# EDGAR Filing Document

**Accession Number:** 0001678130
**File Stem:** 0001752724-23-048391
**Filing Date:** 2023-3
**Character Count:** 3021777
**Document Hash:** c119865fbaf2876bdbd7fe93676a80f7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-048391.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-048391

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230228

**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:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23166
- **FILM NUMBER:** 23688141

**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

## 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:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $346394900.47

**Total Liabilities:** $121320885.10

**Net Assets:** $225074015.37

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 18.72532500 | **1-Year:** 1403.48315700 | **5-Year:** 11166.49030600 | **10-Year:** 7761.49064800 | **30-Year:** 1477.66436700

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

- **3-Month:** 132.18759600 | **1-Year:** 1233.39113300 | **5-Year:** 10066.51519003 | **10-Year:** 16286.13611000 | **30-Year:** 6289.49243000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -0.47%               | 5.81%                | -6.02%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $148583.74               | $-4576804.52                               |
| Month 2  | $70948.42                | $4950305.03                                |
| Month 3  | $-303721.38              | $694571.76                                 |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 5960914.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14027 | PA      | $13386.23     | 0.01%             | 2024-04-04      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 6133870.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5950 | PA      | $5647.83      | 0.00%             | 2024-05-15      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 6190860.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5125 | PA      | $4763.14      | 0.00%             | 2024-06-05      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| Fannie Mae - Cas                                       | Connecticut Avenue Securities Trust 2022-R02                        | CUSIP: 20754BAJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1812936.00   | 0.81%             | 2027-01-25      | Floating      | 11.58%                | Yes           |                  2 | On Loan: No      |
| 5943520.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4424 | PA      | $4239.73      | 0.00%             | 2024-03-28      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                  | PRPM 2022-5 LLC                                                     | CUSIP: 69377VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3971329 | PA      | $3945232.14   | 1.75%             | 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        |      7435 | PA      | $6993.19      | 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      | $2216.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 6137045.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6315 | PA      | $5875.60      | 0.00%             | 2024-05-16      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 6161323.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6933 | PA      | $6665.37      | 0.00%             | 2024-05-24      | Fixed         | 3.98%                 | No            |                  3 | On Loan: No      |
| 5752331.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       443 | PA      | $423.24       | 0.00%             | 2024-01-28      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| 6173379.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6230 | PA      | $5726.70      | 0.00%             | 2024-05-30      | Fixed         | 5.48%                 | No            |                  3 | On Loan: No      |
| 5773571.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7764 | PA      | $6930.54      | 0.00%             | 2024-02-04      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 6146783.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5458 | PA      | $4680.92      | 0.00%             | 2024-05-19      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 6017413.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5776 | PA      | $5523.31      | 0.00%             | 2024-04-24      | Fixed         | 4.07%                 | No            |                  3 | On Loan: No      |
| 5834016.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1089 | PA      | $1035.01      | 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        |     11287 | PA      | $10842.44     | 0.00%             | 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      | $59000.00     | 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        |      9952 | PA      | $9565.94      | 0.00%             | 2024-01-28      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 6157469.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1180 | PA      | $1103.03      | 0.00%             | 2024-05-23      | Fixed         | 5.19%                 | No            |                  3 | On Loan: No      |
| 5827718.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11370 | PA      | $10475.31     | 0.00%             | 2024-02-18      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 5974680.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16071 | PA      | $12383.91     | 0.01%             | 2024-04-07      | Fixed         | 5.26%                 | No            |                  3 | On Loan: No      |
| 6038633.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1558 | PA      | $1371.06      | 0.00%             | 2024-04-30      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 5897189.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18360 | PA      | $17456.87     | 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        |      5761 | PA      | $5305.98      | 0.00%             | 2024-03-23      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 6234219.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17097 | PA      | $15993.53     | 0.01%             | 2024-06-16      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5884351.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1791 | PA      | $1734.88      | 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: 549300AE79DEGS4AGL59       | Long             | LON              | CORP              | US        |    250000 | PA      | $222082.50    | 0.10%             | 2029-03-30      | Floating      | 11.07%                | No            |                  2 | On Loan: No      |
| 6160304.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1195 | PA      | $1000.42      | 0.00%             | 2024-05-23      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 6158701.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4991 | PA      | $4798.45      | 0.00%             | 2024-05-23      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5957694.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4802 | PA      | $4573.15      | 0.00%             | 2024-04-03      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 6244424.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13565 | PA      | $12597.13     | 0.01%             | 2024-06-21      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 6218498.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5566 | PA      | $5298.00      | 0.00%             | 2024-06-14      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 6005266.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       523 | PA      | $500.20       | 0.00%             | 2024-04-19      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 6004738.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37727 | PA      | $29129.75     | 0.01%             | 2024-04-19      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 5989469.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3645 | PA      | $3521.54      | 0.00%             | 2024-04-13      | Fixed         | 3.93%                 | No            |                  3 | 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      | $1115.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 6010075.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3946 | PA      | $3758.74      | 0.00%             | 2024-04-20      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5943856.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5536 | PA      | $5309.70      | 0.00%             | 2024-03-28      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6248889.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1233 | PA      | $1144.29      | 0.00%             | 2024-06-22      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 5793264.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8961 | PA      | $8351.21      | 0.00%             | 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        |      2666 | PA      | $2354.65      | 0.00%             | 2024-02-29      | Fixed         | 4.27%                 | No            |                  3 | On Loan: No      |
| 6171335.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2027 | PA      | $1870.81      | 0.00%             | 2024-05-29      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| Vedanta Uk Investments                                 | Vedanta Resources, Ltd.                                             | CUSIP: G9328DAP5<br>LEI: 2138007MYEKPEAZQTW83 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $126506.24    | 0.06%             | 2024-08-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| 5996000.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4866 | PA      | $3800.30      | 0.00%             | 2024-04-14      | Fixed         | 4.58%                 | No            |                  3 | On Loan: No      |
| 5959096.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5842 | PA      | $5481.30      | 0.00%             | 2024-04-03      | Fixed         | 5.32%                 | No            |                  3 | On Loan: No      |
| 5985029.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3107 | PA      | $2598.65      | 0.00%             | 2024-04-12      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 6039015.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2806 | PA      | $2668.66      | 0.00%             | 2024-04-30      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 5966700.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8736 | PA      | $8403.05      | 0.00%             | 2024-04-05      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6186865.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1853 | PA      | $1694.79      | 0.00%             | 2024-06-04      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| 5832527.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24284 | PA      | $23477.90     | 0.01%             | 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        |      3828 | PA      | $3728.03      | 0.00%             | 2024-02-23      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 6047077.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31518 | PA      | $29927.02     | 0.01%             | 2024-05-02      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5835613.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7192 | PA      | $6776.66      | 0.00%             | 2024-02-21      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| 5975276.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15533 | PA      | $14787.17     | 0.01%             | 2024-04-07      | Fixed         | 5.35%                 | No            |                  3 | On Loan: No      |
| 5956657.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1551 | PA      | $1479.59      | 0.00%             | 2024-04-02      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5855948.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12557 | PA      | $10530.28     | 0.00%             | 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        |      6445 | PA      | $5995.75      | 0.00%             | 2024-02-18      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| Owl Rock Core Income Cor                               | OWL Rock Core Income Corp.                                          | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   1265423 | PA      | $1142769.14   | 0.51%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| 5910406.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1381 | PA      | $1340.97      | 0.00%             | 2024-03-16      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| 6175718.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3194 | PA      | $2971.55      | 0.00%             | 2024-05-30      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| 6057763.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7879 | PA      | $7400.43      | 0.00%             | 2024-05-04      | Fixed         | 5.26%                 | No            |                  3 | On Loan: No      |
| 5996336.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2175 | PA      | $2090.73      | 0.00%             | 2024-04-15      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5779739.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1868 | PA      | $1472.54      | 0.00%             | 2024-02-06      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 6212991.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24493 | PA      | $23308.46     | 0.01%             | 2024-06-12      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 6126744.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1854 | PA      | $1682.59      | 0.00%             | 2024-05-13      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| Republic Of Colombia                                   | Colombia Government International Bond                              | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $136967.17    | 0.06%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Western Asset Emerging Markets Debt Fund Inc           | Western Asset Emerging Markets Debt Fund, Inc.                      | CUSIP: 95766A101<br>LEI: 549300F68574RU1BKP84 | Long             | EC               | RF                | US        |     34149 | NS      | $311097.39    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| 5960808.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15863 | PA      | $15136.19     | 0.01%             | 2024-04-04      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5783281.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10935 | PA      | $10690.74     | 0.00%             | 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        |      1198 | PA      | $1144.57      | 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      | $639379.51    | 0.28%             | 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        |     19803 | PA      | $15635.45     | 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      | $243664.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| 6257957.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2211 | PA      | $2064.04      | 0.00%             | 2024-06-27      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5856921.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4100 | PA      | $3916.21      | 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        |      2029 | PA      | $1669.69      | 0.00%             | 2024-02-25      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 6013088.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2067 | PA      | $1882.14      | 0.00%             | 2024-04-21      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5840268.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1183 | PA      | $1146.19      | 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        |      3753 | PA      | $3611.33      | 0.00%             | 2024-03-07      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 6033708.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4379 | PA      | $4195.06      | 0.00%             | 2024-04-28      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5906776.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2961 | PA      | $2883.11      | 0.00%             | 2024-03-15      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| 6159617.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26642 | PA      | $25397.42     | 0.01%             | 2024-05-23      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 6137674.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3511 | PA      | $3188.14      | 0.00%             | 2024-05-16      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5879295.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2726 | PA      | $2644.66      | 0.00%             | 2024-03-05      | Fixed         | 3.92%                 | No            |                  3 | On Loan: No      |
| 6165983.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4830 | PA      | $4540.84      | 0.00%             | 2024-05-27      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5822101.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5239 | PA      | $5109.92      | 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        |      1949 | PA      | $1736.54      | 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        |   1833738 | PA      | $1065531.53   | 0.47%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| 5993394.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1067 | PA      | $1025.10      | 0.00%             | 2024-04-14      | Fixed         | 4.59%                 | No            |                  3 | On Loan: No      |
| 5966813.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40421 | PA      | $38557.43     | 0.02%             | 2024-04-05      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 6221458.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9069 | PA      | $8700.35      | 0.00%             | 2024-06-14      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5893410.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     68392 | PA      | $55847.17     | 0.02%             | 2024-03-09      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 6054301.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21039 | PA      | $18552.14     | 0.01%             | 2024-05-03      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 5879090.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       891 | PA      | $857.04       | 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        |    329975 | PA      | $326675.25    | 0.15%             | 2026-01-29      | Floating      | 8.89%                 | No            |                  2 | On Loan: No      |
| 5925132.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6438 | PA      | $6290.29      | 0.00%             | 2024-03-21      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 6133030.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9271 | PA      | $8105.69      | 0.00%             | 2024-05-15      | Fixed         | 4.54%                 | 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      | $75909.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 6196443.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       790 | PA      | $719.49       | 0.00%             | 2024-06-07      | Fixed         | 5.47%                 | No            |                  3 | On Loan: No      |
| 5960738.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5785 | PA      | $5456.22      | 0.00%             | 2024-04-04      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 5822575.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1467 | PA      | $1331.11      | 0.00%             | 2024-02-17      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6047326.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3476 | PA      | $3231.25      | 0.00%             | 2024-05-02      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| 5903827.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       683 | PA      | $654.18       | 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        |      2300 | PA      | $2229.72      | 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      | $402457.35    | 0.18%             | 2034-10-25      | Floating      | 11.06%                | Yes           |                  2 | On Loan: No      |
| 5963175.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4182 | PA      | $3975.51      | 0.00%             | 2024-04-04      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 6017027.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4443 | PA      | $4281.69      | 0.00%             | 2024-04-23      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5923399.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2502 | PA      | $2287.23      | 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        |      2500 | PA      | $2395.98      | 0.00%             | 2024-02-08      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 6239630.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2573 | PA      | $2402.82      | 0.00%             | 2024-06-19      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5780523.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1899 | PA      | $1849.88      | 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        |   4634656 | PA      | $195068.98    | 0.09%             | 2031-03-25      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| 5978873.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3580 | PA      | $3442.30      | 0.00%             | 2024-04-09      | Fixed         | 4.28%                 | No            |                  3 | 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      | $207455.16    | 0.09%             | 2023-12-31      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| 6237780.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22946 | PA      | $22040.23     | 0.01%             | 2024-06-19      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| 6159965.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2493 | PA      | $2385.98      | 0.00%             | 2024-05-23      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 6142118.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1226 | PA      | $1065.85      | 0.00%             | 2024-05-17      | Fixed         | 5.19%                 | No            |                  3 | On Loan: No      |
| 6227039.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3130 | PA      | $2889.75      | 0.00%             | 2024-06-16      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 5941293.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47364 | PA      | $43618.01     | 0.02%             | 2024-03-27      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5764581.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1008 | PA      | $415.70       | 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        |      4591 | PA      | $4373.13      | 0.00%             | 2024-02-28      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 6172256.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30573 | PA      | $28709.91     | 0.01%             | 2024-05-29      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5818101.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1547 | PA      | $1471.56      | 0.00%             | 2024-02-15      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 6058443.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3151 | PA      | $2974.04      | 0.00%             | 2024-05-05      | Fixed         | 5.36%                 | No            |                  3 | On Loan: No      |
| 5995647.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2201 | PA      | $1851.24      | 0.00%             | 2024-04-14      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 5994249.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8454 | PA      | $8192.91      | 0.00%             | 2024-04-14      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| Rubicon Technologies Inc                               | Rubicon Technologies, Inc.                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |      4357 | NC      | $198.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 6146706.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5536 | PA      | $4941.20      | 0.00%             | 2024-05-19      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| 6026460.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17825 | PA      | $17177.35     | 0.01%             | 2024-04-26      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| Octagon 57 Ltd                                         | Octagon 57, Ltd.                                                    | CUSIP: 67592YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $892709.55    | 0.40%             | 2034-10-15      | Floating      | 10.68%                | Yes           |                  2 | On Loan: No      |
| 5879284.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2117 | PA      | $2042.23      | 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      | $395700.30    | 0.18%             | 2034-07-20      | Floating      | 11.10%                | 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      | $658802.43    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| 6258463.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3374 | PA      | $3102.87      | 0.00%             | 2024-06-27      | Fixed         | 5.36%                 | No            |                  3 | On Loan: No      |
| 6225117.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29746 | PA      | $27881.44     | 0.01%             | 2024-06-15      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 5860613.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       437 | PA      | $425.32       | 0.00%             | 2024-02-29      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 6160269.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14016 | PA      | $13120.50     | 0.01%             | 2024-05-23      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 6024714.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7410 | PA      | $6464.83      | 0.00%             | 2024-04-26      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6131370.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19303 | PA      | $18140.66     | 0.01%             | 2024-05-15      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| 6175974.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20553 | PA      | $19428.70     | 0.01%             | 2024-05-30      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5890906.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2706 | PA      | $2601.90      | 0.00%             | 2024-03-08      | Fixed         | 4.21%                 | No            |                  3 | On Loan: No      |
