 5931473, 5.02%, 3/23/2024 | 9/28/2022 | 7812 | 7262 | 7281 |
| 5931528, 3.97%, 3/23/2024 | 9/28/2022 | 15629 | 14749 | 15060 |
| 5931608, 3.97%, 3/23/2024 | 9/28/2022 | 6654 | 6279 | 6411 |
| 5931649, 4.81%, 3/23/2024 | 9/28/2022 | 4340 | 4047 | 4074 |
| 5931669, 5.17%, 3/23/2024 | 9/28/2022 | 4305 | 3994 | 3979 |
| 5931687, 3.97%, 3/23/2024 | 9/28/2022 | 7574 | 7148 | 7298 |
| 5931704, 4.57%, 3/23/2024 | 9/28/2022 | 3112 | 2912 | 2943 |
| 5931713, 4.93%, 3/23/2024 | 9/28/2022 | 10754 | 10011 | 10048 |
| 5931759, 4.84%, 3/23/2024 | 9/28/2022 | 4993 | 4654 | 4635 |
| 5931778, 4.59%, 3/23/2024 | 9/28/2022 | 10345 | 9677 | 9695 |
| 5931827, 4.41%, 3/23/2024 | 9/28/2022 | 3760 | 3526 | 3571 |
| 5931861, 4.84%, 3/23/2024 | 9/28/2022 | 3268 | 3046 | 3033 |
| 5931865, 4.24%, 3/23/2024 | 9/28/2022 | 2412 | 2267 | 2290 |
| 5931874, 4.92%, 3/23/2024 | 9/28/2022 | 3375 | 3143 | 3152 |
| 5931886, 4.50%, 3/23/2024 | 9/28/2022 | 1137 | 1065 | 1072 |
| 5931887, 4.59%, 3/23/2024 | 9/28/2022 | 8048 | 7529 | 7553 |
| 5931914, 4.25%, 3/23/2024 | 9/28/2022 | 30931 | 29074 | 29380 |
| 5932025, 4.68%, 3/23/2024 | 9/28/2022 | 4894 | 4573 | 4606 |
| 5932036, 4.41%, 3/23/2024 | 9/28/2022 | 1889 | 1772 | 1760 |
| 5932055, 3.98%, 3/23/2024 | 9/28/2022 | 5553 | 5240 | 5350 |
| 5932069, 4.49%, 3/23/2024 | 9/28/2022 | 3512 | 3289 | 3307 |
| 5932076, 4.75%, 3/23/2024 | 9/28/2022 | 2825 | 2636 | 2636 |
| 5932106, 3.88%, 3/23/2024 | 9/28/2022 | 11108 | 10497 | 10667 |
| 5932131, 3.97%, 3/23/2024 | 9/28/2022 | 4728 | 4462 | 4556 |
| 5932204, 3.97%, 3/23/2024 | 9/28/2022 | 8098 | 7643 | 7803 |
| 5932240, 3.97%, 3/23/2024 | 9/28/2022 | 14671 | 13845 | 14137 |
| 5932438, 4.93%, 3/23/2024 | 9/28/2022 | 6658 | 6198 | 6221 |
| 5932487, 5.20%, 3/23/2024 | 9/28/2022 | 1397 | 1296 | 1290 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5932498, 4.81%, 3/23/2024 | 9/28/2022 | 6510 | 6071 | 6110 |
| 5932532, 5.03%, 3/23/2024 | 9/28/2022 | 3228 | 3001 | 3010 |
| 5932559, 5.10%, 3/23/2024 | 9/28/2022 | 1918 | 1781 | 1772 |
| 5932560, 4.80%, 3/23/2024 | 9/28/2022 | 9290 | 8664 | 8722 |
| 5932609, 4.50%, 3/23/2024 | 9/28/2022 | 1219 | 1141 | 1149 |
| 5932616, 3.97%, 3/23/2024 | 9/28/2022 | 24918 | 23516 | 24008 |
| 5932794, 4.59%, 3/23/2024 | 9/28/2022 | 5558 | 5199 | 5215 |
| 5932809, 3.87%, 3/23/2024 | 9/28/2022 | 4467 | 4222 | 4291 |
| 5932848, 3.60%, 3/23/2024 | 9/28/2022 | 36246 | 34390 | 35106 |
| 5933004, 4.43%, 3/23/2024 | 9/28/2022 | 871 | 817 | 811 |
| 5933006, 3.98%, 3/23/2024 | 9/28/2022 | 2572 | 2427 | 2477 |
| 5933012, 4.80%, 3/23/2024 | 9/28/2022 | 5686 | 5303 | 5338 |
| 5933046, 4.55%, 3/23/2024 | 9/28/2022 | 5172 | 4840 | 4891 |
| 5933086, 4.38%, 3/23/2024 | 9/28/2022 | 10642 | 9986 | 10056 |
| 5933113, 4.37%, 3/23/2024 | 9/28/2022 | 3121 | 2929 | 2950 |
| 5933122, 5.17%, 3/23/2024 | 9/28/2022 | 1679 | 1557 | 1550 |
| 5933144, 4.10%, 3/23/2024 | 9/28/2022 | 8421 | 7933 | 8033 |
| 5933180, 3.71%, 3/23/2024 | 9/28/2022 | 787 | 746 | 740 |
| 5933194, 3.97%, 3/23/2024 | 9/28/2022 | 13339 | 12588 | 12851 |
| 5933248, 4.56%, 3/23/2024 | 9/28/2022 | 27198 | 25453 | 25729 |
| 5933375, 4.39%, 3/23/2024 | 9/28/2022 | 1807 | 1695 | 1683 |
| 5933391, 4.40%, 3/23/2024 | 9/28/2022 | 1657 | 1554 | 1544 |
| 5933395, 4.41%, 3/23/2024 | 9/28/2022 | 7307 | 6853 | 6941 |
| 5933422, 4.40%, 3/23/2024 | 9/28/2022 | 42695 | 40044 | 39798 |
| 5933628, 4.24%, 3/23/2024 | 9/28/2022 | 2866 | 2694 | 2723 |
| 5933651, 3.97%, 3/23/2024 | 9/28/2022 | 6207 | 5858 | 5981 |
| 5933691, 4.93%, 3/23/2024 | 9/28/2022 | 7665 | 7136 | 7162 |
| 5933725, 3.60%, 3/23/2024 | 9/28/2022 | 10403 | 9869 | 10074 |
| 5933774, 4.93%, 3/23/2024 | 9/28/2022 | 2288 | 2130 | 2138 |
| 5933778, 3.88%, 3/23/2024 | 9/28/2022 | 5920 | 5594 | 5686 |
| 5933818, 4.74%, 3/23/2024 | 9/28/2022 | 4213 | 3933 | 3930 |
| 5933894, 5.08%, 3/24/2024 | 9/29/2022 | 1727 | 1604 | 1596 |
| 5933895, 4.83%, 3/24/2024 | 9/29/2022 | 4741 | 4420 | 4400 |
| 5933905, 4.41%, 3/24/2024 | 9/29/2022 | 2010 | 1885 | 1874 |
| 5933921, 4.40%, 3/24/2024 | 9/29/2022 | 5085 | 4769 | 4737 |
| 5933933, 4.93%, 3/24/2024 | 9/29/2022 | 3455 | 3216 | 3228 |
| 5933946, 4.68%, 3/24/2024 | 9/29/2022 | 38400 | 35873 | 35971 |
| 5934055, 4.25%, 3/24/2024 | 9/29/2022 | 4875 | 4582 | 4629 |
| 5934084, 4.73%, 3/24/2024 | 9/29/2022 | 2412 | 2252 | 2251 |
| 5934099, 4.48%, 3/24/2024 | 9/29/2022 | 1546 | 1448 | 1457 |
| 5934110, 4.39%, 3/24/2024 | 9/29/2022 | 1737 | 1629 | 1620 |
| 5934112, 4.84%, 3/24/2024 | 9/29/2022 | 3874 | 3611 | 3595 |
| 5934137, 3.69%, 3/24/2024 | 9/29/2022 | 879 | 832 | 826 |
| 5934143, 3.60%, 3/24/2024 | 9/29/2022 | 13470 | 12780 | 13046 |
| 5934202, 3.97%, 3/24/2024 | 9/29/2022 | 4491 | 4238 | 4327 |
| 5934216, 5.08%, 3/24/2024 | 9/29/2022 | 6058 | 5628 | 5629 |
| 5934234, 4.74%, 3/24/2024 | 9/29/2022 | 4366 | 4075 | 4071 |
| 5934241, 4.67%, 3/24/2024 | 9/29/2022 | 2628 | 2456 | 2462 |
| 5934250, 4.74%, 3/24/2024 | 9/29/2022 | 4253 | 3970 | 3969 |
| 5934268, 5.18%, 3/24/2024 | 9/29/2022 | 1745 | 1619 | 1613 |
| 5934270, 5.08%, 3/24/2024 | 9/29/2022 | 2264 | 2103 | 2103 |
| 5934281, 4.09%, 3/24/2024 | 9/29/2022 | 5045 | 4753 | 4812 |
| 5934294, 4.42%, 3/24/2024 | 9/29/2022 | 1556 | 1459 | 1451 |
| 5934299, 4.41%, 3/24/2024 | 9/29/2022 | 2839 | 2663 | 2646 |
| 5934305, 4.38%, 3/24/2024 | 9/29/2022 | 843 | 791 | 785 |
| 5934306, 3.69%, 3/24/2024 | 9/29/2022 | 843 | 799 | 793 |
| 5934312, 4.37%, 3/24/2024 | 9/29/2022 | 6265 | 5878 | 5920 |
| 5934330, 4.37%, 3/24/2024 | 9/29/2022 | 2454 | 2302 | 2319 |
| 5934337, 4.37%, 3/24/2024 | 9/29/2022 | 12317 | 11557 | 11638 |
| 5934373, 4.74%, 3/24/2024 | 9/29/2022 | 23883 | 22293 | 22282 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5934431, 4.86%, 3/24/2024 | 9/29/2022 | 1440 | 1342 | 1336 |
| 5934439, 4.81%, 3/24/2024 | 9/29/2022 | 5073 | 4730 | 4759 |
| 5934449, 4.40%, 3/24/2024 | 9/29/2022 | 2918 | 2737 | 2772 |
| 5934462, 4.49%, 3/24/2024 | 9/29/2022 | 2899 | 2716 | 2733 |
| 5934469, 3.88%, 3/24/2024 | 9/29/2022 | 30316 | 28649 | 29117 |
| 5934570, 4.09%, 3/25/2024 | 9/29/2022 | 8976 | 8456 | 8562 |
| 5934607, 4.24%, 3/25/2024 | 9/29/2022 | 14685 | 13803 | 13946 |
| 5934642, 4.58%, 3/25/2024 | 9/29/2022 | 12046 | 11268 | 11297 |
| 5934691, 4.09%, 3/25/2024 | 9/29/2022 | 10717 | 10095 | 10223 |
| 5934719, 4.37%, 3/25/2024 | 9/29/2022 | 11962 | 11224 | 11302 |
| 5934743, 5.07%, 3/25/2024 | 9/29/2022 | 3233 | 3003 | 2989 |
| 5934753, 4.73%, 3/25/2024 | 9/29/2022 | 16321 | 15234 | 15228 |
| 5934818, 4.39%, 3/25/2024 | 9/29/2022 | 3338 | 3131 | 3172 |
| 5934830, 5.06%, 3/25/2024 | 9/29/2022 | 1572 | 1460 | 1460 |
| 5934838, 4.67%, 3/25/2024 | 9/29/2022 | 9861 | 9212 | 9282 |
| 5934884, 3.97%, 3/25/2024 | 9/29/2022 | 5876 | 5545 | 5661 |
| 5934907, 4.58%, 3/25/2024 | 9/29/2022 | 5006 | 4683 | 4695 |
| 5934940, 4.55%, 3/25/2024 | 9/29/2022 | 10185 | 9532 | 9634 |
| 5934982, 5.17%, 3/25/2024 | 9/29/2022 | 12969 | 12031 | 11982 |
| 5935036, 4.82%, 3/25/2024 | 9/29/2022 | 4560 | 4251 | 4227 |
| 5935053, 4.08%, 3/25/2024 | 9/29/2022 | 3414 | 3216 | 3257 |
| 5935062, 4.17%, 3/25/2024 | 9/29/2022 | 1245 | 1172 | 1191 |
| 5935067, 5.08%, 3/25/2024 | 9/29/2022 | 5035 | 4677 | 4678 |
| 5935090, 4.83%, 3/25/2024 | 9/29/2022 | 2662 | 2481 | 2471 |
| 5935104, 4.84%, 3/25/2024 | 9/29/2022 | 2811 | 2620 | 2609 |
| 5935120, 4.41%, 3/25/2024 | 9/29/2022 | 2101 | 1970 | 1996 |
| 5935125, 4.81%, 3/25/2024 | 9/29/2022 | 2051 | 1912 | 1925 |
| 5935131, 4.48%, 3/25/2024 | 9/29/2022 | 2251 | 2108 | 2121 |
| 5935135, 4.83%, 3/25/2024 | 9/29/2022 | 1988 | 1853 | 1845 |
| 5935288, 4.48%, 3/26/2024 | 9/29/2022 | 22058 | 20661 | 20790 |
| 5935464, 4.36%, 3/26/2024 | 9/29/2022 | 8650 | 8116 | 8174 |
| 5935537, 3.96%, 3/26/2024 | 9/29/2022 | 7614 | 7185 | 7335 |
| 5935583, 3.86%, 3/26/2024 | 9/29/2022 | 4474 | 4228 | 4297 |
| 5935616, 3.66%, 3/26/2024 | 9/29/2022 | 1447 | 1371 | 1360 |
| 5935624, 4.58%, 3/26/2024 | 9/29/2022 | 5573 | 5212 | 5226 |
| 5935646, 4.83%, 3/26/2024 | 9/29/2022 | 1413 | 1317 | 1311 |
| 5935689, 4.17%, 3/26/2024 | 9/29/2022 | 27667 | 26030 | 26457 |
| 5936019, 4.40%, 3/26/2024 | 9/29/2022 | 2609 | 2447 | 2431 |
| 5936049, 4.38%, 3/26/2024 | 9/29/2022 | 3574 | 3352 | 3395 |
| 5936092, 4.72%, 3/26/2024 | 9/29/2022 | 1004 | 937 | 937 |
| 5936103, 4.48%, 3/26/2024 | 9/29/2022 | 20466 | 19170 | 19290 |
| 5936228, 4.74%, 3/26/2024 | 9/29/2022 | 946 | 883 | 882 |
| 5936238, 4.67%, 3/26/2024 | 9/29/2022 | 2725 | 2545 | 2552 |
| 5936244, 4.79%, 3/26/2024 | 9/29/2022 | 5769 | 5380 | 5415 |
| 5936276, 4.67%, 3/26/2024 | 9/29/2022 | 6886 | 6433 | 6481 |
| 5936890, 3.59%, 3/26/2024 | 9/29/2022 | 4434 | 4207 | 4294 |
| 5936925, 5.01%, 3/26/2024 | 9/29/2022 | 3254 | 3025 | 3033 |
| 5936938, 5.00%, 3/26/2024 | 9/29/2022 | 17383 | 16161 | 16212 |
| 5937055, 4.39%, 3/26/2024 | 9/29/2022 | 60218 | 56478 | 57200 |
| 5937358, 4.08%, 3/26/2024 | 9/29/2022 | 36324 | 34220 | 34651 |
| 5937581, 4.92%, 3/26/2024 | 9/29/2022 | 4641 | 4320 | 4335 |
| 5937613, 5.00%, 3/26/2024 | 9/29/2022 | 22334 | 20765 | 20814 |
| 5937756, 3.96%, 3/26/2024 | 9/29/2022 | 3914 | 3694 | 3770 |
| 5937811, 4.17%, 3/26/2024 | 9/29/2022 | 8773 | 8254 | 8390 |
| 5937839, 3.59%, 3/26/2024 | 9/29/2022 | 45866 | 43516 | 44422 |
| 5938162, 4.54%, 3/26/2024 | 9/29/2022 | 19449 | 18201 | 18393 |
| 5938371, 4.66%, 3/26/2024 | 9/29/2022 | 35419 | 33089 | 33335 |
| 5938533, 4.17%, 3/26/2024 | 9/29/2022 | 26439 | 24874 | 25283 |
| 5938640, 3.68%, 3/26/2024 | 9/29/2022 | 6879 | 6518 | 6470 |
| 5938669, 4.08%, 3/26/2024 | 9/29/2022 | 28765 | 27098 | 27440 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Acquisition<br> Date** | **Principal<br> Amount** | **Cost** | **Value** |
| **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** | **SMALL BUSINESS LOANS (12.27%)(c)(m)(n) (continued)** |  |  |
| 5938834, 3.64%, 3/26/2024 | 9/29/2022 | 719 | 682 | 677 |
| 5938840, 4.57%, 3/26/2024 | 9/29/2022 | 7913 | 7402 | 7425 |
| 5938956, 5.16%, 3/26/2024 | 9/29/2022 | 3720 | 3451 | 3437 |
| 5938982, 3.67%, 3/26/2024 | 9/29/2022 | 1652 | 1566 | 1554 |
| 5939010, 5.16%, 3/26/2024 | 9/29/2022 | 15039 | 13952 | 13897 |
| 5939035, 4.81%, 3/26/2024 | 9/29/2022 | 1862 | 1736 | 1728 |
| 5939041, 4.79%, 3/26/2024 | 9/29/2022 | 13761 | 12833 | 12918 |
| 5939165, 3.87%, 3/27/2024 | 9/30/2022 | 6185 | 5844 | 5939 |
| 5939225, 5.15%, 3/27/2024 | 9/30/2022 | 3088 | 2865 | 2853 |
| 5939243, 4.08%, 3/27/2024 | 9/30/2022 | 49723 | 46842 | 47430 |
| 5939298, 5.00%, 3/27/2024 | 9/30/2022 | 15808 | 14697 | 14741 |
| 5939421, 3.85%, 3/27/2024 | 9/30/2022 | 2627 | 2483 | 2523 |
| 5939427, 5.17%, 3/27/2024 | 9/30/2022 | 1355 | 1257 | 1252 |
| 5939428, 5.07%, 3/27/2024 | 9/30/2022 | 2408 | 2237 | 2226 |
| 5939434, 4.48%, 3/27/2024 | 9/30/2022 | 7102 | 6653 | 6693 |
| 5939445, 4.18%, 3/27/2024 | 9/30/2022 | 2604 | 2450 | 2490 |
| 5939451, 5.07%, 3/27/2024 | 9/30/2022 | 1892 | 1757 | 1757 |
| 5939459, 3.96%, 3/27/2024 | 9/30/2022 | 11613 | 10959 | 11188 |
| 5939469, 4.40%, 3/27/2024 | 9/30/2022 | 2448 | 2295 | 2280 |
| 5939475, 4.23%, 3/27/2024 | 9/30/2022 | 5184 | 4873 | 4923 |
| 5939478, 4.23%, 3/27/2024 | 9/30/2022 | 22651 | 21291 | 21511 |
| 5939499, 4.17%, 3/27/2024 | 9/30/2022 | 9565 | 8999 | 9147 |
| 5939508, 4.81%, 3/27/2024 | 9/30/2022 | 3290 | 3067 | 3053 |
| 5939511, 3.86%, 3/27/2024 | 9/30/2022 | 7607 | 7189 | 7306 |
| 5939519, 4.38%, 3/27/2024 | 9/30/2022 | 4553 | 4271 | 4325 |
| 5939525, 4.38%, 3/27/2024 | 9/30/2022 | 8516 | 7988 | 8090 |
| 5939545, 4.79%, 3/27/2024 | 9/30/2022 | 11690 | 10901 | 10971 |
| 5939551, 4.66%, 3/27/2024 | 9/30/2022 | 4326 | 4041 | 4068 |
| 5939558, 4.69%, 3/27/2024 | 9/30/2022 | 1186 | 1108 | 1111 |
| 5939559, 5.00%, 3/27/2024 | 9/30/2022 | 1386 | 1289 | 1293 |
| 5939561, 5.06%, 3/27/2024 | 9/30/2022 | 21898 | 20341 | 20242 |
| 5939618, 4.68%, 3/27/2024 | 9/30/2022 | 2326 | 2173 | 2178 |
| 5939625, 4.79%, 3/27/2024 | 9/30/2022 | 19342 | 18037 | 18152 |
| 5939683, 4.08%, 3/27/2024 | 9/30/2022 | 6806 | 6411 | 6492 |
| 5939699, 5.06%, 3/27/2024 | 9/30/2022 | 8541 | 7934 | 7935 |
| 5939720, 4.36%, 3/27/2024 | 9/30/2022 | 45104 | 42322 | 42616 |
| 5939853, 4.66%, 3/27/2024 | 9/30/2022 | 10659 | 9958 | 9984 |
| 5939917, 4.17%, 3/27/2024 | 9/30/2022 | 13867 | 13046 | 13261 |
| 5939989, 4.79%, 3/27/2024 | 9/30/2022 | 12848 | 11981 | 12058 |
| 5940035, 4.70%, 3/27/2024 | 9/30/2022 | 1152 | 1076 | 1075 |
| 5940038, 3.58%, 3/27/2024 | 9/30/2022 | 3688 | 3499 | 3571 |
| 5940055, 4.48%, 3/27/2024 | 9/30/2022 | 4518 | 4232 | 4257 |
| 5940064, 5.05%, 3/27/2024 | 9/30/2022 | 2797 | 2599 | 2599 |
| 5940078, 3.59%, 3/27/2024 | 9/30/2022 | 3922 | 3720 | 3798 |
| 5940090, 3.86%, 3/27/2024 | 9/30/2022 | 5631 | 5321 | 5407 |
| 5940103, 4.91%, 3/27/2024 | 9/30/2022 | 14557 | 13552 | 13587 |
| 5940174, 3.96%, 3/27/2024 | 9/30/2022 | 4537 | 4281 | 4371 |
| 5940192, 3.87%, 3/27/2024 | 9/30/2022 | 5066 | 4787 | 4864 |
| 5940201, 4.90%, 3/27/2024 | 9/30/2022 | 1201 | 1118 | 1122 |
| 5940206, 3.58%, 3/27/2024 | 9/30/2022 | 8531 | 8094 | 8262 |
| 5940241, 4.08%, 3/27/2024 | 9/30/2022 | 67596 | 63680 | 64476 |
| 5940376, 4.17%, 3/27/2024 | 9/30/2022 | 57392 | 53995 | 54884 |
| 5940577, 4.91%, 3/27/2024 | 9/30/2022 | 9667 | 8999 | 9030 |
| 5940606, 4.23%, 3/27/2024 | 9/30/2022 | 5931 | 5575 | 5632 |
| 5940619, 5.06%, 3/27/2024 | 9/30/2022 | 11580 | 10757 | 10757 |
| 5940631, 4.57%, 3/27/2024 | 9/30/2022 | 1480 | 1385 | 1389 |
| 5940633, 4.17%, 3/27/2024 | 9/30/2022 | 30336 | 28540 | 29008 |
| 5940680, 3.96%, 3/27/2024 | 9/30/2022 | 5643 | 5325 | 5437 |
| 5940686, 4.57%, 3/27/2024 | 9/30/2022 | 9657 | 9034 | 9061 |
| 5940705, 4.39%, 3/27/2024 | 9/30/2022 | 68130 | 63900 | 64719 |
| 5940817, 4.79%, 3/27/2024 | 9/30/2022 | 59955 | 55912 | 56272 |
| 5940894, 3.59%, 3/27/2024 | 9/30/2022 | 3421 | 3245 | 3312 |
| 5940896, 4.66%, 3/27/2024 | 9/30/2022 | 21546 | 20129 | 20278 |
| 5940918, 4.39%, 3/27/2024 | 9/30/2022 | 62453 | 58575 | 59326 |
| 5941021, 4.17%, 3/27/2024 | 9/30/2022 | 15848 | 14910 | 15156 |
| 5941247, 4.17%, 3/27/2024 | 9/30/2022 | 5883 | 5535 | 5626 |
| 5941265, 3.68%, 3/27/2024 | 9/30/2022 | 6418 | 6081 | 6036 |
| 5941285, 3.86%, 3/27/2024 | 9/30/2022 | 7889 | 7455 | 7577 |
| 5941293, 4.08%, 3/27/2024 | 9/30/2022 | 59202 | 55772 | 56471 |
| 5941445, 4.39%, 3/27/2024 | 9/30/2022 | 8403 | 7881 | 7829 |
| **TOTAL SMALL BUSINESS LOANS** |  |  |  |  |
| **(Cost $28,445,501)** |  |  |  | **28585553** |

---

---

| | | |
|:---|:---|:---|
| **Shares/Description** | | **Value** |
| **SHORT-TERM INVESTMENTS (22.34%)** | **SHORT-TERM INVESTMENTS (22.34%)** |  |
| 52059595 | State Street Institutional Trust (7 Day Yield 2.04%) | $52059595 |
| **TOTAL SHORT-TERM INVESTMENTS** | **TOTAL SHORT-TERM INVESTMENTS** |  |
| **(Cost $52,059,595)** | **(Cost $52,059,595)** | **52059595** |
| **TOTAL INVESTMENTS (152.76%)** | **TOTAL INVESTMENTS (152.76%)** |  |
| **(Cost $425,694,810)** | **(Cost $425,694,810)** | **355957900** |
| **Series A Cumulative Perpetual Preferred Shares (-25.75%)** | **Series A Cumulative Perpetual Preferred Shares (-25.75%)** | (60000000) |
| **Series B Cumulative Perpetual Preferred Shares (-25.75%)** | **Series B Cumulative Perpetual Preferred Shares (-25.75%)** | (60000000) |
| **Liabilities in Excess of Other Assets (-1.26%)** | **Liabilities in Excess of Other Assets (-1.26%)** | (2934039) |
| **NET ASSETS (100.00%)** | **NET ASSETS (100.00%)** | **233023861** |

---

**Investment Abbreviations:**

LIBOR - London Interbank Offered Rate

SOFR - Secured Overnight Financing Rate

TI - Treasury Index

**Reference Rates:**

1M US L - 1 Month LIBOR as of September 30, 2022 was 3.14%

3M US L - 3 Month LIBOR as of September 30, 2022 was 3.75%

6M US L - 6 Month LIBOR as of September 30, 2022 was 4.23%

30D US SOFR - 30 Day SOFR as of September 30, 2022 was 0.16%

5Y US TI - 5 Year US Treasury Index as of September 30, 2022 was 4.06%

10Y US TI - 10 Year US Treasury Index as of September 30, 2022 was 3.83%

<sup>(a)</sup> *Variable rate investment. Interest rates reset periodically. Interest rate shown reflects the rate in effect at September 30, 2022. For securities based on a published reference rate and spread, the reference rate and spread are indicated the description above. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description above.*

<sup>(b)</sup> *Non-income producing security.*

<sup>(c)</sup> *As a result of the use of significant unobservable inputs to determine fair value, these investments have been classified as Level 3 assets. See also footnote 2 to the financial statements for additional information.*

<sup>(d)</sup> *Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may normally be sold to qualified institutional buyers in transactions exempt from registration. The total value of Rule 144A securities amounts to $110,070,706, which represents 47.24% of net assets as of September 30, 2022.*

<sup>(e)</sup> *Securities were purchased pursuant to Regulation S under the Securities Act of 1933, which exempts securities offered and sold outside of the United States from registration. Such securities cannot be sold in the United States without either an effective registration statement filed pursuant to the Securities Act of 1933, or pursuant to an exemption from registration. These securities have been deemed liquid under procedures approved by the Fund's Board of Directors (the "Board"). As of September 30, 2022, the aggregate fair value of those securities was $4,864,798, representing 2.09% of net assets.*

<sup>(f)</sup> *Issued with a zero coupon.*

<sup>(g)</sup> *Interest only securities.*

<sup>(h)</sup> *Step up bond. Coupon changes periodically based upon a predetermined schedule. Interest rate disclosed is that which is in effect at September 30, 2022.*

<sup>(i)</sup> *Security has no contractual maturity date, is not redeemable and contractually pays an indefinite stream of interest.*

<sup>(j)</sup> *Pay-in-kind securities. Rate paid in-kind is shown in parenthesis.*

<sup>(k)</sup> *Security is currently in default.*

<sup>(l)</sup> *A loan is deemed past-due at September 30, 2022, if the loan borrower has not made its required payment as of the most recent due date. As of September 30, 2022, $11,013 of whole loans were past due, which represents 0.005% of net assets.*

<sup>(m)</sup> *Loans are issued at discounts and do not have a stated interest rate. Rate indicated based on projected future cash flows and an implied 18-month final maturity. Actual yield and maturity is dependent on timing of future payments.*

<sup>(n)</sup> *Security may be deemed restricted to resale to institutional investors.*

<u>RiverNorth/DoubleLine Strategic Opportunity Fund, Inc.</u> <br> Notes to Quarterly Schedule of Investments *September 30, 2022 (Unaudited)*

1. ORGANIZATION

RiverNorth/DoubleLine Strategic Opportunity Fund, Inc. (the "Fund") is a closed-end management investment company that was organized as a Maryland corporation on June 22, 2016, and commenced investment operations on September 28, 2016. The investment adviser to the Fund is RiverNorth Capital Management, LLC (the "Adviser"). The Fund's sub-adviser is DoubleLine Capital, LP ("Sub-Adviser"). The Fund is a diversified investment company with an investment objective to seek current income and overall total return.

The Fund seeks to achieve its investment objective by allocating its Managed Assets among two principal strategies; under normal market conditions, the Fund may allocate between 10% and 35% of its Managed Assets to the Tactical Closed-End Fund Income Strategy and 65% to 90% of its Managed Assets to the Opportunistic Income Strategy. The Adviser will determine the portion of the Fund's Managed Assets to allocate to each strategy and may, from time to time, adjust the allocations.

2. SIGNIFICANT ACCOUNTING POLICIES

The following is a summary of significant accounting policies followed by the Fund. These policies are in conformity with generally accepted accounting principles in the United States of America ("U.S. GAAP"). The financial statements are prepared in accordance with U.S. GAAP, which requires management to make estimates and assumptions that affect the reported amounts and disclosures, including the disclosure of contingent assets and liabilities, in the financial statements during the reporting period. Management believes the estimates and security valuations are appropriate; however, actual results may differ from those estimates, and the security valuations reflected in the financial statements may differ from the value the Fund ultimately realizes upon sale of the securities. The Fund is considered an investment company for financial reporting purposes under GAAP and follows the accounting and reporting guidance applicable to investment companies as codified in Accounting Standards Codification ("ASC") 946 – Investment Companies. The financial statements have been prepared as of the close of the New York Stock Exchange ("NYSE") on September 30, 2022.

**Security Valuation:** The Fund's investments are generally valued at their fair value using market quotations. If a market value quotation is unavailable a security may be valued at its estimated fair value as described in Note 3.

**Security Transactions and Investment Income:** The Fund follows industry practice and records security transactions on the trade date basis. The specific identification method is used for determining gains or losses for financial statements and income tax purposes. Dividend income is recorded on the ex-dividend date or for certain foreign securities, when the information becomes available to the Fund and interest income and expenses are recorded on an accrual basis. Discounts and premiums on securities purchased are amortized or accreted using the effective interest method. Paydown gains and losses on mortgage-related and other asset-backed securities are recorded as components of interest income on the Statement of Operations. Withholding taxes on foreign dividends have been provided for in accordance with the Fund's understanding of the applicable country's tax rules and rates. The ability of issuers of debt securities held by the Fund to meet their obligations may be affected by economic and political developments in a specific country or region. Settlement on bank loans transactions may be in excess of seven business days. Interest only stripped mortgage backed securities ("IO Strips") are securities that receive only interest payments from a pool of mortgage loans. Little to no principal will be received by the Fund upon maturity of an IO Strip. Periodic adjustments are recorded to reduce the cost of the security until maturity, which are included in interest income.

<u>RiverNorth/DoubleLine Strategic Opportunity Fund, Inc.</u> <br> Notes to Quarterly Schedule of Investments *September 30, 2022 (Unaudited)*

**Share Valuation:** The net asset value (the "NAV") is generally calculated as of the close of trading on the New York Stock Exchange ("the Exchange") (normally 4:00 p.m. Eastern time) every day the Exchange is open. The NAV is calculated by dividing the value of all of the securities and other assets of the Fund, less the liabilities (including accrued expenses and indebtedness), by the total number of common shares outstanding.

3. Securities valuation and fair value measurements

Fair value is defined as the price that the Fund might reasonably expect to receive upon selling an investment in a timely transaction to an independent buyer in the principal or most advantageous market of the investment. U.S. GAAP establishes a three-tier hierarchy to maximize the use of observable market data and minimize the use of unobservable inputs and to establish classification of fair value measurements for disclosure purposes.

Inputs refer broadly to the assumptions that market participants would use in pricing the asset or liability, including assumptions about risk, for example, the risk inherent in a particular valuation technique used to measure fair value including using such a pricing model and/or the risk inherent in the inputs to the valuation technique. Inputs may be observable or unobservable. Observable inputs are inputs that reflect the assumptions market participants would use in pricing the asset or liability developed based on market data obtained from sources independent of the reporting entity. Unobservable inputs are inputs that reflect the reporting entity's own assumptions about the assumptions market participants would use in pricing the asset or liability developed based on the best information available in the circumstances.

Various inputs are used in determining the value of the Fund's investments. These inputs are summarized in the three broad levels listed below.

● Level 1 – Unadjusted quoted prices in active markets for identical, unrestricted assets or liabilities that a Fund has the ability to access at the measurement date;

● Level 2 – Quoted prices which are not active, quoted prices for similar assets or liabilities in active markets or inputs other than quoted prices that are observable (either directly or indirectly) for substantially the full term of the asset or liability; and

● Level 3 – Significant unobservable prices or inputs (including the Fund's own assumptions in determining the fair value of investments) where there is little or no market activity for the asset or liability at the measurement date.

The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the level in the fair value hierarchy within which the fair value measurement falls in its entirety is determined based on the lowest level input that is significant to the fair value measurement in its entirety.

Small business loans, as an asset class, are not presently traded on a developed secondary market. Therefore, market quotations are not available. Accordingly, all small business loans are fair valued as determined in good faith by the Adviser pursuant to policies and procedures approved by the Board of Directors (the "Board") and subject to the Board's oversight. The Fund's holdings in small business loans are fair valued daily by the Advisor using a discounted cash flow methodology. Discounted cash flow is a valuation technique that provides an estimation of the fair value of an asset based on expectations about cash flows that a small business loan would generate over time. In general, the primary inputs of fair value in the small business loan valuation model are expected future default rates, prepayment rates, and the discount rate applied. A discounted cash flow model begins with an estimation of periodic cash flows expected to be generated over a discrete period of time (generally the time remaining until maturity of the loan). The estimated cash flows for each interval period (generally monthly) are then converted to their present value equivalent using a rate of return appropriate for the risk of achieving projected cash flows. Although not exhaustive, discounted cash flow models factor in borrower level data. Loans made to small businesses may incorporate different factors

<u>RiverNorth/DoubleLine Strategic Opportunity Fund, Inc.</u> <br> Notes to Quarterly Schedule of Investments *September 30, 2022 (Unaudited)*

The Board will initially and periodically review the methodology used in determining the values of small business loans. The Board will further consider how changes in the markets may affect the factors utilized in the models and the frequency of reevaluation.

Equity securities, including closed-end funds, and business development company notes, are generally valued by using market quotations, but may be valued on the basis of prices furnished by a pricing service when the Adviser or the Sub-Adviser believes such prices more accurately reflect the fair market value of such securities. Securities that are traded on any stock exchange are generally valued by the pricing service at the last quoted sale price. Lacking a last sale price, an exchange traded security is generally valued by the pricing service at its last bid price. Securities traded in the NASDAQ over-the-counter market are generally valued by the pricing service at the NASDAQ Official Closing Price. When using the market quotations or close prices provided by the pricing service and when the market is considered active, the security will be classified as a Level 1 security. Sometimes, an equity security owned by the Fund will be valued by the pricing service with factors other than market quotations or when the market is considered inactive. When this happens, the security will be classified as a Level 2 security. When market quotations are not readily available, when the Adviser or the Sub-Adviser determines that the market quotation or the price provided by the pricing service does not accurately reflect the current fair value, or when restricted or illiquid securities are being valued, such securities are valued as determined in good faith by the Adviser, Sub-Adviser, or valuation committee in conformity with guidelines adopted by and subject to review by the Board. These securities will be categorized as Level 3 securities.

Investments in mutual funds, including short term investments, are generally priced at the ending net asset value ("NAV") provided by the service agent of the funds. These securities will be classified as Level 1 securities.

Domestic and foreign fixed income securities, including foreign and U.S. corporate bonds, foreign and U.S. government bonds, non-agency collateralized mortgage obligations, U.S. Government/ Agency mortgage backed securities, bank loans, and collateralized loan obligations are normally valued on the basis of quotes obtained from brokers and dealers or independent pricing services. Foreign currency positions, including forward foreign currency contracts, are priced at the mean between the closing bid and asked prices at 4:00 p.m. Eastern Time. Prices obtained from independent pricing services typically use information provided by market makers or estimates of market values obtained from yield data relating to investments or securities with similar characteristics. Data used to establish quotes includes analysis of cash flows, pre-payment speeds, default rates, delinquency assumptions and assumptions regarding collateral and loss assumptions. These securities will be classified as Level 2 securities.

<u>RiverNorth/DoubleLine Strategic Opportunity Fund, Inc.</u> <br> Notes to Quarterly Schedule of Investments *September 30, 2022 (Unaudited)*

Short-term investments in fixed income securities, excluding money market funds, with maturities of less than 60 days when acquired, or which subsequently are within 60 days of maturity, are valued by using the amortized cost method of valuation, which the Board has determined will represent fair value. These securities will be classified as Level 2 securities.

In accordance with the Fund's good faith pricing guidelines, the Adviser, Sub-Adviser, or valuation committee is required to consider all appropriate factors relevant to the value of securities for which it has determined other pricing sources are not available or reliable as described above. No single standard exists for determining fair value, because fair value depends upon the circumstances of each individual case. As a general principle, the current fair value of an issue of securities being valued by the Adviser, Sub-Adviser, or valuation committee would appear to be the amount which the owner might reasonably expect to receive for them upon their current sale. Methods which are in accordance with this principle may, for example, be based on (i) a multiple of earnings; (ii) discounted cash flow models; (iii) weighted average cost or weighted average price; (iv) a discount from market of a similar freely traded security (including a derivative security or a basket of securities traded on other markets, exchanges or among dealers); or (v) yield to maturity with respect to debt issues, or a combination of these and other methods. Good faith pricing is permitted if, in the Adviser's, a Sub-Adviser's, or the valuation committee's opinion, the validity of market quotations appears to be questionable based on factors such as evidence of a thin market in the security based on a small number of quotations, a significant event occurs after the close of a market but before a Fund's NAV calculation that may affect a security's value, or the Adviser or a Sub-Adviser is aware of any other data that calls into question the reliability of market quotations.

Good faith pricing may also be used in instances when the bonds in which the Fund invests default or otherwise cease to have market quotations readily available.

The following is a summary of the inputs used at September 30, 2022 in valuing the Fund's assets and liabilities:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities at Value<sup>\*</sup>** | **Level 1 -<br> Quoted Prices** | **Level 2 - <br> Other Significant<br> Observable Inputs** | **Level 3 - <br> Significant<br> Unobservable Inputs** | **Total** |
| Closed-End Funds | $25456324 | $15037 | $– | $25471361 |
| Bank Loans |  | 10068998 |  | 10068998 |
| Special Purpose Acquisition Companies | 38638938 | 151023 |  | 38789961 |
| Rights | 52202 |  |  | 52202 |
| Warrants | 142296 |  |  | 142296 |
| Preferred Stocks | 8062766 | 2946 |  | 8065712 |
| Collateralized Loan Obligations |  | 14190451 |  | 14190451 |
| U.S. Corporate Bonds |  | 9964110 |  | 9964110 |
| U.S. Government / Agency Mortgage Backed Securities |  | 78420353 |  | 78420353 |
| U.S. Government Bonds and Notes |  | 14383746 |  | 14383746 |
| Foreign Corporate Bonds |  | 9601815 |  | 9601815 |
| Foreign Government Bonds and Notes, Supranationals and Foreign Agencies |  | 1120214 |  | 1120214 |
| Non-Agency Collateralized Mortgage Obligations |  | 65041533 |  | 65041533 |
| Short-Term Investments | 52059595 |  |  | 52059595 |
| Small Business Loans | – | – | 28585553 | 28585553 |
| &nbsp;&nbsp;&nbsp;Total | $124412121 | $202960226 | $28585553 | $355957900 |

---

*\** *Refer to the Fund's Schedule of Investments for a listing of securities by type.*

<u>RiverNorth/DoubleLine Strategic Opportunity Fund, Inc.</u> <br> Notes to Quarterly Schedule of Investments *September 30, 2022 (Unaudited)*

The changes of the fair value of investments for which the Fund has used Level 3 inputs to determine the fair value are as follows:

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Asset Type** | **Balance as of June 30, 2022** | **Accrued Discount/premium** | **Return of Capital** | **Realized Gain/(Loss)** | **Change in Unrealized Appreciation/Deperciation** | **Purchases** | **Sales Proceeds** | **Transfer into Level 3** | **Transfer Out of Level 3** | **Balance as of September 30, 2022** | **Net change<br> in unrealized<br> appreciation/<br> (depreciation) included in the Statements of Operations attributable to Level 3 investments held at September 30, 2022** |
| Small Business Loans | - | - | - | - | 140052 | 28445501 | - | - | - | 28585553 | 140052 |
|  | $- | $- | $- | $- | $140052 | $28445501 | $- | $- | $- | $28585553 | $140052 |

---

The table below provides additional information about the Level 3 Fair Value Measurements as of September 30, 2022:

**Quantitative Information about Level 3 Fair Value Measurements** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Class** | **Fair Value (USD)** | **Valuation**<br> **Technique** | **Unobservable Inputs<sup>(a)</sup>** | **Value/Range (Weighted Average)** |
| Small Business Loans | $28585553 | Discounted <br> Cash Flow | Loss-Adjusted Discount Rate | 0.62%-18.70% <br> (9.08%)  |
|  |  |  | Projected <br> Loss Rate | 0.00%-36.34% <br> (3.06%)  |

---

*<sup>(a)</sup>* *A change to the unobservable input may result in a significant change to the value of the investment as follows:*

---

| | | |
|:---|:---|:---|
| **Unobservable Inputs** | **Impact to Value if Input Increases** | **Impact to Value if Input Decreases** |
| Loss-Adjusted Discount Rate <br>| Decrease<br>| Increase |
| Projected Loss Rate | Decrease | Increase |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** RIVERNORTH/DOUBLELINE STRATEGIC OPPORTUNITY FUND INC.

- **b. Investment Company Act file number:** 811-23166

- **c. CIK number of Registrant:** 0001678130

- **d. LEI of Registrant:** 549300RV95QKKVIRV167

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

  - **Street Address 1:** 325 N LASALLE ST. SUITE 645

  - **City:** CHICAGO

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60654

  - **Telephone number:** 3128321440

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

- **a. Name of Series:** RiverNorth/DoubleLine Strategic Opportunity Fund Inc.

- **c. LEI of Series:** 549300RV95QKKVIRV167

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

- **a. Date of fiscal year-end:** 2023-06-30

- **b. Date as of which information is reported:** 2022-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $359245392.95

**Total Liabilities:** $126221531.90

**Net Assets:** $233023861.05

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 34.32961300 | **1-Year:** 1066.12605100 | **5-Year:** 9859.52695900 | **10-Year:** 7669.98705800 | **30-Year:** 675.15043800

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

- **3-Month:** 128.65347700 | **1-Year:** 1268.13096000 | **5-Year:** 8116.02861504 | **10-Year:** 18320.90461400 | **30-Year:** 5263.37278400