| 5991429.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1172 | PA      | $1126.82      | 0.00%             | 2024-04-13      | Fixed         | 4.43%                 | No            |                  3 | On Loan: No      |
| 5873635.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12417 | PA      | $8687.34      | 0.00%             | 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        |      2628 | PA      | $2553.03      | 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        |      4756 | PA      | $4430.09      | 0.00%             | 2024-03-27      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 6209948.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2824 | PA      | $2616.73      | 0.00%             | 2024-06-10      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5855560.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3639 | PA      | $3542.96      | 0.00%             | 2024-02-27      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 5879051.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4766 | PA      | $4611.68      | 0.00%             | 2024-03-05      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 6045463.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1717 | PA      | $1216.17      | 0.00%             | 2024-05-01      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 6235587.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2773 | PA      | $2584.37      | 0.00%             | 2024-06-17      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| 6206181.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19058 | PA      | $17982.60     | 0.01%             | 2024-06-08      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 5837459.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16680 | PA      | $15954.23     | 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        |      2427 | PA      | $2360.28      | 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        |      2831 | PA      | $2667.62      | 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        |      2562 | PA      | $2482.64      | 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        |      4619 | PA      | $4418.96      | 0.00%             | 2024-03-23      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 6002280.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3059 | PA      | $2937.03      | 0.00%             | 2024-04-18      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5985392.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1404 | PA      | $1335.71      | 0.00%             | 2024-04-12      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 5872765.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13900 | PA      | $13425.89     | 0.01%             | 2024-03-01      | Fixed         | 4.59%                 | No            |                  3 | On Loan: No      |
| 6005616.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1902 | PA      | $1418.09      | 0.00%             | 2024-04-19      | Fixed         | 5.04%                 | No            |                  3 | On Loan: No      |
| 6064436.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13190 | PA      | $12270.82     | 0.01%             | 2024-05-08      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6165747.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5145 | PA      | $4946.17      | 0.00%             | 2024-05-27      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5856871.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2010 | PA      | $1680.54      | 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        |     10498 | PA      | $10140.98     | 0.00%             | 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      | $100604.00    | 0.04%             | 2025-02-11      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| 6168469.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3228 | PA      | $3048.76      | 0.00%             | 2024-05-28      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| 6211644.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10713 | PA      | $10277.02     | 0.00%             | 2024-06-12      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5893906.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1658 | PA      | $1568.10      | 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        |      5777 | PA      | $5595.71      | 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        |   3812289 | PA      | $3637309.80   | 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        |       984 | PA      | $940.90       | 0.00%             | 2024-03-27      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 6170341.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2595 | PA      | $2491.97      | 0.00%             | 2024-05-29      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5938669.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19884 | PA      | $19094.62     | 0.01%             | 2024-03-26      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5955193.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7198 | PA      | $6834.58      | 0.00%             | 2024-03-30      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5990835.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8638 | PA      | $8259.58      | 0.00%             | 2024-04-13      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 6107336.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30956 | PA      | $27799.63     | 0.01%             | 2024-05-09      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5762491.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2160 | PA      | $2112.68      | 0.00%             | 2024-02-01      | Fixed         | 3.27%                 | No            |                  3 | On Loan: No      |
| 6126191.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       454 | PA      | $435.53       | 0.00%             | 2024-05-12      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 6047442.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2597 | PA      | $2487.19      | 0.00%             | 2024-05-02      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5884491.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       595 | PA      | $563.31       | 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        |      2462 | PA      | $1721.32      | 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      | $237325.06    | 0.11%             | 2028-12-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| 6038869.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1816 | PA      | $1742.99      | 0.00%             | 2024-04-30      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6064582.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50969 | PA      | $47409.30     | 0.02%             | 2024-05-08      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6149849.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23705 | PA      | $21619.29     | 0.01%             | 2024-05-21      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| 5944736.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6136 | PA      | $4902.28      | 0.00%             | 2024-03-28      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 6023013.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1040 | PA      | $984.60       | 0.00%             | 2024-04-25      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 6194913.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8022 | PA      | $7423.91      | 0.00%             | 2024-06-06      | Fixed         | 5.32%                 | No            |                  3 | On Loan: No      |
| 6158613.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5410 | PA      | $5022.99      | 0.00%             | 2024-05-23      | Fixed         | 5.03%                 | No            |                  3 | 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      | $287918.51    | 0.13%             | 2026-04-15      | Floating      | 8.32%                 | Yes           |                  2 | On Loan: No      |
| 5757341.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13833 | PA      | $7055.95      | 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        |     39105 | PA      | $37754.15     | 0.02%             | 2024-02-20      | Fixed         | 4.45%                 | No            |                  3 | On Loan: No      |
| 5961674.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5108 | PA      | $4914.45      | 0.00%             | 2024-04-04      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5856152.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5553 | PA      | $5177.18      | 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        |      7166 | PA      | $6939.78      | 0.00%             | 2024-02-02      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 6037393.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1557 | PA      | $1446.73      | 0.00%             | 2024-04-29      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 6034014.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9429 | PA      | $8401.77      | 0.00%             | 2024-04-28      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| 5911445.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2347 | PA      | $2266.59      | 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        |      2811 | PA      | $2665.60      | 0.00%             | 2024-02-08      | Fixed         | 5.19%                 | No            |                  3 | On Loan: No      |
| 6183670.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6069 | PA      | $5593.86      | 0.00%             | 2024-06-02      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| 5904043.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1557 | PA      | $1507.14      | 0.00%             | 2024-03-14      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 6250519.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5222 | PA      | $5013.34      | 0.00%             | 2024-06-22      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6137123.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14691 | PA      | $14053.85     | 0.01%             | 2024-05-16      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| Fanniemae-aces                                         | Fannie Mae-Aces                                                     | CUSIP: 3136B9EB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15922911 | PA      | $957263.10    | 0.43%             | 2032-07-25      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| 6158739.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14781 | PA      | $14051.09     | 0.01%             | 2024-05-23      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6149191.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3387 | PA      | $3257.41      | 0.00%             | 2024-05-21      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6185757.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2005 | PA      | $1863.18      | 0.00%             | 2024-06-03      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| 5775436.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16799 | PA      | $14977.47     | 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        |      1551 | PA      | $1448.23      | 0.00%             | 2024-02-26      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 5945118.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9690 | PA      | $6615.98      | 0.00%             | 2024-03-28      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5852751.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1284 | PA      | $1221.19      | 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        |      3063 | PA      | $2942.47      | 0.00%             | 2024-03-12      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6235426.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14552 | PA      | $13670.50     | 0.01%             | 2024-06-17      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5976244.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8576 | PA      | $6607.95      | 0.00%             | 2024-04-07      | Fixed         | 5.26%                 | No            |                  3 | On Loan: No      |
| 5892225.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    101019 | PA      | $75650.49     | 0.03%             | 2024-03-09      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 6255346.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8561 | PA      | $8051.19      | 0.00%             | 2024-06-24      | Fixed         | 4.77%                 | No            |                  3 | On Loan: No      |
| 6203424.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22318 | PA      | $21239.08     | 0.01%             | 2024-06-08      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 6163067.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15322 | PA      | $14494.25     | 0.01%             | 2024-05-25      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 6203837.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10824 | PA      | $10388.43     | 0.00%             | 2024-06-08      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5898570.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29870 | PA      | $28654.90     | 0.01%             | 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        |       425 | PA      | $410.17       | 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      | $413605.58    | 0.18%             | 2030-01-28      | Floating      | 9.92%                 | Yes           |                  2 | On Loan: No      |
| 6140237.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3563 | PA      | $3290.20      | 0.00%             | 2024-05-17      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5910670.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15022 | PA      | $14549.56     | 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        |      6934 | PA      | $5664.47      | 0.00%             | 2024-03-07      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 6218738.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2231 | PA      | $2141.40      | 0.00%             | 2024-06-14      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6048600.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2242 | PA      | $1776.99      | 0.00%             | 2024-05-02      | Fixed         | 5.33%                 | No            |                  3 | On Loan: No      |
| 6151484.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1988 | PA      | $1706.27      | 0.00%             | 2024-05-21      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 6161059.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8393 | PA      | $7093.34      | 0.00%             | 2024-05-24      | Fixed         | 4.94%                 | No            |                  3 | On Loan: No      |
| 6158504.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       638 | PA      | $605.48       | 0.00%             | 2024-05-23      | Fixed         | 5.21%                 | No            |                  3 | On Loan: No      |
| 5954994.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1016 | PA      | $611.79       | 0.00%             | 2024-03-30      | Fixed         | 4.04%                 | No            |                  3 | On Loan: No      |
| 5865884.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7382 | PA      | $7172.45      | 0.00%             | 2024-02-29      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5993529.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2471 | PA      | $2379.03      | 0.00%             | 2024-04-14      | Fixed         | 4.10%                 | No            |                  3 | On Loan: No      |
| 5908674.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20455 | PA      | $19488.89     | 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        |      1790 | PA      | $1672.42      | 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        |      1470 | PA      | $1274.01      | 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        |      9961 | PA      | $9664.38      | 0.00%             | 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        |      7610 | PA      | $6921.74      | 0.00%             | 2024-03-02      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 6205959.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3172 | PA      | $2940.17      | 0.00%             | 2024-06-08      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5873050.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11601 | PA      | $10952.16     | 0.00%             | 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        |       554 | PA      | $516.14       | 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        |     22626 | PA      | $21203.93     | 0.01%             | 2024-02-22      | Fixed         | 3.42%                 | No            |                  3 | On Loan: No      |
| 6105932.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1976 | PA      | $1866.81      | 0.00%             | 2024-05-09      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 6255373.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9056 | PA      | $8694.71      | 0.00%             | 2024-06-24      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6159549.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6674 | PA      | $6367.81      | 0.00%             | 2024-05-23      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 6006406.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8621 | PA      | $6384.18      | 0.00%             | 2024-04-19      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6010720.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1968 | PA      | $1866.73      | 0.00%             | 2024-04-20      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| 6250024.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4592 | PA      | $4237.40      | 0.00%             | 2024-06-22      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 6160546.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22082 | PA      | $19105.49     | 0.01%             | 2024-05-23      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 6058747.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1564 | PA      | $1448.12      | 0.00%             | 2024-05-05      | Fixed         | 5.41%                 | No            |                  3 | On Loan: No      |
| 5883324.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3826 | PA      | $3622.07      | 0.00%             | 2024-03-07      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6003899.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21327 | PA      | $20446.41     | 0.01%             | 2024-04-18      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5949229.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2633 | PA      | $2475.16      | 0.00%             | 2024-03-29      | Fixed         | 4.59%                 | No            |                  3 | On Loan: No      |
| 5956258.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       533 | PA      | $482.71       | 0.00%             | 2024-04-02      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 6132794.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1735 | PA      | $1586.73      | 0.00%             | 2024-05-15      | Fixed         | 5.05%                 | 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        |    780876 | PA      | $672466.31    | 0.30%             | 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        |       816 | PA      | $789.74       | 0.00%             | 2024-02-14      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 6253510.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7570 | PA      | $7065.50      | 0.00%             | 2024-06-23      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 5971292.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6516 | PA      | $6028.55      | 0.00%             | 2024-04-06      | Fixed         | 4.02%                 | No            |                  3 | On Loan: No      |
| 5901645.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1158 | PA      | $1072.68      | 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        |      4819 | PA      | $4695.32      | 0.00%             | 2024-03-10      | Fixed         | 4.58%                 | No            |                  3 | On Loan: No      |
| 6159513.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30206 | PA      | $28814.03     | 0.01%             | 2024-05-23      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 6216562.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3963 | PA      | $3629.64      | 0.00%             | 2024-06-13      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| 6133578.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20050 | PA      | $16637.39     | 0.01%             | 2024-05-15      | Fixed         | 4.91%                 | 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      | $437927.23    | 0.19%             | 2034-07-15      | Floating      | 10.83%                | Yes           |                  2 | On Loan: No      |
| Castle Us Holding Corp                                 | Castle US Holding Corp.                                             | CUSIP: 14852LAA1<br>LEI: 254900VXLMLPIE9ID612 | Long             | DBT              | CORP              | US        |    510000 | PA      | $203043.75    | 0.09%             | 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        |      6584 | PA      | $6389.13      | 0.00%             | 2024-01-30      | Fixed         | 4.10%                 | No            |                  3 | On Loan: No      |
| 5965943.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1968 | PA      | $1884.34      | 0.00%             | 2024-04-05      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6042160.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2642 | PA      | $2134.53      | 0.00%             | 2024-05-01      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| 5951166.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1656 | PA      | $1557.80      | 0.00%             | 2024-03-29      | Fixed         | 4.58%                 | No            |                  3 | On Loan: No      |
| 5900971.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2550 | PA      | $2490.20      | 0.00%             | 2024-03-13      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| 6171086.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2091 | PA      | $1954.99      | 0.00%             | 2024-05-29      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 5977790.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11941 | PA      | $9692.07      | 0.00%             | 2024-04-07      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 6192558.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5911 | PA      | $5673.71      | 0.00%             | 2024-06-06      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5913245.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9602 | PA      | $9294.94      | 0.00%             | 2024-03-16      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| 5961582.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4309 | PA      | $3906.77      | 0.00%             | 2024-04-04      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5914916.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25694 | PA      | $21602.65     | 0.01%             | 2024-03-19      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 6183300.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16140 | PA      | $14976.73     | 0.01%             | 2024-06-02      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| 6066891.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2944 | PA      | $2823.25      | 0.00%             | 2024-05-08      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5900181.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3642 | PA      | $3525.20      | 0.00%             | 2024-03-13      | Fixed         | 3.92%                 | No            |                  3 | On Loan: No      |
| 6002316.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9411 | PA      | $9073.20      | 0.00%             | 2024-04-18      | Fixed         | 4.07%                 | No            |                  3 | On Loan: No      |
| 6031860.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       775 | PA      | $740.02       | 0.00%             | 2024-04-27      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 6026121.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24584 | PA      | $20243.07     | 0.01%             | 2024-04-26      | Fixed         | 4.47%                 | No            |                  3 | On Loan: No      |
| 5923018.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1174 | PA      | $1137.17      | 0.00%             | 2024-03-21      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 6011232.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9815 | PA      | $9481.85      | 0.00%             | 2024-04-20      | Fixed         | 3.87%                 | No            |                  3 | On Loan: No      |
| 6035363.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6624 | PA      | $6251.56      | 0.00%             | 2024-04-28      | Fixed         | 5.13%                 | No            |                  3 | On Loan: No      |
| 6123840.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2276 | PA      | $2133.65      | 0.00%             | 2024-05-10      | Fixed         | 5.27%                 | No            |                  3 | On Loan: No      |