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 5.68%                | -6.18%               | -11.13%              |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-997316.02              | $3413235.28                                |
| Month 2  | $-907112.94              | $-2354455.58                               |
| Month 3  | $-1085321.75             | $-13871310.55                              |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                   | Title                                                               | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fannie Mae - Cas                                       | Connecticut Avenue Securities Trust 2022-R02                        | CUSIP: 20754BAJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1812897.20   | 0.78%             | 2027-01-25      | Floating      | 9.93%                 | Yes           |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                  | PRPM 2022-5 LLC                                                     | CUSIP: 69377VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3968136.00   | 1.70%             | 2027-09-27      | Floating      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| 5850206.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10780 | PA      | $10064.71     | 0.00%             | 2024-02-25      | Fixed         | 4.45%                 | No            |                  3 | On Loan: No      |
| Jupiter Wellness Acquisition Corp                      | Jupiter Wellness Acquisition Corp.                                  | CUSIP: 48208E116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     44245 | NC      | $3650.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5752331.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       779 | PA      | $738.73       | 0.00%             | 2024-01-28      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| 5773571.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10859 | PA      | $9306.87      | 0.00%             | 2024-02-04      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 5834016.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1686 | PA      | $1609.67      | 0.00%             | 2024-02-19      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5856085.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28840 | PA      | $25852.06     | 0.01%             | 2024-02-28      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| Guacolda Energia Sa                                    | Guacolda Energia SA                                                 | CUSIP: P3711HAF6<br>LEI: 5299008J94I4A64AEC04 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $69180.06     | 0.03%             | 2025-04-30      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| 5751709.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18934 | PA      | $17261.51     | 0.01%             | 2024-01-28      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5827718.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16452 | PA      | $15244.66     | 0.01%             | 2024-02-18      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 5897189.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26804 | PA      | $25360.90     | 0.01%             | 2024-03-12      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 5933395.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7307 | PA      | $6941.23      | 0.00%             | 2024-03-23      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5779971.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3570 | PA      | $3352.83      | 0.00%             | 2024-02-06      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5884351.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2619 | PA      | $2515.03      | 0.00%             | 2024-03-07      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| DG Investment Intermediate Holdings 2, Inc.            | DG Investment Intermediate Holdings 2, Inc.                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    250000 | PA      | $234687.50    | 0.10%             | 2029-03-30      | Floating      | 9.87%                 | No            |                  2 | On Loan: No      |
| Mountain Crest Acquisition Corp V                      | Mountain Crest Acquisition Corp. V                                  | CUSIP: 62404B206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63000 | NS      | $628740.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Roth Ch Acquisition V Co                               | Roth CH Acquisition V Co.                                           | CUSIP: 77867R118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     29444 | NC      | $2947.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5793264.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14068 | PA      | $12994.39     | 0.01%             | 2024-02-10      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 5862372.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3318 | PA      | $3189.22      | 0.00%             | 2024-02-29      | Fixed         | 4.27%                 | No            |                  3 | On Loan: No      |
| Sanaby Health Acquisition Corp I                       | Sanaby Health Acquisition Corp. I                                   | CUSIP: 79956P110<br>LEI: 549300MPJINOH7RSHC73 | N/A              | DE               | CORP              | US        |      6023 | NC      | $301.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vedanta Uk Investments                                 | Vedanta Resources, Ltd.                                             | CUSIP: G9328DAP5<br>LEI: 2138007MYEKPEAZQTW83 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $118567.00    | 0.05%             | 2024-08-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| 5832527.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37515 | PA      | $35104.14     | 0.02%             | 2024-02-19      | Fixed         | 4.05%                 | No            |                  3 | On Loan: No      |
| 5841901.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10198 | PA      | $9156.33      | 0.00%             | 2024-02-23      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 5835613.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10177 | PA      | $9508.40      | 0.00%             | 2024-02-21      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| 5855948.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15583 | PA      | $14159.50     | 0.01%             | 2024-02-28      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| 5828020.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7841 | PA      | $7543.32      | 0.00%             | 2024-02-18      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5910406.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2159 | PA      | $2073.97      | 0.00%             | 2024-03-16      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| 5779739.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2000 | PA      | $1786.58      | 0.00%             | 2024-02-06      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| Republic Of Colombia                                   | Colombia Government International Bond                              | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $124058.04    | 0.05%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| 5783281.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18632 | PA      | $18089.47     | 0.01%             | 2024-02-08      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 5853716.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1559 | PA      | $1498.73      | 0.00%             | 2024-02-26      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| Firstkey Homes 2020-sfr1 Trust                         | FirstKey Homes 2020-SFR1 Trust                                      | CUSIP: 33767MAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $626780.00    | 0.27%             | 2037-08-19      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| 5793445.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25423 | PA      | $22423.35     | 0.01%             | 2024-02-10      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| M3-brigade Acquisition Iii Corp                        | M3-Brigade Acquisition III Corp.                                    | CUSIP: 55407R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24030 | NS      | $241982.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| 5796591.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12645 | PA      | $11902.94     | 0.01%             | 2024-02-10      | Fixed         | 4.97%                 | No            |                  3 | On Loan: No      |
| 5828217.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2398 | PA      | $2293.69      | 0.00%             | 2024-02-18      | Fixed         | 4.35%                 | No            |                  3 | On Loan: No      |
| 5787947.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1785 | PA      | $1730.87      | 0.00%             | 2024-02-09      | Fixed         | 3.50%                 | No            |                  3 | On Loan: No      |
| 5856921.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5308 | PA      | $5114.78      | 0.00%             | 2024-02-29      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 5849313.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2546 | PA      | $2400.28      | 0.00%             | 2024-02-25      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5840268.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1961 | PA      | $1852.93      | 0.00%             | 2024-02-23      | Fixed         | 4.32%                 | No            |                  3 | On Loan: No      |
| 5883832.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5668 | PA      | $5386.95      | 0.00%             | 2024-03-07      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5906776.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4898 | PA      | $4703.59      | 0.00%             | 2024-03-15      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| 5871569.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7186 | PA      | $6830.86      | 0.00%             | 2024-03-01      | Fixed         | 4.44%                 | No            |                  3 | On Loan: No      |
| 5879295.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4152 | PA      | $4007.26      | 0.00%             | 2024-03-05      | Fixed         | 3.92%                 | No            |                  3 | On Loan: No      |
| 5822101.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7773 | PA      | $7269.08      | 0.00%             | 2024-02-16      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 5921334.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2920 | PA      | $2696.93      | 0.00%             | 2024-03-20      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| Residential Asset Securitization Trust                 | Residential Asset Securitization Trust                              | CUSIP: 76114HAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1855838 | PA      | $1109291.90   | 0.48%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| 5872159.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8357 | PA      | $7913.32      | 0.00%             | 2024-03-01      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 5893410.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     80824 | PA      | $76786.81     | 0.03%             | 2024-03-09      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 5879090.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2603 | PA      | $2414.13      | 0.00%             | 2024-03-05      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| Grab Holdings, Inc.                                    | Grab Holdings, Inc.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SG        |    330812 | PA      | $311585.68    | 0.13%             | 2026-01-29      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| 5925132.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15424 | PA      | $14571.63     | 0.01%             | 2024-03-21      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| Apeiron Capital Investment Corp                        | Apeiron Capital Investment Corp.                                    | CUSIP: 03752A200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7413 | NS      | $74352.39     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 5822575.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2168 | PA      | $1836.03      | 0.00%             | 2024-02-17      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5903827.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1441 | PA      | $1341.79      | 0.00%             | 2024-03-14      | Fixed         | 5.04%                 | No            |                  3 | On Loan: No      |
| 5875381.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3956 | PA      | $3719.64      | 0.00%             | 2024-03-02      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| Sound Point Clo Ltd                                    | Sound Point CLO XXXII, Ltd.                                         | CUSIP: 83616FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $395340.05    | 0.17%             | 2034-10-25      | Floating      | 9.48%                 | Yes           |                  2 | On Loan: No      |
| 5923399.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3875 | PA      | $3631.11      | 0.00%             | 2024-03-21      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5781162.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3494 | PA      | $3343.09      | 0.00%             | 2024-02-08      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5780523.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5101 | PA      | $4228.62      | 0.00%             | 2024-02-07      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| Fanniemae-aces                                         | Fannie Mae-Aces                                                     | CUSIP: 3136B7FZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4740989 | PA      | $201550.35    | 0.09%             | 2031-03-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil De Norte                               | Banco Mercantil del Norte SA/Grand Cayman                           | CUSIP: 05973KAB3<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    250000 | PA      | $196665.70    | 0.08%             | 2022-12-31      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| 5793840.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2198 | PA      | $2099.57      | 0.00%             | 2024-02-10      | Fixed         | 4.77%                 | No            |                  3 | On Loan: No      |
| 5941293.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     59202 | PA      | $56471.37     | 0.02%             | 2024-03-27      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5783716.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       920 | PA      | $684.11       | 0.00%             | 2024-02-08      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5764581.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1087 | PA      | $902.08       | 0.00%             | 2024-02-02      | Fixed         | 3.26%                 | No            |                  3 | On Loan: No      |
| 5855797.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5869 | PA      | $5639.64      | 0.00%             | 2024-02-28      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 5818101.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2579 | PA      | $2381.90      | 0.00%             | 2024-02-15      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| Rubicon Technologies Inc                               | Rubicon Technologies, Inc.                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      7563 | NC      | $984.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Octagon 57 Ltd                                         | Octagon 57, Ltd.                                                    | CUSIP: 67592YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $841257.80    | 0.36%             | 2034-10-15      | Floating      | 9.11%                 | Yes           |                  2 | On Loan: No      |
| 5879284.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2964 | PA      | $2846.84      | 0.00%             | 2024-03-05      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| Sound Point Clo Ltd                                    | Sound Point CLO XXVI, Ltd.                                          | CUSIP: 83615BAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $408903.75    | 0.18%             | 2034-07-20      | Floating      | 9.57%                 | Yes           |                  2 | On Loan: No      |
| Proof Acquisition Corp I                               | PROOF Acquisition Corp. I                                           | CUSIP: 74349W203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64779 | NS      | $644551.05    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| 5860613.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1086 | PA      | $1010.75      | 0.00%             | 2024-02-29      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 5855472.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3766 | PA      | $3564.22      | 0.00%             | 2024-02-27      | Fixed         | 4.21%                 | No            |                  3 | On Loan: No      |
| 5890906.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3822 | PA      | $3656.91      | 0.00%             | 2024-03-08      | Fixed         | 4.21%                 | No            |                  3 | On Loan: No      |
| 5873635.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14004 | PA      | $13118.45     | 0.01%             | 2024-03-01      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5877446.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3681 | PA      | $3581.86      | 0.00%             | 2024-03-03      | Fixed         | 3.31%                 | No            |                  3 | On Loan: No      |
| 5941247.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5883 | PA      | $5625.86      | 0.00%             | 2024-03-27      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5855560.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5641 | PA      | $5450.42      | 0.00%             | 2024-02-27      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 5752363.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11687 | PA      | $10842.46     | 0.00%             | 2024-01-28      | Fixed         | 4.44%                 | No            |                  3 | On Loan: No      |
| 5879051.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6925 | PA      | $6650.17      | 0.00%             | 2024-03-05      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5837459.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22287 | PA      | $21384.36     | 0.01%             | 2024-02-22      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 5914738.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4562 | PA      | $4312.20      | 0.00%             | 2024-03-18      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 5766977.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4668 | PA      | $4385.01      | 0.00%             | 2024-02-03      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 5804404.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4006 | PA      | $3797.44      | 0.00%             | 2024-02-11      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5931075.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8580 | PA      | $7967.00      | 0.00%             | 2024-03-23      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 5872765.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23376 | PA      | $22134.03     | 0.01%             | 2024-03-01      | Fixed         | 4.59%                 | No            |                  3 | On Loan: No      |
| 5856871.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2502 | PA      | $2352.01      | 0.00%             | 2024-02-29      | Fixed         | 4.34%                 | No            |                  3 | On Loan: No      |
| 5911636.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16901 | PA      | $15971.09     | 0.01%             | 2024-03-16      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| Op Servicios Mega                                      | Operadora de Servicios Mega SA de CV Sofom ER                       | CUSIP: 68373NAA3<br>LEI: 4469000001BP4DCM0P31 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $116524.39    | 0.05%             | 2025-02-11      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| 5875909.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1646 | PA      | $1533.35      | 0.00%             | 2024-03-02      | Fixed         | 5.04%                 | No            |                  3 | On Loan: No      |
| 5893906.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2624 | PA      | $2464.15      | 0.00%             | 2024-03-09      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| 5863895.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10026 | PA      | $9437.38      | 0.00%             | 2024-02-29      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                  | CUSIP: 3137A4M53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3918079 | PA      | $3767095.09   | 1.62%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 5939451.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1892 | PA      | $1757.41      | 0.00%             | 2024-03-27      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 5938669.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28765 | PA      | $27439.55     | 0.01%             | 2024-03-26      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5762491.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3709 | PA      | $3602.44      | 0.00%             | 2024-02-01      | Fixed         | 3.27%                 | No            |                  3 | On Loan: No      |
| 5884491.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1350 | PA      | $1244.62      | 0.00%             | 2024-03-07      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 5845689.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2721 | PA      | $2346.79      | 0.00%             | 2024-02-24      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Capital I Trust                         | Morgan Stanley Capital I Trust 2018-H4                              | CUSIP: 61691RAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    372000 | PA      | $257082.91    | 0.11%             | 2028-12-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Alen 2021-acen Mortgage Trust                          | Alen 2021-ACEN Mortgage Trust                                       | CUSIP: 01449NAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    372000 | PA      | $337421.04    | 0.14%             | 2026-04-15      | Floating      | 6.82%                 | Yes           |                  2 | On Loan: No      |
| 5757341.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13833 | PA      | $11012.67     | 0.00%             | 2024-01-30      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 5834324.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     62694 | PA      | $59121.77     | 0.03%             | 2024-02-20      | Fixed         | 4.45%                 | No            |                  3 | On Loan: No      |
| 5831492.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-02-19      | Fixed         | 4.25%                 | No            |                  3 | On Loan: No      |
| 5856152.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7396 | PA      | $6990.32      | 0.00%             | 2024-02-28      | Fixed         | 4.22%                 | No            |                  3 | On Loan: No      |
| 5764553.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12126 | PA      | $11482.29     | 0.00%             | 2024-02-02      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5911445.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3269 | PA      | $3136.46      | 0.00%             | 2024-03-16      | Fixed         | 4.31%                 | No            |                  3 | On Loan: No      |
| 5784604.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5678 | PA      | $5189.87      | 0.00%             | 2024-02-08      | Fixed         | 5.19%                 | No            |                  3 | On Loan: No      |
| 5904043.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2647 | PA      | $2489.86      | 0.00%             | 2024-03-14      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| Fanniemae-aces                                         | Fannie Mae-Aces                                                     | CUSIP: 3136B9EB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15943436 | PA      | $983717.98    | 0.42%             | 2032-07-25      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| 5775436.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22315 | PA      | $20952.38     | 0.01%             | 2024-02-04      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 5853577.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2274 | PA      | $2098.95      | 0.00%             | 2024-02-26      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 5852751.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2197 | PA      | $2047.07      | 0.00%             | 2024-02-26      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5896924.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4031 | PA      | $3870.24      | 0.00%             | 2024-03-12      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5878895.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10702 | PA      | $9924.43      | 0.00%             | 2024-03-05      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 5892225.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    107928 | PA      | $102004.25    | 0.04%             | 2024-03-09      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5898570.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43210 | PA      | $41059.59     | 0.02%             | 2024-03-12      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5903837.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1076 | PA      | $994.00       | 0.00%             | 2024-03-14      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| Highbridge Loan Management Ltd                         | Highbridge Loan Management 4-2014, Ltd.                             | CUSIP: 44330NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $401441.25    | 0.17%             | 2030-01-28      | Floating      | 8.34%                 | Yes           |                  2 | On Loan: No      |
| 5910670.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20957 | PA      | $20197.67     | 0.01%             | 2024-03-16      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5884149.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8556 | PA      | $8134.90      | 0.00%             | 2024-03-07      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5863922.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2707 | PA      | $2514.02      | 0.00%             | 2024-02-29      | Fixed         | 5.32%                 | No            |                  3 | On Loan: No      |
| 5834519.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1627 | PA      | $1570.45      | 0.00%             | 2024-02-20      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 5865884.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14083 | PA      | $13277.46     | 0.01%             | 2024-02-29      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5908674.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26179 | PA      | $25233.20     | 0.01%             | 2024-03-15      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5806187.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3034 | PA      | $2774.57      | 0.00%             | 2024-02-11      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 5833229.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2424 | PA      | $1879.80      | 0.00%             | 2024-02-19      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 5884632.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17941 | PA      | $16796.83     | 0.01%             | 2024-03-07      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5875406.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9470 | PA      | $8966.64      | 0.00%             | 2024-03-02      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 5873050.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18093 | PA      | $16937.60     | 0.01%             | 2024-03-01      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5904287.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1040 | PA      | $961.77       | 0.00%             | 2024-03-14      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 5837884.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29290 | PA      | $28359.71     | 0.01%             | 2024-02-22      | Fixed         | 3.42%                 | No            |                  3 | On Loan: No      |
| 5841642.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1036 | PA      | $977.24       | 0.00%             | 2024-02-23      | Fixed         | 2.98%                 | No            |                  3 | On Loan: No      |
| 5883324.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4944 | PA      | $4750.06      | 0.00%             | 2024-03-07      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| Banc Of America Mortgage Securities                    | Banc of America Mortgage Trust                                      | CUSIP: 05954CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    832383 | PA      | $721462.81    | 0.31%             | 2037-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| 5814603.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1574 | PA      | $1444.10      | 0.00%             | 2024-02-14      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5901645.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2099 | PA      | $1932.94      | 0.00%             | 2024-03-13      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 5894639.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9542 | PA      | $9020.16      | 0.00%             | 2024-03-10      | Fixed         | 4.58%                 | No            |                  3 | On Loan: No      |
| Octagon Investment Partners 42, Ltd.                   | Octagon Investment Partners 42, Ltd.                                | CUSIP: 67576RAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $415047.60    | 0.18%             | 2034-07-15      | Floating      | 9.26%                 | Yes           |                  2 | On Loan: No      |
| Castle Us Holding Corp                                 | Castle US Holding Corp.                                             | CUSIP: 14852LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $378537.30    | 0.16%             | 2028-02-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| 5756860.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9831 | PA      | $9455.35      | 0.00%             | 2024-01-30      | Fixed         | 4.10%                 | No            |                  3 | On Loan: No      |
| 5787761.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1843 | PA      | $1724.52      | 0.00%             | 2024-02-09      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 5900971.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7985 | PA      | $7435.33      | 0.00%             | 2024-03-13      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| 5913245.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13766 | PA      | $13222.35     | 0.01%             | 2024-03-16      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| 5914916.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32663 | PA      | $30577.94     | 0.01%             | 2024-03-19      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5774940.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10412 | PA      | $10058.42     | 0.00%             | 2024-02-04      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 5900181.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5193 | PA      | $5008.46      | 0.00%             | 2024-03-13      | Fixed         | 3.92%                 | No            |                  3 | On Loan: No      |
| 5923018.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1658 | PA      | $1605.60      | 0.00%             | 2024-03-21      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 5757239.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6201 | PA      | $5702.96      | 0.00%             | 2024-01-30      | Fixed         | 4.10%                 | No            |                  3 | On Loan: No      |
| 5812938.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15656 | PA      | $14899.60     | 0.01%             | 2024-02-12      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| Voya Clo Ltd                                           | Voya CLO, Ltd.                                                      | CUSIP: 92917TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $405627.00    | 0.17%             | 2031-07-15      | Floating      | 7.76%                 | Yes           |                  2 | On Loan: No      |
| 5912783.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       796 | PA      | $747.19       | 0.00%             | 2024-03-16      | Fixed         | 3.65%                 | No            |                  3 | On Loan: No      |
| 5933933.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3455 | PA      | $3227.85      | 0.00%             | 2024-03-24      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| 5932055.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5553 | PA      | $5349.64      | 0.00%             | 2024-03-23      | Fixed         | 3.98%                 | No            |                  3 | On Loan: No      |
| 5908416.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3189 | PA      | $3040.79      | 0.00%             | 2024-03-15      | Fixed         | 4.10%                 | No            |                  3 | On Loan: No      |
| 5769498.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2629 | PA      | $2553.49      | 0.00%             | 2024-02-03      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 5903252.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7462 | PA      | $7198.84      | 0.00%             | 2024-03-14      | Fixed         | 3.92%                 | No            |                  3 | On Loan: No      |
| 5787652.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6129 | PA      | $5694.21      | 0.00%             | 2024-02-09      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| Blackhawk Network Holdings, Inc.                       | Blackhawk Network Holdings, Inc.                                    | CUSIP: 05549YAB8<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |     65000 | PA      | $61587.50     | 0.03%             | 2026-06-15      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| 5844300.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1137 | PA      | $1097.71      | 0.00%             | 2024-02-24      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 5788482.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7032 | PA      | $6618.17      | 0.00%             | 2024-02-09      | Fixed         | 4.27%                 | No            |                  3 | On Loan: No      |
| 5872214.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11330 | PA      | $10273.37     | 0.00%             | 2024-03-01      | Fixed         | 5.43%                 | No            |                  3 | On Loan: No      |
| 5861991.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2027 | PA      | $1972.36      | 0.00%             | 2024-02-29      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 5877556.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7577 | PA      | $7313.31      | 0.00%             | 2024-03-03      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| Travel Leaders Group LLC                               | Travel Leaders Group LLC                                            | CUSIP: 89416FAQ0<br>LEI: 549300ELYRGQJOXAK024 | Long             | LON              | CORP              | US        |    597834 | PA      | $551771.13    | 0.24%             | 2024-01-25      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| 5894388.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3723 | PA      | $3573.38      | 0.00%             | 2024-03-10      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| Banco Gnb Sudameris Sa                                 | Banco GNB Sudameris SA                                              | CUSIP: P1265VAH5<br>LEI: 549300SO7QUETMQD9D84 | Long             | DBT              | CORP              | CO        |    150000 | PA      | $109776.75    | 0.05%             | 2031-04-16      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| 5804391.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       900 | PA      | $795.72       | 0.00%             | 2024-02-11      | Fixed         | 5.22%                 | No            |                  3 | On Loan: No      |
| 5873518.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6489 | PA      | $6051.99      | 0.00%             | 2024-03-01      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5891417.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22057 | PA      | $20832.12     | 0.01%             | 2024-03-09      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5780088.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2843 | PA      | $2596.40      | 0.00%             | 2024-02-07      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| N/A                                                    | Intelsat Escrow Shares                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    435000 | PA      | $0.00         | 0.00%             | 2049-12-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| 5852029.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3420 | PA      | $3067.74      | 0.00%             | 2024-02-26      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5796730.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2799 | PA      | $2451.31      | 0.00%             | 2024-02-10      | Fixed         | 4.97%                 | No            |                  3 | On Loan: No      |
| 5851949.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2138 | PA      | $1932.87      | 0.00%             | 2024-02-26      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5875918.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       765 | PA      | $708.14       | 0.00%             | 2024-03-02      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5921500.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30458 | PA      | $29353.65     | 0.01%             | 2024-03-20      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5883856.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12019 | PA      | $11423.22     | 0.00%             | 2024-03-07      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5938840.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7913 | PA      | $7425.40      | 0.00%             | 2024-03-26      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5821670.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3295 | PA      | $3185.89      | 0.00%             | 2024-02-16      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 5857514.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7724 | PA      | $7352.19      | 0.00%             | 2024-02-29      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| 5780545.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1371 | PA      | $1266.33      | 0.00%             | 2024-02-07      | Fixed         | 5.20%                 | No            |                  3 | On Loan: No      |
| 5822252.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7734 | PA      | $7071.02      | 0.00%             | 2024-02-17      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 5820028.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2360 | PA      | $2221.00      | 0.00%             | 2024-02-16      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| 5911780.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5995 | PA      | $5593.43      | 0.00%             | 2024-03-16      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| Fanniemae-aces                                         | Fannie Mae-Aces                                                     | CUSIP: 3136B4TD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16173335 | PA      | $240641.43    | 0.10%             | 2029-04-25      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| 5831001.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22311 | PA      | $20732.93     | 0.01%             | 2024-02-19      | Fixed         | 4.32%                 | No            |                  3 | On Loan: No      |
| 5804385.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1127 | PA      | $1053.69      | 0.00%             | 2024-02-11      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5862238.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4356 | PA      | $4194.13      | 0.00%             | 2024-02-29      | Fixed         | 4.09%                 | No            |                  3 | On Loan: No      |
| 5818581.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       341 | PA      | $326.74       | 0.00%             | 2024-02-15      | Fixed         | 3.25%                 | No            |                  3 | On Loan: No      |
| 5822663.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8215 | PA      | $7811.86      | 0.00%             | 2024-02-17      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 5763803.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33006 | PA      | $31251.37     | 0.01%             | 2024-02-02      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5884514.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1985 | PA      | $1838.56      | 0.00%             | 2024-03-07      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 5922746.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10098 | PA      | $9732.90      | 0.00%             | 2024-03-21      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5913705.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2371 | PA      | $2207.97      | 0.00%             | 2024-03-17      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5822242.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5723 | PA      | $5282.32      | 0.00%             | 2024-02-17      | Fixed         | 3.57%                 | No            |                  3 | On Loan: No      |
| 5790232.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33611 | PA      | $28325.59     | 0.01%             | 2024-02-10      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5898522.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4915 | PA      | $4522.67      | 0.00%             | 2024-03-12      | Fixed         | 5.49%                 | No            |                  3 | On Loan: No      |
| 5764722.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5647 | PA      | $5229.24      | 0.00%             | 2024-02-02      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5817881.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1347 | PA      | $1292.54      | 0.00%             | 2024-02-15      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 5746225.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3951 | PA      | $3792.13      | 0.00%             | 2024-01-27      | Fixed         | 4.04%                 | No            |                  3 | On Loan: No      |
| Ronshine China                                         | Ronshine China Holdings, Ltd.                                       | CUSIP: N/A<br>LEI: 549300GNBBT32SFSEC47       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $13268.90     | 0.01%             | 2024-08-05      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| 5821572.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1317 | PA      | $1175.48      | 0.00%             | 2024-02-16      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5827717.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       199 | PA      | $186.83       | 0.00%             | 2024-02-18      | Fixed         | 3.68%                 | No            |                  3 | On Loan: No      |
| 5878566.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31746 | PA      | $29185.99     | 0.01%             | 2024-03-05      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 5841605.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12498 | PA      | $11893.07     | 0.01%             | 2024-02-23      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5864218.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     72727 | PA      | $67867.71     | 0.03%             | 2024-02-29      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 5921784.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     93150 | PA      | $88830.77     | 0.04%             | 2024-03-20      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                            | CUSIP: 38382KVY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3467818 | PA      | $381929.50    | 0.16%             | 2050-10-20      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| 5919769.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3152 | PA      | $2994.45      | 0.00%             | 2024-03-20      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5855601.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4898 | PA      | $4709.08      | 0.00%             | 2024-02-27      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5775276.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9270 | PA      | $8796.46      | 0.00%             | 2024-02-04      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5849995.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40655 | PA      | $38843.26     | 0.02%             | 2024-02-25      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| First Eagle Alternative                                | First Eagle Alternative Capital BDC, Inc.                           | CUSIP: 26943B407<br>LEI: ZPFGW6VV73M9CW4FN909 | Long             | EP               | CORP              | US        |    105758 | NS      | $2396476.28   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 5840743.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11490 | PA      | $10835.89     | 0.00%             | 2024-02-23      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 5841313.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1227 | PA      | $1061.71      | 0.00%             | 2024-02-23      | Fixed         | 3.55%                 | No            |                  3 | On Loan: No      |
| 5807502.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5668 | PA      | $5367.20      | 0.00%             | 2024-02-12      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5874050.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8242 | PA      | $7832.35      | 0.00%             | 2024-03-02      | Fixed         | 4.43%                 | No            |                  3 | On Loan: No      |
| 5916991.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13272 | PA      | $12511.61     | 0.01%             | 2024-03-19      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 5750360.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3663 | PA      | $3559.63      | 0.00%             | 2024-01-28      | Fixed         | 2.34%                 | No            |                  3 | On Loan: No      |
| 5883078.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35463 | PA      | $33577.09     | 0.01%             | 2024-03-07      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5908974.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13196 | PA      | $12475.00     | 0.01%             | 2024-03-15      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| Social Professional Loan Program Llc                   | Sofi Professional Loan Program Trust                                | CUSIP: 78490D104<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $762238.10    | 0.33%             | 2048-01-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| 5788084.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1407 | PA      | $1303.71      | 0.00%             | 2024-02-09      | Fixed         | 5.21%                 | No            |                  3 | On Loan: No      |
| 5863511.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2510 | PA      | $2357.93      | 0.00%             | 2024-02-29      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 5932559.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1918 | PA      | $1771.83      | 0.00%             | 2024-03-23      | Fixed         | 5.10%                 | No            |                  3 | On Loan: No      |
| 5933248.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27198 | PA      | $25728.73     | 0.01%             | 2024-03-23      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 5877358.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       821 | PA      | $760.88       | 0.00%             | 2024-03-03      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 5888138.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7523 | PA      | $7056.58      | 0.00%             | 2024-03-08      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5907054.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34402 | PA      | $32813.47     | 0.01%             | 2024-03-15      | Fixed         | 4.09%                 | No            |                  3 | On Loan: No      |
| 5891577.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1101 | PA      | $1018.60      | 0.00%             | 2024-03-09      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 5863002.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11289 | PA      | $10844.53     | 0.00%             | 2024-02-29      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 8i Acquisition 2 Corp                                  | 8i ACQUISITION 2 Corp.                                              | CUSIP: G2956R129<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     51583 | NC      | $23212.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtusa Corp                                           | Virtusa Corp.                                                       | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |    225000 | PA      | $167996.25    | 0.07%             | 2028-12-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| 5870741.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17070 | PA      | $16346.07     | 0.01%             | 2024-03-01      | Fixed         | 4.21%                 | No            |                  3 | On Loan: No      |
| 5931778.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10345 | PA      | $9694.74      | 0.00%             | 2024-03-23      | Fixed         | 4.59%                 | No            |                  3 | On Loan: No      |
| 5769646.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       661 | PA      | $628.71       | 0.00%             | 2024-02-03      | Fixed         | 3.90%                 | No            |                  3 | On Loan: No      |
| 5931874.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3375 | PA      | $3152.30      | 0.00%             | 2024-03-23      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| 5751817.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1128 | PA      | $1082.98      | 0.00%             | 2024-01-28      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5789459.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22215 | PA      | $21317.43     | 0.01%             | 2024-02-09      | Fixed         | 4.27%                 | No            |                  3 | On Loan: No      |
| 5857130.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10460 | PA      | $9841.55      | 0.00%             | 2024-02-29      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 5774438.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17028 | PA      | $16536.41     | 0.01%             | 2024-02-04      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 5939618.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2326 | PA      | $2178.28      | 0.00%             | 2024-03-27      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5776134.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       871 | PA      | $791.93       | 0.00%             | 2024-02-05      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 5863029.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4479 | PA      | $4194.61      | 0.00%             | 2024-02-29      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5833757.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7095 | PA      | $6625.50      | 0.00%             | 2024-02-19      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5901408.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6796 | PA      | $6380.40      | 0.00%             | 2024-03-13      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| Misys, Ltd.                                            | Misys, Ltd.                                                         | CUSIP: 02034DAF4<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |    230000 | PA      | $189319.90    | 0.08%             | 2025-06-13      | Floating      | 10.62%                | No            |                  2 | On Loan: No      |
| 5772565.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1183 | PA      | $1054.61      | 0.00%             | 2024-02-04      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 5899653.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3671 | PA      | $3447.31      | 0.00%             | 2024-03-13      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5922692.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2160 | PA      | $2021.54      | 0.00%             | 2024-03-21      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5902202.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3554 | PA      | $3333.50      | 0.00%             | 2024-03-13      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5815254.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11136 | PA      | $10285.61     | 0.00%             | 2024-02-15      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5897632.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3598 | PA      | $3350.92      | 0.00%             | 2024-03-12      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| Lionheart Iii Corp                                     | Lionheart III Corp.                                                 | CUSIP: 536262116<br>LEI: 549300FOQIPVJ7BSVU47 | N/A              | DE               | CORP              | US        |     64137 | NC      | $3861.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5896544.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6972 | PA      | $6496.94      | 0.00%             | 2024-03-12      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 5793373.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3143 | PA      | $2985.68      | 0.00%             | 2024-02-10      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5923300.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10540 | PA      | $9939.43      | 0.00%             | 2024-03-21      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 5903084.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4482 | PA      | $4112.61      | 0.00%             | 2024-03-14      | Fixed         | 5.49%                 | No            |                  3 | On Loan: No      |
| 5918750.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2047 | PA      | $1909.24      | 0.00%             | 2024-03-20      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5751279.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6159 | PA      | $5228.37      | 0.00%             | 2024-01-28      | Fixed         | 3.92%                 | No            |                  3 | On Loan: No      |
| 5774582.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31659 | PA      | $30279.61     | 0.01%             | 2024-02-04      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5891361.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17869 | PA      | $16718.43     | 0.01%             | 2024-03-09      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 5833685.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3982 | PA      | $3854.56      | 0.00%             | 2024-02-19      | Fixed         | 2.97%                 | No            |                  3 | On Loan: No      |
| 5844629.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1595 | PA      | $1443.44      | 0.00%             | 2024-02-24      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| Deep Medicine Acquisition Corp                         | Deep Medicine Acquisition Corp.                                     | CUSIP: 243733110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     35646 | NC      | $1390.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5789418.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12929 | PA      | $12400.15     | 0.01%             | 2024-02-09      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5874921.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10534 | PA      | $10116.49     | 0.00%             | 2024-03-02      | Fixed         | 4.31%                 | No            |                  3 | On Loan: No      |
| 5881363.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3113 | PA      | $2944.94      | 0.00%             | 2024-03-06      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 5901507.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12886 | PA      | $12045.49     | 0.01%             | 2024-03-13      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 5758940.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6092 | PA      | $5713.67      | 0.00%             | 2024-02-01      | Fixed         | 3.90%                 | No            |                  3 | On Loan: No      |
| Applied Systems Inc                                    | Applied Systems, Inc.                                               | CUSIP: 03827FBA8<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |    555000 | PA      | $548617.50    | 0.24%             | 2025-09-19      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| 5839982.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10574 | PA      | $10242.19     | 0.00%             | 2024-02-23      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| 5749627.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18929 | PA      | $17870.01     | 0.01%             | 2024-01-28      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5884616.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7768 | PA      | $7324.03      | 0.00%             | 2024-03-07      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5822396.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7678 | PA      | $7357.19      | 0.00%             | 2024-02-17      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| 5895357.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4914 | PA      | $4629.95      | 0.00%             | 2024-03-11      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 5845359.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6669 | PA      | $6381.98      | 0.00%             | 2024-02-24      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5793090.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5641 | PA      | $5433.54      | 0.00%             | 2024-02-10      | Fixed         | 3.74%                 | No            |                  3 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust                                 | CUSIP: 17328EAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    475000 | PA      | $308769.57    | 0.13%             | 2041-12-12      | Variable      | 3.62%                 | Yes           |                  2 | On Loan: No      |
| 5779749.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18069 | PA      | $17289.80     | 0.01%             | 2024-02-06      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5843831.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10040 | PA      | $9178.95      | 0.00%             | 2024-02-24      | Fixed         | 4.34%                 | No            |                  3 | On Loan: No      |
| 5764822.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3888 | PA      | $2923.94      | 0.00%             | 2024-02-02      | Fixed         | 4.97%                 | No            |                  3 | On Loan: No      |
| 5894136.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49193 | PA      | $46889.97     | 0.02%             | 2024-03-09      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| Nabors Energy Transition Corp                          | Nabors Energy Transition Corp.                                      | CUSIP: 629567108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58756 | NS      | $590497.80    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| 5885471.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1084 | PA      | $1000.28      | 0.00%             | 2024-03-07      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities         | CSFB Mortgage-Backed Pass-Through Certificates                      | CUSIP: 2254585R5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    663116 | PA      | $370689.57    | 0.16%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 5769485.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2493 | PA      | $2272.83      | 0.00%             | 2024-02-03      | Fixed         | 5.20%                 | No            |                  3 | On Loan: No      |
| New Century Home Equity Loan Trust                     | New Century Home Equity Loan Trust                                  | CUSIP: 64352VQR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1015468 | PA      | $994453.51    | 0.43%             | 2036-05-25      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| 5930101.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7979 | PA      | $7375.91      | 0.00%             | 2024-03-22      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| Pecf Uss Intermediate Ho                               | PECF USS Intermediate Holding III Corp.                             | CUSIP: 69291HAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $109990.25    | 0.05%             | 2029-11-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| 5913715.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3017 | PA      | $2802.81      | 0.00%             | 2024-03-17      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5765153.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       945 | PA      | $889.39       | 0.00%             | 2024-02-02      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5913138.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11395 | PA      | $10731.68     | 0.00%             | 2024-03-16      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| Atlas Purchaser Inc                                    | Atlas Purchaser, Inc.                                               | CUSIP: 04939JAC0<br>LEI: 254900Q8WE2HAUZ0LI71 | Long             | LON              | CORP              | US        |    519750 | PA      | $409952.81    | 0.18%             | 2028-05-08      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| Intelligent Medicine Acquisition Corp                  | Intelligent Medicine Acquisition Corp.                              | CUSIP: 45828D205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8038 | NS      | $80862.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 5933012.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5686 | PA      | $5337.70      | 0.00%             | 2024-03-23      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 5786001.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3325 | PA      | $3179.10      | 0.00%             | 2024-02-09      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5936092.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1004 | PA      | $937.03       | 0.00%             | 2024-03-26      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5876195.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7790 | PA      | $7519.12      | 0.00%             | 2024-03-02      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 5763131.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4003 | PA      | $3801.36      | 0.00%             | 2024-02-02      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| Newcourt Acquisition Corp                              | Newcourt Acquisition Corp.                                          | CUSIP: G6448C129<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     12037 | NC      | $793.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5879482.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12156 | PA      | $11632.74     | 0.00%             | 2024-03-06      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5751163.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6124 | PA      | $5718.63      | 0.00%             | 2024-01-28      | Fixed         | 4.77%                 | No            |                  3 | On Loan: No      |
| 5822146.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2675 | PA      | $2534.43      | 0.00%             | 2024-02-17      | Fixed         | 3.57%                 | No            |                  3 | On Loan: No      |
| 5784841.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16865 | PA      | $16209.38     | 0.01%             | 2024-02-09      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5787864.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11753 | PA      | $11138.36     | 0.00%             | 2024-02-09      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| Mexico City Arpt Trust                                 | Mexico City Airport Trust                                           | CUSIP: P6629MAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    400000 | PA      | $250494.00    | 0.11%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 5767698.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       993 | PA      | $716.12       | 0.00%             | 2024-02-03      | Fixed         | 4.61%                 | No            |                  3 | On Loan: No      |
| 5921427.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15070 | PA      | $14184.65     | 0.01%             | 2024-03-20      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5822212.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1835 | PA      | $1777.40      | 0.00%             | 2024-02-17      | Fixed         | 3.42%                 | No            |                  3 | On Loan: No      |
| 5889387.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1590 | PA      | $1465.97      | 0.00%             | 2024-03-08      | Fixed         | 5.52%                 | No            |                  3 | On Loan: No      |
| 5852834.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11633 | PA      | $10453.68     | 0.00%             | 2024-02-26      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5907623.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1148 | PA      | $1067.27      | 0.00%             | 2024-03-15      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5810155.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       624 | PA      | $465.49       | 0.00%             | 2024-02-12      | Fixed         | 3.89%                 | No            |                  3 | On Loan: No      |
| 5830026.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2741 | PA      | $2637.10      | 0.00%             | 2024-02-18      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5908493.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3405 | PA      | $3154.04      | 0.00%             | 2024-03-15      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                  | CUSIP: 3137FVLJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3514979 | PA      | $431286.49    | 0.19%             | 2050-08-25      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| 5890303.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4341 | PA      | $4000.55      | 0.00%             | 2024-03-08      | Fixed         | 5.41%                 | No            |                  3 | On Loan: No      |
| 5903537.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2218 | PA      | $2075.71      | 0.00%             | 2024-03-14      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 5850298.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57706 | PA      | $54388.04     | 0.02%             | 2024-02-25      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5824603.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24889 | PA      | $23904.17     | 0.01%             | 2024-02-17      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5911025.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4585 | PA      | $4387.79      | 0.00%             | 2024-03-16      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5856476.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5366 | PA      | $5146.17      | 0.00%             | 2024-02-28      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| 5890315.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40810 | PA      | $38208.09     | 0.02%             | 2024-03-08      | Fixed         | 4.02%                 | No            |                  3 | On Loan: No      |
| 5872863.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27663 | PA      | $25910.50     | 0.01%             | 2024-03-01      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                   | CUSIP: 3136AGRJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1585407 | PA      | $947267.05    | 0.41%             | 2043-07-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| 5882211.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8328 | PA      | $7673.12      | 0.00%             | 2024-03-06      | Fixed         | 5.49%                 | No            |                  3 | On Loan: No      |
| 5875050.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10452 | PA      | $9816.95      | 0.00%             | 2024-03-02      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 5892868.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2402 | PA      | $2243.74      | 0.00%             | 2024-03-09      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5855619.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5123 | PA      | $4663.05      | 0.00%             | 2024-02-27      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 5793946.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1441 | PA      | $1315.71      | 0.00%             | 2024-02-10      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 5936228.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       946 | PA      | $882.21       | 0.00%             | 2024-03-26      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 5870649.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10450 | PA      | $10059.38     | 0.00%             | 2024-03-01      | Fixed         | 4.12%                 | No            |                  3 | On Loan: No      |
| 5846166.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3474 | PA      | $3235.48      | 0.00%             | 2024-02-24      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| Vahanna Tech Edge Acquisition I Corp                   | Vahanna Tech Edge Acquisition I Corp.                               | CUSIP: G9320Z117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     14614 | NC      | $1607.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5928385.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1178 | PA      | $1107.89      | 0.00%             | 2024-03-22      | Fixed         | 3.67%                 | No            |                  3 | On Loan: No      |
| 5781852.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8301 | PA      | $8016.99      | 0.00%             | 2024-02-08      | Fixed         | 3.74%                 | No            |                  3 | On Loan: No      |
| 5871274.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4549 | PA      | $4367.26      | 0.00%             | 2024-03-01      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 5862381.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3528 | PA      | $3335.35      | 0.00%             | 2024-02-29      | Fixed         | 4.64%                 | No            |                  3 | On Loan: No      |
| Jpmbb Commercial Mortgage Securities Trust             | JP Morgan BB Commercial Mortgage Securities Trust                   | CUSIP: 46644AAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    632000 | PA      | $518409.57    | 0.22%             | 2048-02-18      | Variable      | 3.94%                 | Yes           |                  2 | On Loan: No      |
| Direct Selling Acquisition Corp                        | Direct Selling Acquisition Corp.                                    | CUSIP: 25460L111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     19184 | NC      | $1152.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5750387.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21278 | PA      | $19947.27     | 0.01%             | 2024-01-28      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 5903643.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     72589 | PA      | $69451.67     | 0.03%             | 2024-03-14      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5919645.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4269 | PA      | $4012.07      | 0.00%             | 2024-03-20      | Fixed         | 3.68%                 | No            |                  3 | On Loan: No      |
| Tg Venture Acquisition Corp                            | TG Venture Acquisition Corp.                                        | CUSIP: 87251T117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     32164 | NC      | $1929.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avalon Acquisition Inc                                 | Avalon Acquisition, Inc.                                            | CUSIP: 05338E119<br>LEI: 549300MQ0W8R6XMVEN12 | N/A              | DE               | CORP              | US        |    104172 | NC      | $10167.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5928654.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     64453 | PA      | $60903.45     | 0.03%             | 2024-03-22      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 5818818.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8690 | PA      | $8314.13      | 0.00%             | 2024-02-16      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5911949.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17113 | PA      | $16440.58     | 0.01%             | 2024-03-16      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| 5754343.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16797 | PA      | $15981.48     | 0.01%             | 2024-01-29      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5855874.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       900 | PA      | $734.56       | 0.00%             | 2024-02-28      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 5845197.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       360 | PA      | $336.04       | 0.00%             | 2024-02-24      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5786803.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     95269 | PA      | $91386.04     | 0.04%             | 2024-02-09      | Fixed         | 3.74%                 | No            |                  3 | On Loan: No      |
| 5874025.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4186 | PA      | $4029.46      | 0.00%             | 2024-03-02      | Fixed         | 4.12%                 | No            |                  3 | On Loan: No      |
| Jupiter Wellness Acquisition Corp                      | Jupiter Wellness Acquisition Corp.                                  | CUSIP: 48208E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44245 | NS      | $443777.35    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| 5779259.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     62789 | PA      | $58001.14     | 0.02%             | 2024-02-06      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5936049.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3574 | PA      | $3394.90      | 0.00%             | 2024-03-26      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| Great Wolf Trust                                       | Great Wolf Trust                                                    | CUSIP: 39152TAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1042158.70   | 0.45%             | 2036-12-15      | Floating      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Social Capital Hedosophia Holdings Corp Vi             | Social Capital Hedosophia Holdings Corp. VI                         | CUSIP: G8251L105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     75000 | NS      | $750000.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| 5914578.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2840 | PA      | $2664.33      | 0.00%             | 2024-03-18      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| Arisz Acquisition Corp                                 | Arisz Acquisition Corp.                                             | CUSIP: 040450124<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     36781 | NC      | $2206.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5805506.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2689 | PA      | $2515.29      | 0.00%             | 2024-02-11      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 5757478.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       904 | PA      | $764.10       | 0.00%             | 2024-01-31      | Fixed         | 5.19%                 | No            |                  3 | On Loan: No      |
| 5852278.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2687 | PA      | $2106.09      | 0.00%             | 2024-02-26      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 5833178.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1916 | PA      | $1800.98      | 0.00%             | 2024-02-19      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5832212.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2447 | PA      | $1893.72      | 0.00%             | 2024-02-19      | Fixed         | 4.26%                 | No            |                  3 | On Loan: No      |
| Gs Mortgage Securities Trust                           | GS Mortgage Securities Trust 2021-GSA3                              | CUSIP: 36263UAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3680000 | PA      | $353901.92    | 0.15%             | 2031-12-15      | Variable      | 1.53%                 | Yes           |                  2 | On Loan: No      |
| 5765313.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8551 | PA      | $8156.25      | 0.00%             | 2024-02-02      | Fixed         | 4.32%                 | No            |                  3 | On Loan: No      |
| 5782382.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3641 | PA      | $3291.23      | 0.00%             | 2024-02-08      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 5874855.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3320 | PA      | $3203.62      | 0.00%             | 2024-03-02      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 5821587.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1206 | PA      | $1095.45      | 0.00%             | 2024-02-16      | Fixed         | 3.61%                 | No            |                  3 | On Loan: No      |
| Fanniemae-aces                                         | Fannie Mae-Aces                                                     | CUSIP: 3136B4KD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17933826 | PA      | $364913.90    | 0.16%             | 2029-02-25      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| 5813864.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6245 | PA      | $5844.68      | 0.00%             | 2024-02-13      | Fixed         | 4.05%                 | No            |                  3 | On Loan: No      |
| 5908783.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3284 | PA      | $3034.16      | 0.00%             | 2024-03-15      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 5785697.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2688 | PA      | $2513.07      | 0.00%             | 2024-02-09      | Fixed         | 4.63%                 | No            |                  3 | On Loan: No      |
| 5908304.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2217 | PA      | $2061.53      | 0.00%             | 2024-03-15      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5874526.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2689 | PA      | $2510.48      | 0.00%             | 2024-03-02      | Fixed         | 5.03%                 | No            |                  3 | On Loan: No      |
| 5901070.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12856 | PA      | $11944.54     | 0.01%             | 2024-03-13      | Fixed         | 5.33%                 | No            |                  3 | On Loan: No      |
| 5795365.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16391 | PA      | $15385.80     | 0.01%             | 2024-02-10      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 5803334.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11835 | PA      | $11071.55     | 0.00%             | 2024-02-11      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| Dealer Tire Llc/dt Issr                                | Dealer Tire LLC / DT Issuer LLC                                     | CUSIP: 24229JAA1<br>LEI: 549300XTS06OMOCRSE50 | Long             | DBT              | CORP              | US        |    330000 | PA      | $291383.79    | 0.13%             | 2028-02-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| 5928906.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9244 | PA      | $8597.11      | 0.00%             | 2024-03-22      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5821452.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1396 | PA      | $1280.20      | 0.00%             | 2024-02-16      | Fixed         | 4.34%                 | No            |                  3 | On Loan: No      |
| 5803277.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4107 | PA      | $3937.00      | 0.00%             | 2024-02-11      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| Goldman Sachs Bdc Inc                                  | Goldman Sachs BDC, Inc.                                             | CUSIP: 38147U107<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | EC               | RF                | US        |     57200 | NS      | $826540.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| 5765427.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       482 | PA      | $466.78       | 0.00%             | 2024-02-02      | Fixed         | 3.81%                 | No            |                  3 | On Loan: No      |
| 5840100.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18538 | PA      | $15889.00     | 0.01%             | 2024-02-23      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5909266.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17861 | PA      | $16581.44     | 0.01%             | 2024-03-15      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| Carvana Auto Receivables Trust                         | Carvana Auto Receivables Trust 2021-P2                              | CUSIP: 14687TAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5000 | PA      | $1943752.39   | 0.83%             | 2028-05-10      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| 5756811.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6335 | PA      | $5750.20      | 0.00%             | 2024-01-30      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| Hunt Cos Acquisition Corp I                            | Hunt Cos. Acquisition Corp. I                                       | CUSIP: G46482124<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      9177 | NC      | $367.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Worldwide Webb Acquisition Corp                        | Worldwide Webb Acquisition Corp.                                    | CUSIP: G97775111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     30880 | NC      | $2779.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sportsmap Tech Acquisition Corp                        | SportsMap Tech Acquisition Corp.                                    | CUSIP: 84921J116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     13554 | NC      | $1394.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5934137.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       879 | PA      | $825.96       | 0.00%             | 2024-03-24      | Fixed         | 3.69%                 | No            |                  3 | On Loan: No      |
| 5855763.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       941 | PA      | $880.12       | 0.00%             | 2024-02-27      | Fixed         | 3.70%                 | No            |                  3 | On Loan: No      |
| 5853098.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5338 | PA      | $4996.16      | 0.00%             | 2024-02-26      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5832181.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4259 | PA      | $3495.10      | 0.00%             | 2024-02-19      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                  | Wells Fargo Commercial Mortgage Trust                               | CUSIP: 95000LAJ2<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |    332000 | PA      | $266786.27    | 0.11%             | 2059-03-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| 5883588.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2010 | PA      | $1887.82      | 0.00%             | 2024-03-07      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5780813.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15293 | PA      | $14017.82     | 0.01%             | 2024-02-07      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5934294.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1556 | PA      | $1450.61      | 0.00%             | 2024-03-24      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 5827803.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1797 | PA      | $1691.21      | 0.00%             | 2024-02-18      | Fixed         | 3.61%                 | No            |                  3 | On Loan: No      |
| 5878275.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10149 | PA      | $9768.68      | 0.00%             | 2024-03-04      | Fixed         | 4.11%                 | No            |                  3 | On Loan: No      |
| 5856211.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1028 | PA      | $963.42       | 0.00%             | 2024-02-28      | Fixed         | 3.63%                 | No            |                  3 | On Loan: No      |
| 5844362.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1099 | PA      | $992.97       | 0.00%             | 2024-02-24      | Fixed         | 4.35%                 | No            |                  3 | On Loan: No      |
| 5832444.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3640 | PA      | $3545.79      | 0.00%             | 2024-02-19      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                            | CUSIP: 38382JPV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3840119 | PA      | $473559.26    | 0.20%             | 2050-09-20      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| 5913240.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1646 | PA      | $1528.35      | 0.00%             | 2024-03-16      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 5841241.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3171 | PA      | $3088.70      | 0.00%             | 2024-02-23      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| 5757278.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1882 | PA      | $1768.12      | 0.00%             | 2024-01-30      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| Residential Funding Mtg Sec I                          | RFMSI Trust                                                         | CUSIP: 76111XVM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    660343 | PA      | $464177.55    | 0.20%             | 2035-06-25      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| 5857452.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6042 | PA      | $5576.35      | 0.00%             | 2024-02-29      | Fixed         | 4.43%                 | No            |                  3 | On Loan: No      |
| 5764092.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4079 | PA      | $3631.10      | 0.00%             | 2024-02-02      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5749005.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     82168 | PA      | $78125.63     | 0.03%             | 2024-01-28      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5849828.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1970 | PA      | $1840.17      | 0.00%             | 2024-02-25      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 5769568.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1616 | PA      | $1512.87      | 0.00%             | 2024-02-03      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 5896915.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       895 | PA      | $832.94       | 0.00%             | 2024-03-12      | Fixed         | 5.04%                 | No            |                  3 | On Loan: No      |
| 5939010.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15039 | PA      | $13897.21     | 0.01%             | 2024-03-26      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 5848919.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32333 | PA      | $30582.32     | 0.01%             | 2024-02-25      | Fixed         | 4.32%                 | No            |                  3 | On Loan: No      |
| 5753074.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7633 | PA      | $7326.99      | 0.00%             | 2024-01-29      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 5917485.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15836 | PA      | $14971.97     | 0.01%             | 2024-03-19      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5841186.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12420 | PA      | $11868.79     | 0.01%             | 2024-02-23      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 5854157.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4378 | PA      | $4171.13      | 0.00%             | 2024-02-26      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5910145.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3700 | PA      | $3452.36      | 0.00%             | 2024-03-16      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| Nuveen Credit Strategies Income Fund                   | Nuveen Credit Strategies Income Fund                                | CUSIP: 67073D102<br>LEI: W4CSTD4RDGQSJ4FOVO30 | Long             | EC               | RF                | US        |    304091 | NS      | $1553905.01   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| 5907388.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6667 | PA      | $6337.00      | 0.00%             | 2024-03-15      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| Gajah Tunggal Tb                                       | Gajah Tunggal Tbk PT                                                | CUSIP: BQ1013425<br>LEI: 254900M8F4RQGA263684 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $157800.00    | 0.07%             | 2026-06-23      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| 5930818.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7518 | PA      | $7048.46      | 0.00%             | 2024-03-23      | Fixed         | 4.59%                 | No            |                  3 | On Loan: No      |
| 5919538.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57756 | PA      | $54092.87     | 0.02%             | 2024-03-20      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5791331.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9373 | PA      | $8903.61      | 0.00%             | 2024-02-10      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5854171.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2786 | PA      | $2577.87      | 0.00%             | 2024-02-26      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5931649.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4340 | PA      | $4074.31      | 0.00%             | 2024-03-23      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5772025.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9241 | PA      | $8972.81      | 0.00%             | 2024-02-04      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 5888250.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4526 | PA      | $4328.73      | 0.00%             | 2024-03-08      | Fixed         | 4.21%                 | No            |                  3 | On Loan: No      |
| 5913762.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5161 | PA      | $4998.44      | 0.00%             | 2024-03-17      | Fixed         | 3.60%                 | No            |                  3 | On Loan: No      |
| Wamu Mortgage Pass-through Certificates                | WaMu Mortgage Pass-Through Certificates Trust                       | CUSIP: 93363BAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    816347 | PA      | $706936.39    | 0.30%             | 2036-08-25      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                            | CUSIP: 38380QNT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5735259 | PA      | $344742.42    | 0.15%             | 2070-11-20      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| 5854174.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5008 | PA      | $4818.39      | 0.00%             | 2024-02-26      | Fixed         | 3.43%                 | No            |                  3 | On Loan: No      |
| 5783430.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11791 | PA      | $8768.90      | 0.00%             | 2024-02-08      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5910880.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13169 | PA      | $12597.73     | 0.01%             | 2024-03-16      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5822609.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5197 | PA      | $5063.10      | 0.00%             | 2024-02-17      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 5914594.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5258 | PA      | $5094.38      | 0.00%             | 2024-03-18      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| Blockchain Coinvestors Acquisition Corp I              | Blockchain Coinvestors Acquisition Corp. I                          | CUSIP: G11765115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      7421 | NC      | $521.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5824009.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1603 | PA      | $1561.58      | 0.00%             | 2024-02-17      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| 5842170.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7010 | PA      | $6568.04      | 0.00%             | 2024-02-23      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| Carlyle Global Market Strategies                       | Carlyle US CLO 2020-2, Ltd.                                         | CUSIP: 14315HAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $855132.90    | 0.37%             | 2035-01-25      | Floating      | 9.48%                 | Yes           |                  2 | On Loan: No      |
| 5777217.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6726 | PA      | $6270.38      | 0.00%             | 2024-02-05      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 5879759.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15308 | PA      | $14493.49     | 0.01%             | 2024-03-06      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5900713.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16443 | PA      | $15564.34     | 0.01%             | 2024-03-13      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5763588.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3865 | PA      | $3514.54      | 0.00%             | 2024-02-02      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5909075.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3085 | PA      | $2930.82      | 0.00%             | 2024-03-15      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| Voya Clo Ltd                                           | Voya CLO, Ltd.                                                      | CUSIP: 92914VAG8<br>LEI: 549300JHU3YI1LLL3V27 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $401651.20    | 0.17%             | 2031-07-14      | Floating      | 8.43%                 | Yes           |                  2 | On Loan: No      |
| 5894883.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3242 | PA      | $3089.64      | 0.00%             | 2024-03-10      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5788357.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2304 | PA      | $2149.53      | 0.00%             | 2024-02-09      | Fixed         | 4.35%                 | No            |                  3 | On Loan: No      |
| 5933194.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13339 | PA      | $12851.30     | 0.01%             | 2024-03-23      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5751206.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5587 | PA      | $5476.77      | 0.00%             | 2024-01-28      | Fixed         | 2.49%                 | No            |                  3 | On Loan: No      |
| 5802811.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20908 | PA      | $20294.53     | 0.01%             | 2024-02-11      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| Jpmbb Commercial Mortgage Securities Trust             | JP Morgan BB Commercial Mortgage Securities Trust                   | CUSIP: 46643AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1062000 | PA      | $870873.88    | 0.37%             | 2048-11-18      | Variable      | 3.36%                 | Yes           |                  2 | On Loan: No      |
| 5850139.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     60036 | PA      | $56979.92     | 0.02%             | 2024-02-25      | Fixed         | 3.43%                 | No            |                  3 | On Loan: No      |
| 5780760.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3918 | PA      | $3766.35      | 0.00%             | 2024-02-07      | Fixed         | 4.09%                 | No            |                  3 | On Loan: No      |
| 5887950.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14928 | PA      | $13960.46     | 0.01%             | 2024-03-08      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| 5891832.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17056 | PA      | $15849.31     | 0.01%             | 2024-03-09      | Fixed         | 5.26%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Emerging Markets Domestic Debt Fund Inc | Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.            | CUSIP: 617477104<br>LEI: 541YGIXZ6JJP4EZDJI96 | Long             | EC               | RF                | US        |    378236 | NS      | $1520508.72   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| 5889463.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30533 | PA      | $28374.34     | 0.01%             | 2024-03-08      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 5934884.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5876 | PA      | $5660.73      | 0.00%             | 2024-03-25      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5863529.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7292 | PA      | $6787.30      | 0.00%             | 2024-02-29      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| Rkp Overseas Fi 2016 A                                 | RKP Overseas Finance, Ltd.                                          | CUSIP: N/A<br>LEI: 254900ARRYL5Z9TLGP06       | Long             | DBT              | CORP              | VG        |    200000 | PA      | $61550.00     | 0.03%             | 9999-12-31      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| 5751669.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5966 | PA      | $5625.82      | 0.00%             | 2024-01-28      | Fixed         | 3.06%                 | No            |                  3 | On Loan: No      |
| 5833770.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2837 | PA      | $2656.29      | 0.00%             | 2024-02-19      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5819542.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1327 | PA      | $1205.86      | 0.00%             | 2024-02-16      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 5896016.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9643 | PA      | $9304.76      | 0.00%             | 2024-03-12      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 5912829.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     63750 | PA      | $61759.07     | 0.03%             | 2024-03-16      | Fixed         | 3.60%                 | No            |                  3 | On Loan: No      |
| 5940241.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     67596 | PA      | $64476.15     | 0.03%             | 2024-03-27      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5774571.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1142 | PA      | $1033.49      | 0.00%             | 2024-02-04      | Fixed         | 4.58%                 | No            |                  3 | On Loan: No      |
| 5889565.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15195 | PA      | $14528.33     | 0.01%             | 2024-03-08      | Fixed         | 4.21%                 | No            |                  3 | On Loan: No      |
| 5857029.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2370 | PA      | $2160.14      | 0.00%             | 2024-02-29      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 5850843.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6905 | PA      | $6399.28      | 0.00%             | 2024-02-25      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5797071.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4172 | PA      | $3907.08      | 0.00%             | 2024-02-10      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5915296.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7445 | PA      | $6988.63      | 0.00%             | 2024-03-19      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 5855774.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1103 | PA      | $1022.49      | 0.00%             | 2024-02-27      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 5904235.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7188 | PA      | $6764.15      | 0.00%             | 2024-03-14      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5875586.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2792 | PA      | $2580.66      | 0.00%             | 2024-03-02      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 5819613.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11615 | PA      | $9819.28      | 0.00%             | 2024-02-16      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5841651.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6346 | PA      | $5911.54      | 0.00%             | 2024-02-23      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 5909234.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5498 | PA      | $5282.76      | 0.00%             | 2024-03-15      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| 5939499.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9565 | PA      | $9147.31      | 0.00%             | 2024-03-27      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5860514.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9878 | PA      | $9490.43      | 0.00%             | 2024-02-29      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5934940.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10185 | PA      | $9633.66      | 0.00%             | 2024-03-25      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 5853619.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29910 | PA      | $27353.84     | 0.01%             | 2024-02-26      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5836651.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4285 | PA      | $4062.61      | 0.00%             | 2024-02-22      | Fixed         | 4.15%                 | No            |                  3 | On Loan: No      |
| 5835813.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4038 | PA      | $3805.40      | 0.00%             | 2024-02-21      | Fixed         | 4.04%                 | No            |                  3 | On Loan: No      |
| N/A                                                    | Sweetwater Borrower, LLC, First Lien - Initial Term Loan            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    112141 | PA      | $102609.38    | 0.04%             | 2028-08-03      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| 5877673.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2246 | PA      | $2125.27      | 0.00%             | 2024-03-03      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 5849176.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20539 | PA      | $19249.83     | 0.01%             | 2024-02-25      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5750692.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2769 | PA      | $2640.63      | 0.00%             | 2024-01-28      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 5756663.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15725 | PA      | $15052.61     | 0.01%             | 2024-01-30      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 5765262.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1925 | PA      | $1859.65      | 0.00%             | 2024-02-02      | Fixed         | 3.74%                 | No            |                  3 | On Loan: No      |
| 5790195.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6360 | PA      | $6112.69      | 0.00%             | 2024-02-10      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5887948.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1083 | PA      | $996.65       | 0.00%             | 2024-03-08      | Fixed         | 5.51%                 | No            |                  3 | On Loan: No      |
| 5879252.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4220 | PA      | $4073.39      | 0.00%             | 2024-03-05      | Fixed         | 3.92%                 | No            |                  3 | On Loan: No      |
| 5902480.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2061 | PA      | $1988.76      | 0.00%             | 2024-03-14      | Fixed         | 3.92%                 | No            |                  3 | On Loan: No      |
| 5760654.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3390 | PA      | $3017.39      | 0.00%             | 2024-02-01      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5895735.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2092 | PA      | $1923.29      | 0.00%             | 2024-03-11      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 5867281.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18844 | PA      | $17849.10     | 0.01%             | 2024-02-29      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 5837237.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2943 | PA      | $2866.21      | 0.00%             | 2024-02-22      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 5841234.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1250 | PA      | $1162.35      | 0.00%             | 2024-02-23      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5805133.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14104 | PA      | $13017.60     | 0.01%             | 2024-02-11      | Fixed         | 4.10%                 | No            |                  3 | On Loan: No      |
| 5795533.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5702 | PA      | $5052.76      | 0.00%             | 2024-02-10      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5864643.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1462 | PA      | $1359.55      | 0.00%             | 2024-02-29      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 5823243.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4546 | PA      | $4291.59      | 0.00%             | 2024-02-17      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5890891.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2893 | PA      | $2682.44      | 0.00%             | 2024-03-08      | Fixed         | 5.41%                 | No            |                  3 | On Loan: No      |
| 5898157.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19188 | PA      | $18080.42     | 0.01%             | 2024-03-12      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5901427.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1114 | PA      | $1012.86      | 0.00%             | 2024-03-13      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 5915462.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3337 | PA      | $3168.81      | 0.00%             | 2024-03-19      | Fixed         | 4.24%                 | No            |                  3 | On Loan: No      |
| 5819530.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1072 | PA      | $957.52       | 0.00%             | 2024-02-16      | Fixed         | 4.47%                 | No            |                  3 | On Loan: No      |
| 5813790.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       757 | PA      | $722.46       | 0.00%             | 2024-02-13      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 5837660.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3852 | PA      | $3551.48      | 0.00%             | 2024-02-22      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 5822166.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16159 | PA      | $15173.61     | 0.01%             | 2024-02-17      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 5851667.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1999 | PA      | $1946.12      | 0.00%             | 2024-02-25      | Fixed         | 2.97%                 | No            |                  3 | On Loan: No      |
| N/A                                                    | Astra Acquisition Corp.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    188028 | PA      | $160764.00    | 0.07%             | 2028-10-22      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| 5814810.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1228 | PA      | $1105.52      | 0.00%             | 2024-02-14      | Fixed         | 4.64%                 | No            |                  3 | On Loan: No      |
| 5892723.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10085 | PA      | $9734.85      | 0.00%             | 2024-03-09      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| 5900601.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5863 | PA      | $5500.53      | 0.00%             | 2024-03-13      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5762684.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3989 | PA      | $3755.12      | 0.00%             | 2024-02-02      | Fixed         | 3.92%                 | No            |                  3 | On Loan: No      |
| 5933774.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2288 | PA      | $2138.01      | 0.00%             | 2024-03-23      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| 5937358.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36324 | PA      | $34650.92     | 0.01%             | 2024-03-26      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5822490.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13405 | PA      | $12834.14     | 0.01%             | 2024-02-17      | Fixed         | 4.43%                 | No            |                  3 | On Loan: No      |
| Carlyle Global Market Strategies                       | Carlyle US CLO 2021-1, Ltd.                                         | CUSIP: 14317LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $412750.90    | 0.18%             | 2034-04-15      | Floating      | 8.51%                 | Yes           |                  2 | On Loan: No      |
| 5853225.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4659 | PA      | $4537.06      | 0.00%             | 2024-02-26      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| Areit Cre Trust                                        | AREIT Trust                                                         | CUSIP: 00217LAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    538000 | PA      | $510811.63    | 0.22%             | 2036-09-16      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| 5914255.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6642 | PA      | $6435.28      | 0.00%             | 2024-03-18      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 5937613.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22334 | PA      | $20814.26     | 0.01%             | 2024-03-26      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5901470.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2571 | PA      | $2379.40      | 0.00%             | 2024-03-13      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 5866458.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1684 | PA      | $1543.94      | 0.00%             | 2024-02-29      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| Mclaren Technology Acquisition Corp                    | McLaren Technology Acquisition Corp.                                | CUSIP: 58176U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16082 | NS      | $161141.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| 5767857.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18676 | PA      | $17740.33     | 0.01%             | 2024-02-03      | Fixed         | 4.64%                 | No            |                  3 | On Loan: No      |
| Extended Stay America Trust                            | Extended Stay America Trust 2021-ESH                                | CUSIP: 30227FAN0<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-MBS          | CORP              | US        |    496942 | PA      | $471420.10    | 0.20%             | 2026-07-15      | Floating      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| 5900636.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1286 | PA      | $1191.42      | 0.00%             | 2024-03-13      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5911330.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15779 | PA      | $14867.03     | 0.01%             | 2024-03-16      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 5769650.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     58397 | PA      | $55858.53     | 0.02%             | 2024-02-03      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5875901.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1791 | PA      | $1659.55      | 0.00%             | 2024-03-02      | Fixed         | 4.62%                 | No            |                  3 | On Loan: No      |
| 5901676.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     58203 | PA      | $54432.26     | 0.02%             | 2024-03-13      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 5843612.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17351 | PA      | $16625.43     | 0.01%             | 2024-02-24      | Fixed         | 3.57%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                            | Federal Home Loan Mortgage Corp. REMICS                             | CUSIP: 3137AYZ61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    660734 | PA      | $564557.46    | 0.24%             | 2033-01-15      | Floating      | 1.23%                 | No            |                  2 | On Loan: No      |
| 5878020.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4890 | PA      | $4603.45      | 0.00%             | 2024-03-04      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 5856451.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14203 | PA      | $13646.65     | 0.01%             | 2024-02-28      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5923093.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14320 | PA      | $13799.44     | 0.01%             | 2024-03-21      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5760451.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1379 | PA      | $1293.07      | 0.00%             | 2024-02-01      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 5823083.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2318 | PA      | $2234.34      | 0.00%             | 2024-02-17      | Fixed         | 3.57%                 | No            |                  3 | On Loan: No      |
| 5877586.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1519 | PA      | $1409.56      | 0.00%             | 2024-03-03      | Fixed         | 4.76%                 | No            |                  3 | On Loan: No      |
| 5851998.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8031 | PA      | $7596.43      | 0.00%             | 2024-02-26      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 5883017.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9217 | PA      | $8659.16      | 0.00%             | 2024-03-07      | Fixed         | 4.01%                 | No            |                  3 | On Loan: No      |
| 5765824.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2887 | PA      | $2462.00      | 0.00%             | 2024-02-02      | Fixed         | 3.90%                 | No            |                  3 | On Loan: No      |
| 5829843.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8056 | PA      | $7464.61      | 0.00%             | 2024-02-18      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 5784103.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33879 | PA      | $31673.92     | 0.01%             | 2024-02-08      | Fixed         | 4.64%                 | No            |                  3 | On Loan: No      |
| Us Treasury N/b                                        | U.S. Treasury Bond                                                  | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23150000 | PA      | $14383745.98  | 6.17%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortgage Trust                | DBJPM 16-C1 Mortgage Trust                                          | CUSIP: 23312LAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    416000 | PA      | $353518.38    | 0.15%             | 2049-05-12      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| 5775604.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1231 | PA      | $978.11       | 0.00%             | 2024-02-05      | Fixed         | 5.13%                 | No            |                  3 | On Loan: No      |
| 5939989.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12848 | PA      | $12058.41     | 0.01%             | 2024-03-27      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 5917076.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3624 | PA      | $3361.16      | 0.00%             | 2024-03-19      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| 5807080.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1277 | PA      | $1221.08      | 0.00%             | 2024-02-12      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5769097.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5517 | PA      | $5190.32      | 0.00%             | 2024-02-03      | Fixed         | 4.76%                 | No            |                  3 | On Loan: No      |
| 5915202.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2098 | PA      | $1985.05      | 0.00%             | 2024-03-19      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5856831.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3157 | PA      | $2434.01      | 0.00%             | 2024-02-29      | Fixed         | 3.67%                 | No            |                  3 | On Loan: No      |
| 5904364.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2966 | PA      | $2807.61      | 0.00%             | 2024-03-14      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5833670.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3497 | PA      | $3262.18      | 0.00%             | 2024-02-19      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 5877927.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1649 | PA      | $1475.64      | 0.00%             | 2024-03-04      | Fixed         | 5.26%                 | No            |                  3 | On Loan: No      |
| 5848238.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5851 | PA      | $5623.73      | 0.00%             | 2024-02-25      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5750623.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2859 | PA      | $2781.88      | 0.00%             | 2024-01-28      | Fixed         | 2.89%                 | No            |                  3 | On Loan: No      |
| 5893221.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4281 | PA      | $4019.55      | 0.00%             | 2024-03-09      | Fixed         | 4.01%                 | No            |                  3 | On Loan: No      |
| 5902887.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15859 | PA      | $15074.00     | 0.01%             | 2024-03-14      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5895605.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8493 | PA      | $7820.22      | 0.00%             | 2024-03-11      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| 5818075.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1886 | PA      | $1827.21      | 0.00%             | 2024-02-15      | Fixed         | 3.42%                 | No            |                  3 | On Loan: No      |
| 5910502.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25602 | PA      | $24428.31     | 0.01%             | 2024-03-16      | Fixed         | 4.09%                 | No            |                  3 | On Loan: No      |
| 5931442.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6688 | PA      | $6350.73      | 0.00%             | 2024-03-23      | Fixed         | 4.25%                 | No            |                  3 | On Loan: No      |
| 5823024.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7390 | PA      | $7184.83      | 0.00%             | 2024-02-17      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 5852808.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5460 | PA      | $5094.88      | 0.00%             | 2024-02-26      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5899502.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12069 | PA      | $11585.50     | 0.00%             | 2024-03-13      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5765443.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     93043 | PA      | $88313.49     | 0.04%             | 2024-02-02      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| Tristar Acquisition I Corp                             | Tristar Acquisition I Corp.                                         | CUSIP: G9074V114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     24725 | NC      | $1236.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5888884.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3076 | PA      | $2881.66      | 0.00%             | 2024-03-08      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| Pimco Access Income Fund                               | PIMCO Access Income Fund                                            | CUSIP: 72203T100<br>LEI: 549300Q20CGGOWTPP823 | Long             | EC               | RF                | US        |     27190 | NS      | $430961.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| 5853579.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3333 | PA      | $3156.06      | 0.00%             | 2024-02-26      | Fixed         | 4.23%                 | No            |                  3 | On Loan: No      |
| 5764114.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47844 | PA      | $45584.67     | 0.02%             | 2024-02-02      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| Mft Trust                                              | MFT Trust 2020-ABC                                                  | CUSIP: 55317BAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    365000 | PA      | $246047.78    | 0.11%             | 2030-02-10      | Variable      | 3.59%                 | Yes           |                  2 | On Loan: No      |
| 5829940.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5905 | PA      | $5624.00      | 0.00%             | 2024-02-18      | Fixed         | 4.26%                 | No            |                  3 | On Loan: No      |
| 5882839.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3006 | PA      | $2818.63      | 0.00%             | 2024-03-06      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5923900.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46964 | PA      | $44429.77     | 0.02%             | 2024-03-21      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 5862904.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1054 | PA      | $986.98       | 0.00%             | 2024-02-29      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| 5815397.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2221 | PA      | $2086.77      | 0.00%             | 2024-02-15      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 5764033.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       923 | PA      | $693.93       | 0.00%             | 2024-02-02      | Fixed         | 4.95%                 | No            |                  3 | On Loan: No      |
| 5875253.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       998 | PA      | $943.69       | 0.00%             | 2024-03-02      | Fixed         | 4.77%                 | No            |                  3 | On Loan: No      |
| 5827548.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6187 | PA      | $5873.45      | 0.00%             | 2024-02-18      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5820795.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6212 | PA      | $5976.21      | 0.00%             | 2024-02-16      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| Goldentree Loan Management Us Clo1, Ltd                | Goldentree Loan Management US CLO 3, Ltd.                           | CUSIP: 38138BAN0<br>LEI: 549300TB55YBQBSW5Z77 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $448025.20    | 0.19%             | 2030-04-20      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| 5855227.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1403 | PA      | $1105.66      | 0.00%             | 2024-02-27      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 5933921.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5085 | PA      | $4737.46      | 0.00%             | 2024-03-24      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5831280.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15166 | PA      | $14613.92     | 0.01%             | 2024-02-19      | Fixed         | 3.77%                 | No            |                  3 | On Loan: No      |
| 5775111.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6239 | PA      | $5856.29      | 0.00%             | 2024-02-04      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5767780.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8366 | PA      | $8125.93      | 0.00%             | 2024-02-03      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 5762953.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7384 | PA      | $7171.93      | 0.00%             | 2024-02-02      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 5921494.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       880 | PA      | $827.38       | 0.00%             | 2024-03-20      | Fixed         | 3.64%                 | No            |                  3 | On Loan: No      |
| 5900590.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3299 | PA      | $3064.02      | 0.00%             | 2024-03-13      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5813697.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2484 | PA      | $2298.55      | 0.00%             | 2024-02-13      | Fixed         | 5.03%                 | No            |                  3 | On Loan: No      |
| 5841126.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12589 | PA      | $12105.24     | 0.01%             | 2024-02-23      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 5784051.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2381 | PA      | $2219.12      | 0.00%             | 2024-02-08      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5896006.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2694 | PA      | $2599.70      | 0.00%             | 2024-03-12      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 5885726.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4383 | PA      | $4232.70      | 0.00%             | 2024-03-07      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 5913887.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35488 | PA      | $34093.29     | 0.01%             | 2024-03-17      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| 5895807.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3583 | PA      | $3329.35      | 0.00%             | 2024-03-11      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5884595.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6692 | PA      | $6405.03      | 0.00%             | 2024-03-07      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5883390.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       808 | PA      | $752.76       | 0.00%             | 2024-03-07      | Fixed         | 4.03%                 | No            |                  3 | On Loan: No      |
| 5931886.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1137 | PA      | $1071.89      | 0.00%             | 2024-03-23      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5856532.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37332 | PA      | $34785.65     | 0.01%             | 2024-02-28      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 5795066.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6269 | PA      | $5810.66      | 0.00%             | 2024-02-10      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5901921.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5927 | PA      | $5524.80      | 0.00%             | 2024-03-13      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| 5899050.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     52779 | PA      | $50505.79     | 0.02%             | 2024-03-12      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5905101.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1040 | PA      | $967.65       | 0.00%             | 2024-03-14      | Fixed         | 5.03%                 | No            |                  3 | On Loan: No      |
| 5760535.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6775 | PA      | $6420.00      | 0.00%             | 2024-02-01      | Fixed         | 3.74%                 | No            |                  3 | On Loan: No      |
| 5893343.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3408 | PA      | $3176.73      | 0.00%             | 2024-03-09      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 5840146.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5747 | PA      | $5378.79      | 0.00%             | 2024-02-23      | Fixed         | 4.03%                 | No            |                  3 | On Loan: No      |
| 5817478.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5050 | PA      | $4721.22      | 0.00%             | 2024-02-15      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 5829747.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4512 | PA      | $4332.04      | 0.00%             | 2024-02-18      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5824963.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18477 | PA      | $17482.44     | 0.01%             | 2024-02-17      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5924048.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1116 | PA      | $1031.23      | 0.00%             | 2024-03-21      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| Alpha Holding Sa                                       | Alpha Holding SA de CV                                              | CUSIP: 02074AAB0<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |    285470 | PA      | $0.03         | 0.00%             | 2025-02-10      | Fixed         | 9.00%                 | Yes           |                  3 | On Loan: No      |
| 5834579.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5396 | PA      | $5175.38      | 0.00%             | 2024-02-20      | Fixed         | 3.77%                 | No            |                  3 | On Loan: No      |
| Banc Of America Merrill Lynch Large Loan Inc           | BAMLL Commercial Mortgage Securities Trust                          | CUSIP: 05525DAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    730000 | PA      | $702265.33    | 0.30%             | 2034-03-15      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| 5790099.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1587 | PA      | $1518.40      | 0.00%             | 2024-02-09      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5852737.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2499 | PA      | $2282.18      | 0.00%             | 2024-02-26      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5765265.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       994 | PA      | $933.39       | 0.00%             | 2024-02-02      | Fixed         | 3.86%                 | No            |                  3 | On Loan: No      |
| Jpmbb Commercial Mortgage Securities Trust             | JPMBB Commercial Mortgage Securities Trust 2014-C26                 | CUSIP: 46643TAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    372000 | PA      | $325675.84    | 0.14%             | 2024-12-15      | Variable      | 4.02%                 | Yes           |                  2 | On Loan: No      |
| 5793913.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2036 | PA      | $1896.41      | 0.00%             | 2024-02-10      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 5902995.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5486 | PA      | $5266.71      | 0.00%             | 2024-03-14      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| Upl Corp Ltd                                           | UPL Corp., Ltd.                                                     | CUSIP: V96177AC0<br>LEI: 213800AQLATW4WEEH674 | Long             | DBT              | CORP              | MU        |    400000 | PA      | $293100.00    | 0.13%             | 2049-12-31      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| 5844416.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5127 | PA      | $4851.73      | 0.00%             | 2024-02-24      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5843414.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37076 | PA      | $35054.79     | 0.02%             | 2024-02-24      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5839860.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3778 | PA      | $3587.29      | 0.00%             | 2024-02-23      | Fixed         | 3.41%                 | No            |                  3 | On Loan: No      |
| Ecopetrol Sa                                           | Ecopetrol SA                                                        | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    350000 | PA      | $212478.00    | 0.09%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| 5877299.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1348 | PA      | $1265.34      | 0.00%             | 2024-03-03      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5801876.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     98019 | PA      | $90581.49     | 0.04%             | 2024-02-11      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| Lealand Finance Company B.V.                           | Lealand Finance Company B.V.                                        | CUSIP: N5200EAC5<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |      2433 | PA      | $1551.35      | 0.00%             | 2024-06-28      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| 5813948.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5802 | PA      | $5364.30      | 0.00%             | 2024-02-13      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 5898953.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5115 | PA      | $4910.54      | 0.00%             | 2024-03-12      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5806734.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2371 | PA      | $2270.83      | 0.00%             | 2024-02-11      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 5934449.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2918 | PA      | $2772.38      | 0.00%             | 2024-03-24      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| Everest Consolidator Acquisition Corp                  | Everest Consolidator Acquisition Corp.                              | CUSIP: 29978K110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     16078 | NC      | $964.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5910189.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6394 | PA      | $6193.88      | 0.00%             | 2024-03-16      | Fixed         | 3.60%                 | No            |                  3 | On Loan: No      |
| 5775376.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3048 | PA      | $2702.38      | 0.00%             | 2024-02-04      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 5931042.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10333 | PA      | $9726.10      | 0.00%             | 2024-03-23      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5756407.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22075 | PA      | $21232.85     | 0.01%             | 2024-01-29      | Fixed         | 4.10%                 | No            |                  3 | On Loan: No      |
| 5889079.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4119 | PA      | $3800.30      | 0.00%             | 2024-03-08      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 5885080.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6922 | PA      | $6555.03      | 0.00%             | 2024-03-07      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5827846.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24767 | PA      | $23562.88     | 0.01%             | 2024-02-18      | Fixed         | 4.05%                 | No            |                  3 | On Loan: No      |
| 5764467.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5552 | PA      | $5339.22      | 0.00%             | 2024-02-02      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5881149.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1418 | PA      | $1304.66      | 0.00%             | 2024-03-06      | Fixed         | 5.48%                 | No            |                  3 | On Loan: No      |
| 5855878.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       637 | PA      | $586.11       | 0.00%             | 2024-02-28      | Fixed         | 4.33%                 | No            |                  3 | On Loan: No      |
| 5934305.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       843 | PA      | $784.71       | 0.00%             | 2024-03-24      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5754526.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11593 | PA      | $11227.94     | 0.00%             | 2024-01-29      | Fixed         | 3.09%                 | No            |                  3 | On Loan: No      |
| 5772571.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4612 | PA      | $4425.39      | 0.00%             | 2024-02-04      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5918955.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6774 | PA      | $6350.85      | 0.00%             | 2024-03-20      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 5822794.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11173 | PA      | $10746.38     | 0.00%             | 2024-02-17      | Fixed         | 4.03%                 | No            |                  3 | On Loan: No      |
| 5849884.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27754 | PA      | $25463.22     | 0.01%             | 2024-02-25      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5907922.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1479 | PA      | $1390.40      | 0.00%             | 2024-03-15      | Fixed         | 3.70%                 | No            |                  3 | On Loan: No      |
| 5899315.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38502 | PA      | $36585.80     | 0.02%             | 2024-03-13      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5841699.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13000 | PA      | $12147.08     | 0.01%             | 2024-02-23      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| 5790018.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1045 | PA      | $993.31       | 0.00%             | 2024-02-09      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 5839887.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3981 | PA      | $3702.57      | 0.00%             | 2024-02-23      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 5885101.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4034 | PA      | $3784.40      | 0.00%             | 2024-03-07      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 5862937.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3012 | PA      | $2785.31      | 0.00%             | 2024-02-29      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5755529.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4666 | PA      | $4532.75      | 0.00%             | 2024-01-29      | Fixed         | 3.30%                 | No            |                  3 | On Loan: No      |
| 5903581.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18867 | PA      | $18056.63     | 0.01%             | 2024-03-14      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5885866.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     64044 | PA      | $60640.97     | 0.03%             | 2024-03-07      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| Social Professional Loan Program Llc                   | SoFi Professional Loan Program Trust                                | CUSIP: 83406T102<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20000 | PA      | $641560.44    | 0.28%             | 2046-05-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| 5755286.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1267 | PA      | $1175.35      | 0.00%             | 2024-01-29      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 5768544.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4883 | PA      | $4473.49      | 0.00%             | 2024-02-03      | Fixed         | 3.55%                 | No            |                  3 | On Loan: No      |
| 5894693.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3202 | PA      | $3063.13      | 0.00%             | 2024-03-10      | Fixed         | 4.21%                 | No            |                  3 | On Loan: No      |
| 5918140.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6398 | PA      | $6197.84      | 0.00%             | 2024-03-19      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| Pimco Dynamic Income Opportunities Fund                | PIMCO Dynamic Income Opportunities Fund                             | CUSIP: 69355M107<br>LEI: 549300MWJBXCL907ZB49 | Long             | EC               | RF                | US        |    152496 | NS      | $2011422.24   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| 5933046.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5172 | PA      | $4891.06      | 0.00%             | 2024-03-23      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| Ubs-barclays Commercial Mortgage Trust                 | UBS-Barclays Commercial Mortgage Trust                              | CUSIP: 90270YAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    333000 | PA      | $222977.20    | 0.10%             | 2046-03-12      | Variable      | 4.20%                 | Yes           |                  2 | On Loan: No      |
| 5788399.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1804 | PA      | $1710.01      | 0.00%             | 2024-02-09      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5812365.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5589 | PA      | $4331.73      | 0.00%             | 2024-02-12      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5863232.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7724 | PA      | $7437.43      | 0.00%             | 2024-02-29      | Fixed         | 4.09%                 | No            |                  3 | On Loan: No      |
| 5865748.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12593 | PA      | $11736.58     | 0.01%             | 2024-02-29      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| Fmc Gmsr Issuer Trust                                  | FMC GMSR Issuer Trust                                               | CUSIP: 30259RAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1316271.92   | 0.56%             | 2026-07-25      | Variable      | 4.36%                 | Yes           |                  2 | On Loan: No      |
| 5940064.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2797 | PA      | $2598.74      | 0.00%             | 2024-03-27      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 5890209.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23078 | PA      | $21663.65     | 0.01%             | 2024-03-08      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| Wheel Pros Inc                                         | Wheel Pros, Inc.                                                    | CUSIP: 96289WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $186073.20    | 0.08%             | 2029-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| 5895475.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1466 | PA      | $1361.30      | 0.00%             | 2024-03-11      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5822273.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13342 | PA      | $12740.08     | 0.01%             | 2024-02-17      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5827608.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4089 | PA      | $3927.32      | 0.00%             | 2024-02-18      | Fixed         | 2.97%                 | No            |                  3 | On Loan: No      |
| 5931608.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6654 | PA      | $6411.44      | 0.00%             | 2024-03-23      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| Octagon Investment Partners Xvi Ltd                    | Octagon Investment Partners XVI, Ltd.                               | CUSIP: 67590DAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $406303.45    | 0.17%             | 2030-07-17      | Floating      | 8.49%                 | Yes           |                  2 | On Loan: No      |
| 5904290.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1062 | PA      | $984.07       | 0.00%             | 2024-03-14      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 5765079.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17891 | PA      | $17378.70     | 0.01%             | 2024-02-02      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 5919434.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1842 | PA      | $1736.19      | 0.00%             | 2024-03-20      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 5934330.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2454 | PA      | $2318.90      | 0.00%             | 2024-03-24      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 5808128.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6966 | PA      | $6624.78      | 0.00%             | 2024-02-12      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5764680.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2451 | PA      | $2235.85      | 0.00%             | 2024-02-02      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5811967.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15074 | PA      | $14395.37     | 0.01%             | 2024-02-12      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5927581.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6936 | PA      | $6526.69      | 0.00%             | 2024-03-22      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5874065.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19170 | PA      | $18012.58     | 0.01%             | 2024-03-02      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| Mana Capital Acquisition Corp                          | Mana Capital Acquisition Corp.                                      | CUSIP: 56168P120<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     14614 | NC      | $1943.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5884870.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32788 | PA      | $30176.88     | 0.01%             | 2024-03-07      | Fixed         | 5.49%                 | No            |                  3 | On Loan: No      |
| 5894764.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3850 | PA      | $3669.52      | 0.00%             | 2024-03-10      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5864661.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1257 | PA      | $1162.20      | 0.00%             | 2024-02-29      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 5857356.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13043 | PA      | $11780.29     | 0.01%             | 2024-02-29      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 5881221.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8263 | PA      | $7878.03      | 0.00%             | 2024-03-06      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| Sreit Trust                                            | SREIT Trust 2021-MFP2                                               | CUSIP: 85236WCU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $462936.60    | 0.20%             | 2023-11-15      | Floating      | 6.73%                 | Yes           |                  2 | On Loan: No      |
| 5758215.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1190 | PA      | $1087.34      | 0.00%             | 2024-01-31      | Fixed         | 3.90%                 | No            |                  3 | On Loan: No      |
| 5822706.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1141 | PA      | $873.56       | 0.00%             | 2024-02-17      | Fixed         | 3.57%                 | No            |                  3 | On Loan: No      |
| 5815568.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11208 | PA      | $10744.46     | 0.00%             | 2024-02-15      | Fixed         | 4.03%                 | No            |                  3 | On Loan: No      |
| 5814215.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35771 | PA      | $34263.97     | 0.01%             | 2024-02-14      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5824055.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9957 | PA      | $9066.02      | 0.00%             | 2024-02-17      | Fixed         | 4.77%                 | No            |                  3 | On Loan: No      |
| 5781759.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5830 | PA      | $5311.05      | 0.00%             | 2024-02-08      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5861395.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4471 | PA      | $4169.92      | 0.00%             | 2024-02-29      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5912385.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16233 | PA      | $15533.74     | 0.01%             | 2024-03-16      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5871514.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2667 | PA      | $2457.19      | 0.00%             | 2024-03-01      | Fixed         | 5.43%                 | No            |                  3 | On Loan: No      |
| 5878676.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       924 | PA      | $856.45       | 0.00%             | 2024-03-05      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| Reese Park Clo, Ltd.                                   | REESE PARK CLO, Ltd.                                                | CUSIP: 758464AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $424407.75    | 0.18%             | 2034-10-15      | Floating      | 9.01%                 | Yes           |                  2 | On Loan: No      |
| 5840650.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2445 | PA      | $2354.34      | 0.00%             | 2024-02-23      | Fixed         | 3.41%                 | No            |                  3 | On Loan: No      |
| 5912278.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20284 | PA      | $19551.93     | 0.01%             | 2024-03-16      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5924204.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12662 | PA      | $12110.32     | 0.01%             | 2024-03-21      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| Chenango Park Clo, Ltd.                                | Chenango Park CLO, Ltd.                                             | CUSIP: 16410LAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $412964.85    | 0.18%             | 2030-04-15      | Floating      | 8.31%                 | Yes           |                  2 | On Loan: No      |
| 5848324.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37097 | PA      | $35488.73     | 0.02%             | 2024-02-25      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5812252.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8355 | PA      | $7923.92      | 0.00%             | 2024-02-12      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| Vahanna Tech Edge Acquisition I Corp                   | Vahanna Tech Edge Acquisition I Corp.                               | CUSIP: G9320Z109<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |     29228 | NS      | $293156.84    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| 5753837.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1609 | PA      | $1473.70      | 0.00%             | 2024-01-29      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| Neuberger Berman Clo Ltd                               | Neuberger Berman Loan Advisers CLO 42, Ltd.                         | CUSIP: 64133XAA1<br>LEI: 549300LGCRX4YI1JNS93 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $416057.65    | 0.18%             | 2035-07-16      | Floating      | 8.69%                 | Yes           |                  2 | On Loan: No      |
| Owl Rock Capital Corp                                  | Owl Rock Capital Corp.                                              | CUSIP: 69121K104<br>LEI: 2549000BD79OOCPF2L94 | Long             | EC               | RF                | US        |    112381 | NS      | $1165390.97   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| 5835549.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5037 | PA      | $4906.24      | 0.00%             | 2024-02-21      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 5894494.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3340 | PA      | $3085.67      | 0.00%             | 2024-03-10      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 5934818.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3338 | PA      | $3171.52      | 0.00%             | 2024-03-25      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5824197.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28448 | PA      | $27368.54     | 0.01%             | 2024-02-17      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 5840793.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2248 | PA      | $1713.44      | 0.00%             | 2024-02-23      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| Constant Contact, Inc.                                 | Constant Contact, Inc.                                              | CUSIP: 21031HAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    530000 | PA      | $418700.00    | 0.18%             | 2029-02-12      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| 5852260.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3281 | PA      | $3154.49      | 0.00%             | 2024-02-26      | Fixed         | 3.43%                 | No            |                  3 | On Loan: No      |
| Blockchain Moon Acquisition Corp                       | Blockchain Moon Acquisition Corp.                                   | CUSIP: 09370F117<br>LEI: 549300W5G04TQZZCFC27 | N/A              | DE               | CORP              | US        |     36149 | NC      | $2147.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5910338.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3410 | PA      | $3274.98      | 0.00%             | 2024-03-16      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| 5934982.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12969 | PA      | $11981.60     | 0.01%             | 2024-03-25      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 5878195.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       928 | PA      | $874.69       | 0.00%             | 2024-03-04      | Fixed         | 3.33%                 | No            |                  3 | On Loan: No      |
| 5893368.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6944 | PA      | $6701.85      | 0.00%             | 2024-03-09      | Fixed         | 3.92%                 | No            |                  3 | On Loan: No      |
| 5879031.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4509 | PA      | $4250.34      | 0.00%             | 2024-03-05      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| Chase Mortgage Finance Corporation                     | Chase Mortgage Finance Trust Series                                 | CUSIP: 161629AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2519747 | PA      | $832921.41    | 0.36%             | 2037-06-25      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit Clo Limited                        | Bain Capital Credit Clo 2019-3, Ltd.                                | CUSIP: 05683UAE6<br>LEI: 549300434Q955VK1W392 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $429478.75    | 0.18%             | 2034-10-21      | Floating      | 9.83%                 | Yes           |                  2 | On Loan: No      |
| 5830917.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2306 | PA      | $2213.35      | 0.00%             | 2024-02-18      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5836044.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1122 | PA      | $1037.85      | 0.00%             | 2024-02-22      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5934691.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10717 | PA      | $10222.68     | 0.00%             | 2024-03-25      | Fixed         | 4.09%                 | No            |                  3 | On Loan: No      |
| 5861107.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10473 | PA      | $10027.11     | 0.00%             | 2024-02-29      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 5875718.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3771 | PA      | $3546.05      | 0.00%             | 2024-03-02      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| 5872251.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15830 | PA      | $15289.67     | 0.01%             | 2024-03-01      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| 5900262.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2460 | PA      | $2287.67      | 0.00%             | 2024-03-13      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| 5782454.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23370 | PA      | $21967.18     | 0.01%             | 2024-02-08      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| Credit Suisse Mortgage Trust                           | CSMC Mortgage-Backed Trust                                          | CUSIP: 22942KCC2<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Long             | ABS-MBS          | CORP              | US        |   1620008 | PA      | $977431.71    | 0.42%             | 2036-08-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| 5811344.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4911 | PA      | $4661.69      | 0.00%             | 2024-02-12      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5910137.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11693 | PA      | $10767.96     | 0.00%             | 2024-03-16      | Fixed         | 5.51%                 | No            |                  3 | On Loan: No      |
| 5827273.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2209 | PA      | $2129.11      | 0.00%             | 2024-02-18      | Fixed         | 3.77%                 | No            |                  3 | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust                                              | CUSIP: 02147WAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1053284 | PA      | $610609.89    | 0.26%             | 2036-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| 5896303.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18257 | PA      | $17132.28     | 0.01%             | 2024-03-12      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5775384.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5304 | PA      | $5056.44      | 0.00%             | 2024-02-04      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5881637.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       735 | PA      | $682.10       | 0.00%             | 2024-03-06      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 5878344.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30618 | PA      | $28578.53     | 0.01%             | 2024-03-04      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5879017.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1048 | PA      | $970.87       | 0.00%             | 2024-03-05      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5780179.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21753 | PA      | $20365.27     | 0.01%             | 2024-02-07      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| Castlelake Aircraft Securitization Trust               | Castlelake Aircraft Structured Trust                                | CUSIP: 12563CAA5<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $193750.00    | 0.08%             | 2039-04-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| 5841947.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20499 | PA      | $17570.43     | 0.01%             | 2024-02-23      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5855932.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       608 | PA      | $562.52       | 0.00%             | 2024-02-28      | Fixed         | 5.03%                 | No            |                  3 | On Loan: No      |
| 5907647.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15843 | PA      | $14794.06     | 0.01%             | 2024-03-15      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5934642.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12046 | PA      | $11296.65     | 0.00%             | 2024-03-25      | Fixed         | 4.58%                 | No            |                  3 | On Loan: No      |
| 5842892.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       531 | PA      | $479.13       | 0.00%             | 2024-02-23      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| 5896130.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4508 | PA      | $4196.91      | 0.00%             | 2024-03-12      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 5853725.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8283 | PA      | $6503.28      | 0.00%             | 2024-02-26      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 5885327.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2689 | PA      | $2507.88      | 0.00%             | 2024-03-07      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| Republic Of Colombia                                   | Colombia Government International Bond                              | CUSIP: 195325EA9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $114212.48    | 0.05%             | 2042-02-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| 5855773.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1208 | PA      | $1121.59      | 0.00%             | 2024-02-27      | Fixed         | 4.64%                 | No            |                  3 | On Loan: No      |
| 5877689.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14821 | PA      | $14235.26     | 0.01%             | 2024-03-03      | Fixed         | 4.31%                 | No            |                  3 | On Loan: No      |
| Wamu Mortgage Pass-through Certificates                | WaMu Mortgage Pass-Through Certificates Trust                       | CUSIP: 933634AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1002884 | PA      | $938949.56    | 0.40%             | 2037-03-25      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| 5802725.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2859 | PA      | $2775.21      | 0.00%             | 2024-02-11      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 5923373.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3843 | PA      | $3722.00      | 0.00%             | 2024-03-21      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 5765293.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3959 | PA      | $3723.79      | 0.00%             | 2024-02-02      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 5787965.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2198 | PA      | $2067.93      | 0.00%             | 2024-02-09      | Fixed         | 5.19%                 | No            |                  3 | On Loan: No      |
| First Horizon Alternative Mortgage Securities          | First Horizon Alternative Mortgage Securities Trust                 | CUSIP: 32051GWG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    295452 | PA      | $254102.81    | 0.11%             | 2035-10-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| 5818893.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7496 | PA      | $7303.14      | 0.00%             | 2024-02-16      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| 5779108.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1167 | PA      | $1119.23      | 0.00%             | 2024-02-05      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5820959.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3517 | PA      | $3308.94      | 0.00%             | 2024-02-16      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 5765251.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1589 | PA      | $1534.00      | 0.00%             | 2024-02-02      | Fixed         | 3.27%                 | No            |                  3 | On Loan: No      |
| Freddie Mac - Stacr                                    | Freddie Mac STACR REMIC Trust 2022-DNA1                             | CUSIP: 35564KQZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1250000 | PA      | $1046011.75   | 0.45%             | 2042-01-25      | Floating      | 9.38%                 | Yes           |                  2 | On Loan: No      |
| 5891414.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3660 | PA      | $3467.14      | 0.00%             | 2024-03-09      | Fixed         | 4.59%                 | No            |                  3 | On Loan: No      |
| 5939475.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5184 | PA      | $4923.12      | 0.00%             | 2024-03-27      | Fixed         | 4.23%                 | No            |                  3 | On Loan: No      |
| 5922837.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1954 | PA      | $1822.64      | 0.00%             | 2024-03-21      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| Black Mountain Acquisition Corp                        | Black Mountain Acquisition Corp.                                    | CUSIP: 09216A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49448 | NS      | $495963.44    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| 5751325.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1274 | PA      | $1223.39      | 0.00%             | 2024-01-28      | Fixed         | 3.86%                 | No            |                  3 | On Loan: No      |
| 5775383.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       860 | PA      | $806.72       | 0.00%             | 2024-02-04      | Fixed         | 4.97%                 | No            |                  3 | On Loan: No      |
| 5866712.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14007 | PA      | $12954.80     | 0.01%             | 2024-02-29      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5832784.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     66014 | PA      | $62470.80     | 0.03%             | 2024-02-19      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5848648.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12738 | PA      | $11870.80     | 0.01%             | 2024-02-25      | Fixed         | 3.77%                 | No            |                  3 | On Loan: No      |
| Crescera Capital Acquisition Corp                      | Crescera Capital Acquisition Corp.                                  | CUSIP: G26507114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     11006 | NC      | $660.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5900566.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2729 | PA      | $2594.45      | 0.00%             | 2024-03-13      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5809129.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7142 | PA      | $6861.85      | 0.00%             | 2024-02-12      | Fixed         | 4.10%                 | No            |                  3 | On Loan: No      |
| Residential Asset Securitization Trust                 | Residential Asset Securitization Trust                              | CUSIP: 45660L4H9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1994334 | PA      | $860011.66    | 0.37%             | 2036-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| 5867100.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6107 | PA      | $5879.08      | 0.00%             | 2024-02-29      | Fixed         | 4.10%                 | No            |                  3 | On Loan: No      |
| 5851869.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19937 | PA      | $18651.43     | 0.01%             | 2024-02-26      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5918510.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17489 | PA      | $16155.79     | 0.01%             | 2024-03-19      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5889295.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4411 | PA      | $4141.49      | 0.00%             | 2024-03-08      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| 5832729.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6765 | PA      | $6117.32      | 0.00%             | 2024-02-19      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 5838027.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1288 | PA      | $1210.74      | 0.00%             | 2024-02-22      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5870723.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2569 | PA      | $2456.58      | 0.00%             | 2024-03-01      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 5755498.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1498 | PA      | $1426.64      | 0.00%             | 2024-01-29      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Western Asset Diversified Income Fund                  | Western Asset Diversified Income Fund                               | CUSIP: 95790K109<br>LEI: 549300M67UHXW4GHZ644 | Long             | EC               | RF                | US        |     76610 | NS      | $963753.80    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| 5818462.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19314 | PA      | $18817.84     | 0.01%             | 2024-02-15      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| 5821820.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12695 | PA      | $12208.82     | 0.01%             | 2024-02-16      | Fixed         | 3.42%                 | No            |                  3 | On Loan: No      |
| 5918450.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11003 | PA      | $10660.19     | 0.00%             | 2024-03-19      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| 5870378.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10387 | PA      | $10019.45     | 0.00%             | 2024-03-01      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 5935583.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4474 | PA      | $4297.13      | 0.00%             | 2024-03-26      | Fixed         | 3.86%                 | No            |                  3 | On Loan: No      |
| 5898537.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3799 | PA      | $3490.73      | 0.00%             | 2024-03-12      | Fixed         | 5.22%                 | No            |                  3 | On Loan: No      |
| 5828496.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11230 | PA      | $10534.26     | 0.00%             | 2024-02-18      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| Docuformas Sa                                          | Mexarrend SAPI de CV                                                | CUSIP: 25615WAB9<br>LEI: 549300HM88E943FM9K17 | Long             | DBT              | CORP              | MX        |    250000 | PA      | $73971.37     | 0.03%             | 2024-07-24      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| 5828812.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8996 | PA      | $8630.41      | 0.00%             | 2024-02-18      | Fixed         | 4.05%                 | No            |                  3 | On Loan: No      |
| 5925229.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28663 | PA      | $27417.12     | 0.01%             | 2024-03-21      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| Transdigm Inc                                          | TransDigm, Inc.                                                     | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     90000 | PA      | $78476.85     | 0.03%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 5918809.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2319 | PA      | $2174.92      | 0.00%             | 2024-03-20      | Fixed         | 3.68%                 | No            |                  3 | On Loan: No      |
| 5785168.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11057 | PA      | $10374.34     | 0.00%             | 2024-02-09      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5938371.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35419 | PA      | $33334.87     | 0.01%             | 2024-03-26      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5762415.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3164 | PA      | $3018.53      | 0.00%             | 2024-02-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5922391.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15578 | PA      | $14589.64     | 0.01%             | 2024-03-20      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5929085.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12321 | PA      | $11873.42     | 0.01%             | 2024-03-22      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5899977.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4747 | PA      | $4468.89      | 0.00%             | 2024-03-13      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 5789339.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13967 | PA      | $13269.69     | 0.01%             | 2024-02-09      | Fixed         | 5.19%                 | No            |                  3 | On Loan: No      |
| 5819368.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9795 | PA      | $9353.48      | 0.00%             | 2024-02-16      | Fixed         | 4.43%                 | No            |                  3 | On Loan: No      |
| 5856485.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2119 | PA      | $2022.15      | 0.00%             | 2024-02-28      | Fixed         | 4.47%                 | No            |                  3 | On Loan: No      |
| Sixth Street Specialty Lending Inc                     | Sixth Street Specialty Lending, Inc.                                | CUSIP: 83012A109<br>LEI: 549300TX61566GJWCN05 | Long             | EC               | RF                | US        |     58597 | NS      | $957474.98    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| 5841838.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3735 | PA      | $3557.85      | 0.00%             | 2024-02-23      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 5935053.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3414 | PA      | $3256.94      | 0.00%             | 2024-03-25      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5769500.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1197 | PA      | $1140.44      | 0.00%             | 2024-02-03      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 5754039.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2140 | PA      | $1988.97      | 0.00%             | 2024-01-29      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 5805405.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10192 | PA      | $9613.55      | 0.00%             | 2024-02-11      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 5856375.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15450 | PA      | $14813.76     | 0.01%             | 2024-02-28      | Fixed         | 3.42%                 | No            |                  3 | On Loan: No      |
| 5940577.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9667 | PA      | $9030.17      | 0.00%             | 2024-03-27      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| 5844883.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1446 | PA      | $1367.77      | 0.00%             | 2024-02-24      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5778310.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44486 | PA      | $43154.48     | 0.02%             | 2024-02-05      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 5907829.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10085 | PA      | $9447.32      | 0.00%             | 2024-03-15      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5835460.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2027 | PA      | $1907.47      | 0.00%             | 2024-02-21      | Fixed         | 4.26%                 | No            |                  3 | On Loan: No      |
| 5862386.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30400 | PA      | $28856.99     | 0.01%             | 2024-02-29      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 5837253.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1099 | PA      | $1028.96      | 0.00%             | 2024-02-22      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5795291.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9631 | PA      | $9083.43      | 0.00%             | 2024-02-10      | Fixed         | 5.19%                 | No            |                  3 | On Loan: No      |
| 5822652.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       990 | PA      | $891.18       | 0.00%             | 2024-02-17      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 5755842.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17911 | PA      | $17160.24     | 0.01%             | 2024-01-29      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 5862991.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2101 | PA      | $1946.98      | 0.00%             | 2024-02-29      | Fixed         | 5.19%                 | No            |                  3 | On Loan: No      |
| 5844687.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5345 | PA      | $4693.26      | 0.00%             | 2024-02-24      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 5780044.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1229 | PA      | $1115.55      | 0.00%             | 2024-02-07      | Fixed         | 4.60%                 | No            |                  3 | On Loan: No      |
| 5928354.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2884 | PA      | $2659.57      | 0.00%             | 2024-03-22      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 5912437.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1306 | PA      | $1212.57      | 0.00%             | 2024-03-16      | Fixed         | 4.76%                 | No            |                  3 | On Loan: No      |
| 5840080.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7907 | PA      | $7622.72      | 0.00%             | 2024-02-23      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 5837406.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9999 | PA      | $9434.46      | 0.00%             | 2024-02-22      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 5941285.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7889 | PA      | $7576.55      | 0.00%             | 2024-03-27      | Fixed         | 3.86%                 | No            |                  3 | On Loan: No      |
| 5894846.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6466 | PA      | $6145.38      | 0.00%             | 2024-03-10      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 5843606.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       743 | PA      | $688.92       | 0.00%             | 2024-02-24      | Fixed         | 3.57%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                   | CUSIP: 3136AR5G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    497268 | PA      | $307349.42    | 0.13%             | 2042-11-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| 5839908.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9922 | PA      | $9661.28      | 0.00%             | 2024-02-23      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| 5830341.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7045 | PA      | $6629.14      | 0.00%             | 2024-02-18      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| Fillmore Park Clo, Ltd.                                | Fillmore Park CLO, Ltd.                                             | CUSIP: 31722QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $418229.15    | 0.18%             | 2030-07-15      | Floating      | 7.91%                 | Yes           |                  2 | On Loan: No      |
| 5891735.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1317 | PA      | $1218.51      | 0.00%             | 2024-03-09      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| 5840640.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1753 | PA      | $1590.94      | 0.00%             | 2024-02-23      | Fixed         | 3.57%                 | No            |                  3 | On Loan: No      |
| 5845013.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5864 | PA      | $5592.29      | 0.00%             | 2024-02-24      | Fixed         | 4.31%                 | No            |                  3 | On Loan: No      |
| 5864593.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4667 | PA      | $4348.20      | 0.00%             | 2024-02-29      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| 5765882.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3686 | PA      | $3437.41      | 0.00%             | 2024-02-02      | Fixed         | 2.54%                 | No            |                  3 | On Loan: No      |
| 5772156.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2315 | PA      | $2222.70      | 0.00%             | 2024-02-04      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 5896466.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4378 | PA      | $4143.71      | 0.00%             | 2024-03-12      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5776150.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       970 | PA      | $874.18       | 0.00%             | 2024-02-05      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| Fanniemae-aces                                         | Fannie Mae-Aces                                                     | CUSIP: 3136BKBW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16597491 | PA      | $379586.28    | 0.16%             | 2031-11-01      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| 5832196.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4023 | PA      | $3743.04      | 0.00%             | 2024-02-19      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5835024.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43677 | PA      | $41328.03     | 0.02%             | 2024-02-20      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5776781.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6638 | PA      | $6445.39      | 0.00%             | 2024-02-05      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 5840260.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1958 | PA      | $1856.10      | 0.00%             | 2024-02-23      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5745361.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4244 | PA      | $4075.77      | 0.00%             | 2024-01-27      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5767998.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29067 | PA      | $27529.81     | 0.01%             | 2024-02-03      | Fixed         | 4.27%                 | No            |                  3 | On Loan: No      |
| 5900990.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17050 | PA      | $15942.87     | 0.01%             | 2024-03-13      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| Braskem Idesa Sapi                                     | Braskem Idesa SAPI                                                  | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $201000.00    | 0.09%             | 2032-02-20      | Fixed         | 6.99%                 | Yes           |                  2 | On Loan: No      |
| 5841318.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24809 | PA      | $23025.68     | 0.01%             | 2024-02-23      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5861474.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37654 | PA      | $35275.15     | 0.02%             | 2024-02-29      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5907849.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4808 | PA      | $4636.98      | 0.00%             | 2024-03-15      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| 5907467.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1321 | PA      | $1220.01      | 0.00%             | 2024-03-15      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 5865296.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24105 | PA      | $22518.60     | 0.01%             | 2024-02-29      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5874864.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12492 | PA      | $11857.93     | 0.01%             | 2024-03-02      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| Milos Clo, Ltd                                         | Milos CLO, Ltd.                                                     | CUSIP: 60162QAC4<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $431376.50    | 0.19%             | 2030-10-20      | Floating      | 8.86%                 | Yes           |                  2 | On Loan: No      |
| 5862823.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2706 | PA      | $2565.90      | 0.00%             | 2024-02-29      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 5768321.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38779 | PA      | $36971.76     | 0.02%             | 2024-02-03      | Fixed         | 3.74%                 | No            |                  3 | On Loan: No      |
| 5904156.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2781 | PA      | $2643.07      | 0.00%             | 2024-03-14      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5783985.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3771 | PA      | $3556.20      | 0.00%             | 2024-02-08      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| Green Visor Financial Technology Acquisition Corp I    | Green Visor Financial Technology Acquisition Corp. I                | CUSIP: G4166K100<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     29652 | NS      | $300374.76    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| 5929137.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       660 | PA      | $614.08       | 0.00%             | 2024-03-22      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 5931687.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7574 | PA      | $7298.33      | 0.00%             | 2024-03-23      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| Misys, Ltd.                                            | Misys, Ltd.                                                         | CUSIP: 02034DAC1<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |    203950 | PA      | $178048.15    | 0.08%             | 2024-06-13      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| 5853944.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30700 | PA      | $29514.04     | 0.01%             | 2024-02-26      | Fixed         | 3.43%                 | No            |                  3 | On Loan: No      |
| 5908781.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1624 | PA      | $1535.67      | 0.00%             | 2024-03-15      | Fixed         | 4.23%                 | No            |                  3 | On Loan: No      |
| 5818085.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3260 | PA      | $3113.05      | 0.00%             | 2024-02-15      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5936244.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5769 | PA      | $5415.11      | 0.00%             | 2024-03-26      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 5899713.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1149 | PA      | $1059.15      | 0.00%             | 2024-03-13      | Fixed         | 5.49%                 | No            |                  3 | On Loan: No      |
| 5919658.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21804 | PA      | $20632.12     | 0.01%             | 2024-03-20      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 5775499.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4393 | PA      | $4079.74      | 0.00%             | 2024-02-05      | Fixed         | 4.77%                 | No            |                  3 | On Loan: No      |
| Lcm Ltd Partnership                                    | LCM Loan Income Fund I Income Note Issuer, Ltd.                     | CUSIP: 50200LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $389850.05    | 0.17%             | 2031-07-16      | Floating      | 8.34%                 | Yes           |                  2 | On Loan: No      |
| 5903555.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5119 | PA      | $4799.54      | 0.00%             | 2024-03-14      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| Phoenix Biotech Acquisition Corp                       | Phoenix Biotech Acquisition Corp.                                   | CUSIP: 71902K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13488 | NS      | $136093.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| 5814010.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36819 | PA      | $35422.30     | 0.02%             | 2024-02-13      | Fixed         | 3.43%                 | No            |                  3 | On Loan: No      |
| 5864789.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2812 | PA      | $2620.38      | 0.00%             | 2024-02-29      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 5788026.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1339 | PA      | $954.52       | 0.00%             | 2024-02-09      | Fixed         | 3.30%                 | No            |                  3 | On Loan: No      |
| 5856172.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4173 | PA      | $3895.09      | 0.00%             | 2024-02-28      | Fixed         | 4.44%                 | No            |                  3 | On Loan: No      |
| 5856488.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1056 | PA      | $965.15       | 0.00%             | 2024-02-28      | Fixed         | 4.59%                 | No            |                  3 | On Loan: No      |
| 5832310.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1938 | PA      | $1733.60      | 0.00%             | 2024-02-19      | Fixed         | 3.61%                 | No            |                  3 | On Loan: No      |
| 5751933.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4252 | PA      | $4065.89      | 0.00%             | 2024-01-28      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| Vedanta Resources                                      | Vedanta Resources Finance II PLC                                    | CUSIP: 92243XAA9<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $141007.01    | 0.06%             | 2026-04-23      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| 5939625.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19342 | PA      | $18151.90     | 0.01%             | 2024-03-27      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 5833686.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29852 | PA      | $28426.00     | 0.01%             | 2024-02-19      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5831960.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33199 | PA      | $31134.98     | 0.01%             | 2024-02-19      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5857086.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4359 | PA      | $4106.71      | 0.00%             | 2024-02-29      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 5751804.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1727 | PA      | $1633.13      | 0.00%             | 2024-01-28      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5863680.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3916 | PA      | $3610.49      | 0.00%             | 2024-02-29      | Fixed         | 5.20%                 | No            |                  3 | On Loan: No      |
| 5813610.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       838 | PA      | $804.05       | 0.00%             | 2024-02-13      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5878678.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20677 | PA      | $19297.60     | 0.01%             | 2024-03-05      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5813594.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4603 | PA      | $3874.43      | 0.00%             | 2024-02-13      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5779908.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3408 | PA      | $3140.65      | 0.00%             | 2024-02-06      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 5862940.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5527 | PA      | $5200.70      | 0.00%             | 2024-02-29      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 5840933.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2878 | PA      | $2767.02      | 0.00%             | 2024-02-23      | Fixed         | 4.03%                 | No            |                  3 | On Loan: No      |
| 5848293.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2913 | PA      | $2731.49      | 0.00%             | 2024-02-25      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5757193.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2118 | PA      | $1970.87      | 0.00%             | 2024-01-30      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 5813618.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3461 | PA      | $3136.53      | 0.00%             | 2024-02-13      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 5760802.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3529 | PA      | $3292.86      | 0.00%             | 2024-02-01      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5912239.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2739 | PA      | $2628.71      | 0.00%             | 2024-03-16      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5877490.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3857 | PA      | $3649.36      | 0.00%             | 2024-03-03      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| 5787383.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31008 | PA      | $29182.85     | 0.01%             | 2024-02-09      | Fixed         | 4.27%                 | No            |                  3 | On Loan: No      |
| 5769546.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5621 | PA      | $5347.12      | 0.00%             | 2024-02-03      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5923550.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13329 | PA      | $12717.14     | 0.01%             | 2024-03-21      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5779136.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3698 | PA      | $3590.74      | 0.00%             | 2024-02-05      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 5915791.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21852 | PA      | $21168.94     | 0.01%             | 2024-03-19      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| Black Mountain Acquisition Corp                        | Black Mountain Acquisition Corp.                                    | CUSIP: 09216A116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     37086 | NC      | $3630.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5857327.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2490 | PA      | $2382.21      | 0.00%             | 2024-02-29      | Fixed         | 4.34%                 | No            |                  3 | On Loan: No      |
| First Trust High Yield Opportunities 2027 Term Fund    | First Trust High Yield Opportunities 2027 Term Fund                 | CUSIP: 33741Q107<br>LEI: 549300VWTG40J7RZE994 | Long             | EC               | RF                | US        |    142624 | NS      | $1921145.28   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| 5939519.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4553 | PA      | $4325.33      | 0.00%             | 2024-03-27      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5894273.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16157 | PA      | $14860.29     | 0.01%             | 2024-03-09      | Fixed         | 5.51%                 | No            |                  3 | On Loan: No      |
| 5863958.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11573 | PA      | $10862.80     | 0.00%             | 2024-02-29      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| Roc Energy Acquisition Corp                            | ROC Energy Acquisition Corp.                                        | CUSIP: 77118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87648 | NS      | $881738.88    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| 5749613.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1706 | PA      | $1328.04      | 0.00%             | 2024-01-28      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| Spindletop Health Acquisition Corp                     | Spindletop Health Acquisition Corp.                                 | CUSIP: 84854Q111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      8017 | NC      | $320.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                            | CUSIP: 38380QDC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7022318 | PA      | $317500.08    | 0.14%             | 2070-06-20      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| 5910350.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7171 | PA      | $6945.99      | 0.00%             | 2024-03-16      | Fixed         | 3.60%                 | No            |                  3 | On Loan: No      |
| Pr Mortgage Loan Trust                                 | PR Mortgage Loan Trust                                              | CUSIP: 69358KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1603948 | PA      | $1454502.02   | 0.62%             | 2049-10-25      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Cyxtera DC Holdings, Inc.                              | Cyxtera DC Holdings, Inc.                                           | CUSIP: 19633FAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    207999 | PA      | $190430.04    | 0.08%             | 2024-05-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| 5840067.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8710 | PA      | $8110.68      | 0.00%             | 2024-02-23      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| Sizzle Acquisition Corp                                | Sizzle Acquisition Corp.                                            | CUSIP: 83014E208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    104224 | NS      | $1047451.20   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| 5899292.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2884 | PA      | $2683.98      | 0.00%             | 2024-03-13      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5905098.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       713 | PA      | $660.31       | 0.00%             | 2024-03-14      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| Gs Mortgage Securities Trust                           | GS Mortgage Securities Trust 2015-GC28                              | CUSIP: 36251FAG1<br>LEI: 5493002EPQ51IPGGFX73 | Long             | ABS-MBS          | CORP              | US        |    373000 | PA      | $332564.41    | 0.14%             | 2048-02-10      | Variable      | 4.45%                 | Yes           |                  2 | On Loan: No      |
| 5897465.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18067 | PA      | $17158.76     | 0.01%             | 2024-03-12      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5932076.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2825 | PA      | $2635.56      | 0.00%             | 2024-03-23      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| 5788428.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6380 | PA      | $5844.79      | 0.00%             | 2024-02-09      | Fixed         | 4.97%                 | No            |                  3 | On Loan: No      |
| 5845570.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3203 | PA      | $2886.19      | 0.00%             | 2024-02-24      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5790527.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37945 | PA      | $36391.63     | 0.02%             | 2024-02-10      | Fixed         | 3.74%                 | No            |                  3 | On Loan: No      |
| 5923409.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39257 | PA      | $37011.74     | 0.02%             | 2024-03-21      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 5760782.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1676 | PA      | $1574.67      | 0.00%             | 2024-02-01      | Fixed         | 4.97%                 | No            |                  3 | On Loan: No      |
| 5938640.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6879 | PA      | $6469.84      | 0.00%             | 2024-03-26      | Fixed         | 3.68%                 | No            |                  3 | On Loan: No      |
| 5923760.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     60752 | PA      | $56454.50     | 0.02%             | 2024-03-21      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 5915710.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1766 | PA      | $1642.67      | 0.00%             | 2024-03-19      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 5828599.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2640 | PA      | $2526.49      | 0.00%             | 2024-02-18      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| Vibrantz Tech Inc                                      | Vibrantz Technologies, Inc.                                         | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |    195000 | PA      | $127311.02    | 0.05%             | 2030-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| 5935062.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1245 | PA      | $1190.93      | 0.00%             | 2024-03-25      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| Aris Mining Corp                                       | Aris Mining Corp.                                                   | CUSIP: C41069AA0<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $145587.00    | 0.06%             | 2026-08-09      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| 5864817.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       956 | PA      | $897.23       | 0.00%             | 2024-02-29      | Fixed         | 4.03%                 | No            |                  3 | On Loan: No      |
| Integrated Rail And Resources Acquisition Corp         | Integrated Rail and Resources Acquisition Corp.                     | CUSIP: 45827R114<br>LEI: 549300G3080C4RIDLA64 | N/A              | DE               | CORP              | US        |     36627 | NC      | $3175.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5901520.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4771 | PA      | $4534.31      | 0.00%             | 2024-03-13      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5876784.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1033 | PA      | $960.00       | 0.00%             | 2024-03-02      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 5922457.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41458 | PA      | $38820.18     | 0.02%             | 2024-03-20      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5756557.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46525 | PA      | $44728.77     | 0.02%             | 2024-01-29      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 5924052.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       848 | PA      | $789.39       | 0.00%             | 2024-03-21      | Fixed         | 4.64%                 | No            |                  3 | On Loan: No      |
| 5940376.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57392 | PA      | $54884.01     | 0.02%             | 2024-03-27      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5912505.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7038 | PA      | $6682.74      | 0.00%             | 2024-03-16      | Fixed         | 4.25%                 | No            |                  3 | On Loan: No      |
| 5815763.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1490 | PA      | $1388.46      | 0.00%             | 2024-02-15      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5854049.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25041 | PA      | $23316.12     | 0.01%             | 2024-02-26      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 5766214.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3238 | PA      | $3107.69      | 0.00%             | 2024-02-03      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| Enterprise 4.0 Technology Acquisition Corp             | Enterprise 4.0 Technology Acquisition Corp.                         | CUSIP: G3137C114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      6024 | NC      | $722.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5762894.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6301 | PA      | $5978.23      | 0.00%             | 2024-02-02      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| Fanniemae-aces                                         | Fannie Mae-Aces                                                     | CUSIP: 3136BDHX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5867646 | PA      | $123977.49    | 0.05%             | 2030-12-25      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| 5923891.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3430 | PA      | $3306.04      | 0.00%             | 2024-03-21      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5855996.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6650 | PA      | $6425.23      | 0.00%             | 2024-02-28      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| 5909108.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11229 | PA      | $10826.60     | 0.00%             | 2024-03-15      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| Nabors Energy Transition Corp                          | Nabors Energy Transition Corp.                                      | CUSIP: 629567116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     29378 | NC      | $4112.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5827577.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2122 | PA      | $2030.34      | 0.00%             | 2024-02-18      | Fixed         | 4.27%                 | No            |                  3 | On Loan: No      |
| 5840936.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7095 | PA      | $6869.04      | 0.00%             | 2024-02-23      | Fixed         | 3.42%                 | No            |                  3 | On Loan: No      |
| 5862587.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3648 | PA      | $3431.09      | 0.00%             | 2024-02-29      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5874181.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1853 | PA      | $1676.39      | 0.00%             | 2024-03-02      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 5909477.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3833 | PA      | $3562.34      | 0.00%             | 2024-03-15      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 5831522.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8553 | PA      | $7326.65      | 0.00%             | 2024-02-19      | Fixed         | 4.45%                 | No            |                  3 | On Loan: No      |
| 5917786.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3521 | PA      | $3268.84      | 0.00%             | 2024-03-19      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 5793773.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1894 | PA      | $1790.22      | 0.00%             | 2024-02-10      | Fixed         | 3.27%                 | No            |                  3 | On Loan: No      |
| N/A                                                    | Kenan Advantage Group, Inc, Second Lien - Initial Term Loan         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    135000 | PA      | $124875.00    | 0.05%             | 2027-08-18      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| 5927356.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7697 | PA      | $7416.15      | 0.00%             | 2024-03-22      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5901142.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29524 | PA      | $28055.76     | 0.01%             | 2024-03-13      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5923339.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3964 | PA      | $3726.01      | 0.00%             | 2024-03-21      | Fixed         | 3.67%                 | No            |                  3 | On Loan: No      |
| 5815219.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1503 | PA      | $1395.69      | 0.00%             | 2024-02-15      | Fixed         | 4.44%                 | No            |                  3 | On Loan: No      |
| 5773893.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2060 | PA      | $1963.03      | 0.00%             | 2024-02-04      | Fixed         | 4.85%                 | No            |                  3 | On Loan: No      |
| 5818924.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     87643 | PA      | $84006.67     | 0.04%             | 2024-02-16      | Fixed         | 4.03%                 | No            |                  3 | On Loan: No      |
| 5855284.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7057 | PA      | $6719.28      | 0.00%             | 2024-02-27      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5763208.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1269 | PA      | $1155.72      | 0.00%             | 2024-02-02      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 5813581.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2785 | PA      | $2598.14      | 0.00%             | 2024-02-13      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5788414.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       354 | PA      | $336.31       | 0.00%             | 2024-02-09      | Fixed         | 5.20%                 | No            |                  3 | On Loan: No      |
| 5913590.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34553 | PA      | $32820.65     | 0.01%             | 2024-03-17      | Fixed         | 4.25%                 | No            |                  3 | On Loan: No      |
| 5772771.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6451 | PA      | $5931.52      | 0.00%             | 2024-02-04      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| Office Cherifien Des Pho                               | OCP SA                                                              | CUSIP: BQ0169731<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    400000 | PA      | $256166.00    | 0.11%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| 5821214.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1823 | PA      | $1776.06      | 0.00%             | 2024-02-16      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| 5891583.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21983 | PA      | $20483.83     | 0.01%             | 2024-03-09      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| Lamf Global Ventures Corp I                            | LAMF Global Ventures Corp. I                                        | CUSIP: G5338L108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     51780 | NS      | $522460.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| 5785359.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2068 | PA      | $1980.50      | 0.00%             | 2024-02-09      | Fixed         | 3.89%                 | No            |                  3 | On Loan: No      |
| 5764588.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15691 | PA      | $14584.46     | 0.01%             | 2024-02-02      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5874403.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10713 | PA      | $10171.11     | 0.00%             | 2024-03-02      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| Residential Accredit Loans, Inc.                       | RALI Series Trust                                                   | CUSIP: 749236AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1394437 | PA      | $1177240.89   | 0.51%             | 2037-09-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| 5807310.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5639 | PA      | $5408.43      | 0.00%             | 2024-02-12      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5853163.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1532 | PA      | $1438.55      | 0.00%             | 2024-02-26      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 5819316.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7763 | PA      | $6623.05      | 0.00%             | 2024-02-16      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5911194.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3339 | PA      | $3089.52      | 0.00%             | 2024-03-16      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| 5874715.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15380 | PA      | $14619.14     | 0.01%             | 2024-03-02      | Fixed         | 4.43%                 | No            |                  3 | On Loan: No      |
| 5904994.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9554 | PA      | $9104.07      | 0.00%             | 2024-03-14      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5820034.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5614 | PA      | $5371.42      | 0.00%             | 2024-02-16      | Fixed         | 4.15%                 | No            |                  3 | On Loan: No      |