| 5757239.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4177 | PA      | $4042.83      | 0.00%             | 2024-01-30      | Fixed         | 4.10%                 | No            |                  3 | On Loan: No      |
| 6175724.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10375 | PA      | $9809.99      | 0.00%             | 2024-05-30      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5812938.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6534 | PA      | $6381.11      | 0.00%             | 2024-02-12      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 6023544.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2585 | PA      | $2479.21      | 0.00%             | 2024-04-25      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| Voya Clo Ltd                                           | Voya CLO, Ltd.                                                      | CUSIP: 92917TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $400409.73    | 0.18%             | 2031-07-15      | Floating      | 9.33%                 | Yes           |                  2 | On Loan: No      |
| 6035931.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22816 | PA      | $19565.74     | 0.01%             | 2024-04-28      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 5960670.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4726 | PA      | $4492.03      | 0.00%             | 2024-04-04      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 6124686.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9145 | PA      | $8254.39      | 0.00%             | 2024-05-11      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 5959432.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5007 | PA      | $4777.65      | 0.00%             | 2024-04-03      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5933933.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1917 | PA      | $1847.32      | 0.00%             | 2024-03-24      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| 5956529.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4963 | PA      | $4767.68      | 0.00%             | 2024-04-02      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5932055.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3943 | PA      | $3821.36      | 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        |      2517 | PA      | $2324.64      | 0.00%             | 2024-03-15      | Fixed         | 4.10%                 | No            |                  3 | On Loan: No      |
| 6032748.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1036 | PA      | $972.03       | 0.00%             | 2024-04-27      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 6022591.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2529 | PA      | $2427.92      | 0.00%             | 2024-04-25      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| 5990389.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6991 | PA      | $5339.27      | 0.00%             | 2024-04-13      | Fixed         | 5.35%                 | No            |                  3 | On Loan: No      |
| 6056905.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2772 | PA      | $2517.03      | 0.00%             | 2024-05-04      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| 6219752.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6843 | PA      | $6560.61      | 0.00%             | 2024-06-14      | Fixed         | 4.27%                 | No            |                  3 | On Loan: No      |
| 6020757.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2472 | PA      | $2262.53      | 0.00%             | 2024-04-24      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5903252.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       706 | PA      | $695.61       | 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        |      2212 | PA      | $2138.18      | 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      | $56013.75     | 0.02%             | 2026-06-15      | Floating      | 10.94%                | No            |                  2 | On Loan: No      |
| 6160647.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8954 | PA      | $8595.92      | 0.00%             | 2024-05-23      | Fixed         | 3.98%                 | No            |                  3 | On Loan: No      |
| 6185464.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18450 | PA      | $17713.97     | 0.01%             | 2024-06-02      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 6224788.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2201 | PA      | $2061.38      | 0.00%             | 2024-06-15      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 5788482.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4544 | PA      | $4395.38      | 0.00%             | 2024-02-09      | Fixed         | 4.27%                 | No            |                  3 | On Loan: No      |
| 6123194.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15060 | PA      | $14432.25     | 0.01%             | 2024-05-10      | Fixed         | 4.31%                 | No            |                  3 | On Loan: No      |
| 5948402.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4921 | PA      | $4759.68      | 0.00%             | 2024-03-29      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| 6158644.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3386 | PA      | $3235.74      | 0.00%             | 2024-05-23      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 6045118.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9862 | PA      | $9456.72      | 0.00%             | 2024-05-01      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5966316.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7108 | PA      | $6592.97      | 0.00%             | 2024-04-05      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 6004916.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       993 | PA      | $930.02       | 0.00%             | 2024-04-19      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5996023.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7487 | PA      | $7125.52      | 0.00%             | 2024-04-14      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 5948953.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       462 | PA      | $427.71       | 0.00%             | 2024-03-29      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| 6055008.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4575 | PA      | $3917.97      | 0.00%             | 2024-05-04      | Fixed         | 5.51%                 | No            |                  3 | On Loan: No      |
| 6252111.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15410 | PA      | $14240.38     | 0.01%             | 2024-06-22      | Fixed         | 5.30%                 | No            |                  3 | On Loan: No      |
| 5996677.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12534 | PA      | $10655.57     | 0.00%             | 2024-04-15      | Fixed         | 4.24%                 | No            |                  3 | On Loan: No      |
| 6216324.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10082 | PA      | $9482.27      | 0.00%             | 2024-06-13      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5877556.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5262 | PA      | $5093.21      | 0.00%             | 2024-03-03      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| 6165405.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3775 | PA      | $3466.98      | 0.00%             | 2024-05-26      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| Travel Leaders Group LLC                               | Travel Leaders Group LLC                                            | CUSIP: 89416FAQ0<br>LEI: 549300ELYRGQJOXAK024 | Long             | LON              | CORP              | US        |    527813 | PA      | $485258.12    | 0.22%             | 2024-01-25      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| 5894388.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2944 | PA      | $2795.75      | 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      | $109127.17    | 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        |       558 | PA      | $501.59       | 0.00%             | 2024-02-11      | Fixed         | 5.22%                 | No            |                  3 | On Loan: No      |
| 6162725.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2022 | PA      | $1943.69      | 0.00%             | 2024-05-25      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 6021316.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4990 | PA      | $4833.20      | 0.00%             | 2024-04-25      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| 5873518.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2757 | PA      | $2684.80      | 0.00%             | 2024-03-01      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 6053467.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12935 | PA      | $11955.19     | 0.01%             | 2024-05-03      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 6188941.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5596 | PA      | $5156.02      | 0.00%             | 2024-06-05      | Fixed         | 5.47%                 | No            |                  3 | On Loan: No      |
| 6159756.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1913 | PA      | $1680.78      | 0.00%             | 2024-05-23      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| 5996526.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8449 | PA      | $8048.20      | 0.00%             | 2024-04-15      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 6200301.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3803 | PA      | $3504.78      | 0.00%             | 2024-06-07      | Fixed         | 5.47%                 | No            |                  3 | On Loan: No      |
| 6157748.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10726 | PA      | $10312.35     | 0.00%             | 2024-05-23      | Fixed         | 3.98%                 | No            |                  3 | On Loan: No      |
| 5966730.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7239 | PA      | $6831.04      | 0.00%             | 2024-04-05      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 5981452.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       700 | PA      | $483.68       | 0.00%             | 2024-04-11      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 5891417.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12475 | PA      | $12114.67     | 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        |      2128 | PA      | $1810.91      | 0.00%             | 2024-02-07      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| 5993688.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3990 | PA      | $3268.10      | 0.00%             | 2024-04-14      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 6254519.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5907 | PA      | $5671.53      | 0.00%             | 2024-06-23      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 6037025.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8943 | PA      | $8583.71      | 0.00%             | 2024-04-29      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| Owl Rock Capital Corp                                  | Owl Rock Capital Corp.                                              | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    610631 | PA      | $533894.13    | 0.24%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | 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      |
| 6016866.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2973 | PA      | $2848.26      | 0.00%             | 2024-04-23      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5959751.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31702 | PA      | $27935.40     | 0.01%             | 2024-04-03      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 6139846.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49631 | PA      | $44274.81     | 0.02%             | 2024-05-17      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 6185406.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5863 | PA      | $5430.06      | 0.00%             | 2024-06-02      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| 6175579.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1247 | PA      | $1151.52      | 0.00%             | 2024-05-30      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 6066617.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47614 | PA      | $45581.59     | 0.02%             | 2024-05-08      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5852029.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2683 | PA      | $2169.58      | 0.00%             | 2024-02-26      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 6016270.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       445 | PA      | $413.69       | 0.00%             | 2024-04-22      | Fixed         | 5.04%                 | No            |                  3 | On Loan: No      |
| 5796730.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1820 | PA      | $1589.29      | 0.00%             | 2024-02-10      | Fixed         | 4.97%                 | No            |                  3 | On Loan: No      |
| 6016069.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5718 | PA      | $5511.31      | 0.00%             | 2024-04-22      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5851949.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1281 | PA      | $1168.74      | 0.00%             | 2024-02-26      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 6255708.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3051 | PA      | $2929.53      | 0.00%             | 2024-06-25      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 6043632.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       665 | PA      | $627.70       | 0.00%             | 2024-05-01      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 6239655.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21564 | PA      | $20350.79     | 0.01%             | 2024-06-19      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 6259550.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10089 | PA      | $9304.81      | 0.00%             | 2024-06-27      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 6218340.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8744 | PA      | $8320.42      | 0.00%             | 2024-06-14      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 6221554.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1593 | PA      | $1464.18      | 0.00%             | 2024-06-14      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 5875918.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       651 | PA      | $464.26       | 0.00%             | 2024-03-02      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 6032395.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1443 | PA      | $1382.07      | 0.00%             | 2024-04-27      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5921500.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21499 | PA      | $20838.62     | 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        |      8516 | PA      | $8119.16      | 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        |      6785 | PA      | $4810.34      | 0.00%             | 2024-03-26      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 6106554.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8534 | PA      | $8181.35      | 0.00%             | 2024-05-09      | Fixed         | 4.31%                 | No            |                  3 | On Loan: No      |
| 5821670.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2220 | PA      | $2165.61      | 0.00%             | 2024-02-16      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 6125859.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     72769 | PA      | $67436.80     | 0.03%             | 2024-05-11      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 6257666.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23124 | PA      | $21252.43     | 0.01%             | 2024-06-27      | Fixed         | 5.36%                 | No            |                  3 | On Loan: No      |
| 5857514.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5359 | PA      | $5177.64      | 0.00%             | 2024-02-29      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| 5966003.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4080 | PA      | $2704.97      | 0.00%             | 2024-04-05      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| 6060786.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3150 | PA      | $2857.17      | 0.00%             | 2024-05-07      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 5780545.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       529 | PA      | $511.58       | 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        |      3491 | PA      | $3364.80      | 0.00%             | 2024-02-17      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 6158668.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16422 | PA      | $14757.46     | 0.01%             | 2024-05-23      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 6245655.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3439 | PA      | $3188.62      | 0.00%             | 2024-06-21      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 5960646.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       759 | PA      | $698.70       | 0.00%             | 2024-04-04      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5820028.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1725 | PA      | $1622.57      | 0.00%             | 2024-02-16      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| 6022281.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1788 | PA      | $1558.22      | 0.00%             | 2024-04-25      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6208621.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5755 | PA      | $5311.03      | 0.00%             | 2024-06-09      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 6123083.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13958 | PA      | $13301.79     | 0.01%             | 2024-05-10      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 6220153.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25452 | PA      | $23715.29     | 0.01%             | 2024-06-14      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| 6239609.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2682 | PA      | $2486.61      | 0.00%             | 2024-06-19      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 5956133.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1093 | PA      | $1029.38      | 0.00%             | 2024-04-01      | Fixed         | 4.03%                 | No            |                  3 | On Loan: No      |
| 5911780.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3721 | PA      | $3502.04      | 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        |  15930506 | PA      | $262537.93    | 0.12%             | 2029-04-25      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| 6009408.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5482 | PA      | $5227.30      | 0.00%             | 2024-04-20      | Fixed         | 3.87%                 | No            |                  3 | On Loan: No      |
| 5831001.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14785 | PA      | $13986.52     | 0.01%             | 2024-02-19      | Fixed         | 4.32%                 | No            |                  3 | On Loan: No      |
| 5862238.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3286 | PA      | $3169.24      | 0.00%             | 2024-02-29      | Fixed         | 4.09%                 | No            |                  3 | On Loan: No      |
| 5997936.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7199 | PA      | $6977.11      | 0.00%             | 2024-04-17      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| 5822663.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4548 | PA      | $4418.67      | 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        |     21301 | PA      | $20404.83     | 0.01%             | 2024-02-02      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5990450.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       917 | PA      | $835.42       | 0.00%             | 2024-04-13      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 6043183.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4956 | PA      | $4570.83      | 0.00%             | 2024-05-01      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 6208203.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8193 | PA      | $7702.91      | 0.00%             | 2024-06-09      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 5922746.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7348 | PA      | $7102.72      | 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        |      1471 | PA      | $1292.32      | 0.00%             | 2024-03-17      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 6037830.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       949 | PA      | $892.54       | 0.00%             | 2024-04-30      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 6251640.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15279 | PA      | $14153.36     | 0.01%             | 2024-06-22      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 5943533.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       198 | PA      | $192.39       | 0.00%             | 2024-03-28      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 6120492.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6726 | PA      | $5684.75      | 0.00%             | 2024-05-09      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 5822242.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       576 | PA      | $565.66       | 0.00%             | 2024-02-17      | Fixed         | 3.57%                 | No            |                  3 | On Loan: No      |
| 6133413.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7524 | PA      | $7239.84      | 0.00%             | 2024-05-15      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5790232.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20421 | PA      | $19181.33     | 0.01%             | 2024-02-10      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 6224761.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2984 | PA      | $2851.66      | 0.00%             | 2024-06-15      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 5898522.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2563 | PA      | $2422.56      | 0.00%             | 2024-03-12      | Fixed         | 5.49%                 | No            |                  3 | On Loan: No      |
| 6146858.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3164 | PA      | $3042.37      | 0.00%             | 2024-05-19      | Fixed         | 3.98%                 | No            |                  3 | On Loan: No      |
| 6140007.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5213 | PA      | $4358.27      | 0.00%             | 2024-05-17      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| 6037815.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4848 | PA      | $4615.64      | 0.00%             | 2024-04-30      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5764722.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3869 | PA      | $3566.77      | 0.00%             | 2024-02-02      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 6044442.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13813 | PA      | $13106.36     | 0.01%             | 2024-05-01      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 6010810.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7946 | PA      | $7558.50      | 0.00%             | 2024-04-20      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 5746225.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2198 | PA      | $2141.64      | 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      | $16910.19     | 0.01%             | 2024-08-05      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| 6174859.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21602 | PA      | $20185.45     | 0.01%             | 2024-05-30      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 5959628.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5863 | PA      | $5598.91      | 0.00%             | 2024-04-03      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 5821572.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       782 | PA      | $709.14       | 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        |       181 | PA      | $140.83       | 0.00%             | 2024-02-18      | Fixed         | 3.68%                 | No            |                  3 | On Loan: No      |
| 5841605.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1950 | PA      | $1914.49      | 0.00%             | 2024-02-23      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 6053226.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4700 | PA      | $4297.78      | 0.00%             | 2024-05-03      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| 5864218.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47532 | PA      | $44454.24     | 0.02%             | 2024-02-29      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 5974280.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15854 | PA      | $15157.28     | 0.01%             | 2024-04-06      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 5921784.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49261 | PA      | $48067.65     | 0.02%             | 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        |   3382372 | PA      | $358695.49    | 0.16%             | 2050-10-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| 5919769.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2311 | PA      | $2203.55      | 0.00%             | 2024-03-20      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 6027207.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       772 | PA      | $685.25       | 0.00%             | 2024-04-26      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 6059850.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4605 | PA      | $4417.75      | 0.00%             | 2024-05-06      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5855601.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3532 | PA      | $3419.95      | 0.00%             | 2024-02-27      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5997133.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2824 | PA      | $2646.11      | 0.00%             | 2024-04-16      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 6066323.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3103 | PA      | $2947.56      | 0.00%             | 2024-05-08      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5775276.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5206 | PA      | $5060.17      | 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        |     27367 | PA      | $26545.48     | 0.01%             | 2024-02-25      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 6255541.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10389 | PA      | $9768.52      | 0.00%             | 2024-06-24      | Fixed         | 4.78%                 | 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      | $2438779.48   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| 5841313.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       807 | PA      | $694.72       | 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        |      4760 | PA      | $4293.30      | 0.00%             | 2024-02-12      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 6186003.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2135 | PA      | $1992.20      | 0.00%             | 2024-06-03      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 5978695.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7457 | PA      | $6416.66      | 0.00%             | 2024-04-08      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 5874050.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5482 | PA      | $5277.57      | 0.00%             | 2024-03-02      | Fixed         | 4.43%                 | No            |                  3 | On Loan: No      |
| 6257605.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       814 | PA      | $750.74       | 0.00%             | 2024-06-27      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 5916991.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11455 | PA      | $8464.91      | 0.00%             | 2024-03-19      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 6030318.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       540 | PA      | $491.75       | 0.00%             | 2024-04-27      | Fixed         | 5.10%                 | No            |                  3 | On Loan: No      |
| 6043177.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1434 | PA      | $1359.29      | 0.00%             | 2024-05-01      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 6001701.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5920 | PA      | $5659.76      | 0.00%             | 2024-04-18      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 6037038.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11460 | PA      | $10984.40     | 0.00%             | 2024-04-29      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5750360.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2351 | PA      | $2310.54      | 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        |     22848 | PA      | $22227.78     | 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        |     10288 | PA      | $9163.72      | 0.00%             | 2024-03-15      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 5975210.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4355 | PA      | $4165.91      | 0.00%             | 2024-04-07      | Fixed         | 4.42%                 | 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      | $702761.30    | 0.31%             | 2048-01-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| 6214411.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21671 | PA      | $20367.61     | 0.01%             | 2024-06-12      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5788084.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       576 | PA      | $555.02       | 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        |      1503 | PA      | $1437.06      | 0.00%             | 2024-02-29      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 6236238.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29002 | PA      | $27625.57     | 0.01%             | 2024-06-18      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5978004.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3285 | PA      | $3175.17      | 0.00%             | 2024-04-07      | Fixed         | 3.92%                 | No            |                  3 | On Loan: No      |
| 5962951.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3495 | PA      | $3301.44      | 0.00%             | 2024-04-04      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5933248.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18283 | PA      | $17470.38     | 0.01%             | 2024-03-23      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 6170764.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2287 | PA      | $2155.59      | 0.00%             | 2024-05-29      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5877358.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       358 | PA      | $344.10       | 0.00%             | 2024-03-03      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 6065876.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9235 | PA      | $8299.01      | 0.00%             | 2024-05-08      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 6034946.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       948 | PA      | $897.08       | 0.00%             | 2024-04-28      | Fixed         | 5.26%                 | No            |                  3 | On Loan: No      |
| 5888138.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6748 | PA      | $4938.36      | 0.00%             | 2024-03-08      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 6174614.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5210 | PA      | $4863.21      | 0.00%             | 2024-05-30      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 6014899.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4524 | PA      | $4332.16      | 0.00%             | 2024-04-21      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| 5907054.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23187 | PA      | $22339.36     | 0.01%             | 2024-03-15      | Fixed         | 4.09%                 | No            |                  3 | On Loan: No      |
| 6139747.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29590 | PA      | $28014.48     | 0.01%             | 2024-05-17      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 6026648.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4068 | PA      | $3604.77      | 0.00%             | 2024-04-26      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5891577.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       503 | PA      | $477.66       | 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        |      8508 | PA      | $8187.24      | 0.00%             | 2024-02-29      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6058392.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21786 | PA      | $20466.91     | 0.01%             | 2024-05-05      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| Virtusa Corp                                           | Virtusa Corp.                                                       | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |    225000 | PA      | $171792.68    | 0.08%             | 2028-12-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| 6033015.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5181 | PA      | $4872.30      | 0.00%             | 2024-04-27      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 6134816.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22478 | PA      | $21430.68     | 0.01%             | 2024-05-15      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5870741.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12348 | PA      | $11534.71     | 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        |      6933 | PA      | $6447.80      | 0.00%             | 2024-03-23      | Fixed         | 4.59%                 | No            |                  3 | On Loan: No      |
| 5995506.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1796 | PA      | $1710.94      | 0.00%             | 2024-04-14      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| 6139657.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28446 | PA      | $27245.96     | 0.01%             | 2024-05-17      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 6126530.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5927 | PA      | $5703.91      | 0.00%             | 2024-05-12      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5931874.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2071 | PA      | $1974.77      | 0.00%             | 2024-03-23      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| 6047025.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       970 | PA      | $896.90       | 0.00%             | 2024-05-02      | Fixed         | 5.13%                 | No            |                  3 | On Loan: No      |
| 6259475.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2084 | PA      | $1916.75      | 0.00%             | 2024-06-27      | Fixed         | 5.35%                 | No            |                  3 | On Loan: No      |
| 5789459.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12307 | PA      | $12012.63     | 0.01%             | 2024-02-09      | Fixed         | 4.27%                 | No            |                  3 | On Loan: No      |
| 5774438.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11412 | PA      | $11135.24     | 0.00%             | 2024-02-04      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 5944453.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     68115 | PA      | $66015.59     | 0.03%             | 2024-03-28      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5939618.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       903 | PA      | $879.61       | 0.00%             | 2024-03-27      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5959648.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2907 | PA      | $1879.69      | 0.00%             | 2024-04-03      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 5863029.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1876 | PA      | $1821.61      | 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        |      4780 | PA      | $4466.79      | 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        |      3866 | PA      | $3739.19      | 0.00%             | 2024-03-13      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 6160591.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7938 | PA      | $7230.26      | 0.00%             | 2024-05-23      | Fixed         | 5.03%                 | No            |                  3 | On Loan: No      |
| 6171110.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1860 | PA      | $1719.34      | 0.00%             | 2024-05-29      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| Misys, Ltd.                                            | Misys, Ltd.                                                         | CUSIP: 02034DAF4<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |    230000 | PA      | $172664.45    | 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        |       591 | PA      | $560.53       | 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        |      1514 | PA      | $1476.15      | 0.00%             | 2024-03-13      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 6027204.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1957 | PA      | $1664.15      | 0.00%             | 2024-04-26      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 6252657.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13859 | PA      | $12881.75     | 0.01%             | 2024-06-23      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| 5922692.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1358 | PA      | $1280.81      | 0.00%             | 2024-03-21      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 6122011.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4842 | PA      | $4641.51      | 0.00%             | 2024-05-10      | Fixed         | 4.31%                 | No            |                  3 | On Loan: No      |
| 6161177.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11568 | PA      | $10829.80     | 0.00%             | 2024-05-24      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 5902202.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2391 | PA      | $2240.34      | 0.00%             | 2024-03-13      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 6212031.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5375 | PA      | $4927.60      | 0.00%             | 2024-06-12      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| 5897632.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2550 | PA      | $2279.36      | 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      | $1667.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5998546.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       728 | PA      | $699.73       | 0.00%             | 2024-04-17      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 6207373.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21946 | PA      | $20505.84     | 0.01%             | 2024-06-09      | Fixed         | 5.13%                 | No            |                  3 | On Loan: No      |
| 5896544.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6585 | PA      | $3225.25      | 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        |      1745 | PA      | $1690.01      | 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        |      8832 | PA      | $6577.78      | 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        |       834 | PA      | $816.20       | 0.00%             | 2024-03-14      | Fixed         | 5.49%                 | No            |                  3 | On Loan: No      |
| 5956731.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4259 | PA      | $4072.26      | 0.00%             | 2024-04-02      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 5918750.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1598 | PA      | $1300.45      | 0.00%             | 2024-03-20      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 6126840.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10889 | PA      | $9277.04      | 0.00%             | 2024-05-13      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5960635.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2246 | PA      | $2171.41      | 0.00%             | 2024-04-04      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 6056179.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4159 | PA      | $3490.23      | 0.00%             | 2024-05-04      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 6144491.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40249 | PA      | $37911.68     | 0.02%             | 2024-05-18      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 6237315.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19475 | PA      | $18365.10     | 0.01%             | 2024-06-19      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 6215971.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7079 | PA      | $6693.06      | 0.00%             | 2024-06-13      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5991549.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5412 | PA      | $5056.87      | 0.00%             | 2024-04-13      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 5891361.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13069 | PA      | $11853.49     | 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        |      2674 | PA      | $2610.92      | 0.00%             | 2024-02-19      | Fixed         | 2.97%                 | No            |                  3 | On Loan: No      |
| 5961454.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2526 | PA      | $2411.52      | 0.00%             | 2024-04-04      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 5844629.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1136 | PA      | $952.79       | 0.00%             | 2024-02-24      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5966515.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5377 | PA      | $4971.32      | 0.00%             | 2024-04-05      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 6131566.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5441 | PA      | $4440.11      | 0.00%             | 2024-05-15      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 6032119.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12451 | PA      | $11820.71     | 0.01%             | 2024-04-27      | Fixed         | 4.37%                 | 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      | $2138.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5997954.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8656 | PA      | $8057.09      | 0.00%             | 2024-04-17      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 5789418.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7039 | PA      | $6859.26      | 0.00%             | 2024-02-09      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 6065737.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3308 | PA      | $2929.07      | 0.00%             | 2024-05-08      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 6143196.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1572 | PA      | $1409.74      | 0.00%             | 2024-05-17      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 5874921.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6994 | PA      | $6778.14      | 0.00%             | 2024-03-02      | Fixed         | 4.31%                 | No            |                  3 | On Loan: No      |
| 6127248.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       915 | PA      | $857.06       | 0.00%             | 2024-05-13      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 5881363.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2113 | PA      | $2020.18      | 0.00%             | 2024-03-06      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 6242776.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21362 | PA      | $20411.85     | 0.01%             | 2024-06-20      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| 5991373.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3364 | PA      | $3209.48      | 0.00%             | 2024-04-13      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5998115.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       454 | PA      | $427.25       | 0.00%             | 2024-04-17      | Fixed         | 3.71%                 | No            |                  3 | On Loan: No      |
| 6054378.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31838 | PA      | $29970.08     | 0.01%             | 2024-05-03      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 6241695.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10496 | PA      | $9727.88      | 0.00%             | 2024-06-20      | Fixed         | 5.21%                 | No            |                  3 | On Loan: No      |
| 5839982.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7031 | PA      | $6869.97      | 0.00%             | 2024-02-23      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| 6161444.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7964 | PA      | $7392.21      | 0.00%             | 2024-05-24      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 6252740.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10856 | PA      | $10024.89     | 0.00%             | 2024-06-23      | Fixed         | 5.30%                 | No            |                  3 | On Loan: No      |
| 5884616.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5243 | PA      | $4990.29      | 0.00%             | 2024-03-07      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 6125711.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1457 | PA      | $1314.54      | 0.00%             | 2024-05-11      | Fixed         | 5.10%                 | No            |                  3 | On Loan: No      |
| 5822396.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5209 | PA      | $5033.29      | 0.00%             | 2024-02-17      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| 6062180.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     81957 | PA      | $78612.33     | 0.03%             | 2024-05-07      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6173534.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3425 | PA      | $3219.01      | 0.00%             | 2024-05-30      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 6158830.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7387 | PA      | $6748.13      | 0.00%             | 2024-05-23      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5948586.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12136 | PA      | $11708.84     | 0.01%             | 2024-03-29      | Fixed         | 4.21%                 | No            |                  3 | On Loan: No      |
| 5992274.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20374 | PA      | $19132.97     | 0.01%             | 2024-04-13      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 5895357.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3333 | PA      | $3173.39      | 0.00%             | 2024-03-11      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 6212609.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20649 | PA      | $19158.70     | 0.01%             | 2024-06-12      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 6105933.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4653 | PA      | $4331.67      | 0.00%             | 2024-05-09      | Fixed         | 5.51%                 | No            |                  3 | On Loan: No      |
| 5978914.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25240 | PA      | $22155.62     | 0.01%             | 2024-04-09      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5845359.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4287 | PA      | $4098.38      | 0.00%             | 2024-02-24      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6214113.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15852 | PA      | $14722.16     | 0.01%             | 2024-06-12      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 5793090.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3438 | PA      | $3346.93      | 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      | $309770.78    | 0.14%             | 2041-12-12      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| 5843831.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6637 | PA      | $6136.15      | 0.00%             | 2024-02-24      | Fixed         | 4.34%                 | No            |                  3 | On Loan: No      |
| 6133256.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9526 | PA      | $9000.27      | 0.00%             | 2024-05-15      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 6037183.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     86012 | PA      | $81320.80     | 0.04%             | 2024-04-29      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 6160175.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1587 | PA      | $1372.55      | 0.00%             | 2024-05-23      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5894136.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38084 | PA      | $35416.00     | 0.02%             | 2024-03-09      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 6004737.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1902 | PA      | $1830.03      | 0.00%             | 2024-04-19      | Fixed         | 4.35%                 | 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      | $603424.12    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| 5885471.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       500 | PA      | $476.32       | 0.00%             | 2024-03-07      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6158657.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7519 | PA      | $7146.31      | 0.00%             | 2024-05-23      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| Mountain Crest Acquisition Corp V                      | Mountain Crest Acquisition Corp. V                                  | CUSIP: 62404B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63000 | NS      | $630630.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| 5973662.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16142 | PA      | $14826.43     | 0.01%             | 2024-04-06      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 6120749.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45987 | PA      | $43904.10     | 0.02%             | 2024-05-09      | Fixed         | 4.74%                 | 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        |    660792 | PA      | $359961.05    | 0.16%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 6163692.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2538 | PA      | $2087.68      | 0.00%             | 2024-05-25      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 5769485.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2247 | PA      | $1557.32      | 0.00%             | 2024-02-03      | Fixed         | 5.20%                 | No            |                  3 | On Loan: No      |