| Uta Acquisition Corp                                   | UTA Acquisition Corp.                                               | CUSIP: G9473A125<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     87648 | NS      | $886121.28    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust                                              | CUSIP: 12668AXL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165576 | PA      | $150216.41    | 0.06%             | 2035-12-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| 5812244.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3068 | PA      | $2805.46      | 0.00%             | 2024-02-12      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 5908758.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10105 | PA      | $9478.35      | 0.00%             | 2024-03-15      | Fixed         | 4.59%                 | No            |                  3 | On Loan: No      |
| 5831482.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1774 | PA      | $1702.16      | 0.00%             | 2024-02-19      | Fixed         | 4.21%                 | No            |                  3 | On Loan: No      |
| 5929744.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18004 | PA      | $17220.58     | 0.01%             | 2024-03-22      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5828838.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20582 | PA      | $19127.85     | 0.01%             | 2024-02-18      | Fixed         | 4.32%                 | No            |                  3 | On Loan: No      |
| 5829983.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12663 | PA      | $12208.91     | 0.01%             | 2024-02-18      | Fixed         | 3.77%                 | No            |                  3 | On Loan: No      |
| 5907807.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4370 | PA      | $4233.89      | 0.00%             | 2024-03-15      | Fixed         | 3.60%                 | No            |                  3 | On Loan: No      |
| 5934830.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1572 | PA      | $1460.48      | 0.00%             | 2024-03-25      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                            | CUSIP: 38380LM42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7748805 | PA      | $353752.30    | 0.15%             | 2069-11-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| 5901298.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2637 | PA      | $2420.96      | 0.00%             | 2024-03-13      | Fixed         | 5.49%                 | No            |                  3 | On Loan: No      |
| 5935537.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7614 | PA      | $7335.33      | 0.00%             | 2024-03-26      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5856161.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1319 | PA      | $1263.47      | 0.00%             | 2024-02-28      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5885649.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1817 | PA      | $1720.80      | 0.00%             | 2024-03-07      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 5904369.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7054 | PA      | $6458.98      | 0.00%             | 2024-03-14      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5907779.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2757 | PA      | $2597.87      | 0.00%             | 2024-03-15      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 5814606.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22755 | PA      | $21583.57     | 0.01%             | 2024-02-14      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5921492.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1626 | PA      | $1518.12      | 0.00%             | 2024-03-20      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5902087.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50519 | PA      | $47449.81     | 0.02%             | 2024-03-13      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5759860.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1214 | PA      | $1120.52      | 0.00%             | 2024-02-01      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 5856183.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2586 | PA      | $2395.70      | 0.00%             | 2024-02-28      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5855569.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12050 | PA      | $11643.53     | 0.00%             | 2024-02-27      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 5765869.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1801 | PA      | $1694.43      | 0.00%             | 2024-02-02      | Fixed         | 5.20%                 | No            |                  3 | On Loan: No      |
| Crescera Capital Acquisition Corp                      | Crescera Capital Acquisition Corp.                                  | CUSIP: G26507106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     22012 | NS      | $220780.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| 5933375.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1807 | PA      | $1683.41      | 0.00%             | 2024-03-23      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5809001.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       798 | PA      | $575.83       | 0.00%             | 2024-02-12      | Fixed         | 3.33%                 | No            |                  3 | On Loan: No      |
| 5883225.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4251 | PA      | $4082.06      | 0.00%             | 2024-03-07      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5852098.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21897 | PA      | $20910.07     | 0.01%             | 2024-02-26      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5904464.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4591 | PA      | $4261.88      | 0.00%             | 2024-03-14      | Fixed         | 5.33%                 | No            |                  3 | On Loan: No      |
| Canyon Capital Clo Ltd                                 | Canyon Capital CLO, Ltd.                                            | CUSIP: 13876EAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $408227.40    | 0.18%             | 2031-07-15      | Floating      | 8.26%                 | Yes           |                  2 | On Loan: No      |
| 5918711.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13217 | PA      | $12696.17     | 0.01%             | 2024-03-20      | Fixed         | 3.86%                 | No            |                  3 | On Loan: No      |
| 5854116.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5786 | PA      | $5298.04      | 0.00%             | 2024-02-26      | Fixed         | 3.62%                 | No            |                  3 | On Loan: No      |
| 5918911.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1652 | PA      | $1548.48      | 0.00%             | 2024-03-20      | Fixed         | 3.69%                 | No            |                  3 | On Loan: No      |
| Structured Asset Mortgage Investments Inc              | Structured Asset Mortgage Investments II Trust                      | CUSIP: 86359LQG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280240 | PA      | $279862.96    | 0.12%             | 2046-03-25      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| 5772542.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1275 | PA      | $1206.90      | 0.00%             | 2024-02-04      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 5849170.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1062 | PA      | $1007.40      | 0.00%             | 2024-02-25      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 5862956.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4603 | PA      | $4478.94      | 0.00%             | 2024-02-29      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 5787711.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8406 | PA      | $7405.30      | 0.00%             | 2024-02-09      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 5853528.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20017 | PA      | $18807.44     | 0.01%             | 2024-02-26      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 5806764.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3914 | PA      | $3724.58      | 0.00%             | 2024-02-11      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 5844381.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3749 | PA      | $3613.03      | 0.00%             | 2024-02-24      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 5925335.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4412 | PA      | $4074.53      | 0.00%             | 2024-03-21      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| Republic Of South Africa                               | Republic of South Africa Government International Bond              | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    350000 | PA      | $225978.90    | 0.10%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| 5919118.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33148 | PA      | $31485.49     | 0.01%             | 2024-03-20      | Fixed         | 4.23%                 | No            |                  3 | On Loan: No      |
| 5898485.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5734 | PA      | $5327.87      | 0.00%             | 2024-03-12      | Fixed         | 5.33%                 | No            |                  3 | On Loan: No      |
| Blue Ocean Acquisition Corp                            | Blue Ocean Acquisition Corp.                                        | CUSIP: G1330L113<br>LEI: 54930022IRZD99B5AQ81 | Long             | EC               | CORP              | KY        |    109883 | NS      | $1104324.15   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| 5894959.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7071 | PA      | $6525.00      | 0.00%             | 2024-03-10      | Fixed         | 5.41%                 | No            |                  3 | On Loan: No      |
| 5824584.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2720 | PA      | $2371.18      | 0.00%             | 2024-02-17      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5763280.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1338 | PA      | $1201.18      | 0.00%             | 2024-02-02      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 5912256.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3217 | PA      | $3018.44      | 0.00%             | 2024-03-16      | Fixed         | 4.59%                 | No            |                  3 | On Loan: No      |
| Brandywineglobal Global Income Opportunities Fund Inc  | BrandywineGLOBAL - Global Income Opportunities Fund, Inc.           | CUSIP: 10537L104<br>LEI: 549300P4CDQCJBGI0833 | Long             | EC               | RF                | US        |     86404 | NS      | $658398.48    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| 5915519.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10560 | PA      | $9846.81      | 0.00%             | 2024-03-19      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                            | CUSIP: 38382EFH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8087930 | PA      | $568232.87    | 0.24%             | 2044-07-20      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| 5763024.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3318 | PA      | $3081.60      | 0.00%             | 2024-02-02      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| N/A                                                    | American Tire Distributors, Inc.                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    314212 | PA      | $295080.10    | 0.13%             | 2028-10-08      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Tkb Critical Technologies 1                            | TKB Critical Technologies 1                                         | CUSIP: G88935104<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2376 | NS      | $24068.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 5870245.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2366 | PA      | $2238.06      | 0.00%             | 2024-03-01      | Fixed         | 4.59%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                            | CUSIP: 38378NBW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4178710 | PA      | $22784.00     | 0.01%             | 2053-09-16      | Variable      | 0.16%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                        | Fontainebleau Miami Beach Trust                                     | CUSIP: 34461LAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    546000 | PA      | $475648.17    | 0.20%             | 2036-12-12      | Variable      | 4.09%                 | Yes           |                  2 | On Loan: No      |
| 5892032.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29570 | PA      | $28388.09     | 0.01%             | 2024-03-09      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 5828609.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10806 | PA      | $10321.79     | 0.00%             | 2024-02-18      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5934281.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5045 | PA      | $4812.12      | 0.00%             | 2024-03-24      | Fixed         | 4.09%                 | No            |                  3 | On Loan: No      |
| 5764044.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2391 | PA      | $2288.02      | 0.00%             | 2024-02-02      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 5904983.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1279 | PA      | $1177.86      | 0.00%             | 2024-03-14      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| N/A                                                    | Bright Bidco B.V. 1L                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |     16622 | PA      | $16622.24     | 0.01%             | 2023-02-28      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| 5766767.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2337 | PA      | $2198.60      | 0.00%             | 2024-02-03      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 5928139.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1085 | PA      | $1007.36      | 0.00%             | 2024-03-22      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5890407.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3865 | PA      | $3615.80      | 0.00%             | 2024-03-08      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 5883067.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1519 | PA      | $1384.54      | 0.00%             | 2024-03-07      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5759379.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6001 | PA      | $5712.70      | 0.00%             | 2024-02-01      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5839936.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6041 | PA      | $5884.18      | 0.00%             | 2024-02-23      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| 5830048.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11926 | PA      | $11358.39     | 0.00%             | 2024-02-18      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5778056.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11686 | PA      | $10650.58     | 0.00%             | 2024-02-05      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5817000.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33553 | PA      | $31361.58     | 0.01%             | 2024-02-15      | Fixed         | 4.43%                 | No            |                  3 | On Loan: No      |
| 5883573.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1931 | PA      | $1786.86      | 0.00%             | 2024-03-07      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 5769464.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3960 | PA      | $3745.18      | 0.00%             | 2024-02-03      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5907889.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2094 | PA      | $1945.22      | 0.00%             | 2024-03-15      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 5905049.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2664 | PA      | $2496.97      | 0.00%             | 2024-03-14      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5812097.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26558 | PA      | $24870.72     | 0.01%             | 2024-02-12      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5825336.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3891 | PA      | $3691.28      | 0.00%             | 2024-02-17      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5918778.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1000 | PA      | $943.02       | 0.00%             | 2024-03-20      | Fixed         | 4.46%                 | No            |                  3 | On Loan: No      |
| 5791687.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5274 | PA      | $4904.02      | 0.00%             | 2024-02-10      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| 5837270.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22602 | PA      | $21746.61     | 0.01%             | 2024-02-22      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 5772164.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8231 | PA      | $7888.56      | 0.00%             | 2024-02-04      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| Cifc Funding Ltd                                       | CIFC Funding, Ltd.                                                  | CUSIP: 12565HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $424532.95    | 0.18%             | 2034-07-15      | Floating      | 9.01%                 | Yes           |                  2 | On Loan: No      |
| 5890388.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5539 | PA      | $5162.41      | 0.00%             | 2024-03-08      | Fixed         | 5.26%                 | No            |                  3 | On Loan: No      |
| 5901574.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20919 | PA      | $19453.14     | 0.01%             | 2024-03-13      | Fixed         | 5.33%                 | No            |                  3 | On Loan: No      |
| 5922631.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12617 | PA      | $11766.39     | 0.01%             | 2024-03-21      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5777722.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11039 | PA      | $10534.37     | 0.00%             | 2024-02-05      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 5906987.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9773 | PA      | $9328.52      | 0.00%             | 2024-03-15      | Fixed         | 4.09%                 | No            |                  3 | On Loan: No      |
| 5911769.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3310 | PA      | $3105.69      | 0.00%             | 2024-03-16      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5751511.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9521 | PA      | $8754.95      | 0.00%             | 2024-01-28      | Fixed         | 5.93%                 | No            |                  3 | On Loan: No      |
| 5754616.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4390 | PA      | $4165.98      | 0.00%             | 2024-01-29      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| Globalink Investment Inc                               | Globalink Investment, Inc.                                          | CUSIP: 37892F125<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     62828 | NC      | $3769.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tristar Acquisition I Corp                             | Tristar Acquisition I Corp.                                         | CUSIP: G9074V106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     49450 | NS      | $490049.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| 5762276.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2723 | PA      | $2613.17      | 0.00%             | 2024-02-01      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 5809266.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3325 | PA      | $3171.09      | 0.00%             | 2024-02-12      | Fixed         | 3.75%                 | No            |                  3 | On Loan: No      |
| 5862898.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1569 | PA      | $1462.40      | 0.00%             | 2024-02-29      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| Roth Ch Acquisition V Co                               | Roth CH Acquisition V Co.                                           | CUSIP: 77867R100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58888 | NS      | $587113.36    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Pgim Global High Yield Fund Inc                        | PGIM Global High Yield Fund, Inc.                                   | CUSIP: 69346J106<br>LEI: F0ATD1Y4J8CHDKHSLD09 | Long             | EC               | RF                | US        |    161075 | NS      | $1704173.50   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| 5805197.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10507 | PA      | $10002.22     | 0.00%             | 2024-02-11      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5821703.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27595 | PA      | $26546.05     | 0.01%             | 2024-02-16      | Fixed         | 4.03%                 | No            |                  3 | On Loan: No      |
| Carlyle Global Market Strategies                       | Carlyle Global Market Strategies CLO, Ltd.                          | CUSIP: 14314NAA9<br>LEI: 549300K65HYRGER5BW54 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $392019.20    | 0.17%             | 2031-05-15      | Floating      | 8.26%                 | Yes           |                  2 | On Loan: No      |
| 5767122.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3642 | PA      | $3537.18      | 0.00%             | 2024-02-03      | Fixed         | 3.27%                 | No            |                  3 | On Loan: No      |
| 5850878.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4726 | PA      | $4436.20      | 0.00%             | 2024-02-25      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| Project Energy Reimagined Acquisition Corp             | Project Energy Reimagined Acquisition Corp.                         | CUSIP: G72556106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     47750 | NS      | $469860.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| 5813822.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1555 | PA      | $1480.63      | 0.00%             | 2024-02-13      | Fixed         | 4.22%                 | No            |                  3 | On Loan: No      |
| 5822719.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4878 | PA      | $4655.58      | 0.00%             | 2024-02-17      | Fixed         | 4.03%                 | No            |                  3 | On Loan: No      |
| 5805249.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19724 | PA      | $18390.49     | 0.01%             | 2024-02-11      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 5829925.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1143 | PA      | $1080.65      | 0.00%             | 2024-02-18      | Fixed         | 2.97%                 | No            |                  3 | On Loan: No      |
| Learn Cw Investment Corp                               | Learn CW Investment Corp.                                           | CUSIP: G54157113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      6063 | NC      | $606.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5899807.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1047 | PA      | $968.55       | 0.00%             | 2024-03-13      | Fixed         | 5.13%                 | No            |                  3 | On Loan: No      |
| 5940705.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     68130 | PA      | $64719.05     | 0.03%             | 2024-03-27      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5937756.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3914 | PA      | $3770.06      | 0.00%             | 2024-03-26      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5912063.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19932 | PA      | $18727.98     | 0.01%             | 2024-03-16      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5796814.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     62634 | PA      | $60806.72     | 0.03%             | 2024-02-10      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 5881414.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3255 | PA      | $3036.98      | 0.00%             | 2024-03-06      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Frtkl                                                  | FRTKL 2021-SFR1                                                     | CUSIP: 30322DAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $994951.08    | 0.43%             | 2026-09-17      | Fixed         | 4.11%                 | Yes           |                  2 | On Loan: No      |
| 5862965.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2188 | PA      | $2040.88      | 0.00%             | 2024-02-29      | Fixed         | 5.22%                 | No            |                  3 | On Loan: No      |
| 5767286.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5525 | PA      | $5115.15      | 0.00%             | 2024-02-03      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 5844530.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3440 | PA      | $3179.06      | 0.00%             | 2024-02-24      | Fixed         | 4.77%                 | No            |                  3 | On Loan: No      |
| 5932532.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3228 | PA      | $3009.52      | 0.00%             | 2024-03-23      | Fixed         | 5.03%                 | No            |                  3 | On Loan: No      |
| 5895544.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1641 | PA      | $1523.28      | 0.00%             | 2024-03-11      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| Endo Lux Fin Co I Sarl                                 | Endo Luxembourg Finance Co. I SARL / Endo US, Inc.                  | CUSIP: 29280BAA3<br>LEI: 222100B15VY0VVCTG251 | Long             | DBT              | CORP              | LU        |    225000 | PA      | $177962.87    | 0.08%             | 2029-04-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| 5879026.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1128 | PA      | $1046.32      | 0.00%             | 2024-03-05      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 5833275.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10881 | PA      | $10379.06     | 0.00%             | 2024-02-19      | Fixed         | 4.05%                 | No            |                  3 | On Loan: No      |
| 5893172.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6261 | PA      | $6040.26      | 0.00%             | 2024-03-09      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| Jpmbb Commercial Mortgage Securities Trust             | JPMBB Commercial Mortgage Securities Trust                          | CUSIP: 46640LAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7319676 | PA      | $68605.86     | 0.03%             | 2046-08-17      | Variable      | 1.10%                 | Yes           |                  2 | On Loan: No      |
| Gs Mortgage Securities Trust                           | GS Mortgage Securities Corp. II                                     | CUSIP: 36266CAS5<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $443207.05    | 0.19%             | 2023-11-15      | Floating      | 8.75%                 | Yes           |                  2 | On Loan: No      |
| 5877734.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37653 | PA      | $35012.76     | 0.02%             | 2024-03-03      | Fixed         | 5.36%                 | No            |                  3 | On Loan: No      |
| 5878486.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3595 | PA      | $3386.89      | 0.00%             | 2024-03-04      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 5860689.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9255 | PA      | $8649.58      | 0.00%             | 2024-02-29      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| Bain Capital Credit Clo, Limited                       | Bain Capital Credit CLO 2022-3, Ltd.                                | CUSIP: 05684QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $420821.95    | 0.18%             | 2035-07-17      | Floating      | 8.49%                 | Yes           |                  2 | On Loan: No      |
| 5790434.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1591 | PA      | $1495.37      | 0.00%             | 2024-02-10      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 5827834.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1299 | PA      | $1208.69      | 0.00%             | 2024-02-18      | Fixed         | 4.21%                 | No            |                  3 | On Loan: No      |
| 5902214.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       614 | PA      | $573.29       | 0.00%             | 2024-03-13      | Fixed         | 4.02%                 | No            |                  3 | On Loan: No      |
| 5884496.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3065 | PA      | $2854.27      | 0.00%             | 2024-03-07      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 5917697.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13242 | PA      | $12430.55     | 0.01%             | 2024-03-19      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5885354.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4294 | PA      | $4008.37      | 0.00%             | 2024-03-07      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5878201.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1861 | PA      | $1786.83      | 0.00%             | 2024-03-04      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5760060.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17491 | PA      | $16523.89     | 0.01%             | 2024-02-01      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5934084.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2412 | PA      | $2250.61      | 0.00%             | 2024-03-24      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 5899547.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6312 | PA      | $5973.68      | 0.00%             | 2024-03-13      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| Legato Merger Corp Ii                                  | Legato Merger Corp. II                                              | CUSIP: 52473Y112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     44214 | NC      | $16354.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 5764372.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13199 | PA      | $11542.71     | 0.00%             | 2024-02-02      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5779162.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2272 | PA      | $2142.48      | 0.00%             | 2024-02-05      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 5855637.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10392 | PA      | $9598.77      | 0.00%             | 2024-02-27      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 5894015.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4799 | PA      | $4540.64      | 0.00%             | 2024-03-09      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 5894601.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2010 | PA      | $1854.17      | 0.00%             | 2024-03-10      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| 5919479.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6059 | PA      | $5653.13      | 0.00%             | 2024-03-20      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 5900844.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4995 | PA      | $4818.63      | 0.00%             | 2024-03-13      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 5845576.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5755 | PA      | $5546.96      | 0.00%             | 2024-02-24      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 5895459.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       383 | PA      | $364.45       | 0.00%             | 2024-03-11      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 5831637.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13157 | PA      | $12223.63     | 0.01%             | 2024-02-19      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5765270.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3147 | PA      | $2956.75      | 0.00%             | 2024-02-02      | Fixed         | 4.97%                 | No            |                  3 | On Loan: No      |
| 5758100.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       582 | PA      | $511.16       | 0.00%             | 2024-01-31      | Fixed         | 3.33%                 | No            |                  3 | On Loan: No      |
| 5840033.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3342 | PA      | $3236.21      | 0.00%             | 2024-02-23      | Fixed         | 3.42%                 | No            |                  3 | On Loan: No      |
| 5874128.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10086 | PA      | $9348.90      | 0.00%             | 2024-03-02      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 5857565.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3573 | PA      | $3330.48      | 0.00%             | 2024-02-29      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 5876384.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12595 | PA      | $11746.20     | 0.01%             | 2024-03-02      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| Fremf Mortgage Trust                                   | FREMF 2015-KF07 Mortgage Trust                                      | CUSIP: 30286LAE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    267035 | PA      | $266677.60    | 0.11%             | 2025-02-25      | Floating      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| 5842037.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17808 | PA      | $17338.54     | 0.01%             | 2024-02-23      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| 5904712.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17895 | PA      | $16850.53     | 0.01%             | 2024-03-14      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5808281.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11913 | PA      | $11230.10     | 0.00%             | 2024-02-12      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5904954.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11114 | PA      | $10323.49     | 0.00%             | 2024-03-14      | Fixed         | 5.33%                 | No            |                  3 | On Loan: No      |
| 5762644.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5157 | PA      | $4922.39      | 0.00%             | 2024-02-02      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                   | CUSIP: 3136A1D44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1500707 | PA      | $141284.55    | 0.06%             | 2041-10-25      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| 5915715.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9504 | PA      | $8904.14      | 0.00%             | 2024-03-19      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5751250.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3959 | PA      | $3892.70      | 0.00%             | 2024-01-28      | Fixed         | 2.24%                 | No            |                  3 | On Loan: No      |
| 5900034.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21143 | PA      | $19661.35     | 0.01%             | 2024-03-13      | Fixed         | 5.33%                 | No            |                  3 | On Loan: No      |
| 5876292.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28878 | PA      | $27350.41     | 0.01%             | 2024-03-02      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 5821576.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2253 | PA      | $2150.62      | 0.00%             | 2024-02-16      | Fixed         | 4.03%                 | No            |                  3 | On Loan: No      |
| 5912554.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2984 | PA      | $2783.84      | 0.00%             | 2024-03-16      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 5828245.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3504 | PA      | $3377.38      | 0.00%             | 2024-02-18      | Fixed         | 3.43%                 | No            |                  3 | On Loan: No      |
| 5835005.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1978 | PA      | $1897.50      | 0.00%             | 2024-02-20      | Fixed         | 3.62%                 | No            |                  3 | On Loan: No      |
| 5862057.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8981 | PA      | $8736.81      | 0.00%             | 2024-02-29      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 5923271.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4767 | PA      | $4594.83      | 0.00%             | 2024-03-21      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5855315.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9861 | PA      | $8658.49      | 0.00%             | 2024-02-27      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5753355.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4372 | PA      | $4185.74      | 0.00%             | 2024-01-29      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 5815525.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4919 | PA      | $4278.76      | 0.00%             | 2024-02-15      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5853812.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1542 | PA      | $1337.08      | 0.00%             | 2024-02-26      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 5754250.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10448 | PA      | $10017.32     | 0.00%             | 2024-01-29      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5921424.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1178 | PA      | $1093.79      | 0.00%             | 2024-03-20      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5756849.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2256 | PA      | $2154.17      | 0.00%             | 2024-01-30      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| Mana Capital Acquisition Corp                          | Mana Capital Acquisition Corp.                                      | CUSIP: 56168P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29228 | NS      | $293156.84    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| 5752028.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19655 | PA      | $18467.87     | 0.01%             | 2024-01-28      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 5870369.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       808 | PA      | $749.75       | 0.00%             | 2024-03-01      | Fixed         | 4.04%                 | No            |                  3 | On Loan: No      |
| 5834617.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1690 | PA      | $1450.81      | 0.00%             | 2024-02-20      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 5883492.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12159 | PA      | $11735.24     | 0.01%             | 2024-03-07      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 5767170.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1312 | PA      | $1274.11      | 0.00%             | 2024-02-03      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 5874967.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4199 | PA      | $3944.55      | 0.00%             | 2024-03-02      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 5854383.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5009 | PA      | $4773.33      | 0.00%             | 2024-02-26      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 5922829.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3994 | PA      | $3720.80      | 0.00%             | 2024-03-21      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5852546.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4574 | PA      | $3735.07      | 0.00%             | 2024-02-26      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 5933946.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38400 | PA      | $35971.49     | 0.02%             | 2024-03-24      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5817512.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2805 | PA      | $2732.78      | 0.00%             | 2024-02-15      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 5834622.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3951 | PA      | $3703.70      | 0.00%             | 2024-02-20      | Fixed         | 4.35%                 | No            |                  3 | On Loan: No      |
| 5775666.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     52213 | PA      | $49384.70     | 0.02%             | 2024-02-05      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5883778.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1335 | PA      | $1242.22      | 0.00%             | 2024-03-07      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5810173.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23074 | PA      | $21638.37     | 0.01%             | 2024-02-12      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5834171.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       513 | PA      | $477.86       | 0.00%             | 2024-02-19      | Fixed         | 3.66%                 | No            |                  3 | On Loan: No      |
| Bx Trust                                               | BX Commercial Mortgage Trust                                        | CUSIP: 05608BAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    321000 | PA      | $304921.62    | 0.13%             | 2034-04-15      | Floating      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust                                              | CUSIP: 12668AFL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    543799 | PA      | $353079.40    | 0.15%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 5882860.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11534 | PA      | $10874.49     | 0.00%             | 2024-03-06      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5904294.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9840 | PA      | $9493.38      | 0.00%             | 2024-03-14      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 5878505.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4441 | PA      | $4264.93      | 0.00%             | 2024-03-04      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 5772010.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2797 | PA      | $2493.98      | 0.00%             | 2024-02-04      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5767656.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3909 | PA      | $3728.47      | 0.00%             | 2024-02-03      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 5893200.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1686 | PA      | $1554.02      | 0.00%             | 2024-03-09      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 5939434.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7102 | PA      | $6693.33      | 0.00%             | 2024-03-27      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 5889628.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     88039 | PA      | $82118.08     | 0.04%             | 2024-03-08      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5771843.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4219 | PA      | $4075.12      | 0.00%             | 2024-02-04      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| Embarq Corp                                            | Embarq Corp Eq                                                      | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    545000 | PA      | $273720.80    | 0.12%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| 5840802.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30717 | PA      | $29586.07     | 0.01%             | 2024-02-23      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| Jp Morgan Chase Commercial Mortgage Sec Trust          | JP Morgan Chase Commercial Mortgage Securities Trust                | CUSIP: 46635TBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    411000 | PA      | $196383.32    | 0.08%             | 2046-02-15      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| 5777330.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43904 | PA      | $41589.03     | 0.02%             | 2024-02-05      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5780751.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       864 | PA      | $640.48       | 0.00%             | 2024-02-07      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 5877402.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9495 | PA      | $8721.87      | 0.00%             | 2024-03-03      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| 5901536.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4758 | PA      | $4439.34      | 0.00%             | 2024-03-13      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                      | Citigroup Mortgage Loan Trust, Inc.                                 | CUSIP: 17307GZG6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |   1149336 | PA      | $728929.06    | 0.31%             | 2035-10-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| 5851235.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1442 | PA      | $1322.99      | 0.00%             | 2024-02-25      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5919068.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4862 | PA      | $4710.08      | 0.00%             | 2024-03-20      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust                                 | CUSIP: 17323CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    196000 | PA      | $175174.29    | 0.08%             | 2048-02-12      | Variable      | 4.57%                 | Yes           |                  2 | On Loan: No      |
| 5822761.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1440 | PA      | $1341.86      | 0.00%             | 2024-02-17      | Fixed         | 3.56%                 | No            |                  3 | On Loan: No      |
| 5878268.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1330 | PA      | $1228.95      | 0.00%             | 2024-03-04      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 5752936.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1939 | PA      | $1445.47      | 0.00%             | 2024-01-29      | Fixed         | 5.58%                 | No            |                  3 | On Loan: No      |
| 5905087.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1729 | PA      | $1608.90      | 0.00%             | 2024-03-14      | Fixed         | 5.33%                 | No            |                  3 | On Loan: No      |
| 5857199.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1223 | PA      | $1139.74      | 0.00%             | 2024-02-29      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5931865.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2412 | PA      | $2289.52      | 0.00%             | 2024-03-23      | Fixed         | 4.24%                 | No            |                  3 | On Loan: No      |
| 5896803.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2710 | PA      | $2527.67      | 0.00%             | 2024-03-12      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5771813.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3871 | PA      | $3299.36      | 0.00%             | 2024-02-04      | Fixed         | 4.07%                 | No            |                  3 | On Loan: No      |
| 5861181.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36000 | PA      | $33845.79     | 0.01%             | 2024-02-29      | Fixed         | 4.77%                 | No            |                  3 | On Loan: No      |
| 5888004.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2880 | PA      | $2698.00      | 0.00%             | 2024-03-08      | Fixed         | 4.02%                 | No            |                  3 | On Loan: No      |
| 5820991.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     52041 | PA      | $50060.16     | 0.02%             | 2024-02-16      | Fixed         | 4.03%                 | No            |                  3 | On Loan: No      |
| Uep Penonome Ii Sa                                     | UEP Penonome II SA                                                  | CUSIP: 90363PAA4<br>LEI: 549300DS6G5XB230S845 | Long             | DBT              | CORP              | PA        |    189725 | PA      | $164111.71    | 0.07%             | 2038-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| 5850227.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12924 | PA      | $12584.95     | 0.01%             | 2024-02-25      | Fixed         | 2.97%                 | No            |                  3 | On Loan: No      |
| Imperial Fund Llc                                      | Imperial Fund Mortgage Trust 2021-NQM3                              | CUSIP: 452762AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1086513.52   | 0.47%             | 2056-11-25      | Variable      | 4.17%                 | Yes           |                  2 | On Loan: No      |
| 5902334.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27769 | PA      | $26067.55     | 0.01%             | 2024-03-14      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| Accretion Acquisition Corp                             | Accretion Acquisition Corp.                                         | CUSIP: 00438Y123<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     42066 | NC      | $3756.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5890299.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2283 | PA      | $2113.08      | 0.00%             | 2024-03-08      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 5863552.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25572 | PA      | $23554.99     | 0.01%             | 2024-02-29      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 5888944.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8716 | PA      | $8410.69      | 0.00%             | 2024-03-08      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| 5882933.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2802 | PA      | $2609.29      | 0.00%             | 2024-03-06      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5760303.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1101 | PA      | $976.31       | 0.00%             | 2024-02-01      | Fixed         | 3.70%                 | No            |                  3 | On Loan: No      |
| 5803961.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14668 | PA      | $13780.51     | 0.01%             | 2024-02-11      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5874262.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15681 | PA      | $15135.01     | 0.01%             | 2024-03-02      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| 5885017.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3549 | PA      | $3424.38      | 0.00%             | 2024-03-07      | Fixed         | 3.92%                 | No            |                  3 | On Loan: No      |
| Wind River Clo Ltd                                     | THL Credit Wind River 2017-3 CLO, Ltd.                              | CUSIP: 97316MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $425072.05    | 0.18%             | 2035-04-15      | Floating      | 9.56%                 | Yes           |                  2 | On Loan: No      |
| 5807493.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       931 | PA      | $801.52       | 0.00%             | 2024-02-12      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust 2019-SMRT                       | CUSIP: 29429MAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $304479.78    | 0.13%             | 2036-01-10      | Variable      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| 5935135.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1988 | PA      | $1845.03      | 0.00%             | 2024-03-25      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| 5940103.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14557 | PA      | $13586.88     | 0.01%             | 2024-03-27      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| Chl Gmsr Issuer Trust                                  | CHL GMSR Issuer Trust                                               | CUSIP: 17026XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3930000 | PA      | $3868510.43   | 1.66%             | 2023-05-25      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Lamf Global Ventures Corp I                            | LAMF Global Ventures Corp. I                                        | CUSIP: G5338L124<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     25890 | NC      | $266.67       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5909184.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4047 | PA      | $3921.44      | 0.00%             | 2024-03-15      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 5934202.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4491 | PA      | $4326.94      | 0.00%             | 2024-03-24      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5855336.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1653 | PA      | $1564.09      | 0.00%             | 2024-02-27      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 5871105.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6624 | PA      | $6362.46      | 0.00%             | 2024-03-01      | Fixed         | 4.31%                 | No            |                  3 | On Loan: No      |
| 5813319.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4474 | PA      | $4209.82      | 0.00%             | 2024-02-13      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5855189.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15071 | PA      | $13037.91     | 0.01%             | 2024-02-27      | Fixed         | 4.45%                 | No            |                  3 | On Loan: No      |
| 5794275.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22130 | PA      | $20998.51     | 0.01%             | 2024-02-10      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5775420.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       886 | PA      | $807.50       | 0.00%             | 2024-02-04      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 5894900.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4275 | PA      | $4009.96      | 0.00%             | 2024-03-10      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 5831584.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5753 | PA      | $5504.44      | 0.00%             | 2024-02-19      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5904401.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1671 | PA      | $1543.82      | 0.00%             | 2024-03-14      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 5835843.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1878 | PA      | $1735.48      | 0.00%             | 2024-02-21      | Fixed         | 4.77%                 | No            |                  3 | On Loan: No      |
| 5786153.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       802 | PA      | $767.02       | 0.00%             | 2024-02-09      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 5813550.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1056 | PA      | $959.26       | 0.00%             | 2024-02-13      | Fixed         | 3.60%                 | No            |                  3 | On Loan: No      |
| 5856235.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3808 | PA      | $3474.85      | 0.00%             | 2024-02-28      | Fixed         | 4.77%                 | No            |                  3 | On Loan: No      |
| 5791129.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6110 | PA      | $5739.39      | 0.00%             | 2024-02-10      | Fixed         | 5.19%                 | No            |                  3 | On Loan: No      |
| 5933391.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1657 | PA      | $1544.42      | 0.00%             | 2024-03-23      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5934907.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5006 | PA      | $4694.87      | 0.00%             | 2024-03-25      | Fixed         | 4.58%                 | No            |                  3 | On Loan: No      |
| Triumph Group Inc                                      | Triumph Group, Inc.                                                 | CUSIP: 896818AQ4<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |    235000 | PA      | $214496.25    | 0.09%             | 2024-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| 5885097.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6573 | PA      | $6070.44      | 0.00%             | 2024-03-07      | Fixed         | 5.48%                 | No            |                  3 | On Loan: No      |
| 5924187.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3499 | PA      | $3237.28      | 0.00%             | 2024-03-21      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| Dbgs Mortgage Trust                                    | DBGS 2018-BIOD Mortgage Trust                                       | CUSIP: 23306GAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    264991 | PA      | $253511.29    | 0.11%             | 2035-05-15      | Floating      | 4.71%                 | Yes           |                  2 | On Loan: No      |
| 5911847.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6717 | PA      | $6305.78      | 0.00%             | 2024-03-16      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| Verus Securitization Trust                             | Verus Securitization Trust 2021-7                                   | CUSIP: 92538QAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $634045.90    | 0.27%             | 2066-10-25      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| Upstart Securitization Trust                           | Upstart Securitization Trust 2021-2                                 | CUSIP: 91680F102<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000 | PA      | $269694.20    | 0.12%             | 2031-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                               | Madison Park Funding XXXVIII, Ltd.                                  | CUSIP: 55821MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    650000 | PA      | $529884.75    | 0.23%             | 2034-07-17      | Floating      | 8.74%                 | Yes           |                  2 | On Loan: No      |
| 5889368.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6033 | PA      | $5642.60      | 0.00%             | 2024-03-08      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| 5929141.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6016 | PA      | $5644.43      | 0.00%             | 2024-03-22      | Fixed         | 4.59%                 | No            |                  3 | On Loan: No      |
| Fmc Gmsr Issuer Trust                                  | FMC GMSR Issuer Trust                                               | CUSIP: 30259RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1367659.65   | 0.59%             | 2026-10-25      | Variable      | 4.44%                 | Yes           |                  2 | On Loan: No      |
| Unifin Financiera Sa De                                | Unifin Financiera SAB de CV                                         | CUSIP: P94461AD5<br>LEI: 5493007GRMPGDJG93Z17 | Long             | DBT              | CORP              | MX        |    250000 | PA      | $8750.00      | 0.00%             | 9999-12-31      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| 5881646.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55583 | PA      | $52721.05     | 0.02%             | 2024-03-06      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5783504.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10622 | PA      | $10041.09     | 0.00%             | 2024-02-08      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5776869.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5592 | PA      | $5227.30      | 0.00%             | 2024-02-05      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 5760489.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9560 | PA      | $8687.82      | 0.00%             | 2024-02-01      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| Wamu Mortgage Pass-through Certificates                | WaMu Mortgage Pass-Through Certificates Trust                       | CUSIP: 93363EAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1023353 | PA      | $929817.48    | 0.40%             | 2046-08-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Jp Morgan Chase Commercial Mortgage Sec Trust          | JP Morgan Chase Commercial Mortgage Securities Trust                | CUSIP: 46651CAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    136000 | PA      | $126589.07    | 0.05%             | 2032-05-05      | Variable      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| 5917286.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2149 | PA      | $2049.01      | 0.00%             | 2024-03-19      | Fixed         | 4.09%                 | No            |                  3 | On Loan: No      |
| 5813851.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1790 | PA      | $1663.75      | 0.00%             | 2024-02-13      | Fixed         | 4.46%                 | No            |                  3 | On Loan: No      |
| 5850816.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10199 | PA      | $9675.38      | 0.00%             | 2024-02-25      | Fixed         | 4.05%                 | No            |                  3 | On Loan: No      |
| 5852490.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10573 | PA      | $9838.82      | 0.00%             | 2024-02-26      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5745997.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5908 | PA      | $5665.28      | 0.00%             | 2024-01-27      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| 5833209.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3260 | PA      | $3052.29      | 0.00%             | 2024-02-19      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5791505.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3199 | PA      | $2892.76      | 0.00%             | 2024-02-10      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 5813727.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5181 | PA      | $4864.02      | 0.00%             | 2024-02-13      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5922732.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3606 | PA      | $3409.71      | 0.00%             | 2024-03-21      | Fixed         | 4.35%                 | No            |                  3 | On Loan: No      |
| 5783493.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1094 | PA      | $1030.04      | 0.00%             | 2024-02-08      | Fixed         | 4.96%                 | No            |                  3 | On Loan: No      |
| 5929378.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3127 | PA      | $3028.92      | 0.00%             | 2024-03-22      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 5769511.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       992 | PA      | $957.45       | 0.00%             | 2024-02-03      | Fixed         | 3.90%                 | No            |                  3 | On Loan: No      |
| 5820849.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6585 | PA      | $6309.90      | 0.00%             | 2024-02-16      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 5776864.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       876 | PA      | $821.77       | 0.00%             | 2024-02-05      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| 5853308.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2881 | PA      | $2682.70      | 0.00%             | 2024-02-26      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 5862362.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4632 | PA      | $4312.16      | 0.00%             | 2024-02-29      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| 5864866.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36922 | PA      | $35336.73     | 0.02%             | 2024-02-29      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5879686.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2251 | PA      | $2137.74      | 0.00%             | 2024-03-06      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5818860.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7052 | PA      | $6871.17      | 0.00%             | 2024-02-16      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| 5849118.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1008 | PA      | $979.26       | 0.00%             | 2024-02-25      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| Bear Stearns Alt-a Trust                               | Bear Stearns ALT-A Trust                                            | CUSIP: 07386HZG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1182352 | PA      | $1095103.25   | 0.47%             | 2036-01-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| 5820944.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2810 | PA      | $2681.99      | 0.00%             | 2024-02-16      | Fixed         | 4.03%                 | No            |                  3 | On Loan: No      |
| 5860629.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1379 | PA      | $1267.32      | 0.00%             | 2024-02-29      | Fixed         | 5.13%                 | No            |                  3 | On Loan: No      |
| 5911733.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13257 | PA      | $12844.37     | 0.01%             | 2024-03-16      | Fixed         | 3.60%                 | No            |                  3 | On Loan: No      |
| 5897064.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8657 | PA      | $8200.49      | 0.00%             | 2024-03-12      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5805079.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14672 | PA      | $13784.57     | 0.01%             | 2024-02-11      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5888860.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2530 | PA      | $2373.10      | 0.00%             | 2024-03-08      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Lstar Commercial Mortgage Trust                        | LSTAR Commercial Mortgage Trust 2017-5                              | CUSIP: 54910TAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    335000 | PA      | $270348.32    | 0.12%             | 2027-03-10      | Variable      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| 5928483.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3348 | PA      | $3108.10      | 0.00%             | 2024-03-22      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 5899447.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5285 | PA      | $5098.97      | 0.00%             | 2024-03-13      | Fixed         | 3.92%                 | No            |                  3 | On Loan: No      |
| Spindletop Health Acquisition Corp                     | Spindletop Health Acquisition Corp.                                 | CUSIP: 84854Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16034 | NS      | $161462.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| 5899810.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3774 | PA      | $3481.23      | 0.00%             | 2024-03-13      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5790339.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15804 | PA      | $15055.00     | 0.01%             | 2024-02-10      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5884504.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2440 | PA      | $2355.34      | 0.00%             | 2024-03-07      | Fixed         | 3.92%                 | No            |                  3 | On Loan: No      |
| 5911221.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1922 | PA      | $1845.02      | 0.00%             | 2024-03-16      | Fixed         | 3.87%                 | No            |                  3 | On Loan: No      |
| 5902257.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4426 | PA      | $4171.91      | 0.00%             | 2024-03-14      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5788047.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       263 | PA      | $255.59       | 0.00%             | 2024-02-09      | Fixed         | 3.30%                 | No            |                  3 | On Loan: No      |
| 5875254.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6723 | PA      | $6456.72      | 0.00%             | 2024-03-02      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 5879117.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32672 | PA      | $30936.16     | 0.01%             | 2024-03-05      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5756794.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2056 | PA      | $1951.89      | 0.00%             | 2024-01-30      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 5817351.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3069 | PA      | $2906.04      | 0.00%             | 2024-02-15      | Fixed         | 4.64%                 | No            |                  3 | On Loan: No      |
| 5844148.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2897 | PA      | $2658.09      | 0.00%             | 2024-02-24      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5836914.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9657 | PA      | $8945.21      | 0.00%             | 2024-02-22      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5921119.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     61085 | PA      | $58874.36     | 0.03%             | 2024-03-20      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5913230.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5263 | PA      | $4929.21      | 0.00%             | 2024-03-16      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5884076.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5941 | PA      | $5536.71      | 0.00%             | 2024-03-07      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| 5791788.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5666 | PA      | $5420.61      | 0.00%             | 2024-02-10      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5788107.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20634 | PA      | $19371.34     | 0.01%             | 2024-02-09      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 5813535.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3506 | PA      | $3243.67      | 0.00%             | 2024-02-13      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 5851234.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       903 | PA      | $815.76       | 0.00%             | 2024-02-25      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5840313.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12951 | PA      | $12055.21     | 0.01%             | 2024-02-23      | Fixed         | 3.60%                 | No            |                  3 | On Loan: No      |
| 5842192.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       680 | PA      | $612.12       | 0.00%             | 2024-02-23      | Fixed         | 4.21%                 | No            |                  3 | On Loan: No      |
| 5885147.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5404 | PA      | $5037.68      | 0.00%             | 2024-03-07      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 5915661.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4093 | PA      | $3858.14      | 0.00%             | 2024-03-19      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 5784793.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4363 | PA      | $3841.35      | 0.00%             | 2024-02-09      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| Excelfin Acquisition Corp                              | ExcelFin Acquisition Corp.                                          | CUSIP: 30069X110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      6010 | NC      | $540.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5870813.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3124 | PA      | $2955.39      | 0.00%             | 2024-03-01      | Fixed         | 4.59%                 | No            |                  3 | On Loan: No      |
| 5928148.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35731 | PA      | $33654.75     | 0.01%             | 2024-03-22      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5883790.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6024 | PA      | $5517.78      | 0.00%             | 2024-03-07      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5821441.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2171 | PA      | $1854.70      | 0.00%             | 2024-02-16      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| 5922302.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6673 | PA      | $6212.95      | 0.00%             | 2024-03-20      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5811286.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1314 | PA      | $1127.52      | 0.00%             | 2024-02-12      | Fixed         | 5.20%                 | No            |                  3 | On Loan: No      |
| 5901631.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3250 | PA      | $3110.17      | 0.00%             | 2024-03-13      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5877460.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       611 | PA      | $582.52       | 0.00%             | 2024-03-03      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5856419.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5444 | PA      | $4668.88      | 0.00%             | 2024-02-28      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| Bullpen Parlay Acquisition Co                          | Bullpen Parlay Acquisition Co.                                      | CUSIP: G1792A126<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     73502 | NS      | $739430.12    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| 5902987.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1759 | PA      | $1696.82      | 0.00%             | 2024-03-14      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 5924432.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6931 | PA      | $6714.62      | 0.00%             | 2024-03-21      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| Mercury Chile Holdco Llc                               | Mercury Chile Holdco LLC                                            | CUSIP: 58937CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $175012.00    | 0.08%             | 2027-01-24      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| 5873699.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2080 | PA      | $1949.92      | 0.00%             | 2024-03-01      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5856046.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10386 | PA      | $8506.28      | 0.00%             | 2024-02-28      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 5832233.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2548 | PA      | $2376.62      | 0.00%             | 2024-02-19      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| Green Visor Financial Technology Acquisition Corp I    | Green Visor Financial Technology Acquisition Corp. I                | CUSIP: G4166K126<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     14826 | NC      | $889.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5814723.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4022 | PA      | $3870.27      | 0.00%             | 2024-02-14      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 5821507.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9174 | PA      | $8756.40      | 0.00%             | 2024-02-16      | Fixed         | 4.04%                 | No            |                  3 | On Loan: No      |
| 5831835.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1875 | PA      | $1737.18      | 0.00%             | 2024-02-19      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5833301.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6142 | PA      | $5811.43      | 0.00%             | 2024-02-19      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5830365.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     67205 | PA      | $62890.03     | 0.03%             | 2024-02-18      | Fixed         | 4.05%                 | No            |                  3 | On Loan: No      |
| 5870244.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1398 | PA      | $1297.07      | 0.00%             | 2024-03-01      | Fixed         | 5.03%                 | No            |                  3 | On Loan: No      |
| 5824807.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6426 | PA      | $6022.44      | 0.00%             | 2024-02-17      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5750803.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47347 | PA      | $45995.71     | 0.02%             | 2024-01-28      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 5767629.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3374 | PA      | $3122.27      | 0.00%             | 2024-02-03      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5888234.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1177 | PA      | $1089.45      | 0.00%             | 2024-03-08      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 5908458.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49142 | PA      | $45686.53     | 0.02%             | 2024-03-15      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| Barings Global Short Duration High Yield Fund          | Barings Global Short Duration High Yield Fund                       | CUSIP: 06760L100<br>LEI: 549300WWIZCL845OP089 | Long             | EC               | RF                | US        |    153742 | NS      | $1878727.24   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| 5906914.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7489 | PA      | $7081.97      | 0.00%             | 2024-03-15      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 5844888.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2668 | PA      | $2472.52      | 0.00%             | 2024-02-24      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5856029.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2855 | PA      | $2737.48      | 0.00%             | 2024-02-28      | Fixed         | 4.22%                 | No            |                  3 | On Loan: No      |
| 5763041.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20545 | PA      | $17966.53     | 0.01%             | 2024-02-02      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5912436.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26813 | PA      | $25263.75     | 0.01%             | 2024-03-16      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5752639.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51679 | PA      | $49421.80     | 0.02%             | 2024-01-28      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5836201.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21806 | PA      | $21240.53     | 0.01%             | 2024-02-22      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 5874988.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2571 | PA      | $2379.46      | 0.00%             | 2024-03-02      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 5865598.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2575 | PA      | $2377.35      | 0.00%             | 2024-02-29      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| 5797058.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2106 | PA      | $2004.56      | 0.00%             | 2024-02-10      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5844238.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6711 | PA      | $6263.75      | 0.00%             | 2024-02-24      | Fixed         | 4.25%                 | No            |                  3 | On Loan: No      |
| 5775372.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1414 | PA      | $1287.91      | 0.00%             | 2024-02-04      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5785318.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2138 | PA      | $2032.96      | 0.00%             | 2024-02-09      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 5912760.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9222 | PA      | $8602.05      | 0.00%             | 2024-03-16      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5848557.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11615 | PA      | $10989.50     | 0.00%             | 2024-02-25      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5791662.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1619 | PA      | $1426.95      | 0.00%             | 2024-02-10      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5862802.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2270 | PA      | $2157.40      | 0.00%             | 2024-02-29      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5906779.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6787 | PA      | $6290.58      | 0.00%             | 2024-03-15      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| 5855345.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       874 | PA      | $830.84       | 0.00%             | 2024-02-27      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5764510.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4498 | PA      | $4253.15      | 0.00%             | 2024-02-02      | Fixed         | 2.61%                 | No            |                  3 | On Loan: No      |
| 5876185.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6218 | PA      | $6004.63      | 0.00%             | 2024-03-02      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                   | CUSIP: 3136A2F99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1336677 | PA      | $132585.75    | 0.06%             | 2041-12-25      | Floating      | 3.42%                 | No            |                  2 | On Loan: No      |
| 5879310.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2976 | PA      | $2824.93      | 0.00%             | 2024-03-05      | Fixed         | 4.43%                 | No            |                  3 | On Loan: No      |
| 5940055.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4518 | PA      | $4257.12      | 0.00%             | 2024-03-27      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 5899303.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4449 | PA      | $4292.79      | 0.00%             | 2024-03-13      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 5939478.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22651 | PA      | $21511.03     | 0.01%             | 2024-03-27      | Fixed         | 4.23%                 | No            |                  3 | On Loan: No      |
| 5894332.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32536 | PA      | $31008.98     | 0.01%             | 2024-03-09      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5894710.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3296 | PA      | $3164.64      | 0.00%             | 2024-03-10      | Fixed         | 4.31%                 | No            |                  3 | On Loan: No      |
| 5772472.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7182 | PA      | $6108.93      | 0.00%             | 2024-02-04      | Fixed         | 4.59%                 | No            |                  3 | On Loan: No      |
| 5934607.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14685 | PA      | $13946.05     | 0.01%             | 2024-03-25      | Fixed         | 4.24%                 | No            |                  3 | On Loan: No      |
| 5834765.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11838 | PA      | $11158.83     | 0.00%             | 2024-02-20      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5908525.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2204 | PA      | $2048.26      | 0.00%             | 2024-03-15      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 5852900.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26366 | PA      | $25176.50     | 0.01%             | 2024-02-26      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5940035.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1152 | PA      | $1075.23      | 0.00%             | 2024-03-27      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 5852209.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6817 | PA      | $6331.32      | 0.00%             | 2024-02-26      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5904981.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1903 | PA      | $1793.07      | 0.00%             | 2024-03-14      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| Empresa Electrica Cochra                               | Empresa Electrica Cochrane SpA                                      | CUSIP: P3713CAB4<br>LEI: 5493000S11JF8TJHYT07 | Long             | DBT              | CORP              | CL        |    146300 | PA      | $133472.42    | 0.06%             | 2027-05-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 5872024.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7241 | PA      | $6750.06      | 0.00%             | 2024-03-01      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| Mclaren Technology Acquisition Corp                    | McLaren Technology Acquisition Corp.                                | CUSIP: 58176U117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      8041 | NC      | $522.67       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5788476.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2204 | PA      | $1854.89      | 0.00%             | 2024-02-09      | Fixed         | 4.76%                 | No            |                  3 | On Loan: No      |
| 5887920.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5604 | PA      | $5361.21      | 0.00%             | 2024-03-08      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5940206.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8531 | PA      | $8262.06      | 0.00%             | 2024-03-27      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| 5856427.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2550 | PA      | $2378.65      | 0.00%             | 2024-02-28      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 5875005.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6805 | PA      | $6417.20      | 0.00%             | 2024-03-02      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 5773737.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6209 | PA      | $5840.09      | 0.00%             | 2024-02-04      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5897406.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4032 | PA      | $3870.32      | 0.00%             | 2024-03-12      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| Hospitality Mortgage Trust                             | HPLY Trust                                                          | CUSIP: 40443RAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    176107 | PA      | $166640.75    | 0.07%             | 2036-11-17      | Floating      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| 5814753.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4895 | PA      | $4712.35      | 0.00%             | 2024-02-14      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 5832335.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23824 | PA      | $22857.89     | 0.01%             | 2024-02-19      | Fixed         | 4.05%                 | No            |                  3 | On Loan: No      |
| Comm Mortgage Trust                                    | COMM Mortgage Trust                                                 | CUSIP: 20048KAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    878000 | PA      | $777736.44    | 0.33%             | 2033-09-15      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Camposol Sa                                            | Camposol SA                                                         | CUSIP: 134638AE5<br>LEI: 5493008B0STMH3JFSW17 | Long             | DBT              | CORP              | PE        |    150000 | PA      | $119164.40    | 0.05%             | 2027-02-03      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| 5882827.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2202 | PA      | $2062.57      | 0.00%             | 2024-03-06      | Fixed         | 5.13%                 | No            |                  3 | On Loan: No      |
| Tkc Holdings Inc                                       | TKC Holdings, Inc.                                                  | CUSIP: 87256YAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $145695.50    | 0.06%             | 2029-05-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Gs Mortgage Securities Trust                           | GS Mortgage Securities Corp. Trust 2018-RIVR                        | CUSIP: 36255WAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $260343.72    | 0.11%             | 2035-07-15      | Floating      | 4.37%                 | Yes           |                  2 | On Loan: No      |
| 5911886.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2306 | PA      | $2036.35      | 0.00%             | 2024-03-16      | Fixed         | 3.70%                 | No            |                  3 | On Loan: No      |
| Telesat Canada/telesat L                               | Telesat Canada / Telesat LLC                                        | CUSIP: 87952VAR7<br>LEI: 5493004V5GLBY6SO5Y34 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $98369.25     | 0.04%             | 2026-12-06      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| 5855387.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16586 | PA      | $13989.05     | 0.01%             | 2024-02-27      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5759139.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3802 | PA      | $3650.10      | 0.00%             | 2024-02-01      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5833188.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5987 | PA      | $5634.73      | 0.00%             | 2024-02-19      | Fixed         | 4.21%                 | No            |                  3 | On Loan: No      |
| Learn Cw Investment Corp                               | Learn CW Investment Corp.                                           | CUSIP: G54157105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     12126 | NS      | $119441.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 5909719.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1455 | PA      | $1352.06      | 0.00%             | 2024-03-15      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| Octagon Investment Partners 40, Ltd.                   | Octagon Investment Partners 40, Ltd.                                | CUSIP: 67592EAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $413804.10    | 0.18%             | 2035-01-20      | Floating      | 9.71%                 | Yes           |                  2 | On Loan: No      |
| 5887889.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5902 | PA      | $5608.75      | 0.00%             | 2024-03-08      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 5914617.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1134 | PA      | $1047.11      | 0.00%             | 2024-03-18      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 5936890.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4434 | PA      | $4294.41      | 0.00%             | 2024-03-26      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| Air Methods Corp.                                      | Air Methods Corp.                                                   | CUSIP: 00912YAL6<br>LEI: 54930081QGNZXVDOZF63 | Long             | LON              | CORP              | US        |    504682 | PA      | $406059.77    | 0.17%             | 2024-04-22      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| 5780801.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1055 | PA      | $936.11       | 0.00%             | 2024-02-07      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 5763213.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3046 | PA      | $2810.89      | 0.00%             | 2024-02-02      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5914301.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4515 | PA      | $4158.22      | 0.00%             | 2024-03-18      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 5845522.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3420 | PA      | $3087.95      | 0.00%             | 2024-02-24      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| 5914497.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2647 | PA      | $2511.72      | 0.00%             | 2024-03-18      | Fixed         | 4.24%                 | No            |                  3 | On Loan: No      |
| 5860730.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15025 | PA      | $14060.31     | 0.01%             | 2024-02-29      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 5940686.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9657 | PA      | $9060.92      | 0.00%             | 2024-03-27      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5756272.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4283 | PA      | $4111.78      | 0.00%             | 2024-01-29      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| Fs Rialto Issuer Ltd                                   | FS Rialto 2022-FL5 Issuer LLC                                       | CUSIP: 30327MAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $493293.00    | 0.21%             | 2037-06-19      | Floating      | 7.84%                 | Yes           |                  2 | On Loan: No      |
| 5907596.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5439 | PA      | $5202.90      | 0.00%             | 2024-03-15      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5913784.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8374 | PA      | $7904.44      | 0.00%             | 2024-03-17      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 5856791.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3252 | PA      | $3105.99      | 0.00%             | 2024-02-29      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5787828.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2625 | PA      | $2386.98      | 0.00%             | 2024-02-09      | Fixed         | 4.59%                 | No            |                  3 | On Loan: No      |
| 5841064.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7105 | PA      | $6714.24      | 0.00%             | 2024-02-23      | Fixed         | 4.31%                 | No            |                  3 | On Loan: No      |
| 5873193.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15024 | PA      | $14620.73     | 0.01%             | 2024-03-01      | Fixed         | 3.31%                 | No            |                  3 | On Loan: No      |
| 5757443.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4024 | PA      | $3350.67      | 0.00%             | 2024-01-30      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 5835316.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1283 | PA      | $1213.66      | 0.00%             | 2024-02-21      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5780358.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7111 | PA      | $6904.49      | 0.00%             | 2024-02-07      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 5819782.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6923 | PA      | $6659.63      | 0.00%             | 2024-02-16      | Fixed         | 4.04%                 | No            |                  3 | On Loan: No      |
| 5860858.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1021 | PA      | $950.22       | 0.00%             | 2024-02-29      | Fixed         | 4.96%                 | No            |                  3 | On Loan: No      |
| 5820055.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4152 | PA      | $3894.41      | 0.00%             | 2024-02-16      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 5765391.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9325 | PA      | $7451.68      | 0.00%             | 2024-02-02      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| Minotaur Acquisition, Inc.                             | Minotaur Acquisition, Inc.                                          | CUSIP: 60441EAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    319036 | PA      | $303910.55    | 0.13%             | 2026-03-27      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| 5840568.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21610 | PA      | $20617.79     | 0.01%             | 2024-02-23      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5866465.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1518 | PA      | $1410.45      | 0.00%             | 2024-02-29      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5903844.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32172 | PA      | $30283.14     | 0.01%             | 2024-03-14      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| Industrial Human Capital Inc                           | Industrial Human Capital, Inc.                                      | CUSIP: 45617P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24074 | NS      | $244351.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| 5774388.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1375 | PA      | $1265.65      | 0.00%             | 2024-02-04      | Fixed         | 3.65%                 | No            |                  3 | On Loan: No      |
| 5878558.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1917 | PA      | $1778.97      | 0.00%             | 2024-03-05      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5772827.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3167 | PA      | $2958.30      | 0.00%             | 2024-02-04      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 5853818.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10114 | PA      | $9335.15      | 0.00%             | 2024-02-26      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5937811.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8773 | PA      | $8390.35      | 0.00%             | 2024-03-26      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5940680.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5643 | PA      | $5436.52      | 0.00%             | 2024-03-27      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5750114.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21751 | PA      | $21114.18     | 0.01%             | 2024-01-28      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 5844587.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1132 | PA      | $1062.14      | 0.00%             | 2024-02-24      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| Liv Capital Acquisition Corp Ii                        | LIV Capital Acquisition Corp. II                                    | CUSIP: G5510R105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     62176 | NS      | $624868.80    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| 5878051.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4094 | PA      | $3920.49      | 0.00%             | 2024-03-04      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5899609.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       897 | PA      | $835.22       | 0.00%             | 2024-03-13      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5755787.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4371 | PA      | $4062.20      | 0.00%             | 2024-01-29      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5805054.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5435 | PA      | $5174.19      | 0.00%             | 2024-02-11      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5899404.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6344 | PA      | $5976.61      | 0.00%             | 2024-03-13      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5865915.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    100395 | PA      | $95441.53     | 0.04%             | 2024-02-29      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5835507.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3166 | PA      | $2942.95      | 0.00%             | 2024-02-21      | Fixed         | 4.31%                 | No            |                  3 | On Loan: No      |
| Willis Engine Securitization Trust                     | Willis Engine Structured Trust VI                                   | CUSIP: 97064GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1457340 | PA      | $1168858.43   | 0.50%             | 2046-05-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| 5918296.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5554 | PA      | $5352.63      | 0.00%             | 2024-03-19      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5874202.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11268 | PA      | $10874.16     | 0.00%             | 2024-03-02      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 5834607.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3058 | PA      | $2961.20      | 0.00%             | 2024-02-20      | Fixed         | 3.43%                 | No            |                  3 | On Loan: No      |
| 5809469.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6644 | PA      | $6159.57      | 0.00%             | 2024-02-12      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 5813675.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11721 | PA      | $11218.71     | 0.00%             | 2024-02-13      | Fixed         | 3.43%                 | No            |                  3 | On Loan: No      |
| 5932131.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4728 | PA      | $4556.10      | 0.00%             | 2024-03-23      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5767039.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7459 | PA      | $7149.46      | 0.00%             | 2024-02-03      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5834880.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23533 | PA      | $22671.18     | 0.01%             | 2024-02-20      | Fixed         | 3.43%                 | No            |                  3 | On Loan: No      |
| 5852767.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7300 | PA      | $7033.51      | 0.00%             | 2024-02-26      | Fixed         | 3.77%                 | No            |                  3 | On Loan: No      |
| 5916955.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       862 | PA      | $818.77       | 0.00%             | 2024-03-19      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5755541.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44505 | PA      | $42177.58     | 0.02%             | 2024-01-29      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 5848774.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4128 | PA      | $3975.28      | 0.00%             | 2024-02-25      | Fixed         | 3.77%                 | No            |                  3 | On Loan: No      |
| 5790439.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7014 | PA      | $6417.01      | 0.00%             | 2024-02-10      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5775571.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6162 | PA      | $5490.26      | 0.00%             | 2024-02-05      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5801841.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6336 | PA      | $6088.09      | 0.00%             | 2024-02-11      | Fixed         | 4.10%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                            | CUSIP: 38382MM97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3832593 | PA      | $423932.74    | 0.18%             | 2051-01-20      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| 5834536.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7039 | PA      | $6856.69      | 0.00%             | 2024-02-20      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 5913277.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3771 | PA      | $3515.43      | 0.00%             | 2024-03-16      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| 5774403.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1430 | PA      | $1359.27      | 0.00%             | 2024-02-04      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5919036.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6075 | PA      | $5741.15      | 0.00%             | 2024-03-20      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5841590.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8521 | PA      | $8206.49      | 0.00%             | 2024-02-23      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| Achari Ventures Holdings Corp I                        | Achari Ventures Holdings Corp. I                                    | CUSIP: 00444X101<br>LEI: 549300WXLNJWTBJTI395 | Long             | EC               | CORP              | US        |     36143 | NS      | $362152.86    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| 5925465.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8923 | PA      | $8643.94      | 0.00%             | 2024-03-21      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| 5850200.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1244 | PA      | $1137.58      | 0.00%             | 2024-02-25      | Fixed         | 4.35%                 | No            |                  3 | On Loan: No      |
| 5757660.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5085 | PA      | $4697.38      | 0.00%             | 2024-01-31      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| Cengage Learning Inc                                   | Cengage Learning, Inc.                                              | CUSIP: 15137NAA1<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | DBT              | CORP              | US        |    275000 | PA      | $258124.63    | 0.11%             | 2024-06-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| 5873996.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4581 | PA      | $4315.78      | 0.00%             | 2024-03-02      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| Intelsat Jackson Holdings Sa                           | Intelsat Jackson Holdings SA                                        | CUSIP: L5137X109<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | EC               | CORP              | LU        |       440 | NS      | $2640.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apidos Clo                                             | Apidos CLO XXIV                                                     | CUSIP: 03762XAD1<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $409779.30    | 0.18%             | 2030-10-20      | Floating      | 8.51%                 | Yes           |                  2 | On Loan: No      |