| 6011165.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2892 | PA      | $2716.99      | 0.00%             | 2024-04-20      | Fixed         | 4.25%                 | No            |                  3 | On Loan: No      |
| 6005660.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10003 | PA      | $9329.38      | 0.00%             | 2024-04-19      | Fixed         | 4.47%                 | No            |                  3 | On Loan: No      |
| 6022159.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1877 | PA      | $1806.04      | 0.00%             | 2024-04-25      | Fixed         | 4.16%                 | 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        |    962954 | PA      | $936715.66    | 0.42%             | 2036-05-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| 5977579.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2555 | PA      | $2240.32      | 0.00%             | 2024-04-07      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 6241384.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2283 | PA      | $2118.70      | 0.00%             | 2024-06-20      | Fixed         | 5.21%                 | No            |                  3 | On Loan: No      |
| 5930101.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2092 | PA      | $2043.71      | 0.00%             | 2024-03-22      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| 5966439.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1151 | PA      | $1089.04      | 0.00%             | 2024-04-05      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| Pecf Uss Intermediate Ho                               | PECF USS Intermediate Holding III Corp.                             | CUSIP: 69291HAA3<br>LEI: 254900DIL842DEXPYJ91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $97648.50     | 0.04%             | 2029-11-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| 6246136.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5887 | PA      | $5496.56      | 0.00%             | 2024-06-21      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5913715.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1427 | PA      | $1344.13      | 0.00%             | 2024-03-17      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 6044257.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9130 | PA      | $8554.57      | 0.00%             | 2024-05-01      | Fixed         | 5.33%                 | No            |                  3 | On Loan: No      |
| 6211093.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8213 | PA      | $7765.32      | 0.00%             | 2024-06-11      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5979998.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       955 | PA      | $798.37       | 0.00%             | 2024-04-10      | Fixed         | 5.49%                 | No            |                  3 | On Loan: No      |
| 6199783.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2494 | PA      | $2312.40      | 0.00%             | 2024-06-07      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5953242.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1441 | PA      | $1393.62      | 0.00%             | 2024-03-30      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| 5913138.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5901 | PA      | $5740.04      | 0.00%             | 2024-03-16      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5984107.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2992 | PA      | $2861.70      | 0.00%             | 2024-04-11      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5955136.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4370 | PA      | $3981.81      | 0.00%             | 2024-03-30      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 6004640.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2920 | PA      | $2718.27      | 0.00%             | 2024-04-18      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| Atlas Purchaser Inc                                    | Atlas Purchaser, Inc.                                               | CUSIP: 04939JAC0<br>LEI: 254900Q8WE2HAUZ0LI71 | Long             | LON              | CORP              | US        |    518438 | PA      | $367118.55    | 0.16%             | 2028-05-08      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| 5951028.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4454 | PA      | $4246.10      | 0.00%             | 2024-03-29      | Fixed         | 4.31%                 | No            |                  3 | On Loan: No      |
| 5990933.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48869 | PA      | $37994.30     | 0.02%             | 2024-04-13      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| Intelligent Medicine Acquisition Corp                  | Intelligent Medicine Acquisition Corp.                              | CUSIP: 45828D205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8038 | NS      | $82389.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 6066508.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7918 | PA      | $7515.95      | 0.00%             | 2024-05-08      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 6016721.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3969 | PA      | $3795.13      | 0.00%             | 2024-04-23      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6220064.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12639 | PA      | $11880.29     | 0.01%             | 2024-06-14      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5786001.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1120 | PA      | $1095.16      | 0.00%             | 2024-02-09      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5991885.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12720 | PA      | $12135.43     | 0.01%             | 2024-04-13      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 6015544.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12059 | PA      | $10710.17     | 0.00%             | 2024-04-21      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 6020495.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6387 | PA      | $5855.85      | 0.00%             | 2024-04-24      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 6057011.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5950 | PA      | $5200.64      | 0.00%             | 2024-05-04      | Fixed         | 5.41%                 | No            |                  3 | On Loan: No      |
| 5961800.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8758 | PA      | $6192.30      | 0.00%             | 2024-04-04      | Fixed         | 5.04%                 | No            |                  3 | On Loan: No      |
| 6133909.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6572 | PA      | $6010.30      | 0.00%             | 2024-05-15      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 5876195.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5117 | PA      | $4963.67      | 0.00%             | 2024-03-02      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 6021272.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1184 | PA      | $1125.62      | 0.00%             | 2024-04-25      | Fixed         | 3.66%                 | No            |                  3 | On Loan: No      |
| 6026930.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9424 | PA      | $7875.55      | 0.00%             | 2024-04-26      | Fixed         | 4.35%                 | No            |                  3 | On Loan: No      |
| 5763131.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       188 | PA      | $185.09       | 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      | $126.39       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5879482.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8286 | PA      | $8006.50      | 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        |      4432 | PA      | $3988.94      | 0.00%             | 2024-01-28      | Fixed         | 4.77%                 | No            |                  3 | On Loan: No      |
| 5784841.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11826 | PA      | $11450.66     | 0.01%             | 2024-02-09      | Fixed         | 4.08%                 | 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      | $308938.00    | 0.14%             | 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        |       930 | PA      | $431.72       | 0.00%             | 2024-02-03      | Fixed         | 4.61%                 | No            |                  3 | On Loan: No      |
| 6022095.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6279 | PA      | $6006.92      | 0.00%             | 2024-04-25      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| 6021635.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2120 | PA      | $2011.23      | 0.00%             | 2024-04-25      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 6135083.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5968 | PA      | $5741.69      | 0.00%             | 2024-05-16      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5889387.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1004 | PA      | $887.65       | 0.00%             | 2024-03-08      | Fixed         | 5.52%                 | No            |                  3 | On Loan: No      |
| Sizzle Acquisition Corp                                | Sizzle Acquisition Corp.                                            | CUSIP: 83014E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    104224 | NS      | $1065169.28   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| 5852834.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9750 | PA      | $7779.33      | 0.00%             | 2024-02-26      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 6220741.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5751 | PA      | $5399.38      | 0.00%             | 2024-06-14      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 6016050.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1640 | PA      | $1570.55      | 0.00%             | 2024-04-22      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 6147015.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3182 | PA      | $2986.93      | 0.00%             | 2024-05-19      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 6186300.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30918 | PA      | $29066.84     | 0.01%             | 2024-06-03      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 6134517.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35370 | PA      | $33805.89     | 0.02%             | 2024-05-15      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 6024355.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1482 | PA      | $1411.11      | 0.00%             | 2024-04-26      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5907623.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       979 | PA      | $563.62       | 0.00%             | 2024-03-15      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 6064360.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3918 | PA      | $3702.74      | 0.00%             | 2024-05-08      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5810155.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       391 | PA      | $330.60       | 0.00%             | 2024-02-12      | Fixed         | 3.89%                 | No            |                  3 | On Loan: No      |
| 5945671.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4195 | PA      | $4085.13      | 0.00%             | 2024-03-28      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 6224131.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1781 | PA      | $1672.44      | 0.00%             | 2024-06-15      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5830026.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1872 | PA      | $1820.42      | 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        |      2350 | PA      | $1971.85      | 0.00%             | 2024-03-15      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 6236594.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25229 | PA      | $23863.25     | 0.01%             | 2024-06-18      | Fixed         | 4.60%                 | No            |                  3 | On Loan: No      |
| 6220348.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1175 | PA      | $1076.76      | 0.00%             | 2024-06-14      | Fixed         | 5.49%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                  | CUSIP: 3137FVLJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3433360 | PA      | $422724.88    | 0.19%             | 2050-08-25      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| 6238238.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4457 | PA      | $4294.10      | 0.00%             | 2024-06-19      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5903537.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1518 | PA      | $1410.16      | 0.00%             | 2024-03-14      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 6179493.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9378 | PA      | $8869.27      | 0.00%             | 2024-06-01      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 6132327.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2497 | PA      | $2402.57      | 0.00%             | 2024-05-15      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5973309.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30525 | PA      | $29319.30     | 0.01%             | 2024-04-06      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 5850298.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55210 | PA      | $44271.38     | 0.02%             | 2024-02-25      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 6142047.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27017 | PA      | $25317.86     | 0.01%             | 2024-05-17      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 6127446.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2052 | PA      | $1526.34      | 0.00%             | 2024-05-13      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 6023782.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2291 | PA      | $2202.51      | 0.00%             | 2024-04-25      | Fixed         | 4.35%                 | No            |                  3 | On Loan: No      |
| 6121020.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2022 | PA      | $1723.74      | 0.00%             | 2024-05-10      | Fixed         | 5.44%                 | No            |                  3 | On Loan: No      |
| 6161973.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5038 | PA      | $4698.27      | 0.00%             | 2024-05-25      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 6054558.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14513 | PA      | $13924.19     | 0.01%             | 2024-05-03      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 5911025.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3652 | PA      | $3115.92      | 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        |      3008 | PA      | $2933.14      | 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        |     19048 | PA      | $17605.70     | 0.01%             | 2024-03-08      | Fixed         | 4.02%                 | No            |                  3 | On Loan: No      |
| 5967101.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31909 | PA      | $24507.20     | 0.01%             | 2024-04-05      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 5872863.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20598 | PA      | $17803.44     | 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      | $957896.73    | 0.43%             | 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        |      4088 | PA      | $3870.17      | 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        |      2259 | PA      | $2215.92      | 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        |      1670 | PA      | $1461.90      | 0.00%             | 2024-03-09      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 6169789.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       583 | PA      | $530.74       | 0.00%             | 2024-05-29      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 6057371.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1811 | PA      | $1717.81      | 0.00%             | 2024-05-04      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 6125714.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11565 | PA      | $10729.85     | 0.00%             | 2024-05-11      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 5855619.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2675 | PA      | $2463.57      | 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        |       899 | PA      | $804.23       | 0.00%             | 2024-02-10      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 6021202.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2113 | PA      | $1940.01      | 0.00%             | 2024-04-25      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 6125401.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4427 | PA      | $4281.91      | 0.00%             | 2024-05-11      | Fixed         | 3.61%                 | No            |                  3 | On Loan: No      |
| 6169511.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16464 | PA      | $15807.81     | 0.01%             | 2024-05-28      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5936228.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       569 | PA      | $530.38       | 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        |      5891 | PA      | $5745.26      | 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        |      2411 | PA      | $2252.41      | 0.00%             | 2024-02-24      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 6047775.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4099 | PA      | $3379.90      | 0.00%             | 2024-05-02      | Fixed         | 5.12%                 | 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      | $153.45       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5928385.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       456 | PA      | $436.06       | 0.00%             | 2024-03-22      | Fixed         | 3.67%                 | No            |                  3 | On Loan: No      |
| 6015634.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8059 | PA      | $7578.31      | 0.00%             | 2024-04-21      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| 5781852.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4642 | PA      | $4530.92      | 0.00%             | 2024-02-08      | Fixed         | 3.74%                 | No            |                  3 | On Loan: No      |
| 6044777.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12803 | PA      | $12061.44     | 0.01%             | 2024-05-01      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 6196458.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3176 | PA      | $2962.68      | 0.00%             | 2024-06-07      | Fixed         | 5.10%                 | No            |                  3 | On Loan: No      |
| 5961306.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7468 | PA      | $7017.10      | 0.00%             | 2024-04-04      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 5871274.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2068 | PA      | $2022.97      | 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        |      2446 | PA      | $2318.45      | 0.00%             | 2024-02-29      | Fixed         | 4.64%                 | No            |                  3 | On Loan: No      |
| 6015017.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       939 | PA      | $899.30       | 0.00%             | 2024-04-21      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 6134781.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26202 | PA      | $22474.06     | 0.01%             | 2024-05-15      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5992037.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10978 | PA      | $10575.47     | 0.00%             | 2024-04-13      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 6056197.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1760 | PA      | $1658.45      | 0.00%             | 2024-05-04      | Fixed         | 5.35%                 | No            |                  3 | On Loan: No      |
| 5985505.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12810 | PA      | $12317.56     | 0.01%             | 2024-04-12      | Fixed         | 4.40%                 | 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      | $515096.31    | 0.23%             | 2048-02-18      | Variable      | 3.81%                 | 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      | $767.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 6218244.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5615 | PA      | $5258.37      | 0.00%             | 2024-06-14      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| 6012691.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2729 | PA      | $2630.08      | 0.00%             | 2024-04-20      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 6127107.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1868 | PA      | $1765.58      | 0.00%             | 2024-05-13      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 5750387.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8854 | PA      | $8564.80      | 0.00%             | 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        |     57630 | PA      | $53564.99     | 0.02%             | 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        |       954 | PA      | $933.86       | 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      |
| 6256936.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1147 | PA      | $1061.94      | 0.00%             | 2024-06-26      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| Avalon Acquisition Inc                                 | Avalon Acquisition, Inc.                                            | CUSIP: 05338E119<br>LEI: 549300MQ0W8R6XMVEN12 | N/A              | DE               | CORP              | US        |    104172 | NC      | $6771.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5928654.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35071 | PA      | $34092.89     | 0.02%             | 2024-03-22      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 6011159.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1185 | PA      | $1108.05      | 0.00%             | 2024-04-20      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5818818.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5680 | PA      | $5459.73      | 0.00%             | 2024-02-16      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6047941.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2989 | PA      | $2718.35      | 0.00%             | 2024-05-02      | Fixed         | 5.49%                 | No            |                  3 | On Loan: No      |
| 6190923.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6647 | PA      | $6378.98      | 0.00%             | 2024-06-05      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6037495.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9731 | PA      | $9303.22      | 0.00%             | 2024-04-29      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6183715.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10102 | PA      | $9317.18      | 0.00%             | 2024-06-02      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| 5911949.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12973 | PA      | $12173.80     | 0.01%             | 2024-03-16      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| 6016586.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12237 | PA      | $11484.18     | 0.01%             | 2024-04-23      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5855874.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       471 | PA      | $434.97       | 0.00%             | 2024-02-28      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 5977836.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13584 | PA      | $12948.01     | 0.01%             | 2024-04-07      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 5845197.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       149 | PA      | $142.59       | 0.00%             | 2024-02-24      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6202862.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4273 | PA      | $3936.64      | 0.00%             | 2024-06-08      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| 5786803.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     68216 | PA      | $65111.40     | 0.03%             | 2024-02-09      | Fixed         | 3.74%                 | No            |                  3 | On Loan: No      |
| 6013053.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1764 | PA      | $1569.71      | 0.00%             | 2024-04-21      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 5996756.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2775 | PA      | $2526.73      | 0.00%             | 2024-04-15      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 6029868.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16837 | PA      | $15961.07     | 0.01%             | 2024-04-27      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 5874025.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2982 | PA      | $2885.22      | 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      | $462360.25    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| 5779259.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36579 | PA      | $35071.42     | 0.02%             | 2024-02-06      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 6258537.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     61749 | PA      | $57816.07     | 0.03%             | 2024-06-27      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 6036976.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18733 | PA      | $17956.34     | 0.01%             | 2024-04-29      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5936049.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2541 | PA      | $2430.85      | 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      | $1033872.18   | 0.46%             | 2036-12-15      | Floating      | 7.45%                 | Yes           |                  2 | On Loan: No      |