| 5758145.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13568 | PA      | $12927.10     | 0.01%             | 2024-01-31      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 5910242.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2464 | PA      | $2313.25      | 0.00%             | 2024-03-16      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| Nyt Mortgage Trust                                     | BF Mortgage Trust                                                   | CUSIP: 62954PAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315000 | PA      | $272595.36    | 0.12%             | 2035-12-15      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| 5911124.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5187 | PA      | $4999.87      | 0.00%             | 2024-03-16      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5748941.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7230 | PA      | $6635.35      | 0.00%             | 2024-01-28      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5835714.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6966 | PA      | $6653.56      | 0.00%             | 2024-02-21      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5908887.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27606 | PA      | $26611.25     | 0.01%             | 2024-03-15      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5850286.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1025 | PA      | $978.76       | 0.00%             | 2024-02-25      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5821886.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     65029 | PA      | $62068.47     | 0.03%             | 2024-02-16      | Fixed         | 4.03%                 | No            |                  3 | On Loan: No      |
| 5849810.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4188 | PA      | $4011.97      | 0.00%             | 2024-02-25      | Fixed         | 4.21%                 | No            |                  3 | On Loan: No      |
| 5939508.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3290 | PA      | $3053.20      | 0.00%             | 2024-03-27      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5835321.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6470 | PA      | $6223.68      | 0.00%             | 2024-02-21      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 5914539.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8411 | PA      | $8025.29      | 0.00%             | 2024-03-18      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5836825.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6397 | PA      | $6149.28      | 0.00%             | 2024-02-22      | Fixed         | 4.03%                 | No            |                  3 | On Loan: No      |
| 5930736.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1245 | PA      | $1156.19      | 0.00%             | 2024-03-22      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 5817391.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6147 | PA      | $5989.30      | 0.00%             | 2024-02-15      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 5907584.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2235 | PA      | $2133.61      | 0.00%             | 2024-03-15      | Fixed         | 4.09%                 | No            |                  3 | On Loan: No      |
| 5845253.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10412 | PA      | $9816.98      | 0.00%             | 2024-02-24      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 5922851.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2678 | PA      | $2520.59      | 0.00%             | 2024-03-21      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 5932487.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1397 | PA      | $1290.32      | 0.00%             | 2024-03-23      | Fixed         | 5.20%                 | No            |                  3 | On Loan: No      |
| 5820125.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     73501 | PA      | $67378.70     | 0.03%             | 2024-02-16      | Fixed         | 4.34%                 | No            |                  3 | On Loan: No      |
| 5835283.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5066 | PA      | $4774.38      | 0.00%             | 2024-02-21      | Fixed         | 4.04%                 | No            |                  3 | On Loan: No      |
| 5750331.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1748 | PA      | $1697.32      | 0.00%             | 2024-01-28      | Fixed         | 3.35%                 | No            |                  3 | On Loan: No      |
| 5940619.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11580 | PA      | $10757.33     | 0.00%             | 2024-03-27      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 5871642.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     74383 | PA      | $70733.71     | 0.03%             | 2024-03-01      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5909795.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7366 | PA      | $7105.05      | 0.00%             | 2024-03-15      | Fixed         | 3.92%                 | No            |                  3 | On Loan: No      |
| Envision Healthcare Corp                               | Envision Healthcare Corp.                                           | CUSIP: 29373UAG6<br>LEI: 549300OL60X0LPKY8N60 | Long             | LON              | CORP              | US        |    739842 | PA      | $209623.21    | 0.09%             | 2027-03-31      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| 5889090.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2239 | PA      | $2090.24      | 0.00%             | 2024-03-08      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| 5833374.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39330 | PA      | $37715.87     | 0.02%             | 2024-02-19      | Fixed         | 3.77%                 | No            |                  3 | On Loan: No      |
| 5914508.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9656 | PA      | $9171.78      | 0.00%             | 2024-03-18      | Fixed         | 4.24%                 | No            |                  3 | On Loan: No      |
| Alsp Orchid Acquisition Corp I                         | ALSP Orchid Acquisition Corp. I                                     | CUSIP: G0231L107<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     81790 | NS      | $820353.70    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| 5876818.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4193 | PA      | $3884.26      | 0.00%             | 2024-03-02      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 5773800.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4829 | PA      | $4632.79      | 0.00%             | 2024-02-04      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5857310.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1109 | PA      | $855.31       | 0.00%             | 2024-02-29      | Fixed         | 3.63%                 | No            |                  3 | On Loan: No      |
| 5824457.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13454 | PA      | $12854.20     | 0.01%             | 2024-02-17      | Fixed         | 4.31%                 | No            |                  3 | On Loan: No      |
| 5889880.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14073 | PA      | $13039.11     | 0.01%             | 2024-03-08      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| 5895218.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5827 | PA      | $5362.11      | 0.00%             | 2024-03-11      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 5900468.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22986 | PA      | $21750.25     | 0.01%             | 2024-03-13      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 5931013.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2230 | PA      | $2076.15      | 0.00%             | 2024-03-23      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| Project Energy Reimagined Acquisition Corp             | Project Energy Reimagined Acquisition Corp.                         | CUSIP: G72556114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     23875 | NC      | $2866.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5927412.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10022 | PA      | $9657.77      | 0.00%             | 2024-03-22      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5904172.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8060 | PA      | $7594.83      | 0.00%             | 2024-03-14      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5856072.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5746 | PA      | $5324.66      | 0.00%             | 2024-02-28      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5843385.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4908 | PA      | $4454.13      | 0.00%             | 2024-02-24      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 5934373.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23883 | PA      | $22282.42     | 0.01%             | 2024-03-24      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 5877202.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5910 | PA      | $5539.65      | 0.00%             | 2024-03-03      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 5856246.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9247 | PA      | $8452.07      | 0.00%             | 2024-02-28      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5779670.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11965 | PA      | $11352.32     | 0.00%             | 2024-02-06      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5767348.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6256 | PA      | $5865.03      | 0.00%             | 2024-02-03      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 5936019.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2609 | PA      | $2430.99      | 0.00%             | 2024-03-26      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5843749.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7921 | PA      | $7600.81      | 0.00%             | 2024-02-24      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5865116.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15054 | PA      | $13907.41     | 0.01%             | 2024-02-29      | Fixed         | 5.21%                 | No            |                  3 | On Loan: No      |
| 5844260.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2869 | PA      | $2593.55      | 0.00%             | 2024-02-24      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5787788.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       576 | PA      | $550.36       | 0.00%             | 2024-02-09      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| Fel Energy Vi Sarl                                     | FEL Energy VI Sarl                                                  | CUSIP: BM6311658<br>LEI: 254900H2U8PBIY32VI94 | Long             | DBT              | CORP              | LU        |    188378 | PA      | $129325.04    | 0.06%             | 2040-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| 5900804.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18888 | PA      | $17784.74     | 0.01%             | 2024-03-13      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 5831788.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2263 | PA      | $2199.90      | 0.00%             | 2024-02-19      | Fixed         | 2.97%                 | No            |                  3 | On Loan: No      |
| 5783479.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $141.84       | 0.00%             | 2024-02-08      | Fixed         | 3.26%                 | No            |                  3 | On Loan: No      |
| 5885487.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33940 | PA      | $31859.45     | 0.01%             | 2024-03-07      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| Enterprise 4.0 Technology Acquisition Corp             | Enterprise 4.0 Technology Acquisition Corp.                         | CUSIP: G3137C106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     12048 | NS      | $121564.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 5853206.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4274 | PA      | $4073.28      | 0.00%             | 2024-02-26      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| Social Professional Loan Program Llc                   | SoFi Professional Loan Program 2021-B Trust                         | CUSIP: 83405N106<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000 | PA      | $530659.11    | 0.23%             | 2047-02-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| 5934719.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11962 | PA      | $11301.98     | 0.00%             | 2024-03-25      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 5860559.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6485 | PA      | $6020.38      | 0.00%             | 2024-02-29      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5816765.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4267 | PA      | $4118.38      | 0.00%             | 2024-02-15      | Fixed         | 3.75%                 | No            |                  3 | On Loan: No      |
| 5855899.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12151 | PA      | $11336.76     | 0.00%             | 2024-02-28      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5854404.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9142 | PA      | $8280.95      | 0.00%             | 2024-02-26      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 5807758.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14307 | PA      | $13209.18     | 0.01%             | 2024-02-12      | Fixed         | 4.10%                 | No            |                  3 | On Loan: No      |
| 5893783.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2345 | PA      | $2191.79      | 0.00%             | 2024-03-09      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| 5837400.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1307 | PA      | $1193.76      | 0.00%             | 2024-02-22      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 5878068.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3850 | PA      | $3611.09      | 0.00%             | 2024-03-04      | Fixed         | 4.02%                 | No            |                  3 | On Loan: No      |
| 5753380.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3255 | PA      | $3004.29      | 0.00%             | 2024-01-29      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 5894938.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4367 | PA      | $4029.47      | 0.00%             | 2024-03-10      | Fixed         | 5.41%                 | No            |                  3 | On Loan: No      |
| 5881309.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4583 | PA      | $4353.22      | 0.00%             | 2024-03-06      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5751793.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       974 | PA      | $859.20       | 0.00%             | 2024-01-28      | Fixed         | 4.21%                 | No            |                  3 | On Loan: No      |
| 5889942.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7260 | PA      | $7006.36      | 0.00%             | 2024-03-08      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| Ypf Sociedad Anonima                                   | YPF SA                                                              | CUSIP: P989MJBP5<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    100000 | PA      | $60302.32     | 0.03%             | 2029-06-27      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| 5832459.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5679 | PA      | $5531.77      | 0.00%             | 2024-02-19      | Fixed         | 2.97%                 | No            |                  3 | On Loan: No      |
| 5753964.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7289 | PA      | $7011.13      | 0.00%             | 2024-01-29      | Fixed         | 4.10%                 | No            |                  3 | On Loan: No      |
| 5768237.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5920 | PA      | $4928.69      | 0.00%             | 2024-02-03      | Fixed         | 4.11%                 | No            |                  3 | On Loan: No      |
| 5815829.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1416 | PA      | $1320.39      | 0.00%             | 2024-02-15      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5852591.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6803 | PA      | $6534.38      | 0.00%             | 2024-02-26      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5928944.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39418 | PA      | $37284.96     | 0.02%             | 2024-03-22      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 5918907.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1946 | PA      | $1798.22      | 0.00%             | 2024-03-20      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5877504.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11660 | PA      | $11253.80     | 0.00%             | 2024-03-03      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| 5901321.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10627 | PA      | $10165.93     | 0.00%             | 2024-03-13      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5774413.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       436 | PA      | $423.65       | 0.00%             | 2024-02-04      | Fixed         | 3.17%                 | No            |                  3 | On Loan: No      |
| 5843932.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       857 | PA      | $798.57       | 0.00%             | 2024-02-24      | Fixed         | 3.60%                 | No            |                  3 | On Loan: No      |
| 5767213.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5930 | PA      | $5551.43      | 0.00%             | 2024-02-03      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 5934241.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2628 | PA      | $2462.32      | 0.00%             | 2024-03-24      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5823918.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24410 | PA      | $22789.63     | 0.01%             | 2024-02-17      | Fixed         | 4.77%                 | No            |                  3 | On Loan: No      |
| 5909350.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2115 | PA      | $2010.01      | 0.00%             | 2024-03-15      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5895574.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       869 | PA      | $799.27       | 0.00%             | 2024-03-11      | Fixed         | 5.51%                 | No            |                  3 | On Loan: No      |
| Barclays Commercial Mortgage Securities Llc            | BBCMS Trust                                                         | CUSIP: 05549RAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    682000 | PA      | $647247.33    | 0.28%             | 2037-07-15      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| 5848803.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10593 | PA      | $9894.56      | 0.00%             | 2024-02-25      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| Banco Gnb Sudameris Sa                                 | Banco GNB Sudameris SA                                              | CUSIP: 059593AE3<br>LEI: 549300SO7QUETMQD9D84 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $146369.00    | 0.06%             | 2031-04-16      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| 5935036.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4560 | PA      | $4226.98      | 0.00%             | 2024-03-25      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 5777213.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       966 | PA      | $896.69       | 0.00%             | 2024-02-05      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5860662.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4365 | PA      | $4092.42      | 0.00%             | 2024-02-29      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| 5824804.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1127 | PA      | $1030.10      | 0.00%             | 2024-02-17      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 5824099.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23974 | PA      | $20303.79     | 0.01%             | 2024-02-17      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential Trust                                          | CUSIP: 74333HAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1534711.32   | 0.66%             | 2026-07-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| 5895426.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4113 | PA      | $3840.18      | 0.00%             | 2024-03-11      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| 5916968.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8197 | PA      | $7700.14      | 0.00%             | 2024-03-19      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5855484.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5212 | PA      | $4653.34      | 0.00%             | 2024-02-27      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Jp Morgan Chase Commercial Mortgage Sec Trust          | JP Morgan Chase Commercial Mortgage Securities Trust                | CUSIP: 46651CAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109000 | PA      | $103016.88    | 0.04%             | 2032-05-05      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| 5763301.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7726 | PA      | $7330.33      | 0.00%             | 2024-02-02      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5855813.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22990 | PA      | $21312.61     | 0.01%             | 2024-02-28      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5778148.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30696 | PA      | $27231.02     | 0.01%             | 2024-02-05      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5934431.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1440 | PA      | $1336.09      | 0.00%             | 2024-03-24      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5769528.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1551 | PA      | $1485.13      | 0.00%             | 2024-02-03      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 5937055.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     60218 | PA      | $57200.17     | 0.02%             | 2024-03-26      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5932848.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36246 | PA      | $35106.44     | 0.02%             | 2024-03-23      | Fixed         | 3.60%                 | No            |                  3 | On Loan: No      |
| 5895555.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1309 | PA      | $1211.82      | 0.00%             | 2024-03-11      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| 5849371.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2100 | PA      | $1880.10      | 0.00%             | 2024-02-25      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| Theta Capital Pte Ltd                                  | Theta Capital Pte, Ltd.                                             | CUSIP: N/A<br>LEI: 2549003I5QVCGQHCYJ52       | Long             | DBT              | CORP              | SG        |    200000 | PA      | $128500.00    | 0.06%             | 2026-10-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| 5904278.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1837 | PA      | $1699.43      | 0.00%             | 2024-03-14      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5910497.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       933 | PA      | $868.48       | 0.00%             | 2024-03-16      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5851405.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     58004 | PA      | $54954.63     | 0.02%             | 2024-02-25      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                      | Citigroup Mortgage Loan Trust                                       | CUSIP: 17311LAE1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    296049 | PA      | $288348.70    | 0.12%             | 2037-04-25      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| 5877252.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11200 | PA      | $10326.76     | 0.00%             | 2024-03-03      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| N/A                                                    | Bright Bidco B.V.TLB 1L                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |    402593 | PA      | $100144.99    | 0.04%             | 2024-06-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| 5924032.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4724 | PA      | $4392.71      | 0.00%             | 2024-03-21      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5908473.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6259 | PA      | $5947.34      | 0.00%             | 2024-03-15      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5864685.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1490 | PA      | $1375.80      | 0.00%             | 2024-02-29      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| Telecom Of Trin & Tobago                               | Telecommunications Services of Trinidad & Tobago, Ltd.              | CUSIP: P90301AA3<br>LEI: 5299007N4G3EZWXAMB76 | Long             | DBT              | CORP              | TT        |    300000 | PA      | $265189.98    | 0.11%             | 2029-10-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| 5927528.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1975 | PA      | $1903.20      | 0.00%             | 2024-03-22      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5895490.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12595 | PA      | $11853.04     | 0.01%             | 2024-03-11      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 5835581.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1992 | PA      | $1784.61      | 0.00%             | 2024-02-21      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5894465.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4917 | PA      | $4626.10      | 0.00%             | 2024-03-10      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5873534.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10555 | PA      | $9760.63      | 0.00%             | 2024-03-01      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| 5757953.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       569 | PA      | $541.35       | 0.00%             | 2024-01-31      | Fixed         | 5.19%                 | No            |                  3 | On Loan: No      |
| 5763446.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16181 | PA      | $15716.40     | 0.01%             | 2024-02-02      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 5763764.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4629 | PA      | $3854.85      | 0.00%             | 2024-02-02      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| Phoenix Biotech Acquisition Corp                       | Phoenix Biotech Acquisition Corp.                                   | CUSIP: 71902K113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      6744 | NC      | $539.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5901640.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1062 | PA      | $1024.45      | 0.00%             | 2024-03-13      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 5780803.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1919 | PA      | $1818.19      | 0.00%             | 2024-02-07      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 5759869.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12474 | PA      | $11952.61     | 0.01%             | 2024-02-01      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 5751645.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3234 | PA      | $3081.86      | 0.00%             | 2024-01-28      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 5836869.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3662 | PA      | $3404.75      | 0.00%             | 2024-02-22      | Fixed         | 4.31%                 | No            |                  3 | On Loan: No      |
| 5753113.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2178 | PA      | $2106.91      | 0.00%             | 2024-01-29      | Fixed         | 3.68%                 | No            |                  3 | On Loan: No      |
| 5768575.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19362 | PA      | $15316.42     | 0.01%             | 2024-02-03      | Fixed         | 5.10%                 | No            |                  3 | On Loan: No      |
| 5909663.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1602 | PA      | $1481.79      | 0.00%             | 2024-03-15      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| Oxford Square Capital Co                               | Oxford Square Capital Corp.                                         | CUSIP: 69181V206<br>LEI: 549300EGQH8WWU1U6Q06 | Long             | EP               | CORP              | US        |    189274 | NS      | $4665604.10   | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5775149.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       653 | PA      | $587.07       | 0.00%             | 2024-02-04      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| 5894738.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6928 | PA      | $6494.44      | 0.00%             | 2024-03-10      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| Fremf Mortgage Trust                                   | FREMF 2019-KF71 Mortgage Trust                                      | CUSIP: 30314GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    829160 | PA      | $818841.11    | 0.35%             | 2029-10-25      | Floating      | 8.55%                 | Yes           |                  2 | On Loan: No      |
| 5780022.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1920 | PA      | $1783.92      | 0.00%             | 2024-02-06      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| 5762469.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2285 | PA      | $2183.14      | 0.00%             | 2024-02-01      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| Globalink Investment Inc                               | Globalink Investment, Inc.                                          | CUSIP: 37892F117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     62828 | NC      | $7652.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | Cengage Learning, Inc., First Lien - B Term Loan                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    248125 | PA      | $225290.06    | 0.10%             | 2026-06-29      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| 5888588.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23083 | PA      | $22273.83     | 0.01%             | 2024-03-08      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| Fed Republic Of Brazil                                 | Brazilian Government International Bond                             | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    450000 | PA      | $307741.58    | 0.13%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| 5930121.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10843 | PA      | $10061.04     | 0.00%             | 2024-03-22      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| 5902681.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35971 | PA      | $33630.22     | 0.01%             | 2024-03-14      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 5819664.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12144 | PA      | $11653.27     | 0.01%             | 2024-02-16      | Fixed         | 4.03%                 | No            |                  3 | On Loan: No      |
| 5856043.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1240 | PA      | $1128.52      | 0.00%             | 2024-02-28      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 5922246.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7742 | PA      | $7324.11      | 0.00%             | 2024-03-20      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 5786185.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5922 | PA      | $5563.39      | 0.00%             | 2024-02-09      | Fixed         | 4.76%                 | No            |                  3 | On Loan: No      |
| Ubs-barclays Commercial Mortgage Trust                 | UBS-Barclays Commercial Mortgage Trust 2013-C5                      | CUSIP: 90270YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $274234.68    | 0.12%             | 2046-03-12      | Variable      | 4.20%                 | Yes           |                  2 | On Loan: No      |
| 5786574.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11652 | PA      | $11148.45     | 0.00%             | 2024-02-09      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5919402.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       898 | PA      | $845.63       | 0.00%             | 2024-03-20      | Fixed         | 3.66%                 | No            |                  3 | On Loan: No      |
| 5871307.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23505 | PA      | $22862.40     | 0.01%             | 2024-03-01      | Fixed         | 3.31%                 | No            |                  3 | On Loan: No      |
| 5895092.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3425 | PA      | $3234.52      | 0.00%             | 2024-03-10      | Fixed         | 4.59%                 | No            |                  3 | On Loan: No      |
| 5917815.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3636 | PA      | $3413.91      | 0.00%             | 2024-03-19      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 5817534.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39577 | PA      | $37312.82     | 0.02%             | 2024-02-15      | Fixed         | 4.03%                 | No            |                  3 | On Loan: No      |
| 5807395.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3327 | PA      | $3101.20      | 0.00%             | 2024-02-12      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| 5777152.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7933 | PA      | $7329.48      | 0.00%             | 2024-02-05      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5834251.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1525 | PA      | $1297.80      | 0.00%             | 2024-02-19      | Fixed         | 4.22%                 | No            |                  3 | On Loan: No      |
| 5879659.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2964 | PA      | $2861.12      | 0.00%             | 2024-03-06      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 5833939.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1012 | PA      | $779.19       | 0.00%             | 2024-02-19      | Fixed         | 3.62%                 | No            |                  3 | On Loan: No      |
| Countrywide Home Loans                                 | CHL Mortgage Pass-Through Trust                                     | CUSIP: 22239EAD8<br>LEI: 549300430UQIJMFG3R47 | Long             | ABS-MBS          | CORP              | US        |   1341221 | PA      | $1182603.08   | 0.51%             | 2037-03-25      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| 5923528.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7146 | PA      | $6885.96      | 0.00%             | 2024-03-21      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5772694.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7187 | PA      | $6973.18      | 0.00%             | 2024-02-04      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 5892195.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5007 | PA      | $4676.51      | 0.00%             | 2024-03-09      | Fixed         | 4.02%                 | No            |                  3 | On Loan: No      |
| 5853321.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6870 | PA      | $6604.33      | 0.00%             | 2024-02-26      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5913220.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       678 | PA      | $625.71       | 0.00%             | 2024-03-16      | Fixed         | 4.43%                 | No            |                  3 | On Loan: No      |
| 5757959.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18511 | PA      | $17887.89     | 0.01%             | 2024-01-31      | Fixed         | 3.75%                 | No            |                  3 | On Loan: No      |
| 5890688.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37272 | PA      | $35649.71     | 0.02%             | 2024-03-08      | Fixed         | 4.21%                 | No            |                  3 | On Loan: No      |
| 5777622.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13946 | PA      | $13337.86     | 0.01%             | 2024-02-05      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 5755209.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12375 | PA      | $11218.38     | 0.00%             | 2024-01-29      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5918710.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3794 | PA      | $3524.96      | 0.00%             | 2024-03-20      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 5908382.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5483 | PA      | $5168.47      | 0.00%             | 2024-03-15      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5846187.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3833 | PA      | $3562.18      | 0.00%             | 2024-02-24      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5857482.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4665 | PA      | $4474.73      | 0.00%             | 2024-02-29      | Fixed         | 4.07%                 | No            |                  3 | On Loan: No      |
| 5823177.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1499 | PA      | $1400.68      | 0.00%             | 2024-02-17      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5790495.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2986 | PA      | $2646.34      | 0.00%             | 2024-02-10      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| Unifrax Escrow Iss Corp                                | ASP Unifrax Holdings, Inc.                                          | CUSIP: 90473LAC6<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    175000 | PA      | $115843.88    | 0.05%             | 2029-09-30      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| 5811157.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21944 | PA      | $20464.35     | 0.01%             | 2024-02-12      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5829975.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       897 | PA      | $839.93       | 0.00%             | 2024-02-18      | Fixed         | 4.85%                 | No            |                  3 | On Loan: No      |
| 5852371.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13983 | PA      | $13473.44     | 0.01%             | 2024-02-26      | Fixed         | 3.77%                 | No            |                  3 | On Loan: No      |
| 5830017.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4257 | PA      | $4065.34      | 0.00%             | 2024-02-18      | Fixed         | 4.33%                 | No            |                  3 | On Loan: No      |
| 5867166.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4225 | PA      | $3932.21      | 0.00%             | 2024-02-29      | Fixed         | 5.33%                 | No            |                  3 | On Loan: No      |
| 5822473.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4919 | PA      | $4792.24      | 0.00%             | 2024-02-17      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 5875189.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8351 | PA      | $8062.12      | 0.00%             | 2024-03-02      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 5925169.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8485 | PA      | $7878.41      | 0.00%             | 2024-03-21      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 5865503.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16993 | PA      | $16208.30     | 0.01%             | 2024-02-29      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| Sanaby Health Acquisition Corp I                       | Sanaby Health Acquisition Corp. I                                   | CUSIP: 79956P102<br>LEI: 549300MPJINOH7RSHC73 | Long             | EC               | CORP              | US        |     12046 | NS      | $121905.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 5925202.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8294 | PA      | $7995.11      | 0.00%             | 2024-03-21      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| Ngd Holdings Bv                                        | NGD Holdings BV                                                     | CUSIP: N/A<br>LEI: 984500ED2ABF0UF46690       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $41500.00     | 0.02%             | 2026-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| 5903025.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4930 | PA      | $4621.30      | 0.00%             | 2024-03-14      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5924600.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    110280 | PA      | $105926.60    | 0.05%             | 2024-03-21      | Fixed         | 3.86%                 | No            |                  3 | On Loan: No      |
| 5855945.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       917 | PA      | $869.72       | 0.00%             | 2024-02-28      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5915369.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6470 | PA      | $6237.37      | 0.00%             | 2024-03-19      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5848320.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1986 | PA      | $1883.94      | 0.00%             | 2024-02-25      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5762305.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15021 | PA      | $14157.66     | 0.01%             | 2024-02-01      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5837818.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9976 | PA      | $9448.58      | 0.00%             | 2024-02-22      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5876786.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10356 | PA      | $9793.29      | 0.00%             | 2024-03-02      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 5891740.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2608 | PA      | $2436.91      | 0.00%             | 2024-03-09      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5892758.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5816 | PA      | $5564.08      | 0.00%             | 2024-03-09      | Fixed         | 4.21%                 | No            |                  3 | On Loan: No      |
| 5766288.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     83714 | PA      | $81302.20     | 0.03%             | 2024-02-03      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 5914321.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16275 | PA      | $15685.89     | 0.01%             | 2024-03-18      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5835519.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6867 | PA      | $6589.61      | 0.00%             | 2024-02-21      | Fixed         | 4.04%                 | No            |                  3 | On Loan: No      |
| 5920812.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4090 | PA      | $3800.39      | 0.00%             | 2024-03-20      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5866286.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13537 | PA      | $12711.65     | 0.01%             | 2024-02-29      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5783712.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       371 | PA      | $359.55       | 0.00%             | 2024-02-08      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 5921360.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1708 | PA      | $1596.69      | 0.00%             | 2024-03-20      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| Barings Bdc Inc                                        | Barings BDC, Inc.                                                   | CUSIP: 06759L103<br>LEI: 549300GSF4KFZP6ONG49 | Long             | EC               | RF                | US        |    114259 | NS      | $944921.93    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| 5876279.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2164 | PA      | $2009.02      | 0.00%             | 2024-03-02      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 5863318.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47336 | PA      | $44812.29     | 0.02%             | 2024-02-29      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 5911808.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5560 | PA      | $5284.43      | 0.00%             | 2024-03-16      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5927615.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20396 | PA      | $19147.38     | 0.01%             | 2024-03-22      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 5786108.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3289 | PA      | $3176.17      | 0.00%             | 2024-02-09      | Fixed         | 3.74%                 | No            |                  3 | On Loan: No      |
| 5900321.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20198 | PA      | $18966.99     | 0.01%             | 2024-03-13      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| New Mountain Finance Cor                               | New Mountain Finance Corp.                                          | CUSIP: 647551AC4<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |   1648448 | PA      | $1631963.52   | 0.70%             | 2023-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| 5819497.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3617 | PA      | $3443.94      | 0.00%             | 2024-02-16      | Fixed         | 4.03%                 | No            |                  3 | On Loan: No      |
| 5769587.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21025 | PA      | $20003.88     | 0.01%             | 2024-02-03      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5775230.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9358 | PA      | $8687.13      | 0.00%             | 2024-02-04      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 5795041.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2172 | PA      | $2031.69      | 0.00%             | 2024-02-10      | Fixed         | 5.10%                 | No            |                  3 | On Loan: No      |
| 5908790.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5091 | PA      | $4711.10      | 0.00%             | 2024-03-15      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 5879079.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2030 | PA      | $1886.03      | 0.00%             | 2024-03-05      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 5814739.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3572 | PA      | $2908.46      | 0.00%             | 2024-02-14      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 5844321.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2637 | PA      | $2535.30      | 0.00%             | 2024-02-24      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5786510.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7365 | PA      | $6127.91      | 0.00%             | 2024-02-09      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5780142.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4612 | PA      | $4433.01      | 0.00%             | 2024-02-07      | Fixed         | 4.10%                 | No            |                  3 | On Loan: No      |
| 5909402.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5721 | PA      | $5286.77      | 0.00%             | 2024-03-15      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 5817230.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5188 | PA      | $4625.59      | 0.00%             | 2024-02-15      | Fixed         | 3.60%                 | No            |                  3 | On Loan: No      |
| 5758839.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7697 | PA      | $7167.11      | 0.00%             | 2024-02-01      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5852638.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18112 | PA      | $17491.17     | 0.01%             | 2024-02-26      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 5918813.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5763 | PA      | $5375.36      | 0.00%             | 2024-03-20      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| Mount Rainier Acquisition Corp                         | Mount Rainier Acquisition Corp.                                     | CUSIP: 623006103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53922 | NS      | $543533.76    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| 5789011.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8671 | PA      | $8374.27      | 0.00%             | 2024-02-09      | Fixed         | 3.74%                 | No            |                  3 | On Loan: No      |
| 5927785.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9854 | PA      | $9102.89      | 0.00%             | 2024-03-22      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 5912229.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3081 | PA      | $2857.76      | 0.00%             | 2024-03-16      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 5792156.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1015 | PA      | $973.22       | 0.00%             | 2024-02-10      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5860955.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24032 | PA      | $22754.80     | 0.01%             | 2024-02-29      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 5916237.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       687 | PA      | $619.31       | 0.00%             | 2024-03-19      | Fixed         | 3.65%                 | No            |                  3 | On Loan: No      |
| 5821467.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6204 | PA      | $5706.20      | 0.00%             | 2024-02-16      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 5932438.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6658 | PA      | $6221.46      | 0.00%             | 2024-03-23      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                  | CUSIP: 3137F6YP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11771762 | PA      | $1415171.77   | 0.61%             | 2050-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| 5811222.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1350 | PA      | $1209.94      | 0.00%             | 2024-02-12      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| 5935090.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2662 | PA      | $2470.63      | 0.00%             | 2024-03-25      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| 5792963.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4943 | PA      | $4750.61      | 0.00%             | 2024-02-10      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5844015.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4860 | PA      | $4733.78      | 0.00%             | 2024-02-24      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| 5917675.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7455 | PA      | $6912.81      | 0.00%             | 2024-03-19      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5876191.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1068 | PA      | $982.93       | 0.00%             | 2024-03-02      | Fixed         | 5.10%                 | No            |                  3 | On Loan: No      |
| 5931704.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3112 | PA      | $2943.24      | 0.00%             | 2024-03-23      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5768294.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2830 | PA      | $2601.17      | 0.00%             | 2024-02-03      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5837606.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4128 | PA      | $3733.32      | 0.00%             | 2024-02-22      | Fixed         | 4.85%                 | No            |                  3 | On Loan: No      |
| 5919634.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2593 | PA      | $2464.13      | 0.00%             | 2024-03-20      | Fixed         | 4.23%                 | No            |                  3 | On Loan: No      |
| 5911883.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3768 | PA      | $3478.33      | 0.00%             | 2024-03-16      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 5760316.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1027 | PA      | $966.93       | 0.00%             | 2024-02-01      | Fixed         | 4.97%                 | No            |                  3 | On Loan: No      |
| 5934112.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3874 | PA      | $3594.87      | 0.00%             | 2024-03-24      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 5910419.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14068 | PA      | $13098.49     | 0.01%             | 2024-03-16      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 5874706.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1491 | PA      | $1390.57      | 0.00%             | 2024-03-02      | Fixed         | 4.02%                 | No            |                  3 | On Loan: No      |
| 5752348.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1662 | PA      | $1410.83      | 0.00%             | 2024-01-28      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 5819960.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9274 | PA      | $8274.57      | 0.00%             | 2024-02-16      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5915964.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       887 | PA      | $827.55       | 0.00%             | 2024-03-19      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 5875925.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     64702 | PA      | $61163.03     | 0.03%             | 2024-03-02      | Fixed         | 4.59%                 | No            |                  3 | On Loan: No      |
| 5917143.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2903 | PA      | $2710.81      | 0.00%             | 2024-03-19      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| 5779193.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15509 | PA      | $14691.85     | 0.01%             | 2024-02-05      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 5907207.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14063 | PA      | $13123.55     | 0.01%             | 2024-03-15      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5861441.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5333 | PA      | $5149.45      | 0.00%             | 2024-02-29      | Fixed         | 3.90%                 | No            |                  3 | On Loan: No      |
| Vtr Finance Bv                                         | VTR Finance NV                                                      | CUSIP: BK1883424<br>LEI: 213800F4XI4RJB82XM19 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $225000.00    | 0.10%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| 5832206.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1372 | PA      | $1328.78      | 0.00%             | 2024-02-19      | Fixed         | 3.43%                 | No            |                  3 | On Loan: No      |
| 5899714.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18513 | PA      | $17233.69     | 0.01%             | 2024-03-13      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| 5856513.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6409 | PA      | $5866.52      | 0.00%             | 2024-02-28      | Fixed         | 4.47%                 | No            |                  3 | On Loan: No      |
| 5862532.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1439 | PA      | $1335.56      | 0.00%             | 2024-02-29      | Fixed         | 5.37%                 | No            |                  3 | On Loan: No      |
| Colt Funding Llc                                       | COLT 2021-4 Mortgage Loan Trust                                     | CUSIP: 19688GAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $2862703.35   | 1.23%             | 2066-10-25      | Variable      | 4.14%                 | Yes           |                  2 | On Loan: No      |
| 5844451.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1106 | PA      | $999.62       | 0.00%             | 2024-02-24      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5939459.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11613 | PA      | $11188.41     | 0.00%             | 2024-03-27      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5921372.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2246 | PA      | $2123.45      | 0.00%             | 2024-03-20      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5835855.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3968 | PA      | $3784.58      | 0.00%             | 2024-02-21      | Fixed         | 4.04%                 | No            |                  3 | On Loan: No      |
| 5895142.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1857 | PA      | $1747.86      | 0.00%             | 2024-03-11      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5937581.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4641 | PA      | $4334.86      | 0.00%             | 2024-03-26      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| 5807086.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     64375 | PA      | $61846.88     | 0.03%             | 2024-02-12      | Fixed         | 4.10%                 | No            |                  3 | On Loan: No      |
| 5768649.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49027 | PA      | $46985.58     | 0.02%             | 2024-02-03      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5834712.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17474 | PA      | $16760.65     | 0.01%             | 2024-02-20      | Fixed         | 3.77%                 | No            |                  3 | On Loan: No      |
| 5856349.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       617 | PA      | $474.29       | 0.00%             | 2024-02-28      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 5820498.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     61678 | PA      | $57830.76     | 0.02%             | 2024-02-16      | Fixed         | 4.77%                 | No            |                  3 | On Loan: No      |
| Fremf Mortgage Trust                                   | FREMF 2018-KF56 Mortgage Trust                                      | CUSIP: 30307QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    795820 | PA      | $737942.64    | 0.32%             | 2028-11-25      | Floating      | 8.35%                 | Yes           |                  2 | On Loan: No      |
| 5848301.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3322 | PA      | $3232.97      | 0.00%             | 2024-02-25      | Fixed         | 2.97%                 | No            |                  3 | On Loan: No      |
| 5833930.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5877 | PA      | $5529.92      | 0.00%             | 2024-02-19      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                            | CUSIP: 38382KVK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6100895 | PA      | $200356.44    | 0.09%             | 2050-10-20      | Floating      | 0.74%                 | No            |                  2 | On Loan: No      |
| 5896206.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7920 | PA      | $7525.94      | 0.00%             | 2024-03-12      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5864046.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3080 | PA      | $2861.60      | 0.00%             | 2024-02-29      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| Countrywide Home Loans                                 | CHL Mortgage Pass-Through Trust                                     | CUSIP: 12544XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1425385 | PA      | $745163.47    | 0.32%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| 5879274.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4658 | PA      | $4371.70      | 0.00%             | 2024-03-05      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 5762609.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7745 | PA      | $7365.17      | 0.00%             | 2024-02-02      | Fixed         | 3.38%                 | No            |                  3 | On Loan: No      |
| Pt Pertamina (persero)                                 | Pertamina Persero PT                                                | CUSIP: 69370RAJ6<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $129726.89    | 0.06%             | 2060-02-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| 5900212.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5580 | PA      | $5254.50      | 0.00%             | 2024-03-13      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 5776473.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12798 | PA      | $10983.50     | 0.00%             | 2024-02-05      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5939165.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6185 | PA      | $5939.11      | 0.00%             | 2024-03-27      | Fixed         | 3.87%                 | No            |                  3 | On Loan: No      |
| 5840000.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9806 | PA      | $9100.98      | 0.00%             | 2024-02-23      | Fixed         | 3.57%                 | No            |                  3 | On Loan: No      |
| 5845221.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5575 | PA      | $4805.02      | 0.00%             | 2024-02-24      | Fixed         | 4.24%                 | No            |                  3 | On Loan: No      |
| 5934055.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4875 | PA      | $4629.27      | 0.00%             | 2024-03-24      | Fixed         | 4.25%                 | No            |                  3 | On Loan: No      |
| 5862021.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3139 | PA      | $2919.79      | 0.00%             | 2024-02-29      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 5766198.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4026 | PA      | $3840.60      | 0.00%             | 2024-02-03      | Fixed         | 4.64%                 | No            |                  3 | On Loan: No      |
| 5766797.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10648 | PA      | $10334.83     | 0.00%             | 2024-02-03      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 5900018.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2227 | PA      | $2064.37      | 0.00%             | 2024-03-13      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 5896658.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6569 | PA      | $6067.75      | 0.00%             | 2024-03-12      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5834027.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4947 | PA      | $4740.93      | 0.00%             | 2024-02-19      | Fixed         | 3.43%                 | No            |                  3 | On Loan: No      |
| 5814817.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6397 | PA      | $5939.21      | 0.00%             | 2024-02-15      | Fixed         | 3.75%                 | No            |                  3 | On Loan: No      |
| 5895246.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7071 | PA      | $6505.42      | 0.00%             | 2024-03-11      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| 5875313.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7840 | PA      | $7376.76      | 0.00%             | 2024-03-02      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5892855.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1157 | PA      | $1071.30      | 0.00%             | 2024-03-09      | Fixed         | 5.19%                 | No            |                  3 | On Loan: No      |
| 5861964.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4238 | PA      | $4079.41      | 0.00%             | 2024-02-29      | Fixed         | 4.09%                 | No            |                  3 | On Loan: No      |
| 5889964.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17591 | PA      | $16119.59     | 0.01%             | 2024-03-08      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 5848899.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1736 | PA      | $1636.30      | 0.00%             | 2024-02-25      | Fixed         | 4.03%                 | No            |                  3 | On Loan: No      |
| 5768280.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5471 | PA      | $5046.96      | 0.00%             | 2024-02-03      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5939243.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49723 | PA      | $47429.71     | 0.02%             | 2024-03-27      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5873444.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7361 | PA      | $6937.60      | 0.00%             | 2024-03-01      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 5773669.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13754 | PA      | $13270.51     | 0.01%             | 2024-02-04      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 5853195.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5982 | PA      | $5701.60      | 0.00%             | 2024-02-26      | Fixed         | 4.23%                 | No            |                  3 | On Loan: No      |
| 5891532.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8649 | PA      | $8304.05      | 0.00%             | 2024-03-09      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 5764031.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       780 | PA      | $663.41       | 0.00%             | 2024-02-02      | Fixed         | 4.59%                 | No            |                  3 | On Loan: No      |
| 5866981.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9904 | PA      | $9371.11      | 0.00%             | 2024-02-29      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5933778.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5920 | PA      | $5685.81      | 0.00%             | 2024-03-23      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| 5877378.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6465 | PA      | $6103.38      | 0.00%             | 2024-03-03      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 5889007.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15379 | PA      | $14237.62     | 0.01%             | 2024-03-08      | Fixed         | 5.41%                 | No            |                  3 | On Loan: No      |
| 5890980.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     52819 | PA      | $50714.68     | 0.02%             | 2024-03-08      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 5901484.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1253 | PA      | $1161.13      | 0.00%             | 2024-03-13      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 5776911.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3964 | PA      | $3828.32      | 0.00%             | 2024-02-05      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 5900891.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26661 | PA      | $25115.53     | 0.01%             | 2024-03-13      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5822600.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1433 | PA      | $1328.03      | 0.00%             | 2024-02-17      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 5776154.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4194 | PA      | $3930.83      | 0.00%             | 2024-02-05      | Fixed         | 4.85%                 | No            |                  3 | On Loan: No      |
| 5757299.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9072 | PA      | $7048.58      | 0.00%             | 2024-01-30      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| Gran Tierra Energy Inc                                 | Gran Tierra Energy, Inc.                                            | CUSIP: 38502JAA9<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |    250000 | PA      | $195517.41    | 0.08%             | 2027-05-23      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| 5773837.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2515 | PA      | $2217.76      | 0.00%             | 2024-02-04      | Fixed         | 5.20%                 | No            |                  3 | On Loan: No      |
| 5883556.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1592 | PA      | $1513.08      | 0.00%             | 2024-03-07      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 5939511.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7607 | PA      | $7305.62      | 0.00%             | 2024-03-27      | Fixed         | 3.86%                 | No            |                  3 | On Loan: No      |
| 5878307.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8917 | PA      | $8437.51      | 0.00%             | 2024-03-04      | Fixed         | 4.58%                 | No            |                  3 | On Loan: No      |
| 5842031.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1710 | PA      | $1547.71      | 0.00%             | 2024-02-23      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 5855435.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5267 | PA      | $5021.38      | 0.00%             | 2024-02-27      | Fixed         | 4.45%                 | No            |                  3 | On Loan: No      |
| 5884561.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7056 | PA      | $6809.80      | 0.00%             | 2024-03-07      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 5853227.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17620 | PA      | $16391.92     | 0.01%             | 2024-02-26      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5899389.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2788 | PA      | $2606.86      | 0.00%             | 2024-03-13      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 5856291.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26611 | PA      | $25624.44     | 0.01%             | 2024-02-28      | Fixed         | 3.86%                 | No            |                  3 | On Loan: No      |
| 5918914.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11070 | PA      | $10554.37     | 0.00%             | 2024-03-20      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5855244.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11474 | PA      | $11028.11     | 0.00%             | 2024-02-27      | Fixed         | 3.77%                 | No            |                  3 | On Loan: No      |
| 5775015.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15981 | PA      | $14929.28     | 0.01%             | 2024-02-04      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5777067.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5429 | PA      | $5043.62      | 0.00%             | 2024-02-05      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5865842.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2511 | PA      | $2393.56      | 0.00%             | 2024-02-29      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5814793.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2891 | PA      | $2714.81      | 0.00%             | 2024-02-14      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| Kronos Acq  / Kik Custom                               | Kronos Acquisition Holdings, Inc. / KIK Custom Products, Inc.       | CUSIP: 50106GAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $345156.75    | 0.15%             | 2027-12-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Trine Ii Acquisition Corp                              | Trine II Acquisition Corp.                                          | CUSIP: G9059F100<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     96492 | NS      | $967332.30    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| 5834993.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5813 | PA      | $5534.68      | 0.00%             | 2024-02-20      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5840257.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1993 | PA      | $1916.25      | 0.00%             | 2024-02-23      | Fixed         | 3.42%                 | No            |                  3 | On Loan: No      |
| 5900413.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6310 | PA      | $5973.01      | 0.00%             | 2024-03-13      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5763634.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10208 | PA      | $9557.98      | 0.00%             | 2024-02-02      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5863050.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12749 | PA      | $11925.11     | 0.01%             | 2024-02-29      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| 5908007.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2956 | PA      | $2827.84      | 0.00%             | 2024-03-15      | Fixed         | 4.21%                 | No            |                  3 | On Loan: No      |
| 5832213.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5012 | PA      | $4870.62      | 0.00%             | 2024-02-19      | Fixed         | 2.97%                 | No            |                  3 | On Loan: No      |
| 5933006.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2572 | PA      | $2477.46      | 0.00%             | 2024-03-23      | Fixed         | 3.98%                 | No            |                  3 | On Loan: No      |
| 5781404.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24076 | PA      | $22965.65     | 0.01%             | 2024-02-08      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5845085.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24714 | PA      | $23252.45     | 0.01%             | 2024-02-24      | Fixed         | 4.15%                 | No            |                  3 | On Loan: No      |
| Alsp Orchid Acquisition Corp I                         | ALSP Orchid Acquisition Corp. I                                     | CUSIP: G0231L123<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     40895 | NC      | $3680.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5860636.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3399 | PA      | $3129.28      | 0.00%             | 2024-02-29      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 5866961.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2398 | PA      | $2271.52      | 0.00%             | 2024-02-29      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5939445.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2604 | PA      | $2489.86      | 0.00%             | 2024-03-27      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 5876132.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       829 | PA      | $772.13       | 0.00%             | 2024-03-02      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| 5814785.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       953 | PA      | $903.63       | 0.00%             | 2024-02-14      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| 5888691.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14737 | PA      | $14008.21     | 0.01%             | 2024-03-08      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 5865850.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5862 | PA      | $5641.23      | 0.00%             | 2024-02-29      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 5911502.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30922 | PA      | $29024.87     | 0.01%             | 2024-03-16      | Fixed         | 4.59%                 | No            |                  3 | On Loan: No      |
| 5780034.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1323 | PA      | $1102.79      | 0.00%             | 2024-02-07      | Fixed         | 3.27%                 | No            |                  3 | On Loan: No      |
| 5877979.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4705 | PA      | $4496.82      | 0.00%             | 2024-03-04      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                   | CUSIP: 3136B5NQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4247779 | PA      | $405479.86    | 0.17%             | 2049-07-25      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| 5885644.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3085 | PA      | $2978.47      | 0.00%             | 2024-03-07      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 5940918.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     62453 | PA      | $59326.33     | 0.03%             | 2024-03-27      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5754642.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     60860 | PA      | $59213.56     | 0.03%             | 2024-01-29      | Fixed         | 3.14%                 | No            |                  3 | On Loan: No      |
| 5819725.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4799 | PA      | $4488.83      | 0.00%             | 2024-02-16      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| 5919115.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       783 | PA      | $726.45       | 0.00%             | 2024-03-20      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 5834040.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       995 | PA      | $935.41       | 0.00%             | 2024-02-19      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5894933.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1370 | PA      | $1267.17      | 0.00%             | 2024-03-10      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 5935464.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8650 | PA      | $8174.25      | 0.00%             | 2024-03-26      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5940078.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3922 | PA      | $3797.58      | 0.00%             | 2024-03-27      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 5923614.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2454 | PA      | $2270.83      | 0.00%             | 2024-03-21      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 5835592.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1493 | PA      | $1414.54      | 0.00%             | 2024-02-21      | Fixed         | 2.97%                 | No            |                  3 | On Loan: No      |
| 5902523.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30232 | PA      | $28461.86     | 0.01%             | 2024-03-14      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5870730.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1878 | PA      | $1797.68      | 0.00%             | 2024-03-01      | Fixed         | 4.23%                 | No            |                  3 | On Loan: No      |
| 5778892.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38478 | PA      | $36112.17     | 0.02%             | 2024-02-05      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5913414.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4496 | PA      | $4337.55      | 0.00%             | 2024-03-17      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| 5823210.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9260 | PA      | $8929.53      | 0.00%             | 2024-02-17      | Fixed         | 3.75%                 | No            |                  3 | On Loan: No      |
| 5919297.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2229 | PA      | $2060.00      | 0.00%             | 2024-03-20      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5817774.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7995 | PA      | $7711.17      | 0.00%             | 2024-02-15      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 5917839.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41033 | PA      | $38672.04     | 0.02%             | 2024-03-19      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| Voya Clo Ltd                                           | Voya CLO 2019-1, Ltd.                                               | CUSIP: 92917QAE1<br>LEI: 549300KSCKXTOBY0IP86 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $411831.35    | 0.18%             | 2031-04-15      | Floating      | 8.63%                 | Yes           |                  2 | On Loan: No      |
| 5785445.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12033 | PA      | $11564.28     | 0.00%             | 2024-02-09      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5932240.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14671 | PA      | $14136.91     | 0.01%             | 2024-03-23      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5783731.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       750 | PA      | $702.15       | 0.00%             | 2024-02-08      | Fixed         | 3.25%                 | No            |                  3 | On Loan: No      |
| 5917578.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4009 | PA      | $3792.34      | 0.00%             | 2024-03-19      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| Pennantpark Floating Rat                               | PennantPark Floating Rate Capital, Ltd.                             | CUSIP: 70806AAA4<br>LEI: 529900BH3IP6381K4L72 | Long             | DBT              | RF                | US        |   3109106 | PA      | $2749787.96   | 1.18%             | 2026-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| 5776865.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       404 | PA      | $391.08       | 0.00%             | 2024-02-05      | Fixed         | 3.26%                 | No            |                  3 | On Loan: No      |
| 5855681.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13463 | PA      | $12293.55     | 0.01%             | 2024-02-27      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 5924011.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13417 | PA      | $12928.81     | 0.01%             | 2024-03-21      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| Sierracol Enrgy Andina                                 | SierraCol Energy Andina LLC                                         | CUSIP: 82653LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $162698.40    | 0.07%             | 2028-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| 5775410.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2792 | PA      | $2374.42      | 0.00%             | 2024-02-04      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| N/A                                                    | Gulf Finance, LLC TL 1L                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    255032 | PA      | $203251.62    | 0.09%             | 2026-08-25      | Floating      | 9.87%                 | No            |                  2 | On Loan: No      |
| 5901420.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1547 | PA      | $1432.25      | 0.00%             | 2024-03-13      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 5877940.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3144 | PA      | $2856.56      | 0.00%             | 2024-03-04      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 5901491.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3398 | PA      | $3154.82      | 0.00%             | 2024-03-13      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                            | CUSIP: 38382LAH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6778882 | PA      | $159067.14    | 0.07%             | 2050-11-20      | Floating      | 0.74%                 | No            |                  2 | On Loan: No      |
| 5877309.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11250 | PA      | $10803.71     | 0.00%             | 2024-03-03      | Fixed         | 4.31%                 | No            |                  3 | On Loan: No      |
| 5876961.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36630 | PA      | $34106.29     | 0.01%             | 2024-03-02      | Fixed         | 5.27%                 | No            |                  3 | On Loan: No      |
| 5909611.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4387 | PA      | $4097.95      | 0.00%             | 2024-03-15      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 5842078.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5486 | PA      | $5288.44      | 0.00%             | 2024-02-23      | Fixed         | 3.75%                 | No            |                  3 | On Loan: No      |
| N/A                                                    | LSF9 ATLANTIS HOLDINGS, LLC                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    165000 | PA      | $157162.50    | 0.07%             | 2029-03-29      | Floating      | 10.80%                | No            |                  2 | On Loan: No      |
| 5883303.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3284 | PA      | $3063.81      | 0.00%             | 2024-03-07      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5849759.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2718 | PA      | $2548.67      | 0.00%             | 2024-02-25      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5883437.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11338 | PA      | $10588.62     | 0.00%             | 2024-03-07      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| Everest Consolidator Acquisition Corp                  | Everest Consolidator Acquisition Corp.                              | CUSIP: 29978K102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32156 | NS      | $323167.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| 5839923.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4676 | PA      | $4382.87      | 0.00%             | 2024-02-23      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 5872407.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     71620 | PA      | $68052.92     | 0.03%             | 2024-03-01      | Fixed         | 4.43%                 | No            |                  3 | On Loan: No      |
| 5885854.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7355 | PA      | $7098.68      | 0.00%             | 2024-03-07      | Fixed         | 3.92%                 | No            |                  3 | On Loan: No      |
| 5796409.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9699 | PA      | $9301.64      | 0.00%             | 2024-02-10      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5844137.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        37 | PA      | $36.02        | 0.00%             | 2024-02-24      | Fixed         | 3.62%                 | No            |                  3 | On Loan: No      |
| 5856975.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13439 | PA      | $12791.38     | 0.01%             | 2024-02-29      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 5854106.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11054 | PA      | $10226.19     | 0.00%             | 2024-02-26      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5841486.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50990 | PA      | $47142.00     | 0.02%             | 2024-02-23      | Fixed         | 4.43%                 | No            |                  3 | On Loan: No      |
| Abm Investama Tbk Pt                                   | ABM Investama Tbk PT                                                | CUSIP: 69379AAB1<br>LEI: 254900NA4NGP8BT2KH46 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $172338.73    | 0.07%             | 2026-08-05      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| 5779864.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5724 | PA      | $5502.45      | 0.00%             | 2024-02-06      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 5876434.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     88023 | PA      | $84243.21     | 0.04%             | 2024-03-02      | Fixed         | 4.21%                 | No            |                  3 | On Loan: No      |
| Atrium Hotel Portfolio Trust                           | Atrium Hotel Portfolio Trust                                        | CUSIP: 04965KAQ3<br>LEI: 5493005J860FXWR4WJ55 | Long             | ABS-MBS          | CORP              | US        |    433000 | PA      | $404192.03    | 0.17%             | 2035-06-15      | Floating      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| 5895588.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1229 | PA      | $1131.11      | 0.00%             | 2024-03-11      | Fixed         | 5.51%                 | No            |                  3 | On Loan: No      |
| 5830034.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7297 | PA      | $6196.52      | 0.00%             | 2024-02-18      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5894608.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3526 | PA      | $3338.59      | 0.00%             | 2024-03-10      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 5870825.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3114 | PA      | $2955.84      | 0.00%             | 2024-03-01      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5883908.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3651 | PA      | $3391.41      | 0.00%             | 2024-03-07      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| Carnival Corp                                          | Carnival Corp.                                                      | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     45000 | PA      | $34268.18     | 0.01%             | 2026-03-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Cifc Funding Ltd                                       | CIFC Funding 2019-III, Ltd.                                         | CUSIP: 12554UAE8<br>LEI: 254900SVOWCOSOG16T40 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $424290.20    | 0.18%             | 2034-10-16      | Floating      | 9.54%                 | Yes           |                  2 | On Loan: No      |
| 5895593.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1613 | PA      | $1496.61      | 0.00%             | 2024-03-11      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5881610.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7564 | PA      | $7265.43      | 0.00%             | 2024-03-06      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5935616.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1447 | PA      | $1359.95      | 0.00%             | 2024-03-26      | Fixed         | 3.66%                 | No            |                  3 | On Loan: No      |
| 5908427.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17273 | PA      | $16062.91     | 0.01%             | 2024-03-15      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| Innovative International Acquisition Corp              | Innovative International Acquisition Corp.                          | CUSIP: G4809M109<br>LEI: 549300U6QXNGB66F1K14 | Long             | EC               | CORP              | KY        |     17822 | NS      | $180715.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| 5904027.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2000 | PA      | $1844.37      | 0.00%             | 2024-03-14      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 5923603.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5272 | PA      | $5064.37      | 0.00%             | 2024-03-21      | Fixed         | 3.86%                 | No            |                  3 | On Loan: No      |
| 5827280.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43471 | PA      | $41238.73     | 0.02%             | 2024-02-18      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5855304.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3688 | PA      | $3563.34      | 0.00%             | 2024-02-27      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 5781955.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3728 | PA      | $3309.61      | 0.00%             | 2024-02-08      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| 5891292.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16356 | PA      | $15482.70     | 0.01%             | 2024-03-09      | Fixed         | 4.58%                 | No            |                  3 | On Loan: No      |
| 5856186.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1687 | PA      | $1297.09      | 0.00%             | 2024-02-28      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5888318.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21471 | PA      | $20462.30     | 0.01%             | 2024-03-08      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5822433.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4421 | PA      | $4144.07      | 0.00%             | 2024-02-17      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5898835.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3903 | PA      | $3766.47      | 0.00%             | 2024-03-12      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 5908119.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12035 | PA      | $11243.49     | 0.00%             | 2024-03-15      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| 5752262.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9022 | PA      | $8661.22      | 0.00%             | 2024-01-28      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5805571.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     79012 | PA      | $74907.62     | 0.03%             | 2024-02-11      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5813897.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2785 | PA      | $2675.41      | 0.00%             | 2024-02-13      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5805069.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1752 | PA      | $1578.84      | 0.00%             | 2024-02-11      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 5883957.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19508 | PA      | $18310.97     | 0.01%             | 2024-03-07      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5785119.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2358 | PA      | $2199.89      | 0.00%             | 2024-02-09      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 5928570.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17638 | PA      | $17081.82     | 0.01%             | 2024-03-22      | Fixed         | 3.60%                 | No            |                  3 | On Loan: No      |
| 5930489.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10081 | PA      | $9714.94      | 0.00%             | 2024-03-22      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5884251.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10955 | PA      | $10090.34     | 0.00%             | 2024-03-07      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5775333.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4372 | PA      | $4168.20      | 0.00%             | 2024-02-04      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 5753616.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7269 | PA      | $6907.46      | 0.00%             | 2024-01-29      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5941021.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15848 | PA      | $15155.55     | 0.01%             | 2024-03-27      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5924401.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2018 | PA      | $1881.84      | 0.00%             | 2024-03-21      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5776215.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23066 | PA      | $21150.21     | 0.01%             | 2024-02-05      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 5879108.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1170 | PA      | $1069.83      | 0.00%             | 2024-03-05      | Fixed         | 5.13%                 | No            |                  3 | On Loan: No      |
| 5916338.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19197 | PA      | $18432.66     | 0.01%             | 2024-03-19      | Fixed         | 3.86%                 | No            |                  3 | On Loan: No      |
| 5837700.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5142 | PA      | $4849.21      | 0.00%             | 2024-02-22      | Fixed         | 4.34%                 | No            |                  3 | On Loan: No      |
| 5931473.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7812 | PA      | $7280.74      | 0.00%             | 2024-03-23      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| Pyxus Holdings                                         | Pyxus Holdings, Inc.                                                | CUSIP: 747328AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    127656 | PA      | $104428.99    | 0.04%             | 2024-08-24      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| 5816437.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     84654 | PA      | $82476.21     | 0.04%             | 2024-02-15      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| 5866832.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44273 | PA      | $42586.36     | 0.02%             | 2024-02-29      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 5889402.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28661 | PA      | $26803.87     | 0.01%             | 2024-03-08      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 5853590.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1615 | PA      | $1310.78      | 0.00%             | 2024-02-26      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                            | CUSIP: 38380REA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6024181 | PA      | $421743.91    | 0.18%             | 2062-12-16      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| 5929394.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54906 | PA      | $51876.31     | 0.02%             | 2024-03-22      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| Finnovate Acquisition Corp                             | Finnovate Acquisition Corp.                                         | CUSIP: G3R34K111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     30063 | NC      | $1659.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5836061.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12747 | PA      | $12186.94     | 0.01%             | 2024-02-22      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| 5904048.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1475 | PA      | $1385.63      | 0.00%             | 2024-03-14      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5874044.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1704 | PA      | $1598.40      | 0.00%             | 2024-03-02      | Fixed         | 4.03%                 | No            |                  3 | On Loan: No      |
| 5875619.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8525 | PA      | $8007.71      | 0.00%             | 2024-03-02      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5902064.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7891 | PA      | $7519.65      | 0.00%             | 2024-03-13      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5895159.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9616 | PA      | $9203.14      | 0.00%             | 2024-03-11      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5881998.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1152 | PA      | $1071.19      | 0.00%             | 2024-03-06      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| Mercato Partners Acquisition Corp                      | Mercato Partners Acquisition Corp.                                  | CUSIP: 58759A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80170 | NS      | $801700.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Residential Funding Mtg Sec I                          | RFMSI Trust                                                         | CUSIP: 74957XAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1437788 | PA      | $1113734.22   | 0.48%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enfragen Energia Sur Sa                                | EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia SpA     | CUSIP: BN0026623<br>LEI: 5493003ME0392SW30U44 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $238688.00    | 0.10%             | 2030-12-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Simpar Europe Sa                                       | Simpar Europe SA                                                    | CUSIP: BN5372345<br>LEI: 54930068BSUST41D5C30 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $282634.00    | 0.12%             | 2031-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| 5777193.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4582 | PA      | $4448.61      | 0.00%             | 2024-02-05      | Fixed         | 3.30%                 | No            |                  3 | On Loan: No      |
| One Market Plaza Trust                                 | One Market Plaza Trust                                              | CUSIP: 68245HAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    319000 | PA      | $293979.52    | 0.13%             | 2032-02-10      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| 5875678.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8213 | PA      | $7739.80      | 0.00%             | 2024-03-02      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5909641.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1676 | PA      | $1559.90      | 0.00%             | 2024-03-15      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5895831.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2262 | PA      | $2140.26      | 0.00%             | 2024-03-11      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5888510.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10454 | PA      | $10090.42     | 0.00%             | 2024-03-08      | Fixed         | 3.92%                 | No            |                  3 | On Loan: No      |
| 5844097.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4308 | PA      | $3996.32      | 0.00%             | 2024-02-24      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 5840278.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2535 | PA      | $2122.79      | 0.00%             | 2024-02-23      | Fixed         | 4.34%                 | No            |                  3 | On Loan: No      |
| 5849773.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2929 | PA      | $2804.13      | 0.00%             | 2024-02-25      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5882657.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25528 | PA      | $23633.00     | 0.01%             | 2024-03-06      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| Apollo Tactical Income Fund Inc                        | Apollo Tactical Income Fund, Inc.                                   | CUSIP: 037638103<br>LEI: 549300JOTMM1DVBHF402 | Long             | EC               | RF                | US        |    139941 | NS      | $1648504.98   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| 5925445.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9982 | PA      | $9428.56      | 0.00%             | 2024-03-21      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5914590.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       539 | PA      | $510.09       | 0.00%             | 2024-03-18      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 5777329.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1594 | PA      | $1357.42      | 0.00%             | 2024-02-05      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5873806.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5053 | PA      | $4915.41      | 0.00%             | 2024-03-01      | Fixed         | 3.30%                 | No            |                  3 | On Loan: No      |
| 5909657.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3716 | PA      | $3467.00      | 0.00%             | 2024-03-15      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| Petroleos Mexicanos                                    | Petroleos Mexicanos                                                 | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    150000 | PA      | $83867.25     | 0.04%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| 5903299.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8079 | PA      | $7794.59      | 0.00%             | 2024-03-14      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 5791242.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3386 | PA      | $3242.97      | 0.00%             | 2024-02-10      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5931528.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15629 | PA      | $15059.67     | 0.01%             | 2024-03-23      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5936938.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17383 | PA      | $16211.58     | 0.01%             | 2024-03-26      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5753498.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7806 | PA      | $7412.40      | 0.00%             | 2024-01-29      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 5765844.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3695 | PA      | $3364.12      | 0.00%             | 2024-02-02      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 5764851.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3653 | PA      | $3480.15      | 0.00%             | 2024-02-02      | Fixed         | 4.09%                 | No            |                  3 | On Loan: No      |
| 5898814.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3042 | PA      | $2848.60      | 0.00%             | 2024-03-12      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| 5931861.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3268 | PA      | $3033.26      | 0.00%             | 2024-03-23      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| Fs Kkr Capital Corp                                    | FS KKR Capital Corp.                                                | CUSIP: 302635206<br>LEI: 549300TYRSI1T21B1360 | Long             | EC               | RF                | US        |     69541 | NS      | $1178719.95   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| 5861428.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3555 | PA      | $3300.66      | 0.00%             | 2024-02-29      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5911020.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1436 | PA      | $1339.23      | 0.00%             | 2024-03-16      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5769043.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17524 | PA      | $16850.98     | 0.01%             | 2024-02-03      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| Petroleos Mexicanos                                    | Petroleos Mexicanos                                                 | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    250000 | PA      | $138651.25    | 0.06%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| 5806315.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1583 | PA      | $1485.48      | 0.00%             | 2024-02-11      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| Mount Rainier Acquisition Corp                         | Mount Rainier Acquisition Corp.                                     | CUSIP: 623006111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     53922 | NC      | $8088.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5845536.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7999 | PA      | $7658.42      | 0.00%             | 2024-02-24      | Fixed         | 4.04%                 | No            |                  3 | On Loan: No      |