| 5914578.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1924 | PA      | $1786.12      | 0.00%             | 2024-03-18      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 6204012.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1124 | PA      | $1042.74      | 0.00%             | 2024-06-08      | Fixed         | 5.37%                 | No            |                  3 | On Loan: No      |
| Arisz Acquisition Corp                                 | Arisz Acquisition Corp.                                             | CUSIP: 040450124<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     36781 | NC      | $3214.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 6190906.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       994 | PA      | $916.67       | 0.00%             | 2024-06-05      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5805506.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1478 | PA      | $1394.29      | 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        |       531 | PA      | $470.29       | 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        |      2552 | PA      | $1075.93      | 0.00%             | 2024-02-26      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 5832212.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1569 | PA      | $1348.19      | 0.00%             | 2024-02-19      | Fixed         | 4.26%                 | No            |                  3 | On Loan: No      |
| 6158259.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5951 | PA      | $5713.45      | 0.00%             | 2024-05-23      | Fixed         | 3.98%                 | 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      | $311891.04    | 0.14%             | 2031-12-15      | Variable      | 1.41%                 | Yes           |                  2 | On Loan: No      |
| 6062820.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7008 | PA      | $6671.70      | 0.00%             | 2024-05-07      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 5782382.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2259 | PA      | $2104.19      | 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        |      2304 | PA      | $2231.28      | 0.00%             | 2024-03-02      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 6009472.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2973 | PA      | $2824.47      | 0.00%             | 2024-04-20      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5821587.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       228 | PA      | $222.66       | 0.00%             | 2024-02-16      | Fixed         | 3.61%                 | No            |                  3 | On Loan: No      |
| 6127391.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14618 | PA      | $13989.74     | 0.01%             | 2024-05-13      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| Fanniemae-aces                                         | Fannie Mae-Aces                                                     | CUSIP: 3136B4KD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17524792 | PA      | $344356.91    | 0.15%             | 2029-02-25      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| 5813864.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4686 | PA      | $4266.66      | 0.00%             | 2024-02-13      | Fixed         | 4.05%                 | No            |                  3 | On Loan: No      |
| 6158856.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6921 | PA      | $6579.47      | 0.00%             | 2024-05-23      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6148709.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8074 | PA      | $7238.00      | 0.00%             | 2024-05-21      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 6132780.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1784 | PA      | $1642.48      | 0.00%             | 2024-05-15      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 6200323.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4762 | PA      | $4385.49      | 0.00%             | 2024-06-07      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| 6194490.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2089 | PA      | $1918.06      | 0.00%             | 2024-06-06      | Fixed         | 5.48%                 | No            |                  3 | On Loan: No      |
| 5908783.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1753 | PA      | $1647.21      | 0.00%             | 2024-03-15      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 6211147.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16610 | PA      | $15346.60     | 0.01%             | 2024-06-11      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 5785697.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1855 | PA      | $1757.69      | 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        |       872 | PA      | $832.22       | 0.00%             | 2024-03-15      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 6249889.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12789 | PA      | $12095.26     | 0.01%             | 2024-06-22      | Fixed         | 4.62%                 | No            |                  3 | On Loan: No      |
| 5874526.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1589 | PA      | $1486.46      | 0.00%             | 2024-03-02      | Fixed         | 5.03%                 | No            |                  3 | On Loan: No      |
| 6036646.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13368 | PA      | $12490.76     | 0.01%             | 2024-04-28      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5901070.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7990 | PA      | $7515.94      | 0.00%             | 2024-03-13      | Fixed         | 5.33%                 | No            |                  3 | On Loan: No      |
| 6039119.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       905 | PA      | $803.09       | 0.00%             | 2024-04-30      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| 5795365.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6889 | PA      | $6679.90      | 0.00%             | 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        |      6760 | PA      | $6368.03      | 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      | $290879.63    | 0.13%             | 2028-02-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| 5821452.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       979 | PA      | $873.86       | 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        |      2768 | PA      | $2682.19      | 0.00%             | 2024-02-11      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 6176371.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2624 | PA      | $2431.77      | 0.00%             | 2024-05-30      | Fixed         | 5.32%                 | No            |                  3 | On Loan: No      |
| 5961220.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3597 | PA      | $2461.68      | 0.00%             | 2024-04-04      | Fixed         | 5.47%                 | No            |                  3 | On Loan: No      |
| 6165847.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42589 | PA      | $33751.55     | 0.01%             | 2024-05-27      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 5840100.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12838 | PA      | $11041.37     | 0.00%             | 2024-02-23      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5956042.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7576 | PA      | $7288.52      | 0.00%             | 2024-04-01      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 6133462.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7596 | PA      | $6871.18      | 0.00%             | 2024-05-15      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 5954849.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2561 | PA      | $2419.92      | 0.00%             | 2024-03-30      | Fixed         | 4.02%                 | No            |                  3 | On Loan: No      |
| 5909266.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8839 | PA      | $8322.18      | 0.00%             | 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      | $1742607.04   | 0.77%             | 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        |      2925 | PA      | $2814.06      | 0.00%             | 2024-01-30      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 6017131.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22398 | PA      | $21420.29     | 0.01%             | 2024-04-23      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 6255573.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6564 | PA      | $6301.65      | 0.00%             | 2024-06-24      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5997072.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1914 | PA      | $1649.81      | 0.00%             | 2024-04-16      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5954459.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       902 | PA      | $867.10       | 0.00%             | 2024-03-30      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 6240908.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4503 | PA      | $4325.36      | 0.00%             | 2024-06-20      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| 6052606.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25257 | PA      | $23645.86     | 0.01%             | 2024-05-03      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| Worldwide Webb Acquisition Corp                        | Worldwide Webb Acquisition Corp.                                    | CUSIP: G97775111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     30880 | NC      | $358.21       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 6210531.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14715 | PA      | $13729.52     | 0.01%             | 2024-06-11      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 6004297.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19244 | PA      | $15662.18     | 0.01%             | 2024-04-18      | Fixed         | 4.47%                 | No            |                  3 | On Loan: No      |
| 6127376.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2764 | PA      | $2473.70      | 0.00%             | 2024-05-13      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 6144386.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7602 | PA      | $7312.04      | 0.00%             | 2024-05-18      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 6011194.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6210 | PA      | $5986.19      | 0.00%             | 2024-04-20      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6158145.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20450 | PA      | $19183.60     | 0.01%             | 2024-05-23      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| Sportsmap Tech Acquisition Corp                        | SportsMap Tech Acquisition Corp.                                    | CUSIP: 84921J116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     13554 | NC      | $149.09       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 6011839.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1720 | PA      | $1630.08      | 0.00%             | 2024-04-20      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 5954221.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1880 | PA      | $1652.95      | 0.00%             | 2024-03-30      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| 5853098.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       444 | PA      | $435.89       | 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        |      1418 | PA      | $1382.04      | 0.00%             | 2024-02-19      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5945724.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16524 | PA      | $14427.65     | 0.01%             | 2024-03-28      | Fixed         | 5.06%                 | 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      | $260910.43    | 0.12%             | 2059-03-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| 5957799.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6794 | PA      | $6340.04      | 0.00%             | 2024-04-03      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5883588.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1504 | PA      | $1361.66      | 0.00%             | 2024-03-07      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5994612.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1092 | PA      | $1049.39      | 0.00%             | 2024-04-14      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| 6030216.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15940 | PA      | $15210.03     | 0.01%             | 2024-04-27      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 6033445.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10253 | PA      | $9781.51      | 0.00%             | 2024-04-28      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5780813.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5614 | PA      | $5419.47      | 0.00%             | 2024-02-07      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 6062503.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42355 | PA      | $40199.92     | 0.02%             | 2024-05-07      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 6169803.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1273 | PA      | $1170.57      | 0.00%             | 2024-05-29      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 5878275.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7213 | PA      | $6979.62      | 0.00%             | 2024-03-04      | Fixed         | 4.11%                 | No            |                  3 | On Loan: No      |
| 6162372.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6453 | PA      | $6154.96      | 0.00%             | 2024-05-25      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5844362.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       729 | PA      | $673.05       | 0.00%             | 2024-02-24      | Fixed         | 4.35%                 | No            |                  3 | On Loan: No      |
| 6251197.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7314 | PA      | $6934.16      | 0.00%             | 2024-06-22      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 6124731.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6945 | PA      | $5501.33      | 0.00%             | 2024-05-11      | Fixed         | 5.10%                 | No            |                  3 | On Loan: No      |
| 6025142.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5125 | PA      | $4929.50      | 0.00%             | 2024-04-26      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| 5832444.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2032 | PA      | $1992.28      | 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        |   3717118 | PA      | $481134.42    | 0.21%             | 2050-09-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| 6166022.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5831 | PA      | $5466.91      | 0.00%             | 2024-05-27      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 6259057.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1993 | PA      | $1884.92      | 0.00%             | 2024-06-27      | Fixed         | 4.58%                 | No            |                  3 | On Loan: No      |
| 5913240.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       948 | PA      | $868.08       | 0.00%             | 2024-03-16      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 5966566.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10247 | PA      | $9298.36      | 0.00%             | 2024-04-05      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| 5943917.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       998 | PA      | $639.93       | 0.00%             | 2024-03-28      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 6218198.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2250 | PA      | $2098.86      | 0.00%             | 2024-06-14      | Fixed         | 5.10%                 | No            |                  3 | On Loan: No      |
| 5841241.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1997 | PA      | $1953.97      | 0.00%             | 2024-02-23      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| 6132828.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5689 | PA      | $5474.88      | 0.00%             | 2024-05-15      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5982371.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4560 | PA      | $4369.48      | 0.00%             | 2024-04-11      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5757278.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       850 | PA      | $826.92       | 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        |    652130 | PA      | $433136.11    | 0.19%             | 2035-06-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| 5857452.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3988 | PA      | $3761.01      | 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        |      2624 | PA      | $2379.44      | 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        |     44653 | PA      | $43146.60     | 0.02%             | 2024-01-28      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 6228790.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11067 | PA      | $10661.73     | 0.00%             | 2024-06-16      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5849828.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1471 | PA      | $1325.22      | 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        |       872 | PA      | $842.12       | 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        |       386 | PA      | $371.63       | 0.00%             | 2024-03-12      | Fixed         | 5.04%                 | No            |                  3 | On Loan: No      |
| 6000416.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1636 | PA      | $1512.34      | 0.00%             | 2024-04-17      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 6031041.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31173 | PA      | $30094.72     | 0.01%             | 2024-04-27      | Fixed         | 3.87%                 | No            |                  3 | On Loan: No      |
| 5939010.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8815 | PA      | $8128.62      | 0.00%             | 2024-03-26      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 5974872.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6766 | PA      | $6223.01      | 0.00%             | 2024-04-07      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 6140852.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1344 | PA      | $1215.55      | 0.00%             | 2024-05-17      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 6010765.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4527 | PA      | $3750.93      | 0.00%             | 2024-04-20      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5848919.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24716 | PA      | $23052.35     | 0.01%             | 2024-02-25      | Fixed         | 4.32%                 | No            |                  3 | On Loan: No      |
| 6210694.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2774 | PA      | $2551.46      | 0.00%             | 2024-06-11      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 5917485.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11002 | PA      | $10331.62     | 0.00%             | 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        |     10823 | PA      | $9702.15      | 0.00%             | 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        |      2925 | PA      | $2824.35      | 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        |      2169 | PA      | $2084.94      | 0.00%             | 2024-03-16      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| 6165565.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8529 | PA      | $7507.05      | 0.00%             | 2024-05-27      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 5907388.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4138 | PA      | $4009.77      | 0.00%             | 2024-03-15      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 6144377.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1121 | PA      | $960.79       | 0.00%             | 2024-05-18      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| Gajah Tunggal Tb                                       | Gajah Tunggal Tbk PT                                                | CUSIP: BQ1013425<br>LEI: 254900M8F4RQGA263684 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $154000.00    | 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        |      3937 | PA      | $3822.09      | 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        |     32797 | PA      | $31272.13     | 0.01%             | 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        |      6441 | PA      | $6106.46      | 0.00%             | 2024-02-10      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5942960.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1049 | PA      | $1020.71      | 0.00%             | 2024-03-28      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 6245650.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2613 | PA      | $2424.45      | 0.00%             | 2024-06-21      | Fixed         | 5.21%                 | No            |                  3 | On Loan: No      |
| 5931649.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2723 | PA      | $2603.95      | 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        |      6540 | PA      | $6365.61      | 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        |      3151 | PA      | $3044.17      | 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        |      3429 | PA      | $3336.30      | 0.00%             | 2024-03-17      | Fixed         | 3.60%                 | No            |                  3 | On Loan: No      |
| 6057794.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35631 | PA      | $33902.58     | 0.02%             | 2024-05-04      | Fixed         | 5.35%                 | No            |                  3 | On Loan: No      |
| 6158906.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       524 | PA      | $503.06       | 0.00%             | 2024-05-23      | Fixed         | 3.95%                 | 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        |    809290 | PA      | $679466.31    | 0.30%             | 2036-08-25      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| 6162816.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17904 | PA      | $17212.08     | 0.01%             | 2024-05-25      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                            | CUSIP: 38380QNT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5582736 | PA      | $318042.34    | 0.14%             | 2070-11-20      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| 5783430.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9571 | PA      | $6456.69      | 0.00%             | 2024-02-08      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 6151816.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4078 | PA      | $3922.31      | 0.00%             | 2024-05-21      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5822609.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2701 | PA      | $2649.48      | 0.00%             | 2024-02-17      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 6255766.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1196 | PA      | $1104.80      | 0.00%             | 2024-06-25      | Fixed         | 5.29%                 | No            |                  3 | On Loan: No      |
| 5991451.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1692 | PA      | $1566.65      | 0.00%             | 2024-04-13      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| 5914594.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3926 | PA      | $3753.07      | 0.00%             | 2024-03-18      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 6147355.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6643 | PA      | $6389.66      | 0.00%             | 2024-05-19      | Fixed         | 3.97%                 | 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      | $371.05       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5962400.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6702 | PA      | $6462.78      | 0.00%             | 2024-04-04      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 6190429.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2123 | PA      | $1984.07      | 0.00%             | 2024-06-05      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 5997478.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1783 | PA      | $1697.98      | 0.00%             | 2024-04-16      | Fixed         | 4.23%                 | No            |                  3 | On Loan: No      |
| 5824009.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1004 | PA      | $982.83       | 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        |      3159 | PA      | $3082.02      | 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      | $896388.40    | 0.40%             | 2035-01-25      | Floating      | 11.06%                | Yes           |                  2 | On Loan: No      |
| 5777217.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4750 | PA      | $4311.81      | 0.00%             | 2024-02-05      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 5943942.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2647 | PA      | $2556.11      | 0.00%             | 2024-03-28      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5990076.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5736 | PA      | $5412.28      | 0.00%             | 2024-04-13      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 6045958.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6527 | PA      | $6263.25      | 0.00%             | 2024-05-02      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 6057413.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23825 | PA      | $21984.17     | 0.01%             | 2024-05-04      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 6122285.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1512 | PA      | $1312.06      | 0.00%             | 2024-05-10      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| 6000165.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38308 | PA      | $35800.73     | 0.02%             | 2024-04-17      | Fixed         | 4.07%                 | No            |                  3 | On Loan: No      |
| 5879759.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10541 | PA      | $10098.21     | 0.00%             | 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        |     11471 | PA      | $10897.25     | 0.00%             | 2024-03-13      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 6046869.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12332 | PA      | $11692.70     | 0.01%             | 2024-05-02      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5763588.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3234 | PA      | $2658.00      | 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        |      1868 | PA      | $1814.25      | 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      | $357495.18    | 0.16%             | 2031-07-14      | Floating      | 9.96%                 | Yes           |                  2 | On Loan: No      |
| 6016133.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5462 | PA      | $5151.14      | 0.00%             | 2024-04-22      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 6023663.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48270 | PA      | $43180.17     | 0.02%             | 2024-04-25      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 5894883.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2310 | PA      | $2214.17      | 0.00%             | 2024-03-10      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 6151820.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7178 | PA      | $6742.21      | 0.00%             | 2024-05-21      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 5788357.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2154 | PA      | $1636.77      | 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        |     10203 | PA      | $9838.05      | 0.00%             | 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        |      3721 | PA      | $3653.56      | 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        |     12988 | PA      | $12679.03     | 0.01%             | 2024-02-11      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 6226004.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22377 | PA      | $21387.57     | 0.01%             | 2024-06-15      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 6120990.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3475 | PA      | $3234.93      | 0.00%             | 2024-05-10      | Fixed         | 5.52%                 | No            |                  3 | On Loan: No      |
| 5991520.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2123 | PA      | $2013.61      | 0.00%             | 2024-04-13      | Fixed         | 4.02%                 | No            |                  3 | On Loan: No      |
| 6144853.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3311 | PA      | $2668.64      | 0.00%             | 2024-05-18      | Fixed         | 5.08%                 | 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      | $878743.83    | 0.39%             | 2048-11-18      | Variable      | 3.36%                 | Yes           |                  2 | On Loan: No      |
| 5943431.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1558 | PA      | $1474.69      | 0.00%             | 2024-03-28      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5850139.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40684 | PA      | $39511.25     | 0.02%             | 2024-02-25      | Fixed         | 3.43%                 | No            |                  3 | On Loan: No      |
| 6032612.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43522 | PA      | $42014.66     | 0.02%             | 2024-04-27      | Fixed         | 3.87%                 | No            |                  3 | On Loan: No      |
| 5780760.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2876 | PA      | $2777.54      | 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        |      9591 | PA      | $8871.77      | 0.00%             | 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        |     12398 | PA      | $11431.31     | 0.01%             | 2024-03-09      | Fixed         | 5.26%                 | No            |                  3 | On Loan: No      |
| 6194533.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       621 | PA      | $574.32       | 0.00%             | 2024-06-06      | Fixed         | 4.71%                 | 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        |    351445 | NS      | $1546358.00   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| 5889463.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21103 | PA      | $17243.11     | 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        |      4567 | PA      | $4392.18      | 0.00%             | 2024-03-25      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 6043171.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1250 | PA      | $1187.03      | 0.00%             | 2024-05-01      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 6058896.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1391 | PA      | $1300.84      | 0.00%             | 2024-05-05      | Fixed         | 5.37%                 | No            |                  3 | On Loan: No      |
| 5863529.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4636 | PA      | $4333.71      | 0.00%             | 2024-02-29      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 6147731.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2437 | PA      | $2285.17      | 0.00%             | 2024-05-20      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 6115625.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6298 | PA      | $5988.28      | 0.00%             | 2024-05-09      | Fixed         | 5.27%                 | 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      | $93813.91     | 0.04%             | 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        |      4059 | PA      | $3848.03      | 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        |      2144 | PA      | $1867.27      | 0.00%             | 2024-02-19      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| Chicago Board of Trade                                 | US 10yr Ultra Fut Mar23                                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        95 | NC      | $11236718.75  | 4.99%             |  |  |  | No            |                  1 | On Loan: No      |
| 6133454.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3976 | PA      | $3765.97      | 0.00%             | 2024-05-15      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5819542.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       354 | PA      | $344.23       | 0.00%             | 2024-02-16      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 6226402.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5318 | PA      | $4915.09      | 0.00%             | 2024-06-15      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5896016.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6504 | PA      | $6299.64      | 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        |     41111 | PA      | $40010.66     | 0.02%             | 2024-03-16      | Fixed         | 3.60%                 | No            |                  3 | On Loan: No      |
| 6146372.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25615 | PA      | $24379.39     | 0.01%             | 2024-05-18      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5997034.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15288 | PA      | $12984.13     | 0.01%             | 2024-04-15      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 6006464.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9615 | PA      | $8912.28      | 0.00%             | 2024-04-19      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 6123131.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2752 | PA      | $2627.94      | 0.00%             | 2024-05-10      | Fixed         | 4.59%                 | No            |                  3 | On Loan: No      |
| 6123917.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22340 | PA      | $21416.99     | 0.01%             | 2024-05-10      | Fixed         | 4.31%                 | No            |                  3 | On Loan: No      |
| 5940241.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38065 | PA      | $37085.90     | 0.02%             | 2024-03-27      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 6065823.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2462 | PA      | $2176.40      | 0.00%             | 2024-05-08      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5774571.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       185 | PA      | $181.29       | 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        |      8856 | PA      | $8619.08      | 0.00%             | 2024-03-08      | Fixed         | 4.21%                 | No            |                  3 | On Loan: No      |
| 6015623.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2115 | PA      | $1949.80      | 0.00%             | 2024-04-21      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 5857029.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2213 | PA      | $1383.39      | 0.00%             | 2024-02-29      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 6064675.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6626 | PA      | $6320.20      | 0.00%             | 2024-05-08      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5850843.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6385 | PA      | $4021.09      | 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        |      1602 | PA      | $1562.16      | 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        |      5090 | PA      | $4759.29      | 0.00%             | 2024-03-19      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 5962152.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2980 | PA      | $2711.89      | 0.00%             | 2024-04-04      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 6147444.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1496 | PA      | $1368.25      | 0.00%             | 2024-05-19      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 6146109.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8058 | PA      | $7750.84      | 0.00%             | 2024-05-18      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 6032163.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9364 | PA      | $8557.11      | 0.00%             | 2024-04-27      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5979346.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       831 | PA      | $794.62       | 0.00%             | 2024-04-09      | Fixed         | 5.51%                 | No            |                  3 | On Loan: No      |
| 6164893.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14678 | PA      | $12972.70     | 0.01%             | 2024-05-26      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 5855774.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       575 | PA      | $558.56       | 0.00%             | 2024-02-27      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 6176313.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9709 | PA      | $9174.42      | 0.00%             | 2024-05-30      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5904235.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5594 | PA      | $4979.39      | 0.00%             | 2024-03-14      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5819613.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7481 | PA      | $6822.54      | 0.00%             | 2024-02-16      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6255203.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4474 | PA      | $4132.39      | 0.00%             | 2024-06-24      | Fixed         | 5.31%                 | No            |                  3 | On Loan: No      |
| 6055690.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1396 | PA      | $1265.38      | 0.00%             | 2024-05-04      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| 5841651.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5315 | PA      | $4681.87      | 0.00%             | 2024-02-23      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 6004677.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     65808 | PA      | $57493.34     | 0.03%             | 2024-04-18      | Fixed         | 4.07%                 | No            |                  3 | On Loan: No      |
| 5909234.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4272 | PA      | $3995.71      | 0.00%             | 2024-03-15      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| 6034993.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4037 | PA      | $3816.51      | 0.00%             | 2024-04-28      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6181330.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14460 | PA      | $13593.00     | 0.01%             | 2024-06-01      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 5939499.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7165 | PA      | $6865.41      | 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        |      7366 | PA      | $7085.63      | 0.00%             | 2024-02-29      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5963698.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16873 | PA      | $16238.35     | 0.01%             | 2024-04-04      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5934940.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3710 | PA      | $3632.52      | 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        |     17991 | PA      | $16591.99     | 0.01%             | 2024-02-26      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 6250660.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4568 | PA      | $4275.54      | 0.00%             | 2024-06-22      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 6003223.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33822 | PA      | $32618.96     | 0.01%             | 2024-04-18      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5836651.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2318 | PA      | $2258.05      | 0.00%             | 2024-02-22      | Fixed         | 4.15%                 | No            |                  3 | On Loan: No      |
| 5995709.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28323 | PA      | $27373.49     | 0.01%             | 2024-04-14      | Fixed         | 3.87%                 | No            |                  3 | On Loan: No      |
| 6178381.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3559 | PA      | $3280.52      | 0.00%             | 2024-06-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| 5835813.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2556 | PA      | $2473.62      | 0.00%             | 2024-02-21      | Fixed         | 4.04%                 | No            |                  3 | On Loan: No      |
| Sweetwater Sound                                       | Sweetwater Borrower, LLC, First Lien - Initial Term Loan            | CUSIP: N/A<br>LEI: 254900JJU57789DC8283       | Long             | LON              | CORP              | US        |    112141 | PA      | $104291.50    | 0.05%             | 2028-08-03      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| 5877673.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1384 | PA      | $1340.41      | 0.00%             | 2024-03-03      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 6011959.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3384 | PA      | $3082.83      | 0.00%             | 2024-04-20      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5849176.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14804 | PA      | $13830.30     | 0.01%             | 2024-02-25      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 6010497.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4405 | PA      | $4262.58      | 0.00%             | 2024-04-20      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 5750692.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2053 | PA      | $1911.02      | 0.00%             | 2024-01-28      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 6158845.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3950 | PA      | $3306.51      | 0.00%             | 2024-05-23      | Fixed         | 5.03%                 | No            |                  3 | On Loan: No      |
| 5765262.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1084 | PA      | $1057.94      | 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        |      4147 | PA      | $4028.12      | 0.00%             | 2024-02-10      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| Sizzle Acquisition Corp                                | Sizzle Acquisition Corp.                                            | CUSIP: 83014E117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     52112 | NC      | $15633.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 5887948.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       747 | PA      | $624.31       | 0.00%             | 2024-03-08      | Fixed         | 5.51%                 | No            |                  3 | On Loan: No      |
| 6053636.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2253 | PA      | $1788.59      | 0.00%             | 2024-05-03      | Fixed         | 5.34%                 | No            |                  3 | On Loan: No      |
| 5879252.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2884 | PA      | $2790.27      | 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        |      1556 | PA      | $1479.08      | 0.00%             | 2024-03-14      | Fixed         | 3.92%                 | No            |                  3 | On Loan: No      |
| 6199836.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2155 | PA      | $1991.15      | 0.00%             | 2024-06-07      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| 6107510.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7043 | PA      | $6477.52      | 0.00%             | 2024-05-09      | Fixed         | 5.43%                 | No            |                  3 | On Loan: No      |
| 5760654.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2633 | PA      | $2064.73      | 0.00%             | 2024-02-01      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 6161132.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17464 | PA      | $15944.60     | 0.01%             | 2024-05-24      | Fixed         | 4.94%                 | No            |                  3 | On Loan: No      |
| 6066466.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8098 | PA      | $7393.03      | 0.00%             | 2024-05-08      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 6164429.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2536 | PA      | $2340.88      | 0.00%             | 2024-05-25      | Fixed         | 5.03%                 | No            |                  3 | On Loan: No      |
| 6024540.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38456 | PA      | $37001.72     | 0.02%             | 2024-04-26      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5867281.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14742 | PA      | $13245.98     | 0.01%             | 2024-02-29      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 6027104.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       405 | PA      | $390.81       | 0.00%             | 2024-04-26      | Fixed         | 4.04%                 | No            |                  3 | On Loan: No      |
| 6146287.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1596 | PA      | $1514.13      | 0.00%             | 2024-05-18      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 5837237.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1792 | PA      | $1753.99      | 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        |       438 | PA      | $425.99       | 0.00%             | 2024-02-23      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 6126411.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36648 | PA      | $35243.64     | 0.02%             | 2024-05-12      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5805133.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10087 | PA      | $9738.44      | 0.00%             | 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        |      4598 | PA      | $3674.88      | 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        |       844 | PA      | $777.23       | 0.00%             | 2024-02-29      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 6064366.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5535 | PA      | $4983.45      | 0.00%             | 2024-05-08      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5890891.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2527 | PA      | $1520.08      | 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        |     13431 | PA      | $12749.77     | 0.01%             | 2024-03-12      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 6133860.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1781 | PA      | $1701.03      | 0.00%             | 2024-05-15      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 6165584.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23083 | PA      | $19908.37     | 0.01%             | 2024-05-27      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 5915462.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1788 | PA      | $1741.67      | 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        |       449 | PA      | $435.69       | 0.00%             | 2024-02-16      | Fixed         | 4.47%                 | No            |                  3 | On Loan: No      |
| 6213533.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50568 | PA      | $47552.71     | 0.02%             | 2024-06-12      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5837660.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2847 | PA      | $2584.74      | 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        |      8555 | PA      | $8307.85      | 0.00%             | 2024-02-17      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 6236593.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       427 | PA      | $393.71       | 0.00%             | 2024-06-18      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 6034050.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4557 | PA      | $4344.94      | 0.00%             | 2024-04-28      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5851667.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1248 | PA      | $1221.31      | 0.00%             | 2024-02-25      | Fixed         | 2.97%                 | No            |                  3 | On Loan: No      |
| 6135985.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17500 | PA      | $15967.91     | 0.01%             | 2024-05-16      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| 6035401.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3674 | PA      | $3520.88      | 0.00%             | 2024-04-28      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5997301.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3494 | PA      | $3214.68      | 0.00%             | 2024-04-16      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| Anthology (Astra Acquisition)/Blackboard               | Astra Acquisition Corp.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    188028 | PA      | $166874.91    | 0.07%             | 2028-10-22      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| 5957795.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       344 | PA      | $329.70       | 0.00%             | 2024-04-03      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 5814810.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       783 | PA      | $692.86       | 0.00%             | 2024-02-14      | Fixed         | 4.64%                 | No            |                  3 | On Loan: No      |
| 6178432.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16253 | PA      | $15387.20     | 0.01%             | 2024-06-01      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 5892723.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7344 | PA      | $6998.18      | 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        |      4173 | PA      | $3826.37      | 0.00%             | 2024-03-13      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 6206447.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28112 | PA      | $26409.96     | 0.01%             | 2024-06-09      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 5933774.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1742 | PA      | $1495.30      | 0.00%             | 2024-03-23      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| 5948345.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14011 | PA      | $13123.39     | 0.01%             | 2024-03-29      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 5937358.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27580 | PA      | $25575.34     | 0.01%             | 2024-03-26      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5961795.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       957 | PA      | $909.41       | 0.00%             | 2024-04-04      | Fixed         | 5.32%                 | No            |                  3 | On Loan: No      |