| Vantage Specialty Chemicals, Inc.                      | Vantage Specialty Chemicals, Inc.                                   | CUSIP: 92210XAC4<br>LEI: 54930057U5S5AY44VU09 | Long             | LON              | CORP              | US        |    320323 | PA      | $309012.33    | 0.13%             | 2024-10-28      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| 5915177.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5459 | PA      | $5141.66      | 0.00%             | 2024-03-19      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 5754134.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9298 | PA      | $8245.94      | 0.00%             | 2024-01-29      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 5921097.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4908 | PA      | $4639.33      | 0.00%             | 2024-03-20      | Fixed         | 4.35%                 | No            |                  3 | On Loan: No      |
| 5932560.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9290 | PA      | $8722.04      | 0.00%             | 2024-03-23      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 5773880.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3899 | PA      | $3470.36      | 0.00%             | 2024-02-04      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5755525.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1617 | PA      | $1473.30      | 0.00%             | 2024-01-29      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 5787579.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8458 | PA      | $8100.67      | 0.00%             | 2024-02-09      | Fixed         | 3.90%                 | No            |                  3 | On Loan: No      |
| 5775423.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4706 | PA      | $4545.82      | 0.00%             | 2024-02-04      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 5902497.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9676 | PA      | $9053.32      | 0.00%             | 2024-03-14      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 5779514.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27212 | PA      | $25987.85     | 0.01%             | 2024-02-06      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 5758135.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       895 | PA      | $851.62       | 0.00%             | 2024-01-31      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5855778.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5269 | PA      | $5091.36      | 0.00%             | 2024-02-27      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 5883250.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3387 | PA      | $3172.13      | 0.00%             | 2024-03-07      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 5856433.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7359 | PA      | $7057.61      | 0.00%             | 2024-02-28      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5896948.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16227 | PA      | $15577.71     | 0.01%             | 2024-03-12      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5855985.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       667 | PA      | $633.54       | 0.00%             | 2024-02-28      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5779127.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1410 | PA      | $1326.92      | 0.00%             | 2024-02-05      | Fixed         | 5.21%                 | No            |                  3 | On Loan: No      |
| 5855223.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2918 | PA      | $2805.93      | 0.00%             | 2024-02-27      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5763171.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5983 | PA      | $5811.71      | 0.00%             | 2024-02-02      | Fixed         | 3.27%                 | No            |                  3 | On Loan: No      |
| Dryden Senior Loan Fund                                | Dryden 38 Senior Loan Fund                                          | CUSIP: 26251EAG5<br>LEI: 549300ARO9JRDQL4OE07 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $395090.90    | 0.17%             | 2030-07-15      | Floating      | 8.11%                 | Yes           |                  2 | On Loan: No      |
| Credivalores Sa                                        | Credivalores-Crediservicios SAS                                     | CUSIP: 22555LAB2<br>LEI: 5493006CA2D46CDZR616 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $83100.00     | 0.04%             | 2025-02-07      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| 5909745.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10796 | PA      | $10459.95     | 0.00%             | 2024-03-15      | Fixed         | 3.60%                 | No            |                  3 | On Loan: No      |
| Premier Entertainment Su                               | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp. | CUSIP: 74052HAB0<br>LEI: 549300KRDMIL2NJVZ267 | Long             | DBT              | CORP              | US        |    125000 | PA      | $84539.38     | 0.04%             | 2031-09-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| 5901561.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1566 | PA      | $1447.41      | 0.00%             | 2024-03-13      | Fixed         | 5.41%                 | No            |                  3 | On Loan: No      |
| 5931827.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3760 | PA      | $3571.48      | 0.00%             | 2024-03-23      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5914213.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1758 | PA      | $1640.07      | 0.00%             | 2024-03-18      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5893350.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2241 | PA      | $2094.68      | 0.00%             | 2024-03-09      | Fixed         | 5.13%                 | No            |                  3 | On Loan: No      |
| 5878218.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11790 | PA      | $11195.29     | 0.00%             | 2024-03-04      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5929594.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8806 | PA      | $8528.00      | 0.00%             | 2024-03-22      | Fixed         | 3.60%                 | No            |                  3 | On Loan: No      |
| 5772062.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6508 | PA      | $6286.77      | 0.00%             | 2024-02-04      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 5894061.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8096 | PA      | $7400.37      | 0.00%             | 2024-03-09      | Fixed         | 5.51%                 | No            |                  3 | On Loan: No      |
| Newcourt Acquisition Corp                              | Newcourt Acquisition Corp.                                          | CUSIP: G6448C103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     24074 | NS      | $244110.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| 5865790.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9573 | PA      | $9057.20      | 0.00%             | 2024-02-29      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 5749540.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7058 | PA      | $6773.47      | 0.00%             | 2024-01-28      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5775993.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3136 | PA      | $2858.19      | 0.00%             | 2024-02-05      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5832467.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7375 | PA      | $7006.74      | 0.00%             | 2024-02-19      | Fixed         | 3.43%                 | No            |                  3 | On Loan: No      |
| 5895740.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16254 | PA      | $15382.32     | 0.01%             | 2024-03-11      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5852559.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1392 | PA      | $1326.40      | 0.00%             | 2024-02-26      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5898998.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8997 | PA      | $8477.03      | 0.00%             | 2024-03-12      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5845386.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5971 | PA      | $5813.66      | 0.00%             | 2024-02-24      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| Excelfin Acquisition Corp                              | ExcelFin Acquisition Corp.                                          | CUSIP: 30069X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12019 | NS      | $120430.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 5893718.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3205 | PA      | $3054.16      | 0.00%             | 2024-03-09      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5900962.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1271 | PA      | $1187.87      | 0.00%             | 2024-03-13      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 5830069.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     88204 | PA      | $84001.17     | 0.04%             | 2024-02-18      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5844378.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1379 | PA      | $1322.50      | 0.00%             | 2024-02-24      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| Worldwide Webb Acquisition Corp                        | Worldwide Webb Acquisition Corp.                                    | CUSIP: G97775103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     61760 | NS      | $616982.40    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| 5890813.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13030 | PA      | $12333.44     | 0.01%             | 2024-03-08      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 5933651.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6207 | PA      | $5981.07      | 0.00%             | 2024-03-23      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5794246.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2617 | PA      | $2540.17      | 0.00%             | 2024-02-10      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| Integrated Rail And Resources Acquisition Corp         | Integrated Rail and Resources Acquisition Corp.                     | CUSIP: 45827R106<br>LEI: 549300G3080C4RIDLA64 | Long             | EC               | CORP              | US        |     73254 | NS      | $736202.70    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| 5888500.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       717 | PA      | $661.54       | 0.00%             | 2024-03-08      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5857046.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5052 | PA      | $4813.18      | 0.00%             | 2024-02-29      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 5924270.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49059 | PA      | $47113.01     | 0.02%             | 2024-03-21      | Fixed         | 3.86%                 | No            |                  3 | On Loan: No      |
| Coruripe Netherlands Bv                                | Coruripe Netherlands BV                                             | CUSIP: BU3288539<br>LEI: 724500EL5MDC9RD0FW48 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $171500.00    | 0.07%             | 2027-02-10      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| 5785309.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       986 | PA      | $874.70       | 0.00%             | 2024-02-09      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 5821590.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5857 | PA      | $5543.29      | 0.00%             | 2024-02-16      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5896849.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8355 | PA      | $7812.83      | 0.00%             | 2024-03-12      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 5862111.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21017 | PA      | $19477.57     | 0.01%             | 2024-02-29      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 5835011.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1365 | PA      | $1312.74      | 0.00%             | 2024-02-20      | Fixed         | 4.05%                 | No            |                  3 | On Loan: No      |
| 5782056.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1522 | PA      | $1349.15      | 0.00%             | 2024-02-08      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5923045.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6489 | PA      | $6190.28      | 0.00%             | 2024-03-21      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5790394.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10780 | PA      | $9787.27      | 0.00%             | 2024-02-10      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5833789.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44382 | PA      | $42365.41     | 0.02%             | 2024-02-19      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5844634.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17605 | PA      | $15937.97     | 0.01%             | 2024-02-24      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5841629.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6099 | PA      | $5710.76      | 0.00%             | 2024-02-23      | Fixed         | 3.60%                 | No            |                  3 | On Loan: No      |
| Republic Of Colombia                                   | Colombia Government International Bond                              | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $121809.55    | 0.05%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| 5824414.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13476 | PA      | $12900.58     | 0.01%             | 2024-02-17      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 5755923.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     61520 | PA      | $59728.47     | 0.03%             | 2024-01-29      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 5913731.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9185 | PA      | $8484.68      | 0.00%             | 2024-03-17      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| 5814716.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       700 | PA      | $671.58       | 0.00%             | 2024-02-14      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| Thrive Acquisition Corp                                | Thrive Acquisition Corp.                                            | CUSIP: G7158C119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      6009 | NC      | $480.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5866469.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1232 | PA      | $1134.41      | 0.00%             | 2024-02-29      | Fixed         | 5.48%                 | No            |                  3 | On Loan: No      |
| 5924054.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50891 | PA      | $48358.27     | 0.02%             | 2024-03-21      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5779214.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13379 | PA      | $12358.80     | 0.01%             | 2024-02-06      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5774793.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37028 | PA      | $34155.03     | 0.01%             | 2024-02-04      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 5929304.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11447 | PA      | $11086.68     | 0.00%             | 2024-03-22      | Fixed         | 3.60%                 | No            |                  3 | On Loan: No      |
| 5777820.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8741 | PA      | $8015.23      | 0.00%             | 2024-02-05      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| 5841255.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22756 | PA      | $22155.48     | 0.01%             | 2024-02-23      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                  | CUSIP: 3137AJXH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2748139 | PA      | $206205.55    | 0.09%             | 2041-12-15      | Floating      | 3.08%                 | No            |                  2 | On Loan: No      |
| St Energy Transition I Ltd                             | ST Energy Transition I, Ltd.                                        | CUSIP: G8465L123<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     58567 | NS      | $589184.02    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| 5835748.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6502 | PA      | $6200.30      | 0.00%             | 2024-02-21      | Fixed         | 4.04%                 | No            |                  3 | On Loan: No      |
| 5780566.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7726 | PA      | $7427.11      | 0.00%             | 2024-02-07      | Fixed         | 4.09%                 | No            |                  3 | On Loan: No      |
| 5844461.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4927 | PA      | $4604.27      | 0.00%             | 2024-02-24      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5883006.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1362 | PA      | $1263.64      | 0.00%             | 2024-03-07      | Fixed         | 5.13%                 | No            |                  3 | On Loan: No      |
| Blackbird Capital Aircraft                             | Blackbird Capital Aircraft Lease Securitization, Ltd.               | CUSIP: 09228YAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   2133074 | PA      | $1699559.00   | 0.73%             | 2041-12-16      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| 5776064.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3720 | PA      | $3473.97      | 0.00%             | 2024-02-05      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 5879595.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3349 | PA      | $3147.49      | 0.00%             | 2024-03-06      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| Wind River Clo Ltd                                     | THL Credit Wind River CLO, Ltd.                                     | CUSIP: 88433LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $413346.70    | 0.18%             | 2030-07-15      | Floating      | 8.26%                 | Yes           |                  2 | On Loan: No      |
| 5806409.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51564 | PA      | $49638.16     | 0.02%             | 2024-02-11      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 5806376.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1429 | PA      | $1309.18      | 0.00%             | 2024-02-11      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| 5830526.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5108 | PA      | $4753.02      | 0.00%             | 2024-02-18      | Fixed         | 4.21%                 | No            |                  3 | On Loan: No      |
| 5930810.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3224 | PA      | $3083.86      | 0.00%             | 2024-03-23      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 5824951.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1190 | PA      | $1143.04      | 0.00%             | 2024-02-17      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5901108.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3162 | PA      | $2905.23      | 0.00%             | 2024-03-13      | Fixed         | 5.49%                 | No            |                  3 | On Loan: No      |
| 5823342.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     52662 | PA      | $50631.69     | 0.02%             | 2024-02-17      | Fixed         | 3.42%                 | No            |                  3 | On Loan: No      |
| 5815452.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4544 | PA      | $4301.27      | 0.00%             | 2024-02-15      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| Ukraine Government                                     | Ukraine Government International Bond                               | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    300000 | PA      | $56554.50     | 0.02%             | 2035-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| 5931713.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10754 | PA      | $10048.47     | 0.00%             | 2024-03-23      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| 5909529.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11537 | PA      | $11003.27     | 0.00%             | 2024-03-15      | Fixed         | 4.09%                 | No            |                  3 | On Loan: No      |
| 5885422.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11935 | PA      | $11463.24     | 0.00%             | 2024-03-07      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5919886.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     63188 | PA      | $58648.16     | 0.03%             | 2024-03-20      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 5893790.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28076 | PA      | $26424.79     | 0.01%             | 2024-03-09      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 5916249.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10892 | PA      | $10339.53     | 0.00%             | 2024-03-19      | Fixed         | 4.23%                 | No            |                  3 | On Loan: No      |
| 5932204.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8098 | PA      | $7803.39      | 0.00%             | 2024-03-23      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5935624.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5573 | PA      | $5225.68      | 0.00%             | 2024-03-26      | Fixed         | 4.58%                 | No            |                  3 | On Loan: No      |
| 5894325.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4621 | PA      | $4320.06      | 0.00%             | 2024-03-09      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| 5823308.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1998 | PA      | $1899.10      | 0.00%             | 2024-02-17      | Fixed         | 3.42%                 | No            |                  3 | On Loan: No      |
| 5934462.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2899 | PA      | $2732.67      | 0.00%             | 2024-03-24      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 5881377.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6109 | PA      | $5738.88      | 0.00%             | 2024-03-06      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| Babson Clo Ltd                                         | Barings CLO, Ltd.                                                   | CUSIP: 06760YAA0<br>LEI: 549300JWUNSCHZHF6H67 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $421344.20    | 0.18%             | 2030-10-15      | Floating      | 8.33%                 | Yes           |                  2 | On Loan: No      |
| 5810403.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     53348 | PA      | $51254.85     | 0.02%             | 2024-02-12      | Fixed         | 4.10%                 | No            |                  3 | On Loan: No      |
| 5914412.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3657 | PA      | $3409.57      | 0.00%             | 2024-03-18      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| Opy Acquisition Corp I                                 | OPY Acquisition Corp. I                                             | CUSIP: 671005205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $9.94         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5814001.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3636 | PA      | $3381.23      | 0.00%             | 2024-02-13      | Fixed         | 4.44%                 | No            |                  3 | On Loan: No      |
| 5758221.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26130 | PA      | $24581.82     | 0.01%             | 2024-01-31      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 5804798.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6823 | PA      | $6482.37      | 0.00%             | 2024-02-11      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5884376.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37892 | PA      | $35747.74     | 0.02%             | 2024-03-07      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5785750.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5681 | PA      | $5241.57      | 0.00%             | 2024-02-09      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5771878.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29284 | PA      | $27400.71     | 0.01%             | 2024-02-04      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 5911054.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6885 | PA      | $6415.18      | 0.00%             | 2024-03-16      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5820979.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2433 | PA      | $2246.84      | 0.00%             | 2024-02-16      | Fixed         | 4.76%                 | No            |                  3 | On Loan: No      |
| 5915981.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7983 | PA      | $7524.55      | 0.00%             | 2024-03-19      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 5941265.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6418 | PA      | $6035.57      | 0.00%             | 2024-03-27      | Fixed         | 3.68%                 | No            |                  3 | On Loan: No      |
| 5835658.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3258 | PA      | $3053.41      | 0.00%             | 2024-02-21      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 5834710.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1968 | PA      | $1891.53      | 0.00%             | 2024-02-20      | Fixed         | 3.43%                 | No            |                  3 | On Loan: No      |
| 5907968.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5755 | PA      | $5528.68      | 0.00%             | 2024-03-15      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| 5789135.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35235 | PA      | $34027.14     | 0.01%             | 2024-02-09      | Fixed         | 3.74%                 | No            |                  3 | On Loan: No      |
| 5903332.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5116 | PA      | $4814.33      | 0.00%             | 2024-03-14      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5779924.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8474 | PA      | $8093.38      | 0.00%             | 2024-02-06      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 5870848.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26157 | PA      | $24408.37     | 0.01%             | 2024-03-01      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5899432.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7337 | PA      | $6883.61      | 0.00%             | 2024-03-13      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5795632.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8974 | PA      | $8481.69      | 0.00%             | 2024-02-10      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5916040.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10817 | PA      | $10316.78     | 0.00%             | 2024-03-19      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5907627.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3650 | PA      | $3461.44      | 0.00%             | 2024-03-15      | Fixed         | 4.25%                 | No            |                  3 | On Loan: No      |
| 5835183.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16203 | PA      | $15006.09     | 0.01%             | 2024-02-20      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5845202.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3962 | PA      | $3615.43      | 0.00%             | 2024-02-24      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5752957.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20337 | PA      | $19230.36     | 0.01%             | 2024-01-29      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 5762292.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1386 | PA      | $1339.69      | 0.00%             | 2024-02-01      | Fixed         | 3.73%                 | No            |                  3 | On Loan: No      |
| 5860848.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2324 | PA      | $2176.10      | 0.00%             | 2024-02-29      | Fixed         | 3.99%                 | No            |                  3 | On Loan: No      |
| 5832432.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2563 | PA      | $2373.34      | 0.00%             | 2024-02-19      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5885179.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34877 | PA      | $33020.86     | 0.01%             | 2024-03-07      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| Ginniemae Strip                                        | Ginnie Mae Strip                                                    | CUSIP: 38381GBR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5956880 | PA      | $481309.96    | 0.21%             | 2045-09-16      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| 5876225.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13716 | PA      | $12921.88     | 0.01%             | 2024-03-02      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 5750109.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       713 | PA      | $649.36       | 0.00%             | 2024-01-28      | Fixed         | 3.26%                 | No            |                  3 | On Loan: No      |
| 5850071.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28603 | PA      | $27708.39     | 0.01%             | 2024-02-25      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 5899831.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15377 | PA      | $14648.50     | 0.01%             | 2024-03-13      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5768645.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1400 | PA      | $1304.18      | 0.00%             | 2024-02-03      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5779897.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1898 | PA      | $1801.64      | 0.00%             | 2024-02-06      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5940633.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30336 | PA      | $29007.86     | 0.01%             | 2024-03-27      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5891515.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7395 | PA      | $6942.51      | 0.00%             | 2024-03-09      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| 5933086.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10642 | PA      | $10055.55     | 0.00%             | 2024-03-23      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5919376.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8002 | PA      | $7414.82      | 0.00%             | 2024-03-20      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 5895637.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20306 | PA      | $19112.03     | 0.01%             | 2024-03-11      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| Smr 2022-ind Mortgage Trust                            | SMR 2022-IND Mortgage Trust                                         | CUSIP: 78458MAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    964590 | PA      | $911007.48    | 0.39%             | 2024-02-15      | Floating      | 10.35%                | Yes           |                  2 | On Loan: No      |
| 5766262.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4332 | PA      | $3858.41      | 0.00%             | 2024-02-03      | Fixed         | 3.75%                 | No            |                  3 | On Loan: No      |
| 5911151.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       631 | PA      | $592.54       | 0.00%             | 2024-03-16      | Fixed         | 3.65%                 | No            |                  3 | On Loan: No      |
| 5903544.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1507 | PA      | $1396.24      | 0.00%             | 2024-03-14      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5875673.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1867 | PA      | $1722.18      | 0.00%             | 2024-03-02      | Fixed         | 5.41%                 | No            |                  3 | On Loan: No      |
| 5791554.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10539 | PA      | $10000.60     | 0.00%             | 2024-02-10      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5835736.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2430 | PA      | $2224.74      | 0.00%             | 2024-02-21      | Fixed         | 4.45%                 | No            |                  3 | On Loan: No      |
| 5753702.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10131 | PA      | $9841.78      | 0.00%             | 2024-01-29      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 5833485.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       724 | PA      | $679.50       | 0.00%             | 2024-02-19      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5919421.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4985 | PA      | $4625.54      | 0.00%             | 2024-03-20      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 5940606.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5931 | PA      | $5631.94      | 0.00%             | 2024-03-27      | Fixed         | 4.23%                 | No            |                  3 | On Loan: No      |
| 5885665.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18872 | PA      | $17797.16     | 0.01%             | 2024-03-07      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5824934.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1592 | PA      | $1497.48      | 0.00%             | 2024-02-17      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 5791314.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1320 | PA      | $1263.83      | 0.00%             | 2024-02-10      | Fixed         | 3.90%                 | No            |                  3 | On Loan: No      |
| 5775528.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6146 | PA      | $5868.11      | 0.00%             | 2024-02-05      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5934439.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5073 | PA      | $4758.82      | 0.00%             | 2024-03-24      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5853165.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10494 | PA      | $10040.23     | 0.00%             | 2024-02-26      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5765858.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2863 | PA      | $2748.07      | 0.00%             | 2024-02-02      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5824732.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20594 | PA      | $19156.86     | 0.01%             | 2024-02-17      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5809363.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4469 | PA      | $4041.15      | 0.00%             | 2024-02-12      | Fixed         | 5.21%                 | No            |                  3 | On Loan: No      |
| 5817368.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4495 | PA      | $4007.09      | 0.00%             | 2024-02-15      | Fixed         | 4.77%                 | No            |                  3 | On Loan: No      |
| 5870320.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4920 | PA      | $4543.31      | 0.00%             | 2024-03-01      | Fixed         | 5.52%                 | No            |                  3 | On Loan: No      |
| 5935067.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5035 | PA      | $4677.81      | 0.00%             | 2024-03-25      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 5895462.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2782 | PA      | $2572.66      | 0.00%             | 2024-03-11      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                            | CUSIP: 38382VET2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14387638 | PA      | $136989.02    | 0.06%             | 2051-06-20      | Floating      | 0.32%                 | No            |                  2 | On Loan: No      |
| 5890964.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1633 | PA      | $1508.11      | 0.00%             | 2024-03-08      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5774751.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9135 | PA      | $8579.99      | 0.00%             | 2024-02-04      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5913169.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18119 | PA      | $17206.76     | 0.01%             | 2024-03-16      | Fixed         | 4.25%                 | No            |                  3 | On Loan: No      |
| 5892749.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       709 | PA      | $659.10       | 0.00%             | 2024-03-09      | Fixed         | 4.04%                 | No            |                  3 | On Loan: No      |
| 5909230.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2961 | PA      | $2853.71      | 0.00%             | 2024-03-15      | Fixed         | 3.98%                 | No            |                  3 | On Loan: No      |
| 5788832.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28679 | PA      | $22041.55     | 0.01%             | 2024-02-09      | Fixed         | 4.97%                 | No            |                  3 | On Loan: No      |
| 5782068.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21714 | PA      | $20836.64     | 0.01%             | 2024-02-08      | Fixed         | 4.27%                 | No            |                  3 | On Loan: No      |
| 5804836.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11557 | PA      | $11220.25     | 0.00%             | 2024-02-11      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 5932616.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24918 | PA      | $24008.41     | 0.01%             | 2024-03-23      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5889287.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1373 | PA      | $1276.38      | 0.00%             | 2024-03-08      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5840375.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5228 | PA      | $4995.83      | 0.00%             | 2024-02-23      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 5850923.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20744 | PA      | $19409.29     | 0.01%             | 2024-02-25      | Fixed         | 4.32%                 | No            |                  3 | On Loan: No      |
| 5781317.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10032 | PA      | $9541.33      | 0.00%             | 2024-02-08      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5815804.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1862 | PA      | $1739.31      | 0.00%             | 2024-02-15      | Fixed         | 4.77%                 | No            |                  3 | On Loan: No      |
| 5783734.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25202 | PA      | $20457.44     | 0.01%             | 2024-02-08      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5898855.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14351 | PA      | $13779.37     | 0.01%             | 2024-03-12      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5873506.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2094 | PA      | $1962.76      | 0.00%             | 2024-03-01      | Fixed         | 4.03%                 | No            |                  3 | On Loan: No      |
| 5805028.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1140 | PA      | $1011.95      | 0.00%             | 2024-02-11      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5862328.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4412 | PA      | $4142.04      | 0.00%             | 2024-02-29      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5894631.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1404 | PA      | $1288.70      | 0.00%             | 2024-03-10      | Fixed         | 5.52%                 | No            |                  3 | On Loan: No      |
| 5760679.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4320 | PA      | $3881.78      | 0.00%             | 2024-02-01      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5912764.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9756 | PA      | $9070.68      | 0.00%             | 2024-03-16      | Fixed         | 5.36%                 | No            |                  3 | On Loan: No      |
| 5860720.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1316 | PA      | $1231.05      | 0.00%             | 2024-02-29      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 5903130.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17776 | PA      | $17152.01     | 0.01%             | 2024-03-14      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 5878134.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12330 | PA      | $11754.74     | 0.01%             | 2024-03-04      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5824092.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3675 | PA      | $3508.66      | 0.00%             | 2024-02-17      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5788940.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3261 | PA      | $3118.82      | 0.00%             | 2024-02-09      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 5894317.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3565 | PA      | $3351.90      | 0.00%             | 2024-03-09      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5855453.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4807 | PA      | $4616.87      | 0.00%             | 2024-02-27      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5835678.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4346 | PA      | $4171.66      | 0.00%             | 2024-02-21      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5768565.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1674 | PA      | $1490.22      | 0.00%             | 2024-02-03      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| Cwt Travel Group Inc                                   | CWT Travel Group, Inc.                                              | CUSIP: 12670RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     72390 | PA      | $62617.35     | 0.03%             | 2026-11-19      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Blockchain Coinvestors Acquisition Corp I              | Blockchain Coinvestors Acquisition Corp. I                          | CUSIP: G11765107<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     14842 | NS      | $149607.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimaran Advisors Cavu 2019-2                          | Trimaran CAVU, Ltd.                                                 | CUSIP: 89624JAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $453750.00    | 0.19%             | 2032-11-26      | Floating      | 7.46%                 | Yes           |                  2 | On Loan: No      |
| 5939551.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4326 | PA      | $4068.34      | 0.00%             | 2024-03-27      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5780278.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5455 | PA      | $5082.57      | 0.00%             | 2024-02-07      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5806718.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2934 | PA      | $2842.02      | 0.00%             | 2024-02-11      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 5867133.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15127 | PA      | $14487.66     | 0.01%             | 2024-02-29      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5813931.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2948 | PA      | $2843.78      | 0.00%             | 2024-02-13      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| Dryden Senior Loan Fund                                | Dryden 40 Senior Loan Fund                                          | CUSIP: 26244FAG2<br>LEI: 549300BH0PFEW6WVTN52 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $397548.90    | 0.17%             | 2031-08-15      | Floating      | 8.66%                 | Yes           |                  2 | On Loan: No      |
| 5751347.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1454 | PA      | $1361.69      | 0.00%             | 2024-01-28      | Fixed         | 5.13%                 | No            |                  3 | On Loan: No      |
| 5892009.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1788 | PA      | $1662.07      | 0.00%             | 2024-03-09      | Fixed         | 5.37%                 | No            |                  3 | On Loan: No      |
| 5835308.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1324 | PA      | $1254.15      | 0.00%             | 2024-02-21      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 5865451.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11786 | PA      | $10918.14     | 0.00%             | 2024-02-29      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 5875455.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13002 | PA      | $12173.46     | 0.01%             | 2024-03-02      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 5872060.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5174 | PA      | $4880.85      | 0.00%             | 2024-03-01      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| Avalon Acquisition Inc                                 | Avalon Acquisition, Inc.                                            | CUSIP: 05338E101<br>LEI: 549300MQ0W8R6XMVEN12 | Long             | EC               | CORP              | US        |    138896 | NS      | $1395904.80   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| 5844550.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10701 | PA      | $9922.49      | 0.00%             | 2024-02-24      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| Jp Morgan Chase Commercial Mortgage Sec Trust          | JP Morgan Chase Commercial Mortgage Securities Trust                | CUSIP: 46651CAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148000 | PA      | $134105.32    | 0.06%             | 2032-05-05      | Variable      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| 5897618.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       509 | PA      | $474.14       | 0.00%             | 2024-03-12      | Fixed         | 4.01%                 | No            |                  3 | On Loan: No      |
| Jp Morgan Chase Commercial Mortgage Sec Trust          | JP Morgan Chase Commercial Mortgage Securities Trust                | CUSIP: 46651CAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $121450.03    | 0.05%             | 2032-05-05      | Variable      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| 5934299.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2839 | PA      | $2645.70      | 0.00%             | 2024-03-24      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5923035.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2392 | PA      | $2245.36      | 0.00%             | 2024-03-21      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 5888202.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1590 | PA      | $1478.42      | 0.00%             | 2024-03-08      | Fixed         | 4.02%                 | No            |                  3 | On Loan: No      |
| 5935104.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2811 | PA      | $2608.54      | 0.00%             | 2024-03-25      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 5913090.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1704 | PA      | $1579.07      | 0.00%             | 2024-03-16      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 5834076.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7700 | PA      | $7269.70      | 0.00%             | 2024-02-19      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5874193.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4849 | PA      | $4680.26      | 0.00%             | 2024-03-02      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| Jpmbb Commercial Mortgage Securities Trust             | JPMBB Commercial Mortgage Securities Trust                          | CUSIP: 46643GAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6061538 | PA      | $71602.52     | 0.03%             | 2047-09-17      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| 5909845.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28479 | PA      | $26564.14     | 0.01%             | 2024-03-15      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 5908631.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9944 | PA      | $9410.27      | 0.00%             | 2024-03-15      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 5813335.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54123 | PA      | $46978.95     | 0.02%             | 2024-02-13      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5922761.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8821 | PA      | $8270.87      | 0.00%             | 2024-03-21      | Fixed         | 3.67%                 | No            |                  3 | On Loan: No      |
| 5896756.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3292 | PA      | $3071.54      | 0.00%             | 2024-03-12      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5745475.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2572 | PA      | $2440.81      | 0.00%             | 2024-01-27      | Fixed         | 3.57%                 | No            |                  3 | On Loan: No      |
| 5907899.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3006 | PA      | $2912.93      | 0.00%             | 2024-03-15      | Fixed         | 3.60%                 | No            |                  3 | On Loan: No      |
| 5835344.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25482 | PA      | $24222.18     | 0.01%             | 2024-02-21      | Fixed         | 4.35%                 | No            |                  3 | On Loan: No      |
| 5748959.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31309 | PA      | $30195.57     | 0.01%             | 2024-01-28      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5922866.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5246 | PA      | $4883.11      | 0.00%             | 2024-03-21      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 5934570.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8976 | PA      | $8561.76      | 0.00%             | 2024-03-25      | Fixed         | 4.09%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                   | CUSIP: 3136A4GY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1607762 | PA      | $186009.59    | 0.08%             | 2042-03-25      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| 5844159.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22325 | PA      | $20883.74     | 0.01%             | 2024-02-24      | Fixed         | 4.77%                 | No            |                  3 | On Loan: No      |
| 5795257.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3194 | PA      | $3047.14      | 0.00%             | 2024-02-10      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 5916090.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21485 | PA      | $20519.92     | 0.01%             | 2024-03-19      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5818725.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19045 | PA      | $15530.75     | 0.01%             | 2024-02-16      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 5757482.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13045 | PA      | $12524.76     | 0.01%             | 2024-01-31      | Fixed         | 3.90%                 | No            |                  3 | On Loan: No      |
| 5881640.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1829 | PA      | $1709.85      | 0.00%             | 2024-03-06      | Fixed         | 4.02%                 | No            |                  3 | On Loan: No      |
| 5852188.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3697 | PA      | $3518.61      | 0.00%             | 2024-02-26      | Fixed         | 4.21%                 | No            |                  3 | On Loan: No      |
| 5878535.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3045 | PA      | $2679.91      | 0.00%             | 2024-03-04      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 5790467.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3675 | PA      | $3346.07      | 0.00%             | 2024-02-10      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                            | CUSIP: 38379UZ58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5099342 | PA      | $176225.10    | 0.08%             | 2058-09-16      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| 5813943.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       788 | PA      | $755.36       | 0.00%             | 2024-02-13      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5843957.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3221 | PA      | $3064.87      | 0.00%             | 2024-02-24      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5875090.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4812 | PA      | $4604.68      | 0.00%             | 2024-03-02      | Fixed         | 4.21%                 | No            |                  3 | On Loan: No      |
| 5853335.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4019 | PA      | $3155.87      | 0.00%             | 2024-02-26      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 5820905.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6682 | PA      | $6401.25      | 0.00%             | 2024-02-16      | Fixed         | 3.42%                 | No            |                  3 | On Loan: No      |
| 5877368.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1956 | PA      | $1817.42      | 0.00%             | 2024-03-03      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 5911896.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10265 | PA      | $9553.39      | 0.00%             | 2024-03-16      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5828099.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20559 | PA      | $19209.19     | 0.01%             | 2024-02-18      | Fixed         | 4.45%                 | No            |                  3 | On Loan: No      |
| WaterBridge Midstream Operating LLC                    | WaterBridge Midstream Operating LLC                                 | CUSIP: 94120XAB1<br>LEI: 549300DVU86VSP486341 | Long             | LON              | CORP              | US        |    357397 | PA      | $345855.22    | 0.15%             | 2026-06-22      | Floating      | 9.13%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                               | Benchmark 2021-B31 Mortgage Trust                                   | CUSIP: 08163MAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    546000 | PA      | $298732.11    | 0.13%             | 2031-11-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| 5894127.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       986 | PA      | $919.61       | 0.00%             | 2024-03-09      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5774488.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10116 | PA      | $9823.03      | 0.00%             | 2024-02-04      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 5867173.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4223 | PA      | $3991.96      | 0.00%             | 2024-02-29      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5783577.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19570 | PA      | $18076.13     | 0.01%             | 2024-02-08      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 5863836.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18296 | PA      | $17173.83     | 0.01%             | 2024-02-29      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| Bx Trust 2019-oc11                                     | BX Trust                                                            | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $248805.64    | 0.11%             | 2041-12-06      | Variable      | 4.08%                 | Yes           |                  2 | On Loan: No      |
| 5761741.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57210 | PA      | $54297.82     | 0.02%             | 2024-02-01      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5887917.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       838 | PA      | $774.88       | 0.00%             | 2024-03-08      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 5825037.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4479 | PA      | $4234.43      | 0.00%             | 2024-02-17      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 5877089.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1559 | PA      | $1444.63      | 0.00%             | 2024-03-02      | Fixed         | 5.41%                 | No            |                  3 | On Loan: No      |
| Nomura Asset Acceptance Corporation                    | Nomura Asset Acceptance Corp. Alternative Loan Trust                | CUSIP: 65535VSF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7349416 | PA      | $1133503.33   | 0.49%             | 2036-02-25      | Floating      | 3.62%                 | No            |                  2 | On Loan: No      |
| 5912800.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3241 | PA      | $3112.97      | 0.00%             | 2024-03-16      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| 5773933.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4401 | PA      | $4270.39      | 0.00%             | 2024-02-04      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| Legato Merger Corp Ii                                  | Legato Merger Corp. II                                              | CUSIP: 52473Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88428 | NS      | $878974.32    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| 5844891.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1243 | PA      | $1182.74      | 0.00%             | 2024-02-24      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5934099.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1546 | PA      | $1457.42      | 0.00%             | 2024-03-24      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 5905061.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3274 | PA      | $3119.48      | 0.00%             | 2024-03-14      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5921733.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20325 | PA      | $18930.13     | 0.01%             | 2024-03-20      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5834301.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6019 | PA      | $5862.34      | 0.00%             | 2024-02-20      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 5862537.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3961 | PA      | $3814.54      | 0.00%             | 2024-02-29      | Fixed         | 4.10%                 | No            |                  3 | On Loan: No      |
| 5764693.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $76.37        | 0.00%             | 2024-02-02      | Fixed         | 3.30%                 | No            |                  3 | On Loan: No      |
| 5899612.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8148 | PA      | $7822.55      | 0.00%             | 2024-03-13      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5844471.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16764 | PA      | $16238.84     | 0.01%             | 2024-02-24      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 5753132.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50492 | PA      | $48305.03     | 0.02%             | 2024-01-29      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| Pagaya Ai Debt Selection Trust                         | Pagaya AI Debt Selection Trust 2021-5                               | CUSIP: 69547EAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $960107.20    | 0.41%             | 2029-08-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| 5830548.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57807 | PA      | $55147.12     | 0.02%             | 2024-02-18      | Fixed         | 4.05%                 | No            |                  3 | On Loan: No      |
| 5786284.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1261 | PA      | $1122.23      | 0.00%             | 2024-02-09      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5890200.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3412 | PA      | $3242.73      | 0.00%             | 2024-03-08      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 5851919.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15083 | PA      | $13103.44     | 0.01%             | 2024-02-26      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 5835779.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1702 | PA      | $1452.89      | 0.00%             | 2024-02-21      | Fixed         | 3.60%                 | No            |                  3 | On Loan: No      |
| Banco Davivienda Sa                                    | Banco Davivienda SA                                                 | CUSIP: BP0665714<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $146962.26    | 0.06%             | 2049-12-31      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| 5933725.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10403 | PA      | $10074.17     | 0.00%             | 2024-03-23      | Fixed         | 3.60%                 | No            |                  3 | On Loan: No      |
| 5909171.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2452 | PA      | $2298.06      | 0.00%             | 2024-03-15      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 5884657.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     61756 | PA      | $59078.23     | 0.03%             | 2024-03-07      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| Gs Mortgage Securities Trust                           | GS Mortgage Securities Trust                                        | CUSIP: 36251SAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    655000 | PA      | $542995.00    | 0.23%             | 2031-07-15      | Floating      | 6.99%                 | Yes           |                  2 | On Loan: No      |
| 5914286.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3335 | PA      | $3230.71      | 0.00%             | 2024-03-18      | Fixed         | 3.60%                 | No            |                  3 | On Loan: No      |
| 5929809.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     52541 | PA      | $48690.93     | 0.02%             | 2024-03-22      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 5871061.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3809 | PA      | $3622.70      | 0.00%             | 2024-03-01      | Fixed         | 4.43%                 | No            |                  3 | On Loan: No      |
| 5922355.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6454 | PA      | $6014.49      | 0.00%             | 2024-03-20      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5872085.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       785 | PA      | $720.63       | 0.00%             | 2024-03-01      | Fixed         | 5.45%                 | No            |                  3 | On Loan: No      |
| 5807374.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4508 | PA      | $4242.36      | 0.00%             | 2024-02-12      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5923622.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3862 | PA      | $3741.08      | 0.00%             | 2024-03-21      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 5939225.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3088 | PA      | $2853.07      | 0.00%             | 2024-03-27      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5894919.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       827 | PA      | $762.45       | 0.00%             | 2024-03-10      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5875814.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17762 | PA      | $16700.72     | 0.01%             | 2024-03-02      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| Apidos Clo                                             | Apidos CLO XXXII                                                    | CUSIP: 03768QAQ1<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $440282.80    | 0.19%             | 2033-01-20      | Floating      | 9.46%                 | Yes           |                  2 | On Loan: No      |
| Liv Capital Acquisition Corp Ii                        | LIV Capital Acquisition Corp. II                                    | CUSIP: G5510R121<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |         2 | NS      | $20.06        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5765165.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13498 | PA      | $12860.27     | 0.01%             | 2024-02-02      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5792334.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7216 | PA      | $6873.87      | 0.00%             | 2024-02-10      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5922890.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22005 | PA      | $20563.55     | 0.01%             | 2024-03-21      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| 5757208.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4079 | PA      | $3766.87      | 0.00%             | 2024-01-30      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 5835836.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       960 | PA      | $875.20       | 0.00%             | 2024-02-21      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 5850689.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29598 | PA      | $28088.13     | 0.01%             | 2024-02-25      | Fixed         | 4.45%                 | No            |                  3 | On Loan: No      |
| 5822450.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8879 | PA      | $8392.73      | 0.00%             | 2024-02-17      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| Industrial Human Capital Inc                           | Industrial Human Capital, Inc.                                      | CUSIP: 45617P112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     24074 | NC      | $481.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5803547.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38747 | PA      | $36452.63     | 0.02%             | 2024-02-11      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5889108.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19291 | PA      | $18044.04     | 0.01%             | 2024-03-08      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| 5864718.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5740 | PA      | $5296.85      | 0.00%             | 2024-02-29      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5796767.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3497 | PA      | $3227.28      | 0.00%             | 2024-02-10      | Fixed         | 4.07%                 | No            |                  3 | On Loan: No      |
| 5780725.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5470 | PA      | $4918.22      | 0.00%             | 2024-02-07      | Fixed         | 4.59%                 | No            |                  3 | On Loan: No      |
| 5807592.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14179 | PA      | $12694.96     | 0.01%             | 2024-02-12      | Fixed         | 5.21%                 | No            |                  3 | On Loan: No      |
| 5893210.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3773 | PA      | $3529.52      | 0.00%             | 2024-03-09      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5848697.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11289 | PA      | $10545.96     | 0.00%             | 2024-02-25      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5906777.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11817 | PA      | $11118.82     | 0.00%             | 2024-03-15      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 5933818.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4213 | PA      | $3930.09      | 0.00%             | 2024-03-23      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 5902216.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5641 | PA      | $5338.97      | 0.00%             | 2024-03-13      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| Med Trust                                              | Med Trust 2021-MDLN                                                 | CUSIP: 58403YBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $462897.05    | 0.20%             | 2023-11-15      | Floating      | 8.07%                 | Yes           |                  2 | On Loan: No      |
| 5773941.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     62994 | PA      | $59498.86     | 0.03%             | 2024-02-04      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| Lionheart Iii Corp                                     | Lionheart III Corp.                                                 | CUSIP: 536262108<br>LEI: 549300FOQIPVJ7BSVU47 | Long             | EC               | CORP              | US        |    128274 | NS      | $1294284.66   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldentree Loan Management Us Clo 10, Ltd.             | Goldentree Loan Management US Clo 10, Ltd.                          | CUSIP: 38138UAA6<br>LEI: 5493007PBV0WMI12LF68 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $423587.60    | 0.18%             | 2034-07-20      | Floating      | 8.91%                 | Yes           |                  2 | On Loan: No      |
| 5767258.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       671 | PA      | $648.91       | 0.00%             | 2024-02-03      | Fixed         | 3.74%                 | No            |                  3 | On Loan: No      |
| 5851939.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1348 | PA      | $1179.54      | 0.00%             | 2024-02-26      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 5849847.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2137 | PA      | $1931.23      | 0.00%             | 2024-02-25      | Fixed         | 4.35%                 | No            |                  3 | On Loan: No      |
| 5904414.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7140 | PA      | $6646.12      | 0.00%             | 2024-03-14      | Fixed         | 5.33%                 | No            |                  3 | On Loan: No      |
| 5864701.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1675 | PA      | $1573.01      | 0.00%             | 2024-02-29      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 5757292.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1360 | PA      | $1314.24      | 0.00%             | 2024-01-30      | Fixed         | 3.77%                 | No            |                  3 | On Loan: No      |
| 5934250.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4253 | PA      | $3969.18      | 0.00%             | 2024-03-24      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 5851331.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12077 | PA      | $11194.90     | 0.00%             | 2024-02-25      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5854203.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     68006 | PA      | $65061.26     | 0.03%             | 2024-02-26      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5785686.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1701 | PA      | $1421.85      | 0.00%             | 2024-02-09      | Fixed         | 3.30%                 | No            |                  3 | On Loan: No      |
| 5900239.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3432 | PA      | $3192.45      | 0.00%             | 2024-03-13      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| 5923032.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2277 | PA      | $2138.42      | 0.00%             | 2024-03-21      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| Altenergy Acquisition Corp                             | AltEnergy Acquisition Corp.                                         | CUSIP: 02157M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29842 | NS      | $297823.16    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelport Finance Luxem                               | Travelport Finance Luxembourg SARL 1L, 2021                         | CUSIP: L9308UAU4<br>LEI: 2221005SGFWYZHL40F77 | Long             | LON              | CORP              | LU        |    416788 | PA      | $413315.99    | 0.18%             | 2025-02-28      | Floating      | 12.42%                | No            |                  2 | On Loan: No      |
| 5806794.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55190 | PA      | $52910.83     | 0.02%             | 2024-02-11      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5841105.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1714 | PA      | $1668.71      | 0.00%             | 2024-02-23      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 5812389.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     90438 | PA      | $80992.56     | 0.03%             | 2024-02-12      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5851232.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5699 | PA      | $5434.76      | 0.00%             | 2024-02-25      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| Chaseflex Trust                                        | ChaseFlex Trust Series 2007-1                                       | CUSIP: 16165VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2286478 | PA      | $909506.82    | 0.39%             | 2037-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| 5871559.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2069 | PA      | $1932.38      | 0.00%             | 2024-03-01      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 5843913.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2328 | PA      | $2180.40      | 0.00%             | 2024-02-24      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5851115.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23792 | PA      | $22241.50     | 0.01%             | 2024-02-25      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5911001.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1549 | PA      | $1437.88      | 0.00%             | 2024-03-16      | Fixed         | 3.70%                 | No            |                  3 | On Loan: No      |
| 5782240.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15787 | PA      | $15002.96     | 0.01%             | 2024-02-08      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5836999.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16598 | PA      | $16128.97     | 0.01%             | 2024-02-22      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 5922138.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3453 | PA      | $3317.13      | 0.00%             | 2024-03-20      | Fixed         | 3.87%                 | No            |                  3 | On Loan: No      |
| 5854530.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3243 | PA      | $2995.56      | 0.00%             | 2024-02-26      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 5862607.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2681 | PA      | $2526.48      | 0.00%             | 2024-02-29      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 5788530.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45858 | PA      | $43213.30     | 0.02%             | 2024-02-09      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5917161.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22303 | PA      | $20818.45     | 0.01%             | 2024-03-19      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| Rr Ltd                                                 | RR 6, Ltd.                                                          | CUSIP: 78110LAA4<br>LEI: 549300KSO6EE9C4GF767 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $397830.45    | 0.17%             | 2036-04-15      | Floating      | 8.36%                 | Yes           |                  2 | On Loan: No      |
| 5769142.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3760 | PA      | $3651.86      | 0.00%             | 2024-02-03      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 5853121.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1923 | PA      | $1758.99      | 0.00%             | 2024-02-26      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5938533.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26439 | PA      | $25283.26     | 0.01%             | 2024-03-26      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5894784.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3632 | PA      | $3363.89      | 0.00%             | 2024-03-10      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| 5911483.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3426 | PA      | $3187.34      | 0.00%             | 2024-03-16      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 5876134.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15279 | PA      | $14567.37     | 0.01%             | 2024-03-02      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5881599.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2583 | PA      | $2480.14      | 0.00%             | 2024-03-06      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5911589.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13288 | PA      | $12482.21     | 0.01%             | 2024-03-16      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5848915.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2109 | PA      | $1994.65      | 0.00%             | 2024-02-25      | Fixed         | 4.31%                 | No            |                  3 | On Loan: No      |
| 5818392.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6836 | PA      | $6590.55      | 0.00%             | 2024-02-15      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 5899470.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5388 | PA      | $4961.38      | 0.00%             | 2024-03-13      | Fixed         | 5.49%                 | No            |                  3 | On Loan: No      |
| 5885410.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2316 | PA      | $2148.41      | 0.00%             | 2024-03-07      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5833979.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17408 | PA      | $16331.37     | 0.01%             | 2024-02-19      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5918842.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15764 | PA      | $15041.59     | 0.01%             | 2024-03-20      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5841032.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3964 | PA      | $3758.05      | 0.00%             | 2024-02-23      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5895191.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3864 | PA      | $3603.09      | 0.00%             | 2024-03-11      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| First Eagle Alternative Capital Bdc Inc                | First Eagle Alternative Capital BDC, Inc.                           | CUSIP: 26943B100<br>LEI: ZPFGW6VV73M9CW4FN909 | Long             | EC               | RF                | US        |    215585 | NS      | $616573.10    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| 5909447.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6924 | PA      | $6436.85      | 0.00%             | 2024-03-15      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 5939720.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45104 | PA      | $42615.74     | 0.02%             | 2024-03-27      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5795146.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15068 | PA      | $14179.86     | 0.01%             | 2024-02-10      | Fixed         | 4.27%                 | No            |                  3 | On Loan: No      |
| 5895454.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       655 | PA      | $602.90       | 0.00%             | 2024-03-11      | Fixed         | 4.02%                 | No            |                  3 | On Loan: No      |
| 5885971.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32403 | PA      | $30030.30     | 0.01%             | 2024-03-07      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5828795.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3942 | PA      | $3831.89      | 0.00%             | 2024-02-18      | Fixed         | 2.97%                 | No            |                  3 | On Loan: No      |
| 5870704.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3427 | PA      | $3147.49      | 0.00%             | 2024-03-01      | Fixed         | 5.51%                 | No            |                  3 | On Loan: No      |
| 5786294.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3102 | PA      | $2909.61      | 0.00%             | 2024-02-09      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| Intelsat Jackson Holdings Sa                           | Intelsat Jackson Holdings SA                                        | CUSIP: L5137X117<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | EC               | CORP              | LU        |       440 | NS      | $2420.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 5811299.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7415 | PA      | $7134.45      | 0.00%             | 2024-02-12      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 5856892.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7267 | PA      | $6772.56      | 0.00%             | 2024-02-29      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 5772096.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7702 | PA      | $7328.10      | 0.00%             | 2024-02-04      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 5855269.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5280 | PA      | $4975.59      | 0.00%             | 2024-02-27      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| Arisz Acquisition Corp                                 | Arisz Acquisition Corp.                                             | CUSIP: 040450116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     36781 | NC      | $3310.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5756346.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12854 | PA      | $12322.77     | 0.01%             | 2024-01-29      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5805555.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2490 | PA      | $2416.90      | 0.00%             | 2024-02-11      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 5904668.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10286 | PA      | $9574.35      | 0.00%             | 2024-03-14      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| 5844121.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2531 | PA      | $2418.29      | 0.00%             | 2024-02-24      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 5762242.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2316 | PA      | $2172.10      | 0.00%             | 2024-02-01      | Fixed         | 3.90%                 | No            |                  3 | On Loan: No      |
| 5862968.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4207 | PA      | $4004.38      | 0.00%             | 2024-02-29      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                            | CUSIP: 38380CXS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4289800 | PA      | $4003598.67   | 1.72%             | 2047-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                            | Asurion LLC                                                         | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     95000 | PA      | $72081.25     | 0.03%             | 2028-01-31      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| 5939525.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8516 | PA      | $8090.00      | 0.00%             | 2024-03-27      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5894409.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4158 | PA      | $3933.31      | 0.00%             | 2024-03-10      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                  | VOLT XCVI LLC                                                       | CUSIP: 92873FAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1014512.40   | 0.44%             | 2051-03-27      | Floating      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| 5901554.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2320 | PA      | $2177.43      | 0.00%             | 2024-03-13      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 5781992.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5529 | PA      | $5340.43      | 0.00%             | 2024-02-08      | Fixed         | 3.74%                 | No            |                  3 | On Loan: No      |
| 5789887.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26560 | PA      | $25300.03     | 0.01%             | 2024-02-09      | Fixed         | 4.27%                 | No            |                  3 | On Loan: No      |
| 5845395.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32293 | PA      | $30860.54     | 0.01%             | 2024-02-24      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5940201.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1201 | PA      | $1122.08      | 0.00%             | 2024-03-27      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 5756299.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3864 | PA      | $3646.52      | 0.00%             | 2024-01-29      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5878811.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       964 | PA      | $879.23       | 0.00%             | 2024-03-05      | Fixed         | 5.51%                 | No            |                  3 | On Loan: No      |
| 5931033.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6887 | PA      | $6542.37      | 0.00%             | 2024-03-23      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| Petsmart Inc/petsmart Fi                               | PetSmart, Inc. / PetSmart Finance Corp.                             | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $268662.00    | 0.12%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                    | UKG, Inc. TL 2L                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |    550000 | PA      | $522959.25    | 0.22%             | 2027-05-03      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| 5908353.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6760 | PA      | $6423.41      | 0.00%             | 2024-03-15      | Fixed         | 4.25%                 | No            |                  3 | On Loan: No      |
| Atento Luxco 1 Sa                                      | Atento Luxco 1 SA                                                   | CUSIP: 04684LAC2<br>LEI: 549300MLFF3HYCZQTC48 | Long             | DBT              | CORP              | LU        |    150000 | PA      | $65650.50     | 0.03%             | 2026-02-10      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| 5822922.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18294 | PA      | $17640.64     | 0.01%             | 2024-02-17      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 5922700.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3524 | PA      | $3260.33      | 0.00%             | 2024-03-21      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 5778745.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13769 | PA      | $12720.27     | 0.01%             | 2024-02-05      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5764361.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       533 | PA      | $505.56       | 0.00%             | 2024-02-02      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 5776428.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2301 | PA      | $2234.16      | 0.00%             | 2024-02-05      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 5834639.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       894 | PA      | $859.84       | 0.00%             | 2024-02-20      | Fixed         | 2.97%                 | No            |                  3 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust         | Structured Adjustable Rate Mortgage Loan Trust                      | CUSIP: 86362NAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1365730 | PA      | $1211352.78   | 0.52%             | 2037-09-25      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| 5819658.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       958 | PA      | $895.86       | 0.00%             | 2024-02-16      | Fixed         | 4.85%                 | No            |                  3 | On Loan: No      |
| Fremf Mortgage Trust                                   | FREMF 2016-KF25 Mortgage Trust                                      | CUSIP: 30295WAD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    266080 | PA      | $265753.56    | 0.11%             | 2023-10-25      | Floating      | 7.55%                 | Yes           |                  2 | On Loan: No      |
| 5842129.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7815 | PA      | $7568.82      | 0.00%             | 2024-02-23      | Fixed         | 3.42%                 | No            |                  3 | On Loan: No      |
| 5933122.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1678 | PA      | $1549.86      | 0.00%             | 2024-03-23      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 5822323.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18127 | PA      | $17265.90     | 0.01%             | 2024-02-17      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 5773773.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1601 | PA      | $1420.35      | 0.00%             | 2024-02-04      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 5837639.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2179 | PA      | $2071.40      | 0.00%             | 2024-02-22      | Fixed         | 4.35%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                            | CUSIP: 38382YHR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9849070 | PA      | $492218.10    | 0.21%             | 2071-11-20      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| 5819294.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2668 | PA      | $2530.05      | 0.00%             | 2024-02-16      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 5933895.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4741 | PA      | $4400.44      | 0.00%             | 2024-03-24      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| 5894796.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10219 | PA      | $9808.64      | 0.00%             | 2024-03-10      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 5878010.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1720 | PA      | $1620.16      | 0.00%             | 2024-03-04      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 5865104.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       737 | PA      | $664.22       | 0.00%             | 2024-02-29      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| 5752597.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3368 | PA      | $2604.95      | 0.00%             | 2024-01-28      | Fixed         | 4.85%                 | No            |                  3 | On Loan: No      |
| 5882939.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3111 | PA      | $2878.06      | 0.00%             | 2024-03-06      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| 5841414.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15816 | PA      | $15081.89     | 0.01%             | 2024-02-23      | Fixed         | 4.03%                 | No            |                  3 | On Loan: No      |
| 5913413.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38788 | PA      | $36181.48     | 0.02%             | 2024-03-17      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 5914623.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22340 | PA      | $21138.80     | 0.01%             | 2024-03-18      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 5851378.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3563 | PA      | $3202.20      | 0.00%             | 2024-02-25      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| Edgewater Generation LLC                               | Edgewater Generation LLC                                            | CUSIP: N/A<br>LEI: 5493004PLDT1L28SWG83       | Long             | LON              | CORP              | US        |    172420 | PA      | $152171.44    | 0.07%             | 2025-12-13      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| 5817817.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2316 | PA      | $2256.97      | 0.00%             | 2024-02-15      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| 5807999.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5716 | PA      | $5548.46      | 0.00%             | 2024-02-12      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 5933422.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42695 | PA      | $39797.88     | 0.02%             | 2024-03-23      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5885650.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8330 | PA      | $7700.30      | 0.00%             | 2024-03-07      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 5845756.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       846 | PA      | $789.64       | 0.00%             | 2024-02-24      | Fixed         | 4.26%                 | No            |                  3 | On Loan: No      |
| Petroleos Del Peru Sa                                  | Petroleos del Peru SA                                               | CUSIP: P7808BAB3<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    400000 | PA      | $241060.00    | 0.10%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| 5845245.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2536 | PA      | $2404.68      | 0.00%             | 2024-02-24      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 5853926.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7752 | PA      | $7200.52      | 0.00%             | 2024-02-26      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5844909.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1662 | PA      | $1609.66      | 0.00%             | 2024-02-24      | Fixed         | 3.43%                 | No            |                  3 | On Loan: No      |
| 5753400.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11711 | PA      | $11152.39     | 0.00%             | 2024-01-29      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5856493.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4042 | PA      | $3197.91      | 0.00%             | 2024-02-28      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 5849361.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1563 | PA      | $1313.44      | 0.00%             | 2024-02-25      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 5860868.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19581 | PA      | $18232.48     | 0.01%             | 2024-02-29      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 5757883.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7423 | PA      | $7115.45      | 0.00%             | 2024-01-31      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5930499.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    100681 | PA      | $95236.74     | 0.04%             | 2024-03-22      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 5936238.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2725 | PA      | $2552.40      | 0.00%             | 2024-03-26      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5923076.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3315 | PA      | $3211.22      | 0.00%             | 2024-03-21      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| Lealand Finance Company B.V.                           | Lealand Finance Company B.V.                                        | CUSIP: N5200EAB7<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     32692 | PA      | $16632.18     | 0.01%             | 2025-06-30      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| 5873582.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2601 | PA      | $2462.81      | 0.00%             | 2024-03-01      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 5805495.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1310 | PA      | $1249.93      | 0.00%             | 2024-02-11      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| Screaming Eagle Acquisition Corp                       | Screaming Eagle Acquisition Corp.                                   | CUSIP: G79407113<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     27067 | NS      | $263903.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| 5895382.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1384 | PA      | $1289.11      | 0.00%             | 2024-03-11      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| Webster Park Clo Ltd                                   | Webster Park CLO, Ltd.                                              | CUSIP: 948210AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $398319.15    | 0.17%             | 2030-07-20      | Floating      | 8.21%                 | Yes           |                  2 | On Loan: No      |
| 5894617.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2186 | PA      | $2012.95      | 0.00%             | 2024-03-10      | Fixed         | 5.49%                 | No            |                  3 | On Loan: No      |
| 5866547.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8686 | PA      | $8148.16      | 0.00%             | 2024-02-29      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5885739.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34187 | PA      | $31979.33     | 0.01%             | 2024-03-07      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 5837866.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1678 | PA      | $1579.46      | 0.00%             | 2024-02-22      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 5892822.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5008 | PA      | $4678.18      | 0.00%             | 2024-03-09      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5755370.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24882 | PA      | $23768.66     | 0.01%             | 2024-01-29      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| Gdl Fund/the                                           | GDL Fund                                                            | CUSIP: 361570104<br>LEI: 5493000XKGL8ZPN99479 | Long             | EC               | RF                | US        |     90041 | NS      | $713124.72    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| 5776821.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8700 | PA      | $8346.60      | 0.00%             | 2024-02-05      | Fixed         | 4.10%                 | No            |                  3 | On Loan: No      |
| 5815782.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1480 | PA      | $1412.79      | 0.00%             | 2024-02-15      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| Liv Capital Acquisition Corp Ii                        | LIV Capital Acquisition Corp. II                                    | CUSIP: G5510R113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     46632 | NC      | $5129.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5903102.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1438 | PA      | $1343.56      | 0.00%             | 2024-03-14      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                            | CUSIP: 38383GRK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16334225 | PA      | $189926.20    | 0.08%             | 2052-01-20      | Floating      | 0.37%                 | No            |                  2 | On Loan: No      |
| 5910133.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2844 | PA      | $2672.11      | 0.00%             | 2024-03-16      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| Legacy Mortgage Asset Trust                            | Legacy Mortgage Asset Trust                                         | CUSIP: 52474MAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5900000 | PA      | $5899443.04   | 2.53%             | 2059-11-25      | Floating      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| 5853349.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     56881 | PA      | $52501.15     | 0.02%             | 2024-02-26      | Fixed         | 4.45%                 | No            |                  3 | On Loan: No      |
| 5931887.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8048 | PA      | $7553.09      | 0.00%             | 2024-03-23      | Fixed         | 4.59%                 | No            |                  3 | On Loan: No      |
| Mercato Partners Acquisition Corp                      | Mercato Partners Acquisition Corp.                                  | CUSIP: 58759A116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     40085 | NC      | $468.99       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5751825.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       549 | PA      | $505.08       | 0.00%             | 2024-01-28      | Fixed         | 3.49%                 | No            |                  3 | On Loan: No      |
| 5834066.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8949 | PA      | $8327.37      | 0.00%             | 2024-02-19      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5855988.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3199 | PA      | $3011.31      | 0.00%             | 2024-02-28      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 5939298.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15808 | PA      | $14741.29     | 0.01%             | 2024-03-27      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5932809.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4467 | PA      | $4290.72      | 0.00%             | 2024-03-23      | Fixed         | 3.87%                 | No            |                  3 | On Loan: No      |
| 5930835.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31750 | PA      | $30034.62     | 0.01%             | 2024-03-23      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 5874037.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3165 | PA      | $3017.51      | 0.00%             | 2024-03-02      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5856396.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18072 | PA      | $16867.34     | 0.01%             | 2024-02-28      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| Fanniemae-aces                                         | Fannie Mae-Aces                                                     | CUSIP: 3136B7FE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  34904653 | PA      | $298797.79    | 0.13%             | 2029-10-25      | Variable      | 0.22%                 | No            |                  2 | On Loan: No      |
| 5818130.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1702 | PA      | $1611.76      | 0.00%             | 2024-02-15      | Fixed         | 3.57%                 | No            |                  3 | On Loan: No      |
| 5875758.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15639 | PA      | $14850.85     | 0.01%             | 2024-03-02      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| Yuzhou Group                                           | Yuzhou Group Holdings Co., Ltd.                                     | CUSIP: N/A<br>LEI: 213800MP59KHGJSPHE82       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $14257.13     | 0.01%             | 2025-05-27      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| 5851970.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17298 | PA      | $16843.56     | 0.01%             | 2024-02-26      | Fixed         | 2.97%                 | No            |                  3 | On Loan: No      |
| 5932106.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11108 | PA      | $10667.07     | 0.00%             | 2024-03-23      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| Madison Park Funding Ltd                               | Madison Park Funding XXVI, Ltd.                                     | CUSIP: 55820AAA7<br>LEI: 549300FNRP3W5DX0O430 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $437924.15    | 0.19%             | 2030-07-29      | Floating      | 9.31%                 | Yes           |                  2 | On Loan: No      |
| Luminent Mortgage Trust                                | Luminent Mortgage Trust                                             | CUSIP: 55027AAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1432820 | PA      | $1186680.84   | 0.51%             | 2036-05-25      | Floating      | 3.48%                 | No            |                  2 | On Loan: No      |
| 5811431.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     59379 | PA      | $55776.43     | 0.02%             | 2024-02-12      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| Bioplus Acquisition Corp                               | BioPlus Acquisition Corp.                                           | CUSIP: G11217109<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     29282 | NS      | $293991.28    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| 5763710.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3325 | PA      | $3207.01      | 0.00%             | 2024-02-02      | Fixed         | 3.90%                 | No            |                  3 | On Loan: No      |
| 5767708.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8912 | PA      | $8567.65      | 0.00%             | 2024-02-03      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 5914394.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3783 | PA      | $3634.19      | 0.00%             | 2024-03-18      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| 5827997.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3614 | PA      | $3460.72      | 0.00%             | 2024-02-18      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5864850.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       541 | PA      | $521.09       | 0.00%             | 2024-02-29      | Fixed         | 4.13%                 | No            |                  3 | On Loan: No      |
| State Street Institutional Treasury Money Market Fund  | State Street Institutional Trust                                    | CUSIP: 857492888<br>LEI: 549300Q3FHSMZ70NLT76 | Long             | STIV             | RF                | US        |  52059595 | NS      | $52059594.70  | 22.34%            |  |  |  | No            |                  1 | On Loan: No      |
| 5874579.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13710 | PA      | $13068.35     | 0.01%             | 2024-03-02      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5817452.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4725 | PA      | $4578.18      | 0.00%             | 2024-02-15      | Fixed         | 3.42%                 | No            |                  3 | On Loan: No      |
| 5824856.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1954 | PA      | $1847.47      | 0.00%             | 2024-02-17      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 5764789.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3585 | PA      | $3308.60      | 0.00%             | 2024-02-02      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Baml Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34         | CUSIP: 61767EAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    371000 | PA      | $258277.44    | 0.11%             | 2027-10-15      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| 5919732.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3504 | PA      | $3269.66      | 0.00%             | 2024-03-20      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Carlyle Global Market Strategies                       | Carlyle Global Market Strategies CLO, Ltd.                          | CUSIP: 14310HAQ1<br>LEI: 6354006XBJTNRUJOLM20 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $407682.95    | 0.17%             | 2030-10-15      | Floating      | 8.01%                 | Yes           |                  2 | On Loan: No      |
| 5772969.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     68746 | PA      | $65961.85     | 0.03%             | 2024-02-04      | Fixed         | 4.10%                 | No            |                  3 | On Loan: No      |
| 5744976.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12179 | PA      | $11762.16     | 0.01%             | 2024-01-27      | Fixed         | 3.75%                 | No            |                  3 | On Loan: No      |
| 5934216.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6058 | PA      | $5628.78      | 0.00%             | 2024-03-24      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 5810145.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4259 | PA      | $4133.67      | 0.00%             | 2024-02-12      | Fixed         | 3.30%                 | No            |                  3 | On Loan: No      |
| 5908068.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25211 | PA      | $23611.65     | 0.01%             | 2024-03-15      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5913821.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16470 | PA      | $15754.64     | 0.01%             | 2024-03-17      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5927537.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7234 | PA      | $6703.42      | 0.00%             | 2024-03-22      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 5793883.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2126 | PA      | $1833.90      | 0.00%             | 2024-02-10      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5783259.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1108 | PA      | $1038.67      | 0.00%             | 2024-02-08      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| 5817832.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3057 | PA      | $2899.21      | 0.00%             | 2024-02-15      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 5835795.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3407 | PA      | $3103.74      | 0.00%             | 2024-02-21      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5904320.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14080 | PA      | $13107.20     | 0.01%             | 2024-03-14      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| 5863305.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1159 | PA      | $1070.19      | 0.00%             | 2024-02-29      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 5899484.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3409 | PA      | $3156.92      | 0.00%             | 2024-03-13      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| 5890858.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8003 | PA      | $7521.92      | 0.00%             | 2024-03-08      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                            | CUSIP: 38383FLN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6826608 | PA      | $181725.66    | 0.08%             | 2051-12-20      | Floating      | 0.92%                 | No            |                  2 | On Loan: No      |
| 5855333.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1805 | PA      | $1652.81      | 0.00%             | 2024-02-27      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5764464.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1405 | PA      | $1348.90      | 0.00%             | 2024-02-02      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5912575.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     63645 | PA      | $60481.18     | 0.03%             | 2024-03-16      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5845290.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9108 | PA      | $8727.73      | 0.00%             | 2024-02-24      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5815015.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14253 | PA      | $12822.56     | 0.01%             | 2024-02-15      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5853043.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15180 | PA      | $14594.87     | 0.01%             | 2024-02-26      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| Triumph Group Inc                                      | Triumph Group, Inc.                                                 | CUSIP: 896818AP6<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |     90000 | PA      | $68879.97     | 0.03%             | 2025-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Endurance International                                | Endurance International Group Holdings, Inc.                        | CUSIP: 29279XAA8<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |    510000 | PA      | $339587.85    | 0.15%             | 2029-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Movida Europe Sa                                       | Movida Europe SA                                                    | CUSIP: BN7992835<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $142313.82    | 0.06%             | 2031-02-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| 5870251.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16479 | PA      | $15702.17     | 0.01%             | 2024-03-01      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5771870.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2974 | PA      | $2885.57      | 0.00%             | 2024-02-04      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 5757842.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6229 | PA      | $6050.87      | 0.00%             | 2024-01-31      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 5893868.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2014 | PA      | $1863.17      | 0.00%             | 2024-03-09      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 5924046.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2383 | PA      | $2223.12      | 0.00%             | 2024-03-21      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5898825.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2813 | PA      | $2617.72      | 0.00%             | 2024-03-12      | Fixed         | 5.33%                 | No            |                  3 | On Loan: No      |
| 5874458.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5400 | PA      | $4978.87      | 0.00%             | 2024-03-02      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| 5845701.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5199 | PA      | $5063.58      | 0.00%             | 2024-02-24      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 5856502.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4373 | PA      | $4213.23      | 0.00%             | 2024-02-28      | Fixed         | 3.77%                 | No            |                  3 | On Loan: No      |
| 5757729.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1833 | PA      | $1739.41      | 0.00%             | 2024-01-31      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 5807451.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1224 | PA      | $1083.19      | 0.00%             | 2024-02-12      | Fixed         | 5.22%                 | No            |                  3 | On Loan: No      |
| 5823106.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12933 | PA      | $12128.10     | 0.01%             | 2024-02-17      | Fixed         | 4.34%                 | No            |                  3 | On Loan: No      |
| 5835472.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10220 | PA      | $9951.93      | 0.00%             | 2024-02-21      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 5918033.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5839 | PA      | $5500.54      | 0.00%             | 2024-03-19      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 5833486.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     88475 | PA      | $85043.72     | 0.04%             | 2024-02-19      | Fixed         | 3.43%                 | No            |                  3 | On Loan: No      |
| 5924225.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3166 | PA      | $2971.54      | 0.00%             | 2024-03-21      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 5899675.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2820 | PA      | $2656.49      | 0.00%             | 2024-03-13      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5939421.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2627 | PA      | $2522.94      | 0.00%             | 2024-03-27      | Fixed         | 3.85%                 | No            |                  3 | On Loan: No      |
| Lcm Ltd Partnership                                    | LCM XIV LP                                                          | CUSIP: 50184WAC6<br>LEI: 549300NGJ6CPPJRPGL08 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $390948.45    | 0.17%             | 2031-07-20      | Floating      | 8.21%                 | Yes           |                  2 | On Loan: No      |
| 5894491.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       801 | PA      | $745.89       | 0.00%             | 2024-03-10      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| Countrywide Home Loans                                 | CHL Mortgage Pass-Through Trust                                     | CUSIP: 12669GLJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1446541 | PA      | $1288885.24   | 0.55%             | 2035-03-25      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| 5883056.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3933 | PA      | $3670.43      | 0.00%             | 2024-03-07      | Fixed         | 3.92%                 | No            |                  3 | On Loan: No      |
| 5854809.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       647 | PA      | $586.19       | 0.00%             | 2024-02-26      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| 5814210.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       772 | PA      | $703.87       | 0.00%             | 2024-02-14      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5757608.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6628 | PA      | $5261.25      | 0.00%             | 2024-01-31      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| Acrec 2021-fl1 Ltd.                                    | ACREC 2021-FL1, Ltd.                                                | CUSIP: 00500RAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1000000 | PA      | $942670.00    | 0.40%             | 2026-09-16      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| 5751630.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2255 | PA      | $2169.31      | 0.00%             | 2024-01-28      | Fixed         | 4.10%                 | No            |                  3 | On Loan: No      |
| 5905088.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1264 | PA      | $1179.45      | 0.00%             | 2024-03-14      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| 5934268.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1745 | PA      | $1612.50      | 0.00%             | 2024-03-24      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| 5833235.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6685 | PA      | $6415.36      | 0.00%             | 2024-02-19      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5780554.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3197 | PA      | $3049.96      | 0.00%             | 2024-02-07      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5867181.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30273 | PA      | $28691.24     | 0.01%             | 2024-02-29      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5787977.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7907 | PA      | $7600.32      | 0.00%             | 2024-02-09      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5877302.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1062 | PA      | $988.57       | 0.00%             | 2024-03-03      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 5927458.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9956 | PA      | $9593.27      | 0.00%             | 2024-03-22      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5940038.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3688 | PA      | $3571.37      | 0.00%             | 2024-03-27      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| Pyrophyte Acquisition Corp                             | Pyrophyte Acquisition Corp.                                         | CUSIP: G7308P119<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5941 | NS      | $60419.97     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 5907516.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7558 | PA      | $7284.55      | 0.00%             | 2024-03-15      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| Dryden Senior Loan Fund                                | Dryden 37 Senior Loan Fund                                          | CUSIP: 26249MAW7<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $399930.25    | 0.17%             | 2031-01-15      | Floating      | 7.66%                 | Yes           |                  2 | On Loan: No      |
| 5882171.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3332 | PA      | $3090.65      | 0.00%             | 2024-03-06      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5767199.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1400 | PA      | $1190.77      | 0.00%             | 2024-02-03      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5935125.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2051 | PA      | $1924.94      | 0.00%             | 2024-03-25      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5919307.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3754 | PA      | $3513.62      | 0.00%             | 2024-03-20      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5743555.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23298 | PA      | $22717.68     | 0.01%             | 2024-01-27      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| 5933691.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7665 | PA      | $7162.20      | 0.00%             | 2024-03-23      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| Ngl Enrgy Op/fin Corp                                  | NGL Energy Operating LLC / NGL Energy Finance Corp.                 | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $378698.38    | 0.16%             | 2026-02-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Envision Healthcare Corp                               | Envision Healthcare Corp.                                           | CUSIP: 29373UAF8<br>LEI: 549300OL60X0LPKY8N60 | Long             | LON              | CORP              | US        |    302393 | PA      | $140612.65    | 0.06%             | 2027-03-31      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| 5929632.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15136 | PA      | $14585.08     | 0.01%             | 2024-03-22      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5871529.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5058 | PA      | $4800.72      | 0.00%             | 2024-03-01      | Fixed         | 4.43%                 | No            |                  3 | On Loan: No      |
| 5851003.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36848 | PA      | $35509.70     | 0.02%             | 2024-02-25      | Fixed         | 3.77%                 | No            |                  3 | On Loan: No      |
| 5855296.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3531 | PA      | $3385.62      | 0.00%             | 2024-02-27      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5765258.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1901 | PA      | $1811.29      | 0.00%             | 2024-02-02      | Fixed         | 5.20%                 | No            |                  3 | On Loan: No      |
| Central Chn Real Estate                                | Central China Real Estate, Ltd.                                     | CUSIP: N/A<br>LEI: 549300JDML9PYG0CIJ22       | Long             | DBT              | CORP              | KY        |    200000 | PA      | $46650.00     | 0.02%             | 2024-07-16      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| 5843581.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4989 | PA      | $4808.73      | 0.00%             | 2024-02-24      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| Mc Brazil Dwnstrm                                      | MC Brazil Downstream Trading SARL                                   | CUSIP: BQ5328001<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $301652.00    | 0.13%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Vmc Finance Llc                                        | VMC Finance LLC                                                     | CUSIP: 91834PAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    440481 | PA      | $427573.59    | 0.18%             | 2036-09-15      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| 5878127.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1569 | PA      | $1450.51      | 0.00%             | 2024-03-04      | Fixed         | 5.41%                 | No            |                  3 | On Loan: No      |
| 5856959.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1269 | PA      | $1192.70      | 0.00%             | 2024-02-29      | Fixed         | 5.04%                 | No            |                  3 | On Loan: No      |
| 5933180.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       787 | PA      | $740.13       | 0.00%             | 2024-03-23      | Fixed         | 3.71%                 | No            |                  3 | On Loan: No      |
| 5863263.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15472 | PA      | $14310.20     | 0.01%             | 2024-02-29      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 5753128.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1045 | PA      | $994.65       | 0.00%             | 2024-01-29      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 5805179.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3239 | PA      | $3025.40      | 0.00%             | 2024-02-11      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 5853711.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4517 | PA      | $4221.66      | 0.00%             | 2024-02-26      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 5913876.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2589 | PA      | $2423.30      | 0.00%             | 2024-03-17      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5823664.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     71016 | PA      | $67771.03     | 0.03%             | 2024-02-17      | Fixed         | 4.03%                 | No            |                  3 | On Loan: No      |
| 5821255.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2743 | PA      | $2639.02      | 0.00%             | 2024-02-16      | Fixed         | 3.75%                 | No            |                  3 | On Loan: No      |
| 5813235.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4653 | PA      | $4492.28      | 0.00%             | 2024-02-12      | Fixed         | 3.75%                 | No            |                  3 | On Loan: No      |
| 5890543.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6707 | PA      | $6471.74      | 0.00%             | 2024-03-08      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| 5893999.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7057 | PA      | $6555.73      | 0.00%             | 2024-03-09      | Fixed         | 5.26%                 | No            |                  3 | On Loan: No      |
| 5849741.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5548 | PA      | $5399.48      | 0.00%             | 2024-02-25      | Fixed         | 2.97%                 | No            |                  3 | On Loan: No      |
| 5932609.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1219 | PA      | $1148.53      | 0.00%             | 2024-03-23      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5934743.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3233 | PA      | $2989.21      | 0.00%             | 2024-03-25      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 5763623.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       887 | PA      | $812.90       | 0.00%             | 2024-02-02      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5888030.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4620 | PA      | $4341.99      | 0.00%             | 2024-03-08      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| 5772147.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       576 | PA      | $540.21       | 0.00%             | 2024-02-04      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5829270.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     69199 | PA      | $58763.11     | 0.03%             | 2024-02-18      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5921380.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5604 | PA      | $5324.82      | 0.00%             | 2024-03-20      | Fixed         | 4.23%                 | No            |                  3 | On Loan: No      |
| 5754606.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1878 | PA      | $1824.64      | 0.00%             | 2024-01-29      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 5878529.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1394 | PA      | $1304.23      | 0.00%             | 2024-03-04      | Fixed         | 4.02%                 | No            |                  3 | On Loan: No      |
| 5763244.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1449 | PA      | $1318.38      | 0.00%             | 2024-02-02      | Fixed         | 5.10%                 | No            |                  3 | On Loan: No      |
| 5870602.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6674 | PA      | $6441.41      | 0.00%             | 2024-03-01      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| 5806383.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3343 | PA      | $3158.95      | 0.00%             | 2024-02-11      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 5778572.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15929 | PA      | $15233.86     | 0.01%             | 2024-02-05      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| N/A                                                    | Intelsat Jackson Holdings S.A.TLB 1L                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    252018 | PA      | $237149.12    | 0.10%             | 2029-01-26      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| 5757693.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5048 | PA      | $4583.03      | 0.00%             | 2024-01-31      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5870208.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14801 | PA      | $13752.54     | 0.01%             | 2024-03-01      | Fixed         | 5.36%                 | No            |                  3 | On Loan: No      |
| 5752322.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1153 | PA      | $1021.70      | 0.00%             | 2024-01-28      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 5879086.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       839 | PA      | $779.27       | 0.00%             | 2024-03-05      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5851257.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23891 | PA      | $22829.71     | 0.01%             | 2024-02-25      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5853752.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12736 | PA      | $12273.13     | 0.01%             | 2024-02-26      | Fixed         | 3.77%                 | No            |                  3 | On Loan: No      |
| 5812680.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42676 | PA      | $41060.77     | 0.02%             | 2024-02-12      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 5807072.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1235 | PA      | $1116.60      | 0.00%             | 2024-02-12      | Fixed         | 5.21%                 | No            |                  3 | On Loan: No      |
| Oak Hill Credit Partners                               | OHA Credit Funding 3, Ltd.                                          | CUSIP: 67112TAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $431406.35    | 0.19%             | 2035-07-02      | Floating      | 8.96%                 | Yes           |                  2 | On Loan: No      |
| Trine Ii Acquisition Corp                              | Trine II Acquisition Corp.                                          | CUSIP: G9059F118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     48246 | NC      | $5311.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5918790.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5487 | PA      | $5192.65      | 0.00%             | 2024-03-20      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5935646.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1413 | PA      | $1311.23      | 0.00%             | 2024-03-26      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| Freddie Mac - Stacr                                    | Freddie Mac STACR REMIC Trust 2021-DNA1                             | CUSIP: 35564KBE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1700000 | PA      | $1293530.34   | 0.56%             | 2051-01-25      | Floating      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| 5934234.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4366 | PA      | $4071.48      | 0.00%             | 2024-03-24      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 5918637.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     76097 | PA      | $71419.81     | 0.03%             | 2024-03-20      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| Coty Inc                                               | Coty, Inc.                                                          | CUSIP: 222070AB0<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36906.60     | 0.02%             | 2026-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| 5896188.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2277 | PA      | $2106.13      | 0.00%             | 2024-03-12      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| 5891244.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14168 | PA      | $13669.96     | 0.01%             | 2024-03-09      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| 5812382.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       428 | PA      | $415.67       | 0.00%             | 2024-02-12      | Fixed         | 3.31%                 | No            |                  3 | On Loan: No      |
| Blackrock Corporate High Yield Fund Inc                | BlackRock Corporate High Yield Fund, Inc.                           | CUSIP: 09255P107<br>LEI: 97ZR60BLU36N5VJMH054 | Long             | EC               | RF                | US        |      1000 | NS      | $8550.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5777251.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10957 | PA      | $10248.73     | 0.00%             | 2024-02-05      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5922661.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8970 | PA      | $8367.58      | 0.00%             | 2024-03-21      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5912375.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       109 | PA      | $66.87        | 0.00%             | 2024-03-16      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5777937.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37651 | PA      | $35892.29     | 0.02%             | 2024-02-05      | Fixed         | 4.10%                 | No            |                  3 | On Loan: No      |
| 5900278.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6834 | PA      | $6493.63      | 0.00%             | 2024-03-13      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5862094.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       535 | PA      | $494.39       | 0.00%             | 2024-02-29      | Fixed         | 5.48%                 | No            |                  3 | On Loan: No      |
| 5878816.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13844 | PA      | $13165.47     | 0.01%             | 2024-03-05      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 5743452.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1666 | PA      | $1462.81      | 0.00%             | 2024-01-27      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| 5751827.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8369 | PA      | $8065.04      | 0.00%             | 2024-01-28      | Fixed         | 4.10%                 | No            |                  3 | On Loan: No      |
| 5879618.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4489 | PA      | $4173.83      | 0.00%             | 2024-03-06      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 5889221.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10759 | PA      | $9927.58      | 0.00%             | 2024-03-08      | Fixed         | 5.51%                 | No            |                  3 | On Loan: No      |
| 5921093.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1552 | PA      | $1447.25      | 0.00%             | 2024-03-20      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5938162.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19449 | PA      | $18392.84     | 0.01%             | 2024-03-26      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| Atrium Cdo Corp                                        | Atrium XIII                                                         | CUSIP: 04965TAA9<br>LEI: 549300BF3YFW8EHN6F75 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $428471.05    | 0.18%             | 2030-11-21      | Floating      | 8.83%                 | Yes           |                  2 | On Loan: No      |
| 5862253.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24866 | PA      | $23887.15     | 0.01%             | 2024-02-29      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5855528.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13477 | PA      | $12786.94     | 0.01%             | 2024-02-27      | Fixed         | 3.43%                 | No            |                  3 | On Loan: No      |
| 5911931.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2734 | PA      | $2614.83      | 0.00%             | 2024-03-16      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5762234.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1070 | PA      | $1004.80      | 0.00%             | 2024-02-01      | Fixed         | 5.19%                 | No            |                  3 | On Loan: No      |
| Deep Medicine Acquisition Corp                         | Deep Medicine Acquisition Corp.                                     | CUSIP: 243733102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35646 | NS      | $358955.22    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| 5824916.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4539 | PA      | $3893.44      | 0.00%             | 2024-02-17      | Fixed         | 4.24%                 | No            |                  3 | On Loan: No      |
| 5759513.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1276 | PA      | $1233.32      | 0.00%             | 2024-02-01      | Fixed         | 3.74%                 | No            |                  3 | On Loan: No      |
| 5894522.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17426 | PA      | $16815.18     | 0.01%             | 2024-03-10      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| 5853605.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1764 | PA      | $1664.13      | 0.00%             | 2024-02-26      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5933144.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8421 | PA      | $8032.86      | 0.00%             | 2024-03-23      | Fixed         | 4.10%                 | No            |                  3 | On Loan: No      |
| 5897657.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     86673 | PA      | $83415.36     | 0.04%             | 2024-03-12      | Fixed         | 4.10%                 | No            |                  3 | On Loan: No      |
| 5774428.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2248 | PA      | $2047.06      | 0.00%             | 2024-02-04      | Fixed         | 5.10%                 | No            |                  3 | On Loan: No      |
| 5907484.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3729 | PA      | $3580.36      | 0.00%             | 2024-03-15      | Fixed         | 3.89%                 | No            |                  3 | On Loan: No      |
| 5935689.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27667 | PA      | $26456.61     | 0.01%             | 2024-03-26      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5918618.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7664 | PA      | $7241.90      | 0.00%             | 2024-03-20      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5852796.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       485 | PA      | $462.42       | 0.00%             | 2024-02-26      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5756937.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27441 | PA      | $25509.87     | 0.01%             | 2024-01-30      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 5906959.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1494 | PA      | $1379.20      | 0.00%             | 2024-03-15      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 5911227.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18077 | PA      | $16894.39     | 0.01%             | 2024-03-16      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| 5818887.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1169 | PA      | $1117.91      | 0.00%             | 2024-02-16      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5903316.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2369 | PA      | $2266.02      | 0.00%             | 2024-03-14      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5872094.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12403 | PA      | $11629.68     | 0.00%             | 2024-03-01      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5881173.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5399 | PA      | $5210.81      | 0.00%             | 2024-03-06      | Fixed         | 3.92%                 | No            |                  3 | On Loan: No      |
| 5904051.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21046 | PA      | $19799.34     | 0.01%             | 2024-03-14      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5911654.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3009 | PA      | $2845.72      | 0.00%             | 2024-03-16      | Fixed         | 4.58%                 | No            |                  3 | On Loan: No      |
| 5832715.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4011 | PA      | $3808.71      | 0.00%             | 2024-02-19      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5844065.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4800 | PA      | $4673.54      | 0.00%             | 2024-02-24      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| Opy Acquisition Corp I                                 | OPY Acquisition Corp. I                                             | CUSIP: 671005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71292 | NS      | $707929.56    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                            | CUSIP: 38380QQG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7176228 | PA      | $365285.80    | 0.16%             | 2070-09-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| 5930179.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2843 | PA      | $2679.91      | 0.00%             | 2024-03-22      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5764756.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3225 | PA      | $3131.20      | 0.00%             | 2024-02-02      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 5900298.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4178 | PA      | $3997.41      | 0.00%             | 2024-03-13      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5940631.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1480 | PA      | $1388.72      | 0.00%             | 2024-03-27      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5873181.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2551 | PA      | $2385.03      | 0.00%             | 2024-03-01      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5772233.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22001 | PA      | $21012.72     | 0.01%             | 2024-02-04      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5813204.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6312 | PA      | $5875.88      | 0.00%             | 2024-02-12      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5892721.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       937 | PA      | $871.97       | 0.00%             | 2024-03-09      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5863668.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1721 | PA      | $1597.22      | 0.00%             | 2024-02-29      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5789739.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1041 | PA      | $998.69       | 0.00%             | 2024-02-09      | Fixed         | 3.74%                 | No            |                  3 | On Loan: No      |
| 5914421.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16019 | PA      | $15519.13     | 0.01%             | 2024-03-18      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 5901935.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     61977 | PA      | $59781.48     | 0.03%             | 2024-03-13      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 5832505.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2800 | PA      | $2727.32      | 0.00%             | 2024-02-19      | Fixed         | 2.98%                 | No            |                  3 | On Loan: No      |
| 5878877.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2270 | PA      | $2189.93      | 0.00%             | 2024-03-05      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| Innovative International Acquisition Corp              | Innovative International Acquisition Corp.                          | CUSIP: G4809M125<br>LEI: 549300U6QXNGB66F1K14 | N/A              | DE               | CORP              | US        |      8911 | NC      | $178.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5758105.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3904 | PA      | $3656.05      | 0.00%             | 2024-01-31      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5915431.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4736 | PA      | $4565.51      | 0.00%             | 2024-03-19      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5764506.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       692 | PA      | $608.48       | 0.00%             | 2024-02-02      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| Credit Suisse Mortgage Trust                           | CSMC Mortgage-Backed Trust                                          | CUSIP: 126378BC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1371070 | PA      | $853502.71    | 0.37%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lcm Ltd Partnership                                    | LCM XVII LP                                                         | CUSIP: 50190BAB6<br>LEI: 549300K6S4MWQOINB710 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $397953.20    | 0.17%             | 2031-10-15      | Floating      | 8.51%                 | Yes           |                  2 | On Loan: No      |
| 5940192.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5066 | PA      | $4864.29      | 0.00%             | 2024-03-27      | Fixed         | 3.87%                 | No            |                  3 | On Loan: No      |
| 5850294.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2899 | PA      | $2712.44      | 0.00%             | 2024-02-25      | Fixed         | 4.05%                 | No            |                  3 | On Loan: No      |
| 5824954.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1507 | PA      | $1436.64      | 0.00%             | 2024-02-17      | Fixed         | 4.85%                 | No            |                  3 | On Loan: No      |
| 5835249.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6045 | PA      | $5700.19      | 0.00%             | 2024-02-20      | Fixed         | 4.45%                 | No            |                  3 | On Loan: No      |
| 5844597.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1363 | PA      | $1292.07      | 0.00%             | 2024-02-24      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 5856022.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3102 | PA      | $2734.97      | 0.00%             | 2024-02-28      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Capital I Trust                         | Morgan Stanley Capital I Trust                                      | CUSIP: 61691MAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $336369.36    | 0.14%             | 2035-07-15      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| 5882927.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1754 | PA      | $1642.07      | 0.00%             | 2024-03-06      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 5796705.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3999 | PA      | $3882.23      | 0.00%             | 2024-02-10      | Fixed         | 3.27%                 | No            |                  3 | On Loan: No      |
| 5895000.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9324 | PA      | $8916.74      | 0.00%             | 2024-03-10      | Fixed         | 4.21%                 | No            |                  3 | On Loan: No      |
| 5893336.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1616 | PA      | $1483.69      | 0.00%             | 2024-03-09      | Fixed         | 5.52%                 | No            |                  3 | On Loan: No      |
| 5918488.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3316 | PA      | $3149.59      | 0.00%             | 2024-03-19      | Fixed         | 4.23%                 | No            |                  3 | On Loan: No      |
| Neuberger Berman Clo Ltd                               | Neuberger Berman Loan Advisers CLO 37, Ltd.                         | CUSIP: 64133HAL2<br>LEI: 5493006JG853WBZS5J73 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $436136.20    | 0.19%             | 2031-07-20      | Floating      | 8.46%                 | Yes           |                  2 | On Loan: No      |
| Semper Paratus Acquisition Corp                        | Semper Paratus Acquisition Corp.                                    | CUSIP: G8028L123<br>LEI: 549300AC21G4NBK9D322 | Long             | EC               | CORP              | KY        |      8017 | NS      | $81292.38     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 5882266.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31877 | PA      | $29985.99     | 0.01%             | 2024-03-06      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| Ai Candelaria Spain Slu                                | AI Candelaria Spain SA                                              | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |    250000 | PA      | $170550.00    | 0.07%             | 2033-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| 5834967.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4865 | PA      | $4738.02      | 0.00%             | 2024-02-20      | Fixed         | 2.97%                 | No            |                  3 | On Loan: No      |
| DCert Buyer, Inc.                                      | DCert Buyer, Inc.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    295000 | PA      | $276562.50    | 0.12%             | 2029-02-19      | Floating      | 9.90%                 | No            |                  2 | On Loan: No      |
| 5932036.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1889 | PA      | $1760.00      | 0.00%             | 2024-03-23      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5873141.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9045 | PA      | $8361.47      | 0.00%             | 2024-03-01      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| Fannie Mae - Cas                                       | Connecticut Avenue Securities Trust 2022-R03                        | CUSIP: 20753XAJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $965203.10    | 0.41%             | 2042-03-25      | Floating      | 12.13%                | Yes           |                  2 | On Loan: No      |
| Wave Usa                                               | WAVE LLC                                                            | CUSIP: 94354KAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    549991 | PA      | $331009.69    | 0.14%             | 2044-09-15      | Fixed         | 6.41%                 | Yes           |                  2 | On Loan: No      |
| 5879322.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1056 | PA      | $1019.40      | 0.00%             | 2024-03-05      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| Team Health Holdings, Inc.                             | Team Health Holdings, Inc.                                          | CUSIP: 87817JAE8<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |    379000 | PA      | $348206.25    | 0.15%             | 2024-02-06      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| 5884525.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3834 | PA      | $3645.26      | 0.00%             | 2024-03-07      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5902453.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8434 | PA      | $7900.13      | 0.00%             | 2024-03-14      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| Amsr Trust                                             | AMSR 2021-SFR3 Trust                                                | CUSIP: 00180UAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $600970.23    | 0.26%             | 2026-10-17      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| 5749619.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1987 | PA      | $1878.11      | 0.00%             | 2024-01-28      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| Xai Octagon Flt Rt Alt                                 | XAI Octagon Floating Rate Alternative Income Term Trust             | CUSIP: 98400T205<br>LEI: 549300XT617P63BLW552 | Long             | EP               | RF                | US        |     39726 | NS      | $1000686.02   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| 5873754.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19007 | PA      | $17686.67     | 0.01%             | 2024-03-01      | Fixed         | 5.27%                 | No            |                  3 | On Loan: No      |
| 5875362.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       729 | PA      | $669.60       | 0.00%             | 2024-03-02      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 5935120.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2101 | PA      | $1995.73      | 0.00%             | 2024-03-25      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5891753.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10829 | PA      | $10397.30     | 0.00%             | 2024-03-09      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 5890572.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29868 | PA      | $28674.65     | 0.01%             | 2024-03-08      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| Spruce Hill Mortgage Loan Trust                        | Spruce Hill Mortgage Loan Trust 2020-SH1                            | CUSIP: 85209FAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1936000 | PA      | $1684529.86   | 0.72%             | 2050-01-28      | Variable      | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Achari Ventures Holdings Corp I                        | Achari Ventures Holdings Corp. I                                    | CUSIP: 00444X119<br>LEI: 549300WXLNJWTBJTI395 | N/A              | DE               | CORP              | US        |     36143 | NC      | $1807.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTELSAT EMERGENCE S.A.                                | Intelsat New Common                                                 | CUSIP: L5217E120<br>LEI: 549300YV2L21F4K80V46 | Long             | EC               | CORP              | LU        |      4203 | NS      | $117684.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| 5894121.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2536 | PA      | $2355.74      | 0.00%             | 2024-03-09      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 5872189.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8516 | PA      | $7940.41      | 0.00%             | 2024-03-01      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 5833941.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29473 | PA      | $27696.56     | 0.01%             | 2024-02-19      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5774391.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4106 | PA      | $3937.01      | 0.00%             | 2024-02-04      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5862906.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5039 | PA      | $4719.66      | 0.00%             | 2024-02-29      | Fixed         | 5.10%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                            | CUSIP: 38376RYY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7118358 | PA      | $379066.79    | 0.16%             | 2066-09-20      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| 5893881.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7232 | PA      | $6741.74      | 0.00%             | 2024-03-09      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5855715.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9443 | PA      | $8092.59      | 0.00%             | 2024-02-27      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 5834654.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3335 | PA      | $3015.30      | 0.00%             | 2024-02-20      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 5762555.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1192 | PA      | $1139.43      | 0.00%             | 2024-02-02      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 5760751.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5377 | PA      | $5038.98      | 0.00%             | 2024-02-01      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 5797096.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19069 | PA      | $18198.32     | 0.01%             | 2024-02-10      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5874016.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       974 | PA      | $895.89       | 0.00%             | 2024-03-02      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| Progress Residential Trust                             | Progress Residential 2021-SFR8 Trust                                | CUSIP: 74333TAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1497017.52   | 0.64%             | 2026-10-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| 5878212.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1022 | PA      | $947.35       | 0.00%             | 2024-03-04      | Fixed         | 5.20%                 | No            |                  3 | On Loan: No      |
| 5780392.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21592 | PA      | $20318.30     | 0.01%             | 2024-02-07      | Fixed         | 3.90%                 | No            |                  3 | On Loan: No      |
| Blockchain Moon Acquisition Corp                       | Blockchain Moon Acquisition Corp.                                   | CUSIP: 09370F109<br>LEI: 549300W5G04TQZZCFC27 | Long             | EC               | CORP              | US        |     36149 | NS      | $361128.51    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| 5900452.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2758 | PA      | $2557.93      | 0.00%             | 2024-03-13      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 5884174.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21516 | PA      | $20377.27     | 0.01%             | 2024-03-07      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| Triton Water Holdings In                               | Triton Water Holdings, Inc.                                         | CUSIP: 89680EAA7<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | DBT              | CORP              | US        |    190000 | PA      | $145601.75    | 0.06%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| 5753859.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11174 | PA      | $10379.71     | 0.00%             | 2024-01-29      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| Mcgraw-hill Education                                  | McGraw-Hill Education, Inc.                                         | CUSIP: 57767XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $188355.60    | 0.08%             | 2028-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 29, Ltd.                   | Octagon Investment Partners 29, Ltd.                                | CUSIP: 67591KAE9<br>LEI: 5493003U22XL00FIHD56 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $412500.00    | 0.18%             | 2033-01-24      | Floating      | 10.03%                | Yes           |                  2 | On Loan: No      |
| 5923062.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6769 | PA      | $6460.18      | 0.00%             | 2024-03-21      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5925319.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11267 | PA      | $10858.60     | 0.00%             | 2024-03-21      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5814399.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16370 | PA      | $13787.72     | 0.01%             | 2024-02-14      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5835315.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       283 | PA      | $275.26       | 0.00%             | 2024-02-21      | Fixed         | 3.01%                 | No            |                  3 | On Loan: No      |
| 5933905.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2010 | PA      | $1874.13      | 0.00%             | 2024-03-24      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5917636.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5423 | PA      | $5253.32      | 0.00%             | 2024-03-19      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| Empresas Public Medellin                               | Empresas Publicas de Medellin ESP                                   | CUSIP: BK4385310<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |    300000 | PA      | $211369.50    | 0.09%             | 2031-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| 5866318.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54545 | PA      | $51640.43     | 0.02%             | 2024-02-29      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| Altenergy Acquisition Corp                             | AltEnergy Acquisition Corp.                                         | CUSIP: 02157M116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     14921 | NC      | $2387.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5775154.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21578 | PA      | $20281.88     | 0.01%             | 2024-02-04      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| Gigcapital5 Inc                                        | GigCapital5, Inc.                                                   | CUSIP: 37519U109<br>LEI: 549300EQ1NNV387FGF92 | Long             | EC               | CORP              | US        |     46043 | NS      | $465955.16    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| 5855465.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3496 | PA      | $3135.00      | 0.00%             | 2024-02-27      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5856279.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2458 | PA      | $2282.51      | 0.00%             | 2024-02-28      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5922217.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4212 | PA      | $4080.59      | 0.00%             | 2024-03-20      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| Banc Of America Funding Corporation                    | Banc of America Funding Trust                                       | CUSIP: 058933AV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1627329 | PA      | $1303689.74   | 0.56%             | 2036-05-20      | Variable      | 2.73%                 | No            |                  2 | On Loan: No      |
| 5883347.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3649 | PA      | $3396.56      | 0.00%             | 2024-03-07      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| Cactus Acquisition Corp 1 Ltd                          | Cactus Acquisition Corp. 1, Ltd.                                    | CUSIP: G1745A108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     59686 | NS      | $599844.30    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| 5891473.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10925 | PA      | $10113.19     | 0.00%             | 2024-03-09      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| Thrive Acquisition Corp                                | Thrive Acquisition Corp.                                            | CUSIP: G7158C101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     12018 | NS      | $121862.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 5849414.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20147 | PA      | $18763.90     | 0.01%             | 2024-02-25      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 5842086.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10588 | PA      | $9863.97      | 0.00%             | 2024-02-23      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 5855612.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1333 | PA      | $1248.75      | 0.00%             | 2024-02-27      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 5813983.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2606 | PA      | $2427.39      | 0.00%             | 2024-02-13      | Fixed         | 3.62%                 | No            |                  3 | On Loan: No      |
| 5862620.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54383 | PA      | $51157.29     | 0.02%             | 2024-02-29      | Fixed         | 4.77%                 | No            |                  3 | On Loan: No      |
| 5903231.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3545 | PA      | $3339.60      | 0.00%             | 2024-03-14      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5922858.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2519 | PA      | $2402.46      | 0.00%             | 2024-03-21      | Fixed         | 4.09%                 | No            |                  3 | On Loan: No      |
| 5876829.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29138 | PA      | $27550.27     | 0.01%             | 2024-03-02      | Fixed         | 4.59%                 | No            |                  3 | On Loan: No      |
| 5822413.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3731 | PA      | $3489.67      | 0.00%             | 2024-02-17      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5850996.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1179 | PA      | $1105.23      | 0.00%             | 2024-02-25      | Fixed         | 2.98%                 | No            |                  3 | On Loan: No      |
| 5940174.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4537 | PA      | $4370.93      | 0.00%             | 2024-03-27      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5934270.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2264 | PA      | $2102.53      | 0.00%             | 2024-03-24      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 5898792.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10189 | PA      | $9592.68      | 0.00%             | 2024-03-12      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 5827441.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13209 | PA      | $12729.34     | 0.01%             | 2024-02-18      | Fixed         | 3.77%                 | No            |                  3 | On Loan: No      |
| 5749459.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13868 | PA      | $13107.88     | 0.01%             | 2024-01-28      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5939427.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1355 | PA      | $1251.61      | 0.00%             | 2024-03-27      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 5906899.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1849 | PA      | $1736.01      | 0.00%             | 2024-03-15      | Fixed         | 4.59%                 | No            |                  3 | On Loan: No      |
| Neuberger Berman Clo Ltd                               | Neuberger Berman Loan Advisers Clo 44, Ltd.                         | CUSIP: 64134EAA2<br>LEI: 549300HMTDFWN3B2DI35 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $426765.40    | 0.18%             | 2034-10-16      | Floating      | 8.74%                 | Yes           |                  2 | On Loan: No      |
| 5901859.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21767 | PA      | $20418.78     | 0.01%             | 2024-03-13      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5878082.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9602 | PA      | $8994.83      | 0.00%             | 2024-03-04      | Fixed         | 4.02%                 | No            |                  3 | On Loan: No      |
| 5836705.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10134 | PA      | $9683.21      | 0.00%             | 2024-02-22      | Fixed         | 4.43%                 | No            |                  3 | On Loan: No      |
| Artera Services Llc                                    | Artera Services LLC                                                 | CUSIP: 73939VAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |    105000 | PA      | $84668.85     | 0.04%             | 2025-12-04      | Fixed         | 9.03%                 | Yes           |                  2 | On Loan: No      |
| 5834642.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3227 | PA      | $3142.81      | 0.00%             | 2024-02-20      | Fixed         | 2.97%                 | No            |                  3 | On Loan: No      |
| 5933113.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3121 | PA      | $2950.22      | 0.00%             | 2024-03-23      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| Octagon Investment Partners 26 Ltd                     | Octagon Investment Partners 26, Ltd.                                | CUSIP: 675714AG4<br>LEI: 549300ZYOSZSIH0Y3392 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $391701.85    | 0.17%             | 2030-07-15      | Floating      | 10.60%                | Yes           |                  2 | On Loan: No      |
| 5877954.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4128 | PA      | $3838.47      | 0.00%             | 2024-03-04      | Fixed         | 5.35%                 | No            |                  3 | On Loan: No      |
| 5919461.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6073 | PA      | $5768.82      | 0.00%             | 2024-03-20      | Fixed         | 4.24%                 | No            |                  3 | On Loan: No      |
| 5901344.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18144 | PA      | $16882.04     | 0.01%             | 2024-03-13      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| 5767407.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23755 | PA      | $22707.09     | 0.01%             | 2024-02-03      | Fixed         | 4.76%                 | No            |                  3 | On Loan: No      |
| 5892806.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2159 | PA      | $2044.26      | 0.00%             | 2024-03-09      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| Octagon Investment Partners Xxi Ltd                    | Octagon Investment Partners XXI, Ltd.                               | CUSIP: 67590UAQ1<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $429647.05    | 0.18%             | 2031-02-14      | Floating      | 9.91%                 | Yes           |                  2 | On Loan: No      |
| 5840369.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1505 | PA      | $1403.21      | 0.00%             | 2024-02-23      | Fixed         | 4.76%                 | No            |                  3 | On Loan: No      |
| 5878886.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2086 | PA      | $1918.50      | 0.00%             | 2024-03-05      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 5879323.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       854 | PA      | $771.61       | 0.00%             | 2024-03-05      | Fixed         | 5.41%                 | No            |                  3 | On Loan: No      |
| Jp Morgan Chase Commercial Mortgage Sec Trust          | JP Morgan Chase Commercial Mortgage Securities Trust                | CUSIP: 46651CAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    111000 | PA      | $104151.30    | 0.04%             | 2032-05-05      | Variable      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| 5874506.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5300 | PA      | $5034.69      | 0.00%             | 2024-03-02      | Fixed         | 4.44%                 | No            |                  3 | On Loan: No      |
| 5806365.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1325 | PA      | $1024.79      | 0.00%             | 2024-02-11      | Fixed         | 5.21%                 | No            |                  3 | On Loan: No      |
| 5924588.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3374 | PA      | $3181.65      | 0.00%             | 2024-03-21      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 5908556.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19161 | PA      | $18110.68     | 0.01%             | 2024-03-15      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 5853718.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       816 | PA      | $735.44       | 0.00%             | 2024-02-26      | Fixed         | 2.98%                 | No            |                  3 | On Loan: No      |
| 5835020.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       568 | PA      | $533.74       | 0.00%             | 2024-02-20      | Fixed         | 3.65%                 | No            |                  3 | On Loan: No      |
| 5931030.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4909 | PA      | $4578.92      | 0.00%             | 2024-03-23      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 5919864.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8245 | PA      | $7915.81      | 0.00%             | 2024-03-20      | Fixed         | 3.86%                 | No            |                  3 | On Loan: No      |
| 5788950.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5625 | PA      | $5461.39      | 0.00%             | 2024-02-09      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 5783867.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7861 | PA      | $7632.71      | 0.00%             | 2024-02-08      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 5822782.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       867 | PA      | $807.58       | 0.00%             | 2024-02-17      | Fixed         | 3.56%                 | No            |                  3 | On Loan: No      |
| 5855934.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3287 | PA      | $3092.71      | 0.00%             | 2024-02-28      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5855734.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10258 | PA      | $9931.13      | 0.00%             | 2024-02-27      | Fixed         | 3.43%                 | No            |                  3 | On Loan: No      |
| 5923256.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4281 | PA      | $3995.27      | 0.00%             | 2024-03-21      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| Myers Park Clo Ltd                                     | Myers Park CLO, Ltd.                                                | CUSIP: 62848GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $410419.85    | 0.18%             | 2030-10-20      | Floating      | 8.21%                 | Yes           |                  2 | On Loan: No      |
| 5767759.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1482 | PA      | $1290.47      | 0.00%             | 2024-02-03      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| 5933628.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2866 | PA      | $2722.71      | 0.00%             | 2024-03-23      | Fixed         | 4.24%                 | No            |                  3 | On Loan: No      |
| 5875525.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1886 | PA      | $1738.45      | 0.00%             | 2024-03-02      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 5844712.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24985 | PA      | $23987.18     | 0.01%             | 2024-02-24      | Fixed         | 4.03%                 | No            |                  3 | On Loan: No      |
| 5788074.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1102 | PA      | $1033.14      | 0.00%             | 2024-02-09      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 5780662.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3264 | PA      | $3014.66      | 0.00%             | 2024-02-07      | Fixed         | 5.19%                 | No            |                  3 | On Loan: No      |
| 5900156.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5890 | PA      | $5682.86      | 0.00%             | 2024-03-13      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 5934306.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       843 | PA      | $792.88       | 0.00%             | 2024-03-24      | Fixed         | 3.69%                 | No            |                  3 | On Loan: No      |
| 5791967.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2873 | PA      | $2304.90      | 0.00%             | 2024-02-10      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| Mcdermott International Ltd                            | McDermott International, Ltd.                                       | CUSIP: G5924V106<br>LEI: 54930004RAXI4B3L4752 | Long             | EC               | CORP              | PA        |     13637 | NS      | $6818.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 5818597.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12206 | PA      | $11724.96     | 0.01%             | 2024-02-15      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5904018.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1450 | PA      | $1360.70      | 0.00%             | 2024-03-14      | Fixed         | 4.01%                 | No            |                  3 | On Loan: No      |
| 5782443.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1742 | PA      | $1636.20      | 0.00%             | 2024-02-08      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5838028.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12490 | PA      | $11240.70     | 0.00%             | 2024-02-22      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5845729.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3834 | PA      | $3595.23      | 0.00%             | 2024-02-24      | Fixed         | 4.34%                 | No            |                  3 | On Loan: No      |
| 5779113.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1464 | PA      | $1398.75      | 0.00%             | 2024-02-05      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| Blockchain Moon Acquisition Corp                       | Blockchain Moon Acquisition Corp.                                   | CUSIP: 09370F125<br>LEI: 549300W5G04TQZZCFC27 | N/A              | DE               | CORP              | US        |     36149 | NC      | $1210.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5759781.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2825 | PA      | $2731.47      | 0.00%             | 2024-02-01      | Fixed         | 3.89%                 | No            |                  3 | On Loan: No      |
| 5922989.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16625 | PA      | $16021.81     | 0.01%             | 2024-03-21      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| Onyx Acquisition Co I                                  | Onyx Acquisition Co. I                                              | CUSIP: G6755Q117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     10453 | NC      | $731.71       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5821560.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2424 | PA      | $2322.28      | 0.00%             | 2024-02-16      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5857206.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14292 | PA      | $13157.05     | 0.01%             | 2024-02-29      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| Octagon Investment Partners Xxii Ltd                   | Octagon Investment Partners XXII, Ltd.                              | CUSIP: 67572YBU5<br>LEI: 549300MQ9W5DWZ8QX450 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $465850.00    | 0.20%             | 2030-01-22      | Floating      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| 5914215.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8069 | PA      | $7778.79      | 0.00%             | 2024-03-18      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5839957.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4466 | PA      | $4238.20      | 0.00%             | 2024-02-23      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5901658.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7165 | PA      | $6878.04      | 0.00%             | 2024-03-13      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5777265.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10983 | PA      | $10126.33     | 0.00%             | 2024-02-05      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| Radiology Partners Inc                                 | Radiology Partners, Inc.                                            | CUSIP: 75041VAA2<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    305000 | PA      | $199447.23    | 0.09%             | 2028-02-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| 5824182.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       847 | PA      | $810.25       | 0.00%             | 2024-02-17      | Fixed         | 4.63%                 | No            |                  3 | On Loan: No      |
| 5833259.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4151 | PA      | $3744.84      | 0.00%             | 2024-02-19      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5914023.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21592 | PA      | $20809.77     | 0.01%             | 2024-03-17      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| Sportsmap Tech Acquisition Corp                        | SportsMap Tech Acquisition Corp.                                    | CUSIP: 84921J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18072 | NS      | $181081.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| 5855861.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1144 | PA      | $1088.19      | 0.00%             | 2024-02-28      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| Aveanna Healthcare Llc                                 | Aveanna Healthcare LLC                                              | CUSIP: 05355JAD0<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |    600000 | PA      | $444000.00    | 0.19%             | 2029-12-10      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| 5877578.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3731 | PA      | $3601.67      | 0.00%             | 2024-03-03      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 5764694.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1909 | PA      | $1844.31      | 0.00%             | 2024-02-02      | Fixed         | 3.74%                 | No            |                  3 | On Loan: No      |
| Pgim Short Duration High Yield Opportunities Fund      | PGIM Short Duration High Yield Opportunities Fund                   | CUSIP: 69355J104<br>LEI: 549300WGY7DHGMQJU952 | Long             | EC               | RF                | US        |    113940 | NS      | $1637317.80   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| 5842017.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7152 | PA      | $6730.49      | 0.00%             | 2024-02-23      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| 5764303.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11177 | PA      | $10388.72     | 0.00%             | 2024-02-02      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5912485.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5913 | PA      | $5465.92      | 0.00%             | 2024-03-16      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 5893232.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2050 | PA      | $1884.38      | 0.00%             | 2024-03-09      | Fixed         | 5.51%                 | No            |                  3 | On Loan: No      |
| Brf Sa                                                 | BRF SA                                                              | CUSIP: N/A<br>LEI: 254900MTXR9LUVQFU480       | Long             | DBT              | CORP              | BR        |    200000 | PA      | $138277.45    | 0.06%             | 2050-09-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| 5877102.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13652 | PA      | $12772.29     | 0.01%             | 2024-03-02      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5938834.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       719 | PA      | $676.56       | 0.00%             | 2024-03-26      | Fixed         | 3.64%                 | No            |                  3 | On Loan: No      |
| 5939558.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1186 | PA      | $1110.52      | 0.00%             | 2024-03-27      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 5873711.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5332 | PA      | $5067.35      | 0.00%             | 2024-03-01      | Fixed         | 4.43%                 | No            |                  3 | On Loan: No      |
| 5823183.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2696 | PA      | $2591.44      | 0.00%             | 2024-02-17      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| Blackrock Corporate High Yield Fund Inc                | BlackRock Corporate High Yield Fund, Inc.                           | CUSIP: 09255L114<br>LEI: 97ZR60BLU36N5VJMH054 | N/A              | DE               | CORP              | US        |      1000 | NC      | $2.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Park River Holdings Inc                                | Park River Holdings, Inc.                                           | CUSIP: 70082LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $39052.15     | 0.02%             | 2029-02-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| 5825072.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2708 | PA      | $2500.13      | 0.00%             | 2024-02-17      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| Unity-peace Park Clo, Ltd.                             | Unity-Peace Park CLO, Ltd.                                          | CUSIP: 913319AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $429298.50    | 0.18%             | 2035-04-20      | Floating      | 8.27%                 | Yes           |                  2 | On Loan: No      |
| 5866470.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1459 | PA      | $1364.80      | 0.00%             | 2024-02-29      | Fixed         | 5.10%                 | No            |                  3 | On Loan: No      |
| 5817225.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       932 | PA      | $891.77       | 0.00%             | 2024-02-15      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 5780607.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16198 | PA      | $13117.08     | 0.01%             | 2024-02-07      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5746336.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14324 | PA      | $12552.91     | 0.01%             | 2024-01-27      | Fixed         | 3.60%                 | No            |                  3 | On Loan: No      |
| 5888878.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2393 | PA      | $2218.68      | 0.00%             | 2024-03-08      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 5919518.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6032 | PA      | $5707.98      | 0.00%             | 2024-03-20      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 5766922.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6006 | PA      | $5257.12      | 0.00%             | 2024-02-03      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5787376.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1075 | PA      | $1006.98      | 0.00%             | 2024-02-09      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5819762.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1276 | PA      | $1208.71      | 0.00%             | 2024-02-16      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5784824.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2873 | PA      | $2627.38      | 0.00%             | 2024-02-09      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5927027.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     91350 | PA      | $86769.73     | 0.04%             | 2024-03-22      | Fixed         | 4.25%                 | No            |                  3 | On Loan: No      |
| 5938956.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3720 | PA      | $3437.18      | 0.00%             | 2024-03-26      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 5888017.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2518 | PA      | $2390.73      | 0.00%             | 2024-03-08      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 5780675.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8056 | PA      | $7716.23      | 0.00%             | 2024-02-07      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5906824.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10491 | PA      | $9969.10      | 0.00%             | 2024-03-15      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| Lf Capital Acquisition Corp Ii                         | LF Capital Acquisition Corp. II                                     | CUSIP: 50202D102<br>LEI: 549300RP8AZAKHNILS36 | Long             | EC               | CORP              | US        |     36722 | NS      | $369056.10    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Solar Loans Llc                                 | Mosaic Solar Loan Trust                                             | CUSIP: 61946NAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    548731 | PA      | $417669.69    | 0.18%             | 2046-04-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| 5894009.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2074 | PA      | $1913.06      | 0.00%             | 2024-03-09      | Fixed         | 5.51%                 | No            |                  3 | On Loan: No      |
| 5888272.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10534 | PA      | $10112.83     | 0.00%             | 2024-03-08      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 5904932.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8333 | PA      | $7779.74      | 0.00%             | 2024-03-14      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5877463.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6275 | PA      | $5867.46      | 0.00%             | 2024-03-03      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| Tlgy Acquisition Corp                                  | TLGY Acquisition Corp.                                              | CUSIP: G8656T117<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     11778 | NS      | $119428.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | CW TRAVEL                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2146 | NS      | $21460.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 5872972.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36490 | PA      | $34314.14     | 0.01%             | 2024-03-01      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 5833771.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8614 | PA      | $8275.07      | 0.00%             | 2024-02-19      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5883601.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13418 | PA      | $12885.58     | 0.01%             | 2024-03-07      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5877889.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7555 | PA      | $7288.49      | 0.00%             | 2024-03-03      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| 5939561.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21898 | PA      | $20242.00     | 0.01%             | 2024-03-27      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 5788343.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1671 | PA      | $1585.23      | 0.00%             | 2024-02-09      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5780050.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4861 | PA      | $4631.11      | 0.00%             | 2024-02-07      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| 5873479.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1919 | PA      | $1768.96      | 0.00%             | 2024-03-01      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust                                              | CUSIP: 12668AA70<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1702359 | PA      | $1304696.42   | 0.56%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 5897133.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6423 | PA      | $6119.37      | 0.00%             | 2024-03-12      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5929190.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20064 | PA      | $19187.59     | 0.01%             | 2024-03-22      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5788993.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2402 | PA      | $2310.48      | 0.00%             | 2024-02-09      | Fixed         | 3.27%                 | No            |                  3 | On Loan: No      |
| Swf Escrow Issuer Corp                                 | SWF Escrow Issuer Corp.                                             | CUSIP: 78500AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $166450.20    | 0.07%             | 2029-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| 5863517.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5586 | PA      | $5164.26      | 0.00%             | 2024-02-29      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 5773666.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       501 | PA      | $472.65       | 0.00%             | 2024-02-04      | Fixed         | 3.31%                 | No            |                  3 | On Loan: No      |
| 5820935.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3395 | PA      | $3307.84      | 0.00%             | 2024-02-16      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| Tg Venture Acquisition Corp                            | TG Venture Acquisition Corp.                                        | CUSIP: 87251T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32164 | NS      | $320031.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| 5780786.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2210 | PA      | $2116.48      | 0.00%             | 2024-02-07      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5856217.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5498 | PA      | $5191.13      | 0.00%             | 2024-02-28      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5839863.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10768 | PA      | $10111.99     | 0.00%             | 2024-02-23      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5842193.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13445 | PA      | $12759.98     | 0.01%             | 2024-02-23      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 5885120.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7988 | PA      | $7563.44      | 0.00%             | 2024-03-07      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 5904785.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42913 | PA      | $40422.68     | 0.02%             | 2024-03-14      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5855671.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4986 | PA      | $4785.48      | 0.00%             | 2024-02-27      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| Globalink Investment Inc                               | Globalink Investment, Inc.                                          | CUSIP: 37892F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62828 | NS      | $625766.88    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| 5910269.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8191 | PA      | $7672.92      | 0.00%             | 2024-03-16      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| Gigcapital5 Inc                                        | GigCapital5, Inc.                                                   | CUSIP: 37519U117<br>LEI: 549300EQ1NNV387FGF92 | N/A              | DE               | CORP              | US        |     46043 | NC      | $1178.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jababeka International                                 | Jababeka International BV                                           | CUSIP: N4717BAD8<br>LEI: 724500597QGV6VFRV064 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $113000.00    | 0.05%             | 2023-10-05      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| 5920827.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55037 | PA      | $52272.36     | 0.02%             | 2024-03-20      | Fixed         | 4.23%                 | No            |                  3 | On Loan: No      |
| 5745665.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7409 | PA      | $7048.52      | 0.00%             | 2024-01-27      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 5824084.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1444 | PA      | $1302.38      | 0.00%             | 2024-02-17      | Fixed         | 4.24%                 | No            |                  3 | On Loan: No      |
| 5894508.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1411 | PA      | $1320.19      | 0.00%             | 2024-03-10      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 5810356.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2116 | PA      | $1923.84      | 0.00%             | 2024-02-12      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| 5892711.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2154 | PA      | $2039.50      | 0.00%             | 2024-03-09      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 5841829.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1519 | PA      | $1400.94      | 0.00%             | 2024-02-23      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 5933004.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       871 | PA      | $811.11       | 0.00%             | 2024-03-23      | Fixed         | 4.43%                 | No            |                  3 | On Loan: No      |
| 5813795.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8293 | PA      | $8079.99      | 0.00%             | 2024-02-13      | Fixed         | 2.97%                 | No            |                  3 | On Loan: No      |
| 5929061.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1468 | PA      | $1357.44      | 0.00%             | 2024-03-22      | Fixed         | 5.10%                 | No            |                  3 | On Loan: No      |
| 5849789.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5664 | PA      | $5516.09      | 0.00%             | 2024-02-25      | Fixed         | 2.97%                 | No            |                  3 | On Loan: No      |
| 5772662.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2189 | PA      | $2070.82      | 0.00%             | 2024-02-04      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 5752189.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8553 | PA      | $8130.78      | 0.00%             | 2024-01-28      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5887945.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1948 | PA      | $1820.81      | 0.00%             | 2024-03-08      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| Cap Sa                                                 | CAP SA                                                              | CUSIP: P2316YAA1<br>LEI: 54930079GPG23NTBB003 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $141628.43    | 0.06%             | 2031-04-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| 5911839.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       783 | PA      | $731.56       | 0.00%             | 2024-03-16      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5902251.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2487 | PA      | $2321.17      | 0.00%             | 2024-03-14      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| 5819547.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8350 | PA      | $7984.43      | 0.00%             | 2024-02-16      | Fixed         | 4.43%                 | No            |                  3 | On Loan: No      |
| 5923088.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2486 | PA      | $2305.96      | 0.00%             | 2024-03-21      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| 5830295.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13192 | PA      | $12259.25     | 0.01%             | 2024-02-18      | Fixed         | 4.33%                 | No            |                  3 | On Loan: No      |
| Carbon Capital Vi Commercial Mortgage                  | Carbon Capital VI Commercial Mortgage Trust                         | CUSIP: 140817AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167283 | PA      | $164167.74    | 0.07%             | 2035-10-15      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| 5827660.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6825 | PA      | $6577.68      | 0.00%             | 2024-02-18      | Fixed         | 3.43%                 | No            |                  3 | On Loan: No      |
| 5920992.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25578 | PA      | $24303.08     | 0.01%             | 2024-03-20      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5924244.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8403 | PA      | $7889.34      | 0.00%             | 2024-03-21      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 5919642.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2206 | PA      | $2053.37      | 0.00%             | 2024-03-20      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5762451.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2047 | PA      | $1914.82      | 0.00%             | 2024-02-01      | Fixed         | 5.20%                 | No            |                  3 | On Loan: No      |
| Llpl Capital Pte Ltd                                   | LLPL Capital Pte, Ltd.                                              | CUSIP: AW9637074<br>LEI: 254900VXZ8FXTUQNON22 | Long             | DBT              | CORP              | SG        |    341280 | PA      | $275167.24    | 0.12%             | 2039-02-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust                                 | CUSIP: 17324TAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138000 | PA      | $80506.05     | 0.03%             | 2049-02-12      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| 5895389.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7589 | PA      | $7320.96      | 0.00%             | 2024-03-11      | Fixed         | 3.92%                 | No            |                  3 | On Loan: No      |
| 5904652.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1702 | PA      | $1609.79      | 0.00%             | 2024-03-14      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| Accretion Acquisition Corp                             | Accretion Acquisition Corp.                                         | CUSIP: 00438Y107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42066 | NS      | $418136.04    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| 5885381.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3169 | PA      | $2940.49      | 0.00%             | 2024-03-07      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 5772849.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11925 | PA      | $10848.85     | 0.00%             | 2024-02-04      | Fixed         | 4.09%                 | No            |                  3 | On Loan: No      |
| 5922789.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4411 | PA      | $4092.55      | 0.00%             | 2024-03-21      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| Benchmark Mortgage Trust                               | Benchmark 2018-B4 Mortgage Trust                                    | CUSIP: 08161HAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    498000 | PA      | $363178.00    | 0.16%             | 2051-07-17      | Variable      | 2.95%                 | Yes           |                  2 | On Loan: No      |
| 5840042.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1798 | PA      | $1717.35      | 0.00%             | 2024-02-23      | Fixed         | 4.35%                 | No            |                  3 | On Loan: No      |
| 5925315.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3929 | PA      | $3697.93      | 0.00%             | 2024-03-21      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5758744.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4169 | PA      | $3663.93      | 0.00%             | 2024-02-01      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 5853893.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6375 | PA      | $6120.52      | 0.00%             | 2024-02-26      | Fixed         | 4.05%                 | No            |                  3 | On Loan: No      |
| 5795136.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1550 | PA      | $1441.94      | 0.00%             | 2024-02-10      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5832442.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2881 | PA      | $2806.82      | 0.00%             | 2024-02-19      | Fixed         | 2.97%                 | No            |                  3 | On Loan: No      |
| 5888457.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4291 | PA      | $3958.26      | 0.00%             | 2024-03-08      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| 5788926.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1916 | PA      | $1838.55      | 0.00%             | 2024-02-09      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5934337.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12317 | PA      | $11638.27     | 0.00%             | 2024-03-24      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 5793831.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       683 | PA      | $571.12       | 0.00%             | 2024-02-10      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 5883733.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9644 | PA      | $9193.30      | 0.00%             | 2024-03-07      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5759207.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4642 | PA      | $4399.45      | 0.00%             | 2024-02-01      | Fixed         | 3.74%                 | No            |                  3 | On Loan: No      |
| 5888065.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10607 | PA      | $9902.11      | 0.00%             | 2024-03-08      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| 5789764.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12126 | PA      | $11773.55     | 0.01%             | 2024-02-09      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| Air Methods Corp                                       | Air Methods Corp.                                                   | CUSIP: 00215JAA7<br>LEI: 54930081QGNZXVDOZF63 | Long             | DBT              | CORP              | US        |    270000 | PA      | $136015.45    | 0.06%             | 2025-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| 5905104.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6686 | PA      | $6418.73      | 0.00%             | 2024-03-14      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5875531.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1005 | PA      | $936.90       | 0.00%             | 2024-03-02      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 5821455.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2014 | PA      | $1877.17      | 0.00%             | 2024-02-16      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| Ypf Sociedad Anonima                                   | YPF SA                                                              | CUSIP: P989MJBN0<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    350000 | PA      | $174839.79    | 0.08%             | 2047-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| 5877227.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5496 | PA      | $5116.78      | 0.00%             | 2024-03-03      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 5893915.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14072 | PA      | $13172.10     | 0.01%             | 2024-03-09      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 5875117.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13384 | PA      | $12576.51     | 0.01%             | 2024-03-02      | Fixed         | 4.03%                 | No            |                  3 | On Loan: No      |
| 5825097.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40229 | PA      | $38546.74     | 0.02%             | 2024-02-17      | Fixed         | 3.42%                 | No            |                  3 | On Loan: No      |
| 5766615.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1026 | PA      | $913.68       | 0.00%             | 2024-02-03      | Fixed         | 4.64%                 | No            |                  3 | On Loan: No      |
| 5766941.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2963 | PA      | $2730.07      | 0.00%             | 2024-02-03      | Fixed         | 4.97%                 | No            |                  3 | On Loan: No      |
| 5811367.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6698 | PA      | $5241.16      | 0.00%             | 2024-02-12      | Fixed         | 5.21%                 | No            |                  3 | On Loan: No      |
| 5894403.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       913 | PA      | $850.69       | 0.00%             | 2024-03-10      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 5813926.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       743 | PA      | $675.06       | 0.00%             | 2024-02-13      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| 5924416.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4960 | PA      | $4745.73      | 0.00%             | 2024-03-21      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| 5822233.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2673 | PA      | $2397.11      | 0.00%             | 2024-02-17      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 5901104.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1600 | PA      | $1490.11      | 0.00%             | 2024-03-13      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 5888207.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3248 | PA      | $3032.49      | 0.00%             | 2024-03-08      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 5895056.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5484 | PA      | $5075.57      | 0.00%             | 2024-03-10      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 5820926.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3766 | PA      | $3216.63      | 0.00%             | 2024-02-16      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| Minejesa Capital Bv                                    | Minejesa Capital BV                                                 | CUSIP: N57445AB9<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |    450000 | PA      | $322368.75    | 0.14%             | 2037-08-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| 5932069.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3512 | PA      | $3306.54      | 0.00%             | 2024-03-23      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 5760585.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3591 | PA      | $3380.27      | 0.00%             | 2024-02-01      | Fixed         | 4.97%                 | No            |                  3 | On Loan: No      |
| 5878942.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21618 | PA      | $20014.33     | 0.01%             | 2024-03-05      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 5837807.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3681 | PA      | $3473.21      | 0.00%             | 2024-02-22      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5775611.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2792 | PA      | $2683.46      | 0.00%             | 2024-02-05      | Fixed         | 4.11%                 | No            |                  3 | On Loan: No      |
| 5908499.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2861 | PA      | $2683.53      | 0.00%             | 2024-03-15      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| Omnilit Acquisition Corp                               | OmniLit Acquisition Corp.                                           | CUSIP: 68218C207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86683 | NS      | $867696.83    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| 5888247.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1545 | PA      | $1426.95      | 0.00%             | 2024-03-08      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| 5894687.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1557 | PA      | $1439.64      | 0.00%             | 2024-03-10      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 5750708.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10102 | PA      | $8724.35      | 0.00%             | 2024-01-28      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5779175.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2153 | PA      | $2039.73      | 0.00%             | 2024-02-05      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 5817290.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8716 | PA      | $8247.10      | 0.00%             | 2024-02-15      | Fixed         | 4.34%                 | No            |                  3 | On Loan: No      |
| 5882009.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14612 | PA      | $13922.55     | 0.01%             | 2024-03-06      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5919748.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4096 | PA      | $3967.17      | 0.00%             | 2024-03-20      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| 5853082.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2130 | PA      | $2013.49      | 0.00%             | 2024-02-26      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5866767.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41870 | PA      | $39207.82     | 0.02%             | 2024-02-29      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 5818790.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4517 | PA      | $4170.24      | 0.00%             | 2024-02-16      | Fixed         | 4.76%                 | No            |                  3 | On Loan: No      |
| Gs Mortgage Securities Trust                           | GS Mortgage Securities Corp. II                                     | CUSIP: 36266CAQ9<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $447847.45    | 0.19%             | 2023-11-15      | Floating      | 7.82%                 | Yes           |                  2 | On Loan: No      |
| 5865695.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1228 | PA      | $1116.75      | 0.00%             | 2024-02-29      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| 5890424.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23887 | PA      | $22517.22     | 0.01%             | 2024-03-08      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 5918405.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14533 | PA      | $13584.01     | 0.01%             | 2024-03-19      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| 5773622.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5981 | PA      | $5324.16      | 0.00%             | 2024-02-04      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5924488.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28621 | PA      | $27292.06     | 0.01%             | 2024-03-21      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5893732.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14298 | PA      | $13532.48     | 0.01%             | 2024-03-09      | Fixed         | 4.58%                 | No            |                  3 | On Loan: No      |
| 5930202.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6788 | PA      | $6447.83      | 0.00%             | 2024-03-22      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5844607.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10395 | PA      | $9975.04      | 0.00%             | 2024-02-24      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 5851981.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4977 | PA      | $4776.51      | 0.00%             | 2024-02-26      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5834048.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       990 | PA      | $947.48       | 0.00%             | 2024-02-19      | Fixed         | 4.25%                 | No            |                  3 | On Loan: No      |
| 5923383.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4539 | PA      | $4236.02      | 0.00%             | 2024-03-21      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5783270.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2996 | PA      | $2783.71      | 0.00%             | 2024-02-08      | Fixed         | 3.27%                 | No            |                  3 | On Loan: No      |
| 5931669.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4305 | PA      | $3978.92      | 0.00%             | 2024-03-23      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 5909095.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2232 | PA      | $2102.54      | 0.00%             | 2024-03-15      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5908005.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12463 | PA      | $11842.74     | 0.01%             | 2024-03-15      | Fixed         | 4.25%                 | No            |                  3 | On Loan: No      |
| 5813833.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1910 | PA      | $1811.33      | 0.00%             | 2024-02-13      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5897593.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3438 | PA      | $3300.33      | 0.00%             | 2024-03-12      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5804468.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10472 | PA      | $9660.57      | 0.00%             | 2024-02-11      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| Gs Mortgage Securities Trust                           | GS Mortgage Securities Trust                                        | CUSIP: 36250HAS2<br>LEI: 549300V3F4KBEWHAZP46 | Long             | ABS-MBS          | CORP              | US        |   1078000 | PA      | $791896.97    | 0.34%             | 2047-11-10      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| 5934143.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13470 | PA      | $13046.32     | 0.01%             | 2024-03-24      | Fixed         | 3.60%                 | No            |                  3 | On Loan: No      |
| 5888916.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1944 | PA      | $1777.53      | 0.00%             | 2024-03-08      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                            | CUSIP: 38382XY41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7630950 | PA      | $242468.87    | 0.10%             | 2051-09-20      | Floating      | 1.42%                 | No            |                  2 | On Loan: No      |
| 5827644.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1055 | PA      | $966.55       | 0.00%             | 2024-02-18      | Fixed         | 4.33%                 | No            |                  3 | On Loan: No      |
| Mong Duong Fin Hldgs Bv                                | Mong Duong Finance Holdings BV                                      | CUSIP: AZ8065700<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $196764.17    | 0.08%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| 5930741.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26012 | PA      | $24814.88     | 0.01%             | 2024-03-22      | Fixed         | 4.09%                 | No            |                  3 | On Loan: No      |
| 5933894.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1727 | PA      | $1595.96      | 0.00%             | 2024-03-24      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 5832503.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1723 | PA      | $1575.25      | 0.00%             | 2024-02-19      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| 5822221.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3424 | PA      | $2622.80      | 0.00%             | 2024-02-17      | Fixed         | 3.57%                 | No            |                  3 | On Loan: No      |
| 5865186.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17325 | PA      | $16726.93     | 0.01%             | 2024-02-29      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 5769159.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57690 | PA      | $54171.44     | 0.02%             | 2024-02-03      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 5865703.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10162 | PA      | $9461.72      | 0.00%             | 2024-02-29      | Fixed         | 5.21%                 | No            |                  3 | On Loan: No      |
| 5884543.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1461 | PA      | $1366.31      | 0.00%             | 2024-03-07      | Fixed         | 5.13%                 | No            |                  3 | On Loan: No      |
| 5779991.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7030 | PA      | $6385.38      | 0.00%             | 2024-02-06      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 5795755.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     82930 | PA      | $80515.29     | 0.03%             | 2024-02-10      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 5824862.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10540 | PA      | $9500.97      | 0.00%             | 2024-02-17      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 5840664.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24948 | PA      | $24159.86     | 0.01%             | 2024-02-23      | Fixed         | 3.42%                 | No            |                  3 | On Loan: No      |
| 5782398.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2427 | PA      | $2343.97      | 0.00%             | 2024-02-08      | Fixed         | 3.74%                 | No            |                  3 | On Loan: No      |
| 5925350.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29994 | PA      | $28496.72     | 0.01%             | 2024-03-21      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5855265.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       925 | PA      | $875.28       | 0.00%             | 2024-02-27      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| Ocean Trails Clo                                       | Ocean Trails CLO V                                                  | CUSIP: 67515EAX4<br>LEI: 549300RX29DPTX81VW10 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $430403.00    | 0.18%             | 2031-10-13      | Floating      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| 5865638.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5814 | PA      | $5423.50      | 0.00%             | 2024-02-29      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| 5877653.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5840 | PA      | $5446.74      | 0.00%             | 2024-03-03      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5757142.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7145 | PA      | $6940.73      | 0.00%             | 2024-01-30      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 5778881.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2855 | PA      | $2678.07      | 0.00%             | 2024-02-05      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 5872239.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1168 | PA      | $1082.18      | 0.00%             | 2024-03-01      | Fixed         | 5.45%                 | No            |                  3 | On Loan: No      |
| Fanniemae-aces                                         | Fannie Mae-Aces                                                     | CUSIP: 3136B9NV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4258090 | PA      | $155269.99    | 0.07%             | 2030-09-25      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| 5764492.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2714 | PA      | $2609.30      | 0.00%             | 2024-02-02      | Fixed         | 3.70%                 | No            |                  3 | On Loan: No      |
| 5807460.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5148 | PA      | $4449.43      | 0.00%             | 2024-02-12      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 5821657.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2342 | PA      | $2252.50      | 0.00%             | 2024-02-16      | Fixed         | 4.04%                 | No            |                  3 | On Loan: No      |
| 5840954.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25572 | PA      | $24062.98     | 0.01%             | 2024-02-23      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| 5935131.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2250 | PA      | $2120.60      | 0.00%             | 2024-03-25      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 5773616.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1565 | PA      | $1425.37      | 0.00%             | 2024-02-04      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 5877363.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1048 | PA      | $966.17       | 0.00%             | 2024-03-03      | Fixed         | 5.45%                 | No            |                  3 | On Loan: No      |
| 5772050.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2527 | PA      | $2414.63      | 0.00%             | 2024-02-04      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| Atrium Cdo Corp                                        | Atrium XIV LLC                                                      | CUSIP: 04965HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $434267.65    | 0.19%             | 2030-08-23      | Floating      | 8.39%                 | Yes           |                  2 | On Loan: No      |
| 5873491.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12747 | PA      | $11927.88     | 0.01%             | 2024-03-01      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 5794105.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16208 | PA      | $15543.02     | 0.01%             | 2024-02-10      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5922301.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       969 | PA      | $910.14       | 0.00%             | 2024-03-20      | Fixed         | 3.70%                 | No            |                  3 | On Loan: No      |
| 5904520.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30293 | PA      | $28950.50     | 0.01%             | 2024-03-14      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5923158.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25998 | PA      | $24242.31     | 0.01%             | 2024-03-21      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5878802.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1505 | PA      | $1397.20      | 0.00%             | 2024-03-05      | Fixed         | 5.33%                 | No            |                  3 | On Loan: No      |
| 5778117.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6709 | PA      | $6515.09      | 0.00%             | 2024-02-05      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 5754054.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8831 | PA      | $8417.48      | 0.00%             | 2024-01-29      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5779988.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1180 | PA      | $904.30       | 0.00%             | 2024-02-06      | Fixed         | 5.21%                 | No            |                  3 | On Loan: No      |
| 5845992.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46778 | PA      | $42061.30     | 0.02%             | 2024-02-24      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 5778552.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       307 | PA      | $298.40       | 0.00%             | 2024-02-05      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 5866575.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37888 | PA      | $36041.00     | 0.02%             | 2024-02-29      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| Mana Capital Acquisition Corp                          | Mana Capital Acquisition Corp.                                      | CUSIP: 56168P112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     29228 | NC      | $8183.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5865280.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1025 | PA      | $989.57       | 0.00%             | 2024-02-29      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 5855881.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7325 | PA      | $7041.07      | 0.00%             | 2024-02-28      | Fixed         | 3.77%                 | No            |                  3 | On Loan: No      |
| Luminent Mortgage Trust                                | Luminent Mortgage Trust                                             | CUSIP: 55027AAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    887999 | PA      | $823446.12    | 0.35%             | 2036-05-25      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| 5845317.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11984 | PA      | $11500.41     | 0.00%             | 2024-02-24      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| 5940090.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5631 | PA      | $5407.43      | 0.00%             | 2024-03-27      | Fixed         | 3.86%                 | No            |                  3 | On Loan: No      |
| 5777866.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9499 | PA      | $8931.10      | 0.00%             | 2024-02-05      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5922810.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8488 | PA      | $7847.00      | 0.00%             | 2024-03-21      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5899694.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2986 | PA      | $2825.65      | 0.00%             | 2024-03-13      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5809581.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26327 | PA      | $24832.15     | 0.01%             | 2024-02-12      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5751162.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       356 | PA      | $336.54       | 0.00%             | 2024-01-28      | Fixed         | 3.65%                 | No            |                  3 | On Loan: No      |
| 5874557.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3114 | PA      | $2919.82      | 0.00%             | 2024-03-02      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 5841941.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1421 | PA      | $1295.52      | 0.00%             | 2024-02-23      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust                                              | CUSIP: 02150BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2169480 | PA      | $1194380.15   | 0.51%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| 5900863.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7276 | PA      | $6856.12      | 0.00%             | 2024-03-13      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5931759.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4993 | PA      | $4634.69      | 0.00%             | 2024-03-23      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 5928508.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4596 | PA      | $4383.63      | 0.00%             | 2024-03-22      | Fixed         | 4.09%                 | No            |                  3 | On Loan: No      |
| Western Asset High Income Opportunity Fund Inc         | Western Asset High Income Opportunity Fund, Inc.                    | CUSIP: 95766K109<br>LEI: 549300S7N70O2ERKYG47 | Long             | EC               | RF                | US        |    755781 | NS      | $2781274.08   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| 5817284.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       642 | PA      | $618.17       | 0.00%             | 2024-02-15      | Fixed         | 3.62%                 | No            |                  3 | On Loan: No      |
| 5895118.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5136 | PA      | $4840.19      | 0.00%             | 2024-03-10      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 5840054.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1210 | PA      | $1151.01      | 0.00%             | 2024-02-23      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5893203.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1982 | PA      | $1837.80      | 0.00%             | 2024-03-09      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 5899541.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2791 | PA      | $2642.18      | 0.00%             | 2024-03-13      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5932025.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4894 | PA      | $4605.84      | 0.00%             | 2024-03-23      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5824259.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34651 | PA      | $33756.49     | 0.01%             | 2024-02-17      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| 5757822.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1542 | PA      | $1450.70      | 0.00%             | 2024-01-31      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5940817.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     59955 | PA      | $56272.35     | 0.02%             | 2024-03-27      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 5780310.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7991 | PA      | $7759.17      | 0.00%             | 2024-02-07      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 5854029.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5019 | PA      | $4828.91      | 0.00%             | 2024-02-26      | Fixed         | 3.43%                 | No            |                  3 | On Loan: No      |
| Games & Esports Experience Acquisition Corp            | Games & Esports Experience Acquisition Corp.                        | CUSIP: G3731J101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     58432 | NS      | $592500.48    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| 5877678.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1952 | PA      | $1833.16      | 0.00%             | 2024-03-03      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5930910.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8366 | PA      | $7979.93      | 0.00%             | 2024-03-23      | Fixed         | 4.10%                 | No            |                  3 | On Loan: No      |
| 5893142.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6287 | PA      | $6014.56      | 0.00%             | 2024-03-09      | Fixed         | 4.21%                 | No            |                  3 | On Loan: No      |
| 5786359.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10541 | PA      | $9724.51      | 0.00%             | 2024-02-09      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5760327.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6730 | PA      | $6303.83      | 0.00%             | 2024-02-01      | Fixed         | 5.10%                 | No            |                  3 | On Loan: No      |
| 5912809.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4340 | PA      | $4151.54      | 0.00%             | 2024-03-16      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5919815.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8450 | PA      | $8185.83      | 0.00%             | 2024-03-20      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| 5879328.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4709 | PA      | $4457.34      | 0.00%             | 2024-03-05      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| Banco Mercantil De Norte                               | Banco Mercantil del Norte SA/Grand Cayman                           | CUSIP: BS5321853<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $157332.56    | 0.07%             | 2022-12-31      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| 5890958.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2628 | PA      | $2496.64      | 0.00%             | 2024-03-08      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 5828262.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24089 | PA      | $22853.67     | 0.01%             | 2024-02-18      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5894868.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2317 | PA      | $2193.24      | 0.00%             | 2024-03-10      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5939545.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11690 | PA      | $10971.22     | 0.00%             | 2024-03-27      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 5894428.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1945 | PA      | $1795.39      | 0.00%             | 2024-03-10      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 5833323.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10828 | PA      | $10408.31     | 0.00%             | 2024-02-19      | Fixed         | 3.43%                 | No            |                  3 | On Loan: No      |
| 5828889.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     56630 | PA      | $54157.63     | 0.02%             | 2024-02-18      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5837645.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       815 | PA      | $775.95       | 0.00%             | 2024-02-22      | Fixed         | 4.22%                 | No            |                  3 | On Loan: No      |
| Arisz Acquisition Corp                                 | Arisz Acquisition Corp.                                             | CUSIP: 040450108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36781 | NS      | $365235.33    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| 5913098.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10323 | PA      | $9612.68      | 0.00%             | 2024-03-16      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5815741.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2134 | PA      | $2030.75      | 0.00%             | 2024-02-15      | Fixed         | 4.35%                 | No            |                  3 | On Loan: No      |
| 5851940.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3680 | PA      | $2802.20      | 0.00%             | 2024-02-26      | Fixed         | 3.68%                 | No            |                  3 | On Loan: No      |
| 5780105.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2911 | PA      | $2712.42      | 0.00%             | 2024-02-07      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5930946.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24975 | PA      | $23729.18     | 0.01%             | 2024-03-23      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| Amsr Trust                                             | AMSR 2021-SFR3 Trust                                                | CUSIP: 00180UAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1550000 | PA      | $1336549.19   | 0.57%             | 2026-10-17      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| 5837554.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6249 | PA      | $5995.75      | 0.00%             | 2024-02-22      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 5914205.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3298 | PA      | $3105.96      | 0.00%             | 2024-03-18      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5919801.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1642 | PA      | $1547.20      | 0.00%             | 2024-03-20      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5844778.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41926 | PA      | $38198.06     | 0.02%             | 2024-02-24      | Fixed         | 3.42%                 | No            |                  3 | On Loan: No      |
| 5921725.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1176 | PA      | $1101.87      | 0.00%             | 2024-03-20      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| Opy Acquisition Corp I                                 | OPY Acquisition Corp. I                                             | CUSIP: 671005114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     35646 | NC      | $3741.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5769575.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3460 | PA      | $3334.23      | 0.00%             | 2024-02-03      | Fixed         | 3.36%                 | No            |                  3 | On Loan: No      |
| 5914202.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1782 | PA      | $1653.03      | 0.00%             | 2024-03-18      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 5910860.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2037 | PA      | $1903.18      | 0.00%             | 2024-03-16      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 5817185.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5274 | PA      | $5138.60      | 0.00%             | 2024-02-15      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 5929716.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6116 | PA      | $5696.78      | 0.00%             | 2024-03-22      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5939428.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2408 | PA      | $2225.61      | 0.00%             | 2024-03-27      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 5855349.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25523 | PA      | $22456.97     | 0.01%             | 2024-02-27      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| Aes Andres Bv                                          | AES Andres BV                                                       | CUSIP: 00109YAA3<br>LEI: 7245003VZ59682IZLJ86 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $164555.00    | 0.07%             | 2028-05-04      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| 5790042.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4055 | PA      | $3799.16      | 0.00%             | 2024-02-09      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5881556.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4619 | PA      | $4457.92      | 0.00%             | 2024-03-06      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 5756322.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6186 | PA      | $6006.52      | 0.00%             | 2024-01-29      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| Hawaii Hotel Trust 2019-maui                           | Hawaii Hotel Trust                                                  | CUSIP: 41975AAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230000 | PA      | $215808.95    | 0.09%             | 2038-05-15      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| 5913298.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8883 | PA      | $8212.23      | 0.00%             | 2024-03-16      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust                                              | CUSIP: 02149HAB6<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-MBS          | CORP              | US        |   1875381 | PA      | $1119241.00   | 0.48%             | 2037-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| 5872339.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2363 | PA      | $2246.68      | 0.00%             | 2024-03-01      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5939041.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13761 | PA      | $12917.62     | 0.01%             | 2024-03-26      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 5864067.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     65649 | PA      | $61843.58     | 0.03%             | 2024-02-29      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5939683.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6806 | PA      | $6491.74      | 0.00%             | 2024-03-27      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5870334.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8419 | PA      | $7822.87      | 0.00%             | 2024-03-01      | Fixed         | 5.27%                 | No            |                  3 | On Loan: No      |
| 5902275.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6486 | PA      | $6163.02      | 0.00%             | 2024-03-14      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| Castlelake Aircraft Structured Trust                   | Castlelake Aircraft Securitization Trust                            | CUSIP: 14856CAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    423041 | PA      | $263660.46    | 0.11%             | 2043-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| 5885719.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2054 | PA      | $1904.38      | 0.00%             | 2024-03-07      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5764927.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15971 | PA      | $15265.12     | 0.01%             | 2024-02-02      | Fixed         | 4.76%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Baml Trust                              | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31         | CUSIP: 61766RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    751000 | PA      | $509750.19    | 0.22%             | 2026-10-15      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| 5884329.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2722 | PA      | $2517.04      | 0.00%             | 2024-03-07      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 5939469.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2448 | PA      | $2280.36      | 0.00%             | 2024-03-27      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5840166.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3989 | PA      | $3774.60      | 0.00%             | 2024-02-23      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5780173.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1038 | PA      | $959.91       | 0.00%             | 2024-02-07      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5781218.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       633 | PA      | $601.93       | 0.00%             | 2024-02-08      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| Premier Entertainment Su                               | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp. | CUSIP: 74052HAA2<br>LEI: 549300KRDMIL2NJVZ267 | Long             | DBT              | CORP              | US        |    155000 | PA      | $107511.10    | 0.05%             | 2029-09-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| 5834803.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33789 | PA      | $32570.79     | 0.01%             | 2024-02-20      | Fixed         | 3.77%                 | No            |                  3 | On Loan: No      |
| 5755304.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7236 | PA      | $6776.35      | 0.00%             | 2024-01-29      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 5777619.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1283 | PA      | $1138.26      | 0.00%             | 2024-02-05      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5921105.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5314 | PA      | $4954.43      | 0.00%             | 2024-03-20      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5841756.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22675 | PA      | $21587.15     | 0.01%             | 2024-02-23      | Fixed         | 4.15%                 | No            |                  3 | On Loan: No      |
| 5860531.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4312 | PA      | $4006.42      | 0.00%             | 2024-02-29      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5851603.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7606 | PA      | $5994.68      | 0.00%             | 2024-02-25      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| N/A                                                    | Astra Acquisition Corp.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    679840 | PA      | $625452.63    | 0.27%             | 2029-10-22      | Floating      | 11.99%                | No            |                  2 | On Loan: No      |
| 5849120.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5047 | PA      | $4587.05      | 0.00%             | 2024-02-25      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 5909706.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       860 | PA      | $794.66       | 0.00%             | 2024-03-15      | Fixed         | 5.13%                 | No            |                  3 | On Loan: No      |
| 5811408.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1430 | PA      | $1265.43      | 0.00%             | 2024-02-12      | Fixed         | 5.22%                 | No            |                  3 | On Loan: No      |
| 5845556.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1270 | PA      | $997.23       | 0.00%             | 2024-02-24      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| Freddie Mac - Stacr                                    | Freddie Mac STACR REMIC Trust 2020-DNA6                             | CUSIP: 35566CBE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1663787.80   | 0.71%             | 2050-12-25      | Floating      | 7.93%                 | Yes           |                  2 | On Loan: No      |
| 5832492.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3417 | PA      | $3217.18      | 0.00%             | 2024-02-19      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| 5818592.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1378 | PA      | $1261.48      | 0.00%             | 2024-02-15      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 5908810.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36246 | PA      | $34821.66     | 0.01%             | 2024-03-15      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| 5755509.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2660 | PA      | $2584.14      | 0.00%             | 2024-01-29      | Fixed         | 3.30%                 | No            |                  3 | On Loan: No      |
| Oi Sa                                                  | Oi SA                                                               | CUSIP: P7354PAA2<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |    350000 | PA      | $103642.00    | 0.04%             | 2025-07-27      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| 5834686.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8685 | PA      | $8459.69      | 0.00%             | 2024-02-20      | Fixed         | 2.97%                 | No            |                  3 | On Loan: No      |
| 5820781.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       488 | PA      | $472.22       | 0.00%             | 2024-02-16      | Fixed         | 3.57%                 | No            |                  3 | On Loan: No      |
| 5775621.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14978 | PA      | $14165.56     | 0.01%             | 2024-02-05      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5845596.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26578 | PA      | $25353.94     | 0.01%             | 2024-02-24      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5908316.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10571 | PA      | $9928.33      | 0.00%             | 2024-03-15      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 5828231.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3612 | PA      | $3068.02      | 0.00%             | 2024-02-18      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 5909218.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1103 | PA      | $1035.59      | 0.00%             | 2024-03-15      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 5757742.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6738 | PA      | $6442.41      | 0.00%             | 2024-01-31      | Fixed         | 4.77%                 | No            |                  3 | On Loan: No      |
| 5939699.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8541 | PA      | $7934.78      | 0.00%             | 2024-03-27      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 5755827.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1450 | PA      | $1228.25      | 0.00%             | 2024-01-29      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| Homeward Opportunities Fund I Trust                    | Homeward Opportunities Fund Trust 2020-BPL1                         | CUSIP: 43789YAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    625400 | PA      | $626201.14    | 0.27%             | 2025-08-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| 8i Acquisition 2 Corp                                  | 8i ACQUISITION 2 Corp.                                              | CUSIP: G2956R103<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |     51583 | NS      | $516345.83    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| 5934838.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9861 | PA      | $9281.65      | 0.00%             | 2024-03-25      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5884111.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9146 | PA      | $8827.27      | 0.00%             | 2024-03-07      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 5784087.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       456 | PA      | $437.16       | 0.00%             | 2024-02-08      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5811238.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4797 | PA      | $4655.98      | 0.00%             | 2024-02-12      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 5777002.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19479 | PA      | $16302.09     | 0.01%             | 2024-02-05      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 5806318.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5459 | PA      | $5073.74      | 0.00%             | 2024-02-11      | Fixed         | 5.21%                 | No            |                  3 | On Loan: No      |
| 5932794.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5558 | PA      | $5215.48      | 0.00%             | 2024-03-23      | Fixed         | 4.59%                 | No            |                  3 | On Loan: No      |
| N/A                                                    | Riverbed Tech Pref A                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      2946 | NS      | $2946.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M3-brigade Acquisition Iii Corp                        | M3-Brigade Acquisition III Corp.                                    | CUSIP: 55407R111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      8010 | NC      | $480.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5813260.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11294 | PA      | $10712.05     | 0.00%             | 2024-02-12      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| Bain Capital Credit Clo, Limited                       | Bain Capital Credit CLO 2021-2, Ltd.                                | CUSIP: 05684RAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $445355.75    | 0.19%             | 2034-07-16      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| 5941445.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8403 | PA      | $7834.01      | 0.00%             | 2024-03-27      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5882454.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23815 | PA      | $22320.70     | 0.01%             | 2024-03-06      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 5854128.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10333 | PA      | $9908.58      | 0.00%             | 2024-02-26      | Fixed         | 4.23%                 | No            |                  3 | On Loan: No      |
| 5876767.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9720 | PA      | $9115.73      | 0.00%             | 2024-03-02      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 5892873.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     74133 | PA      | $70159.02     | 0.03%             | 2024-03-09      | Fixed         | 4.58%                 | No            |                  3 | On Loan: No      |
| 5751781.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1022 | PA      | $973.63       | 0.00%             | 2024-01-28      | Fixed         | 5.22%                 | No            |                  3 | On Loan: No      |
| Digital Health Acquisition Corp                        | Digital Health Acquisition Corp.                                    | CUSIP: 253893119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     24051 | NC      | $3487.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5924449.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10069 | PA      | $9413.56      | 0.00%             | 2024-03-21      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| 5829691.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1565 | PA      | $1462.76      | 0.00%             | 2024-02-18      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5939917.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13867 | PA      | $13260.98     | 0.01%             | 2024-03-27      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5840154.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1166 | PA      | $1054.67      | 0.00%             | 2024-02-23      | Fixed         | 4.85%                 | No            |                  3 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust            | Bear Stearns ARM Trust                                              | CUSIP: 07388DAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    771513 | PA      | $683432.41    | 0.29%             | 2036-07-25      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| 5885177.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1449 | PA      | $1355.86      | 0.00%             | 2024-03-07      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5837263.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       528 | PA      | $501.04       | 0.00%             | 2024-02-22      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 5845213.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       812 | PA      | $736.17       | 0.00%             | 2024-02-24      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| 5928393.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13042 | PA      | $12185.34     | 0.01%             | 2024-03-22      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| 5922341.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4437 | PA      | $4233.60      | 0.00%             | 2024-03-20      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5913297.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7285 | PA      | $6924.28      | 0.00%             | 2024-03-16      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5844701.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3258 | PA      | $3048.09      | 0.00%             | 2024-02-24      | Fixed         | 4.76%                 | No            |                  3 | On Loan: No      |
| 5822076.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7185 | PA      | $6985.44      | 0.00%             | 2024-02-16      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 5842342.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3234 | PA      | $3117.80      | 0.00%             | 2024-02-23      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 5934110.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1737 | PA      | $1619.95      | 0.00%             | 2024-03-24      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5867024.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13187 | PA      | $12527.30     | 0.01%             | 2024-02-29      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5853594.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3902 | PA      | $3674.78      | 0.00%             | 2024-02-26      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5840410.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26389 | PA      | $25017.73     | 0.01%             | 2024-02-23      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5885404.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4908 | PA      | $4593.44      | 0.00%             | 2024-03-07      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 5782428.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1920 | PA      | $1836.73      | 0.00%             | 2024-02-08      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5806118.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11393 | PA      | $10744.55     | 0.00%             | 2024-02-11      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 5913137.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       959 | PA      | $891.71       | 0.00%             | 2024-03-16      | Fixed         | 4.43%                 | No            |                  3 | On Loan: No      |
| 5853142.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3130 | PA      | $2994.66      | 0.00%             | 2024-02-26      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5776107.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4544 | PA      | $4358.91      | 0.00%             | 2024-02-05      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 5914731.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4181 | PA      | $3999.24      | 0.00%             | 2024-03-18      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 5765905.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57104 | PA      | $55180.79     | 0.02%             | 2024-02-02      | Fixed         | 3.74%                 | No            |                  3 | On Loan: No      |
| 5934469.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30316 | PA      | $29116.66     | 0.01%             | 2024-03-24      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| 5845032.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17097 | PA      | $16446.81     | 0.01%             | 2024-02-24      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 5819540.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       456 | PA      | $431.92       | 0.00%             | 2024-02-16      | Fixed         | 2.93%                 | No            |                  3 | On Loan: No      |
| 5915211.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5231 | PA      | $4923.58      | 0.00%             | 2024-03-19      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5931027.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2443 | PA      | $2278.54      | 0.00%             | 2024-03-23      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5903113.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1355 | PA      | $1233.06      | 0.00%             | 2024-03-14      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| 5787799.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1227 | PA      | $1163.10      | 0.00%             | 2024-02-09      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5796466.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41088 | PA      | $39073.26     | 0.02%             | 2024-02-10      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5917288.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57551 | PA      | $54187.33     | 0.02%             | 2024-03-19      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5853847.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5215 | PA      | $4700.16      | 0.00%             | 2024-02-26      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 5894432.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5344 | PA      | $5011.68      | 0.00%             | 2024-03-10      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| Bb-ubs Trust                                           | BB-UBS Trust                                                        | CUSIP: 05490AAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    463247 | PA      | $346670.04    | 0.15%             | 2030-06-05      | Variable      | 3.68%                 | Yes           |                  2 | On Loan: No      |
| 5760466.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2220 | PA      | $2018.53      | 0.00%             | 2024-02-01      | Fixed         | 5.47%                 | No            |                  3 | On Loan: No      |
| 5903360.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37494 | PA      | $34960.92     | 0.02%             | 2024-03-14      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5820081.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12237 | PA      | $11722.85     | 0.01%             | 2024-02-16      | Fixed         | 3.42%                 | No            |                  3 | On Loan: No      |
| 5931022.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1591 | PA      | $1492.25      | 0.00%             | 2024-03-23      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 5842324.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2111 | PA      | $1968.18      | 0.00%             | 2024-02-23      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 5749440.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4304 | PA      | $4137.41      | 0.00%             | 2024-01-28      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 5863808.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14845 | PA      | $14115.24     | 0.01%             | 2024-02-29      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5907761.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3309 | PA      | $3086.90      | 0.00%             | 2024-03-15      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| 5804908.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11114 | PA      | $10140.52     | 0.00%             | 2024-02-11      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 5821687.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2461 | PA      | $2380.47      | 0.00%             | 2024-02-16      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| 5776032.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1715 | PA      | $1619.33      | 0.00%             | 2024-02-05      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5817761.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1505 | PA      | $1432.98      | 0.00%             | 2024-02-15      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 5804037.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17978 | PA      | $17141.22     | 0.01%             | 2024-02-11      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 5759027.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3661 | PA      | $3496.93      | 0.00%             | 2024-02-01      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| Frigorifico Concepcion                                 | Frigorifico Concepcion SA                                           | CUSIP: 358648AA1<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | PY        |    450000 | PA      | $357414.75    | 0.15%             | 2028-07-21      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| 5931914.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30931 | PA      | $29379.90     | 0.01%             | 2024-03-23      | Fixed         | 4.25%                 | No            |                  3 | On Loan: No      |
| 5855766.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4141 | PA      | $3893.30      | 0.00%             | 2024-02-27      | Fixed         | 2.97%                 | No            |                  3 | On Loan: No      |
| 5790361.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5640 | PA      | $5374.23      | 0.00%             | 2024-02-10      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Galaxy Clo Ltd                                         | Galaxy XIX CLO, Ltd.                                                | CUSIP: 36319RAQ3<br>LEI: 5493000B2531UL3WQV87 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $779811.20    | 0.33%             | 2030-07-24      | Floating      | 9.31%                 | Yes           |                  2 | On Loan: No      |
| 5788053.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1912 | PA      | $1842.60      | 0.00%             | 2024-02-09      | Fixed         | 3.90%                 | No            |                  3 | On Loan: No      |
| 5863700.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18730 | PA      | $17926.78     | 0.01%             | 2024-02-29      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 5755743.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11670 | PA      | $11336.07     | 0.00%             | 2024-01-29      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 5936103.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20466 | PA      | $19289.82     | 0.01%             | 2024-03-26      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 5935288.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22058 | PA      | $20790.01     | 0.01%             | 2024-03-26      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 5890023.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49245 | PA      | $46827.21     | 0.02%             | 2024-03-08      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 5883397.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6530 | PA      | $6247.08      | 0.00%             | 2024-03-07      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5776537.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4796 | PA      | $4610.22      | 0.00%             | 2024-02-05      | Fixed         | 4.10%                 | No            |                  3 | On Loan: No      |
| 5871497.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2131 | PA      | $2010.88      | 0.00%             | 2024-03-01      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| Direct Selling Acquisition Corp                        | Direct Selling Acquisition Corp.                                    | CUSIP: 25460L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38368 | NS      | $388667.84    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| 5822909.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1951 | PA      | $1822.93      | 0.00%             | 2024-02-17      | Fixed         | 4.24%                 | No            |                  3 | On Loan: No      |
| 5855865.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2016 | PA      | $1917.30      | 0.00%             | 2024-02-28      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| Blackrock 2022 Global Income Opportunity Trust         | BlackRock 2022 Global Income Opportunity Trust                      | CUSIP: 09258P104<br>LEI: 54930043TZJFTGM7CS54 | Long             | EC               | RF                | US        |    356322 | NS      | $15036.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 5878004.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1082 | PA      | $1032.15      | 0.00%             | 2024-03-04      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5881374.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2088 | PA      | $1976.33      | 0.00%             | 2024-03-06      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5908262.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4543 | PA      | $4251.09      | 0.00%             | 2024-03-15      | Fixed         | 4.59%                 | No            |                  3 | On Loan: No      |
| 5914122.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21628 | PA      | $20375.75     | 0.01%             | 2024-03-18      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 5872961.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2872 | PA      | $2697.55      | 0.00%             | 2024-03-01      | Fixed         | 5.03%                 | No            |                  3 | On Loan: No      |
| 5852726.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4269 | PA      | $4071.81      | 0.00%             | 2024-02-26      | Fixed         | 3.62%                 | No            |                  3 | On Loan: No      |
| 5863937.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2415 | PA      | $2250.33      | 0.00%             | 2024-02-29      | Fixed         | 5.32%                 | No            |                  3 | On Loan: No      |
| 5785405.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2763 | PA      | $2651.44      | 0.00%             | 2024-02-09      | Fixed         | 4.26%                 | No            |                  3 | On Loan: No      |
| 5913555.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13292 | PA      | $12811.97     | 0.01%             | 2024-03-17      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| Onyx Acquisition Co I                                  | Onyx Acquisition Co. I                                              | CUSIP: G6755Q109<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     20906 | NS      | $211568.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Finnovate Acquisition Corp                             | Finnovate Acquisition Corp.                                         | CUSIP: G3R34K103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     40085 | NS      | $404457.65    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| 5919843.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9952 | PA      | $9231.10      | 0.00%             | 2024-03-20      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 5840271.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2462 | PA      | $2119.75      | 0.00%             | 2024-02-23      | Fixed         | 4.44%                 | No            |                  3 | On Loan: No      |
| 5817887.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14848 | PA      | $14206.84     | 0.01%             | 2024-02-15      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| Kref 2022-fl3 Ltd                                      | KREF 2022-FL3, Ltd.                                                 | CUSIP: 48275EAJ5<br>LEI: 549300DG0FGL1EU1CT79 | Long             | ABS-MBS          | CORP              | KY        |   1000000 | PA      | $950687.00    | 0.41%             | 2039-02-17      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| 5772554.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       664 | PA      | $585.28       | 0.00%             | 2024-02-04      | Fixed         | 3.32%                 | No            |                  3 | On Loan: No      |
| 5789600.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10585 | PA      | $10276.39     | 0.00%             | 2024-02-09      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 5844904.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1565 | PA      | $1498.83      | 0.00%             | 2024-02-24      | Fixed         | 4.32%                 | No            |                  3 | On Loan: No      |
| 5844391.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4791 | PA      | $4618.06      | 0.00%             | 2024-02-24      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 5885031.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5163 | PA      | $4918.64      | 0.00%             | 2024-03-07      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5855230.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6842 | PA      | $6327.50      | 0.00%             | 2024-02-27      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5861926.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4646 | PA      | $4296.57      | 0.00%             | 2024-02-29      | Fixed         | 5.47%                 | No            |                  3 | On Loan: No      |
| 5936925.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3254 | PA      | $3033.28      | 0.00%             | 2024-03-26      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5855417.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5583 | PA      | $5113.18      | 0.00%             | 2024-02-27      | Fixed         | 4.35%                 | No            |                  3 | On Loan: No      |
| 5778826.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7939 | PA      | $7631.60      | 0.00%             | 2024-02-05      | Fixed         | 4.09%                 | No            |                  3 | On Loan: No      |
| 5834524.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1809 | PA      | $1655.10      | 0.00%             | 2024-02-20      | Fixed         | 4.34%                 | No            |                  3 | On Loan: No      |
| 5873262.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36421 | PA      | $34859.62     | 0.01%             | 2024-03-01      | Fixed         | 4.21%                 | No            |                  3 | On Loan: No      |
| 5856205.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3408 | PA      | $3192.15      | 0.00%             | 2024-02-28      | Fixed         | 4.23%                 | No            |                  3 | On Loan: No      |
| 5881427.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19094 | PA      | $18148.36     | 0.01%             | 2024-03-06      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| N/A                                                    | Think & Learn Private, Ltd.                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IN        |    218900 | PA      | $160421.96    | 0.07%             | 2026-11-05      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| 5899581.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7094 | PA      | $6713.73      | 0.00%             | 2024-03-13      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5845757.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     82854 | PA      | $72826.98     | 0.03%             | 2024-02-24      | Fixed         | 4.31%                 | No            |                  3 | On Loan: No      |
| 5856339.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1480 | PA      | $1236.61      | 0.00%             | 2024-02-28      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5843881.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7658 | PA      | $7035.62      | 0.00%             | 2024-02-24      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5813170.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6014 | PA      | $5333.16      | 0.00%             | 2024-02-12      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| Dominican Republic                                     | Dominican Republic International Bond                               | CUSIP: BN5158629<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    250000 | PA      | $169859.33    | 0.07%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| 5927861.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28143 | PA      | $26732.49     | 0.01%             | 2024-03-22      | Fixed         | 4.25%                 | No            |                  3 | On Loan: No      |
| 5768211.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2638 | PA      | $2526.22      | 0.00%             | 2024-02-03      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5763159.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3294 | PA      | $2476.53      | 0.00%             | 2024-02-02      | Fixed         | 4.97%                 | No            |                  3 | On Loan: No      |
| 5939035.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1862 | PA      | $1728.37      | 0.00%             | 2024-03-26      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5804530.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26153 | PA      | $24766.81     | 0.01%             | 2024-02-11      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5885860.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2933 | PA      | $2710.54      | 0.00%             | 2024-03-07      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5864215.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1101 | PA      | $1022.45      | 0.00%             | 2024-02-29      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5813647.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7103 | PA      | $6849.67      | 0.00%             | 2024-02-13      | Fixed         | 3.77%                 | No            |                  3 | On Loan: No      |
| 5923325.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4447 | PA      | $4149.02      | 0.00%             | 2024-03-21      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5781230.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5356 | PA      | $4613.02      | 0.00%             | 2024-02-08      | Fixed         | 4.64%                 | No            |                  3 | On Loan: No      |
| 5862833.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18299 | PA      | $17341.46     | 0.01%             | 2024-02-29      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5934753.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16321 | PA      | $15227.77     | 0.01%             | 2024-03-25      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 5936276.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6886 | PA      | $6481.10      | 0.00%             | 2024-03-26      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5817778.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2064 | PA      | $1957.51      | 0.00%             | 2024-02-15      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5855495.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11179 | PA      | $10430.66     | 0.00%             | 2024-02-27      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 5840181.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3507 | PA      | $3351.33      | 0.00%             | 2024-02-23      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 5855444.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2897 | PA      | $2707.88      | 0.00%             | 2024-02-27      | Fixed         | 4.35%                 | No            |                  3 | On Loan: No      |
| 5817858.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4168 | PA      | $3391.63      | 0.00%             | 2024-02-15      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 5813745.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6829 | PA      | $6653.97      | 0.00%             | 2024-02-13      | Fixed         | 2.97%                 | No            |                  3 | On Loan: No      |
| 5793956.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14850 | PA      | $13951.74     | 0.01%             | 2024-02-10      | Fixed         | 4.76%                 | No            |                  3 | On Loan: No      |
| 5837749.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10129 | PA      | $9764.41      | 0.00%             | 2024-02-22      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 5937839.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45866 | PA      | $44421.56     | 0.02%             | 2024-03-26      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 5824028.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4267 | PA      | $4157.30      | 0.00%             | 2024-02-17      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| 5838292.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       425 | PA      | $408.39       | 0.00%             | 2024-02-22      | Fixed         | 4.15%                 | No            |                  3 | On Loan: No      |
| 5850221.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4556 | PA      | $4366.98      | 0.00%             | 2024-02-25      | Fixed         | 3.43%                 | No            |                  3 | On Loan: No      |
| 5796782.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8550 | PA      | $8112.51      | 0.00%             | 2024-02-10      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5778815.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2885 | PA      | $2750.05      | 0.00%             | 2024-02-05      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5930243.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     96247 | PA      | $91035.03     | 0.04%             | 2024-03-22      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 5924596.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2334 | PA      | $2203.72      | 0.00%             | 2024-03-21      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| Hunt Cos Acquisition Corp I                            | Hunt Cos. Acquisition Corp. I                                       | CUSIP: G46482108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     18354 | NS      | $186293.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| 5760838.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     95422 | PA      | $90426.85     | 0.04%             | 2024-02-01      | Fixed         | 3.74%                 | No            |                  3 | On Loan: No      |
| 5898261.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43725 | PA      | $41186.82     | 0.02%             | 2024-03-12      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5934312.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6265 | PA      | $5920.30      | 0.00%             | 2024-03-24      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 5895280.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14952 | PA      | $14140.49     | 0.01%             | 2024-03-11      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5938982.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1652 | PA      | $1554.00      | 0.00%             | 2024-03-26      | Fixed         | 3.67%                 | No            |                  3 | On Loan: No      |
| 5840220.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4250 | PA      | $4139.33      | 0.00%             | 2024-02-23      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 5752432.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33370 | PA      | $31892.07     | 0.01%             | 2024-01-28      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 5840288.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5052 | PA      | $4744.49      | 0.00%             | 2024-02-23      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 5901473.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5131 | PA      | $4878.16      | 0.00%             | 2024-03-13      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| Kosmos Energy Ltd                                      | Kosmos Energy, Ltd.                                                 | CUSIP: N/A<br>LEI: 213800YDFJ3OT9B5P157       | Long             | DBT              | CORP              | US        |    200000 | PA      | $157367.00    | 0.07%             | 2028-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| 5845178.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5363 | PA      | $5057.92      | 0.00%             | 2024-02-24      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 5855341.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       567 | PA      | $524.13       | 0.00%             | 2024-02-27      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 5894040.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3587 | PA      | $3344.94      | 0.00%             | 2024-03-09      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5812320.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5677 | PA      | $5316.31      | 0.00%             | 2024-02-12      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| Nuveen Core Plus Impact Fund                           | Nuveen Core Plus Impact Fund                                        | CUSIP: 67080D103<br>LEI: N/A                  | Long             | EC               | RF                | US        |    114786 | NS      | $1175408.64   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| 5834989.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2324 | PA      | $2103.57      | 0.00%             | 2024-02-20      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5833482.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       969 | PA      | $884.19       | 0.00%             | 2024-02-19      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5940894.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3421 | PA      | $3312.48      | 0.00%             | 2024-03-27      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 5939853.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10659 | PA      | $9983.59      | 0.00%             | 2024-03-27      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| Accretion Acquisition Corp                             | Accretion Acquisition Corp.                                         | CUSIP: 00438Y115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     21033 | NC      | $1043.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5773521.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       738 | PA      | $686.65       | 0.00%             | 2024-02-04      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5844922.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29709 | PA      | $28334.47     | 0.01%             | 2024-02-24      | Fixed         | 4.31%                 | No            |                  3 | On Loan: No      |
| 5856499.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3865 | PA      | $3601.03      | 0.00%             | 2024-02-28      | Fixed         | 4.47%                 | No            |                  3 | On Loan: No      |
| 5751145.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5313 | PA      | $4389.11      | 0.00%             | 2024-01-28      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| Illuminate Buyer/hldg                                  | Illuminate Buyer LLC / Illuminate Holdings IV, Inc.                 | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $216303.10    | 0.09%             | 2028-07-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| 5893247.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40298 | PA      | $37796.71     | 0.02%             | 2024-03-09      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5917721.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1087 | PA      | $1047.74      | 0.00%             | 2024-03-19      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 5852291.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14306 | PA      | $13590.53     | 0.01%             | 2024-02-26      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5918203.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16278 | PA      | $15169.73     | 0.01%             | 2024-03-19      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5856194.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5172 | PA      | $4963.08      | 0.00%             | 2024-02-28      | Fixed         | 4.07%                 | No            |                  3 | On Loan: No      |
| 5878042.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2086 | PA      | $1953.08      | 0.00%             | 2024-03-04      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5751351.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28005 | PA      | $27065.55     | 0.01%             | 2024-01-28      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 5927013.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       652 | PA      | $613.33       | 0.00%             | 2024-03-22      | Fixed         | 3.70%                 | No            |                  3 | On Loan: No      |
| 5835697.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4220 | PA      | $3868.33      | 0.00%             | 2024-02-21      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| Csail Commercial Mortgage Trust                        | CSAIL 2016-C6 Commercial Mortgage Trust                             | CUSIP: 12636MAV0<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |    428000 | PA      | $336896.48    | 0.14%             | 2049-01-15      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| 5776566.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1126 | PA      | $1061.43      | 0.00%             | 2024-02-05      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 5834669.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3972 | PA      | $3189.99      | 0.00%             | 2024-02-20      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 5831859.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12728 | PA      | $11926.41     | 0.01%             | 2024-02-19      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| Cologix Data Centers Issuer Llc                        | Cologix Data Centers US Issuer LLC                                  | CUSIP: 19521UAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1316016.00   | 0.56%             | 2026-12-28      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| 5856350.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8888 | PA      | $8463.12      | 0.00%             | 2024-02-28      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5856283.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2436 | PA      | $2315.41      | 0.00%             | 2024-02-28      | Fixed         | 4.26%                 | No            |                  3 | On Loan: No      |
| 5883685.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6928 | PA      | $6559.83      | 0.00%             | 2024-03-07      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5790071.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2388 | PA      | $2224.18      | 0.00%             | 2024-02-09      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5919532.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1395 | PA      | $1307.38      | 0.00%             | 2024-03-20      | Fixed         | 4.64%                 | No            |                  3 | On Loan: No      |
| Viad Corp                                              | Viad Corp                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    233238 | PA      | $222352.31    | 0.10%             | 2028-07-30      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| 5917108.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5038 | PA      | $4881.44      | 0.00%             | 2024-03-19      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| 5823270.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9952 | PA      | $9508.11      | 0.00%             | 2024-02-17      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 5909686.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14791 | PA      | $14048.27     | 0.01%             | 2024-03-15      | Fixed         | 4.25%                 | No            |                  3 | On Loan: No      |
| Nomura Asset Acceptance Corporation                    | Nomura Asset Acceptance Corp. Alternative Loan Trust                | CUSIP: 65535VPF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1777906 | PA      | $941674.60    | 0.40%             | 2035-08-25      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust                                              | CUSIP: 02152ABB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1822595 | PA      | $1037970.96   | 0.45%             | 2037-08-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| 5776580.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6216 | PA      | $5841.30      | 0.00%             | 2024-02-05      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 5760391.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5027 | PA      | $4432.77      | 0.00%             | 2024-02-01      | Fixed         | 5.19%                 | No            |                  3 | On Loan: No      |
| Ecopetrol Sa                                           | Ecopetrol SA                                                        | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $118915.00    | 0.05%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| 5918316.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29015 | PA      | $27568.92     | 0.01%             | 2024-03-19      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5836587.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2508 | PA      | $2370.78      | 0.00%             | 2024-02-22      | Fixed         | 4.77%                 | No            |                  3 | On Loan: No      |
| 5832254.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13673 | PA      | $12898.15     | 0.01%             | 2024-02-19      | Fixed         | 4.45%                 | No            |                  3 | On Loan: No      |
| 5839785.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41944 | PA      | $40258.08     | 0.02%             | 2024-02-23      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5853256.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18002 | PA      | $16842.43     | 0.01%             | 2024-02-26      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5877594.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15368 | PA      | $14251.99     | 0.01%             | 2024-03-03      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| 5907929.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5376 | PA      | $4975.19      | 0.00%             | 2024-03-15      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| Invesco Dynamic Credit Opportunity Fund                | Invesco Dynamic Credit Opportunity Fund                             | CUSIP: 46091B207<br>LEI: UJGJ6DJQ6L11ZHIVZG65 | Long             | EC               | RF                | US        |    426862 | NS      | $4849148.83   | 2.08%             |  |  |  | No            |                  1 | On Loan: No      |
| 5901430.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6075 | PA      | $5830.34      | 0.00%             | 2024-03-13      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5818016.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4522 | PA      | $4332.40      | 0.00%             | 2024-02-15      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5918569.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10504 | PA      | $9913.88      | 0.00%             | 2024-03-19      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5856347.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       674 | PA      | $613.62       | 0.00%             | 2024-02-28      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5849856.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11796 | PA      | $11486.73     | 0.00%             | 2024-02-25      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 5855239.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5090 | PA      | $4904.53      | 0.00%             | 2024-02-27      | Fixed         | 3.77%                 | No            |                  3 | On Loan: No      |
| 5829203.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12620 | PA      | $11864.28     | 0.01%             | 2024-02-18      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 5870446.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31984 | PA      | $30400.64     | 0.01%             | 2024-03-01      | Fixed         | 4.43%                 | No            |                  3 | On Loan: No      |
| N/A                                                    | Bright Bidco B.V.TL 1L                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |     29089 | PA      | $29088.92     | 0.01%             | 2023-02-28      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| 5930933.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1574 | PA      | $1467.30      | 0.00%             | 2024-03-23      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5920974.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2856 | PA      | $2687.60      | 0.00%             | 2024-03-20      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 5818169.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10016 | PA      | $9553.36      | 0.00%             | 2024-02-15      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5872357.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13428 | PA      | $12961.69     | 0.01%             | 2024-03-01      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 5772141.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2366 | PA      | $2213.40      | 0.00%             | 2024-02-04      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 5756545.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1136 | PA      | $1073.92      | 0.00%             | 2024-01-29      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5806214.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19352 | PA      | $18506.38     | 0.01%             | 2024-02-11      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5895577.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1519 | PA      | $1411.93      | 0.00%             | 2024-03-11      | Fixed         | 5.36%                 | No            |                  3 | On Loan: No      |
| 5918757.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5414 | PA      | $5243.49      | 0.00%             | 2024-03-20      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| 5753610.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       963 | PA      | $914.12       | 0.00%             | 2024-01-29      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| Jp Morgan Chase Commercial Mortgage Sec Trust          | JP Morgan Chase Commercial Mortgage Securities Trust                | CUSIP: 46651MAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $295371.74    | 0.13%             | 2036-07-15      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| 5814484.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20639 | PA      | $19856.52     | 0.01%             | 2024-02-14      | Fixed         | 4.04%                 | No            |                  3 | On Loan: No      |
| 5862230.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3299 | PA      | $3137.71      | 0.00%             | 2024-02-29      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| Fanniemae-aces                                         | Fannie Mae-Aces                                                     | CUSIP: 3136BKBW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  46440000 | PA      | $596475.36    | 0.26%             | 2030-05-25      | Variable      | 0.27%                 | No            |                  2 | On Loan: No      |
| 5760603.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7826 | PA      | $7522.17      | 0.00%             | 2024-02-01      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 5762727.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19991 | PA      | $19021.48     | 0.01%             | 2024-02-02      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5773522.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8697 | PA      | $8333.58      | 0.00%             | 2024-02-04      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5932498.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6510 | PA      | $6110.07      | 0.00%             | 2024-03-23      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5835502.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1170 | PA      | $1053.52      | 0.00%             | 2024-02-21      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| N/A                                                    | Riverbed Technology, Inc.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    338544 | PA      | $131891.50    | 0.06%             | 2026-12-06      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| 5913349.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28543 | PA      | $27304.41     | 0.01%             | 2024-03-16      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5873595.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8483 | PA      | $7783.19      | 0.00%             | 2024-03-01      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| Lf Capital Acquisition Corp Ii                         | LF Capital Acquisition Corp. II                                     | CUSIP: 50202D110<br>LEI: 549300RP8AZAKHNILS36 | N/A              | DE               | CORP              | US        |     18361 | NC      | $1233.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 8i Acquisition 2 Corp                                  | 8i ACQUISITION 2 Corp.                                              | CUSIP: G2956R137<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     51583 | NC      | $22180.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 5882810.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3460 | PA      | $3298.51      | 0.00%             | 2024-03-06      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5895824.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2105 | PA      | $1970.09      | 0.00%             | 2024-03-11      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| 5889326.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7081 | PA      | $6706.02      | 0.00%             | 2024-03-08      | Fixed         | 4.58%                 | No            |                  3 | On Loan: No      |
| Fremf Mortgage Trust                                   | FREMF 2016-KF19 Mortgage Trust                                      | CUSIP: 30295EAC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    299980 | PA      | $296685.52    | 0.13%             | 2023-06-25      | Floating      | 8.05%                 | Yes           |                  2 | On Loan: No      |
| 5918976.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9546 | PA      | $9069.80      | 0.00%             | 2024-03-20      | Fixed         | 4.23%                 | No            |                  3 | On Loan: No      |
| 5837093.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32752 | PA      | $30117.66     | 0.01%             | 2024-02-22      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5834873.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2199 | PA      | $2058.06      | 0.00%             | 2024-02-20      | Fixed         | 4.05%                 | No            |                  3 | On Loan: No      |
| 5908537.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6789 | PA      | $6315.98      | 0.00%             | 2024-03-15      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 5899601.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2194 | PA      | $2066.15      | 0.00%             | 2024-03-13      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5862549.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6376 | PA      | $6153.51      | 0.00%             | 2024-02-29      | Fixed         | 3.90%                 | No            |                  3 | On Loan: No      |
| 5866479.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10279 | PA      | $9925.52      | 0.00%             | 2024-02-29      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| Social Professional Loan Program Llc                   | Sofi Professional Loan Program Trust                                | CUSIP: 83405Y102<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35000 | PA      | $693241.29    | 0.30%             | 2043-08-17      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| 5759132.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       497 | PA      | $475.74       | 0.00%             | 2024-02-01      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 5762544.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3157 | PA      | $2965.38      | 0.00%             | 2024-02-02      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 5912794.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1141 | PA      | $1060.27      | 0.00%             | 2024-03-16      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5911165.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8520 | PA      | $8021.75      | 0.00%             | 2024-03-16      | Fixed         | 3.69%                 | No            |                  3 | On Loan: No      |
| 5900781.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4201 | PA      | $3906.59      | 0.00%             | 2024-03-13      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| Cactus Acquisition Corp 1 Ltd                          | Cactus Acquisition Corp. 1, Ltd.                                    | CUSIP: G1745A124<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     29843 | NC      | $2091.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5823319.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6087 | PA      | $5855.83      | 0.00%             | 2024-02-17      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 5885068.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6380 | PA      | $5891.64      | 0.00%             | 2024-03-07      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5759530.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16961 | PA      | $15758.04     | 0.01%             | 2024-02-01      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| Tibco Software Inc                                     | TIBCO Software, Inc.                                                | CUSIP: 88632NAN0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    220000 | PA      | $219587.50    | 0.09%             | 2028-03-04      | Floating      | 9.78%                 | No            |                  2 | On Loan: No      |
| 5796750.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2473 | PA      | $1768.66      | 0.00%             | 2024-02-10      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 5776927.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11534 | PA      | $10997.04     | 0.00%             | 2024-02-05      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5775963.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3479 | PA      | $3265.47      | 0.00%             | 2024-02-05      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5928020.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13801 | PA      | $13298.35     | 0.01%             | 2024-03-22      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5821298.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25546 | PA      | $23891.28     | 0.01%             | 2024-02-16      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 5844899.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       936 | PA      | $877.14       | 0.00%             | 2024-02-24      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| Upstart Pass Through Trust                             | Upstart Pass-Through Trust Series 2021-ST8                          | CUSIP: 91683LAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    735000 | PA      | $333230.63    | 0.14%             | 2029-10-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Chs/community Health Sys                               | CHS/Community Health Systems, Inc.                                  | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    160000 | PA      | $77638.76     | 0.03%             | 2029-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| 5940896.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21546 | PA      | $20277.59     | 0.01%             | 2024-03-27      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| Hps Loan Management 6-2015, Ltd.                       | Highbridge Loan Management, Ltd.                                    | CUSIP: 40437BAA2<br>LEI: 549300OYG05TXUTUVD98 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $374954.85    | 0.16%             | 2031-02-05      | Floating      | 7.93%                 | Yes           |                  2 | On Loan: No      |
| 5890568.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1227 | PA      | $1129.57      | 0.00%             | 2024-03-08      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| 5818448.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2910 | PA      | $2156.58      | 0.00%             | 2024-02-15      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| Multifamily Structured Credit Risk                     | Freddie Mac Multifamily Structured Credit Risk                      | CUSIP: 35563FAB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    750000 | PA      | $691384.88    | 0.30%             | 2051-01-25      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| 5852050.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9939 | PA      | $9678.43      | 0.00%             | 2024-02-26      | Fixed         | 2.97%                 | No            |                  3 | On Loan: No      |
| Digital Health Acquisition Corp                        | Digital Health Acquisition Corp.                                    | CUSIP: 253893101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24051 | NS      | $243636.63    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| 5849324.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5328 | PA      | $4960.04      | 0.00%             | 2024-02-25      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5912563.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7446 | PA      | $6889.39      | 0.00%             | 2024-03-16      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| 5824015.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4754 | PA      | $4357.64      | 0.00%             | 2024-02-17      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5939559.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1386 | PA      | $1292.53      | 0.00%             | 2024-03-27      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5773908.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3109 | PA      | $2834.77      | 0.00%             | 2024-02-04      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 5835178.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2789 | PA      | $2627.90      | 0.00%             | 2024-02-20      | Fixed         | 4.05%                 | No            |                  3 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust         | Structured Adjustable Rate Mortgage Loan Trust                      | CUSIP: 863579G51<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    394569 | PA      | $355075.51    | 0.15%             | 2035-12-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| 5834555.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6559 | PA      | $6095.08      | 0.00%             | 2024-02-20      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5903052.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3419 | PA      | $3226.35      | 0.00%             | 2024-03-14      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5763625.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1707 | PA      | $1573.28      | 0.00%             | 2024-02-02      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| 5882964.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20416 | PA      | $19164.90     | 0.01%             | 2024-03-06      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 5841877.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4434 | PA      | $4202.42      | 0.00%             | 2024-02-23      | Fixed         | 4.15%                 | No            |                  3 | On Loan: No      |
| 5862809.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9188 | PA      | $8865.81      | 0.00%             | 2024-02-29      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 5895558.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2108 | PA      | $1983.53      | 0.00%             | 2024-03-11      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 5813320.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2136 | PA      | $1980.08      | 0.00%             | 2024-02-13      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| Banco Davivienda Sa                                    | Banco Davivienda SA                                                 | CUSIP: 059501AD8<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $146962.26    | 0.06%             | 9999-12-31      | Variable      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| 5844271.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7243 | PA      | $6726.96      | 0.00%             | 2024-02-24      | Fixed         | 4.34%                 | No            |                  3 | On Loan: No      |
| 5813557.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2569 | PA      | $2181.81      | 0.00%             | 2024-02-13      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5846216.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9310 | PA      | $8417.72      | 0.00%             | 2024-02-24      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5902293.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2995 | PA      | $2889.19      | 0.00%             | 2024-03-14      | Fixed         | 3.92%                 | No            |                  3 | On Loan: No      |
| 5874829.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6532 | PA      | $6304.66      | 0.00%             | 2024-03-02      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| Tullow Oil Plc                                         | Tullow Oil PLC                                                      | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $169315.00    | 0.07%             | 2026-05-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                            | CUSIP: 38380RQU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5528312 | PA      | $419026.17    | 0.18%             | 2063-05-16      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| 5834050.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3947 | PA      | $3668.70      | 0.00%             | 2024-02-19      | Fixed         | 3.77%                 | No            |                  3 | On Loan: No      |
| 5772738.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3418 | PA      | $3197.69      | 0.00%             | 2024-02-04      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| Affirm Inc                                             | Affirm Asset Securitization Trust 2021-Z1                           | CUSIP: 00834C105<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28899 | PA      | $167641.22    | 0.07%             | 2024-08-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| 5866525.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4416 | PA      | $4295.40      | 0.00%             | 2024-02-29      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 5875535.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7760 | PA      | $7341.01      | 0.00%             | 2024-03-02      | Fixed         | 4.59%                 | No            |                  3 | On Loan: No      |
| 5763779.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4438 | PA      | $4007.30      | 0.00%             | 2024-02-02      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust                                 | CUSIP: 17326MAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    319000 | PA      | $299132.27    | 0.13%             | 2036-12-15      | Floating      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| 5828679.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20360 | PA      | $19579.93     | 0.01%             | 2024-02-18      | Fixed         | 4.05%                 | No            |                  3 | On Loan: No      |
| 5767341.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1329 | PA      | $1286.63      | 0.00%             | 2024-02-03      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 5807014.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13656 | PA      | $12950.74     | 0.01%             | 2024-02-11      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5780013.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3113 | PA      | $2180.54      | 0.00%             | 2024-02-06      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 5780040.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1462 | PA      | $1030.82      | 0.00%             | 2024-02-07      | Fixed         | 3.31%                 | No            |                  3 | On Loan: No      |
| 5814208.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5914 | PA      | $5554.26      | 0.00%             | 2024-02-14      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 5777122.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2682 | PA      | $2283.41      | 0.00%             | 2024-02-05      | Fixed         | 5.21%                 | No            |                  3 | On Loan: No      |
| 5819766.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2216 | PA      | $2074.46      | 0.00%             | 2024-02-16      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5766647.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15209 | PA      | $14772.57     | 0.01%             | 2024-02-03      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 5823627.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8790 | PA      | $7640.56      | 0.00%             | 2024-02-17      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2022-10-30

**Name of Applicant:** RIVERNORTH/DOUBLELINE STRATEGIC OPPORTUNITY FUND INC.

**Signature:** Jonathan M. Mohrhardt

**Name of Signer:** Jonathan M. Mohrhardt

**Title:** Treasurer & Chief Financial Officer