| 5822490.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10533 | PA      | $10057.23     | 0.00%             | 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      | $436239.33    | 0.19%             | 2034-04-15      | Floating      | 10.08%                | Yes           |                  2 | On Loan: No      |
| 5853225.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3044 | PA      | $2977.03      | 0.00%             | 2024-02-26      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 6013659.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2398 | PA      | $2189.89      | 0.00%             | 2024-04-21      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| Areit Cre Trust                                        | AREIT Trust                                                         | CUSIP: 00217LAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    538000 | PA      | $501002.28    | 0.22%             | 2036-09-16      | Floating      | 7.09%                 | Yes           |                  2 | On Loan: No      |
| 6204346.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1531 | PA      | $1415.02      | 0.00%             | 2024-06-08      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 6005760.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4279 | PA      | $4109.96      | 0.00%             | 2024-04-19      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5914255.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4557 | PA      | $4423.90      | 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        |     19176 | PA      | $13467.18     | 0.01%             | 2024-03-26      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 6133371.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9955 | PA      | $9579.38      | 0.00%             | 2024-05-15      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5986006.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26557 | PA      | $24578.91     | 0.01%             | 2024-04-12      | Fixed         | 5.38%                 | 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      | $164197.22    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| 6158351.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1368 | PA      | $1299.66      | 0.00%             | 2024-05-23      | Fixed         | 5.03%                 | No            |                  3 | On Loan: No      |
| 6212950.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2705 | PA      | $2595.15      | 0.00%             | 2024-06-12      | Fixed         | 4.27%                 | 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        |    488096 | PA      | $459556.95    | 0.20%             | 2026-07-15      | Floating      | 8.02%                 | Yes           |                  2 | On Loan: No      |
| 6045359.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3713 | PA      | $3485.27      | 0.00%             | 2024-05-01      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| 5900636.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       598 | PA      | $560.97       | 0.00%             | 2024-03-13      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 6237657.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6616 | PA      | $6372.49      | 0.00%             | 2024-06-19      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5911330.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9924 | PA      | $9446.08      | 0.00%             | 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        |     43487 | PA      | $40716.72     | 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        |      1216 | PA      | $1067.26      | 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        |     42485 | PA      | $38681.73     | 0.02%             | 2024-03-13      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 6165491.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33625 | PA      | $28513.38     | 0.01%             | 2024-05-26      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| 6235835.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24340 | PA      | $23019.96     | 0.01%             | 2024-06-17      | Fixed         | 4.61%                 | No            |                  3 | On Loan: No      |
| 6184062.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5232 | PA      | $4809.90      | 0.00%             | 2024-06-02      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| 6132393.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25562 | PA      | $24218.58     | 0.01%             | 2024-05-15      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5973705.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2884 | PA      | $2751.74      | 0.00%             | 2024-04-06      | Fixed         | 4.58%                 | No            |                  3 | On Loan: No      |
| 5978096.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8863 | PA      | $8415.62      | 0.00%             | 2024-04-08      | Fixed         | 5.51%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                            | Federal Home Loan Mortgage Corp. REMICS                             | CUSIP: 3137AYZ61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    632059 | PA      | $540075.29    | 0.24%             | 2033-01-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| 5878020.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2529 | PA      | $2461.45      | 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        |      9934 | PA      | $9625.68      | 0.00%             | 2024-02-28      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 6216648.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4214 | PA      | $4042.40      | 0.00%             | 2024-06-13      | Fixed         | 4.27%                 | No            |                  3 | On Loan: No      |
| 5923093.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10877 | PA      | $10491.76     | 0.00%             | 2024-03-21      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5980605.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7406 | PA      | $7120.28      | 0.00%             | 2024-04-10      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6243589.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1941 | PA      | $1804.92      | 0.00%             | 2024-06-20      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5943670.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27402 | PA      | $26042.21     | 0.01%             | 2024-03-28      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 5976334.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7624 | PA      | $7171.00      | 0.00%             | 2024-04-07      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5960619.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4114 | PA      | $3927.97      | 0.00%             | 2024-04-04      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 6016271.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       767 | PA      | $689.03       | 0.00%             | 2024-04-22      | Fixed         | 4.76%                 | No            |                  3 | On Loan: No      |
| 6014232.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1030 | PA      | $986.84       | 0.00%             | 2024-04-21      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 6024114.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10652 | PA      | $10144.33     | 0.00%             | 2024-04-25      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 6141041.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4176 | PA      | $3742.10      | 0.00%             | 2024-05-17      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5956234.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2357 | PA      | $2162.80      | 0.00%             | 2024-04-02      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 6127294.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3501 | PA      | $3369.03      | 0.00%             | 2024-05-13      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5877586.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1030 | PA      | $878.98       | 0.00%             | 2024-03-03      | Fixed         | 4.76%                 | No            |                  3 | On Loan: No      |
| 6158846.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10812 | PA      | $10259.95     | 0.00%             | 2024-05-23      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5851998.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3909 | PA      | $3808.36      | 0.00%             | 2024-02-26      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 5974054.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2379 | PA      | $2200.15      | 0.00%             | 2024-04-06      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 5883017.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7724 | PA      | $3830.69      | 0.00%             | 2024-03-07      | Fixed         | 4.01%                 | No            |                  3 | On Loan: No      |
| 5956555.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11262 | PA      | $10890.87     | 0.00%             | 2024-04-02      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 5765824.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1876 | PA      | $1540.62      | 0.00%             | 2024-02-02      | Fixed         | 3.90%                 | No            |                  3 | On Loan: No      |
| 6225247.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1433 | PA      | $1327.22      | 0.00%             | 2024-06-15      | Fixed         | 5.34%                 | No            |                  3 | On Loan: No      |
| 5993874.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2360 | PA      | $2236.38      | 0.00%             | 2024-04-14      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 6149980.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29499 | PA      | $28046.03     | 0.01%             | 2024-05-21      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 5974999.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5482 | PA      | $4676.25      | 0.00%             | 2024-04-07      | Fixed         | 5.41%                 | No            |                  3 | On Loan: No      |
| 5984194.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1111 | PA      | $758.02       | 0.00%             | 2024-04-11      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| 6194538.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1349 | PA      | $1237.78      | 0.00%             | 2024-06-06      | Fixed         | 5.48%                 | No            |                  3 | On Loan: No      |
| 5998682.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1437 | PA      | $1370.13      | 0.00%             | 2024-04-17      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5829843.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7420 | PA      | $4878.29      | 0.00%             | 2024-02-18      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 6218417.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2810 | PA      | $2639.11      | 0.00%             | 2024-06-14      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 6258832.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     52166 | PA      | $49328.07     | 0.02%             | 2024-06-27      | Fixed         | 4.59%                 | No            |                  3 | On Loan: No      |
| 6016652.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       542 | PA      | $510.44       | 0.00%             | 2024-04-23      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 5784103.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25337 | PA      | $23372.01     | 0.01%             | 2024-02-08      | Fixed         | 4.64%                 | No            |                  3 | On Loan: No      |
| 6022174.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3616 | PA      | $3321.40      | 0.00%             | 2024-04-25      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| Us Treasury N/b                                        | U.S. Treasury Bond                                                  | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23150000 | PA      | $13782840.73  | 6.12%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| 6058459.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3708 | PA      | $3524.26      | 0.00%             | 2024-05-05      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 6236134.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4026 | PA      | $3771.53      | 0.00%             | 2024-06-18      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 6235351.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12622 | PA      | $11907.51     | 0.01%             | 2024-06-17      | Fixed         | 4.55%                 | No            |                  3 | 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      | $344148.11    | 0.15%             | 2049-05-12      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| 6123230.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4000 | PA      | $3807.38      | 0.00%             | 2024-05-10      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 5949764.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3396 | PA      | $3118.68      | 0.00%             | 2024-03-29      | Fixed         | 5.36%                 | No            |                  3 | On Loan: No      |
| 5775604.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1155 | PA      | $658.77       | 0.00%             | 2024-02-05      | Fixed         | 5.13%                 | No            |                  3 | On Loan: No      |
| 6054628.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5742 | PA      | $5513.15      | 0.00%             | 2024-05-03      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5993140.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24410 | PA      | $23540.50     | 0.01%             | 2024-04-14      | Fixed         | 4.09%                 | No            |                  3 | On Loan: No      |
| 5939989.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6935 | PA      | $6726.93      | 0.00%             | 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        |      2259 | PA      | $2018.44      | 0.00%             | 2024-03-19      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| 6022884.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2009 | PA      | $1674.82      | 0.00%             | 2024-04-25      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 6181985.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     96972 | PA      | $92359.69     | 0.04%             | 2024-06-02      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 6171362.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12384 | PA      | $11370.40     | 0.01%             | 2024-05-29      | Fixed         | 5.49%                 | No            |                  3 | On Loan: No      |
| 6241298.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11420 | PA      | $10705.08     | 0.00%             | 2024-06-20      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 5769097.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4189 | PA      | $3789.81      | 0.00%             | 2024-02-03      | Fixed         | 4.76%                 | No            |                  3 | On Loan: No      |
| 5945617.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       252 | PA      | $245.69       | 0.00%             | 2024-03-28      | Fixed         | 3.72%                 | No            |                  3 | On Loan: No      |
| 5915202.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1515 | PA      | $1439.40      | 0.00%             | 2024-03-19      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 6215912.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1763 | PA      | $1644.22      | 0.00%             | 2024-06-13      | Fixed         | 5.10%                 | No            |                  3 | On Loan: No      |
| 6003174.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15704 | PA      | $14648.12     | 0.01%             | 2024-04-18      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 5995876.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       670 | PA      | $624.42       | 0.00%             | 2024-04-14      | Fixed         | 5.10%                 | No            |                  3 | On Loan: No      |
| 6005342.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2837 | PA      | $2703.81      | 0.00%             | 2024-04-19      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5904364.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2278 | PA      | $2088.64      | 0.00%             | 2024-03-14      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6021416.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1026 | PA      | $970.79       | 0.00%             | 2024-04-25      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5833670.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3305 | PA      | $2093.57      | 0.00%             | 2024-02-19      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 6238213.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2218 | PA      | $2042.79      | 0.00%             | 2024-06-19      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 6063073.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5578 | PA      | $5378.32      | 0.00%             | 2024-05-07      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 6022981.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1443 | PA      | $1378.50      | 0.00%             | 2024-04-25      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 6173351.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2892 | PA      | $2666.20      | 0.00%             | 2024-05-30      | Fixed         | 5.48%                 | No            |                  3 | On Loan: No      |
| 6132353.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10427 | PA      | $9963.80      | 0.00%             | 2024-05-15      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 5848238.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5663 | PA      | $4613.06      | 0.00%             | 2024-02-25      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 6159477.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2426 | PA      | $2314.31      | 0.00%             | 2024-05-23      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 6037788.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4696 | PA      | $4468.75      | 0.00%             | 2024-04-30      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 6210721.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3113 | PA      | $2868.52      | 0.00%             | 2024-06-11      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 5893221.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3550 | PA      | $1790.82      | 0.00%             | 2024-03-09      | Fixed         | 4.01%                 | No            |                  3 | On Loan: No      |
| 6029258.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7598 | PA      | $7320.51      | 0.00%             | 2024-04-27      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6126626.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5150 | PA      | $4851.83      | 0.00%             | 2024-05-12      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5902887.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11485 | PA      | $10785.02     | 0.00%             | 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        |      4337 | PA      | $4099.56      | 0.00%             | 2024-03-11      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| 6035880.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2765 | PA      | $2654.26      | 0.00%             | 2024-04-28      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 5954837.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3480 | PA      | $3343.42      | 0.00%             | 2024-03-30      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 6124662.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3487 | PA      | $3258.64      | 0.00%             | 2024-05-11      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| 5818075.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1177 | PA      | $1147.78      | 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        |     17249 | PA      | $16599.72     | 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        |      5040 | PA      | $4718.42      | 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        |      4855 | PA      | $4743.65      | 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        |      2054 | PA      | $2004.03      | 0.00%             | 2024-02-26      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 6045640.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6131 | PA      | $5753.14      | 0.00%             | 2024-05-02      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| 6173751.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2051 | PA      | $1968.88      | 0.00%             | 2024-05-30      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5899502.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7367 | PA      | $7162.86      | 0.00%             | 2024-03-13      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5957951.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3753 | PA      | $3525.79      | 0.00%             | 2024-04-03      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 6045624.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       803 | PA      | $762.78       | 0.00%             | 2024-05-02      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5951903.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25496 | PA      | $24525.58     | 0.01%             | 2024-03-29      | Fixed         | 4.21%                 | No            |                  3 | On Loan: No      |
| 5765443.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51640 | PA      | $50189.43     | 0.02%             | 2024-02-02      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5954884.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6444 | PA      | $6202.76      | 0.00%             | 2024-03-30      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 5956223.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       616 | PA      | $591.66       | 0.00%             | 2024-04-02      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 5996432.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2485 | PA      | $2405.27      | 0.00%             | 2024-04-15      | Fixed         | 3.60%                 | No            |                  3 | On Loan: No      |
| 6251222.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9196 | PA      | $8611.14      | 0.00%             | 2024-06-22      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 6046784.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1455 | PA      | $1403.96      | 0.00%             | 2024-05-02      | Fixed         | 4.01%                 | No            |                  3 | On Loan: No      |
| 6235527.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2263 | PA      | $2092.49      | 0.00%             | 2024-06-17      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 6056204.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6819 | PA      | $6345.50      | 0.00%             | 2024-05-04      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 6121633.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1232 | PA      | $1167.92      | 0.00%             | 2024-05-10      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| 5979304.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4735 | PA      | $4373.38      | 0.00%             | 2024-04-09      | Fixed         | 5.12%                 | 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      | $625.54       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5888884.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2138 | PA      | $2021.60      | 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        |     25589 | NS      | $378461.31    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| 6059395.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       813 | PA      | $749.88       | 0.00%             | 2024-05-06      | Fixed         | 5.52%                 | No            |                  3 | On Loan: No      |
| 5853579.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2067 | PA      | $2002.20      | 0.00%             | 2024-02-26      | Fixed         | 4.23%                 | No            |                  3 | On Loan: No      |
| 6145945.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2766 | PA      | $2606.67      | 0.00%             | 2024-05-18      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5949822.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       353 | PA      | $338.04       | 0.00%             | 2024-03-29      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| 6032397.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7893 | PA      | $7527.45      | 0.00%             | 2024-04-27      | Fixed         | 4.58%                 | No            |                  3 | On Loan: No      |
| 6005509.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11164 | PA      | $10763.82     | 0.00%             | 2024-04-19      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5948785.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2993 | PA      | $2869.94      | 0.00%             | 2024-03-29      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 6185005.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4197 | PA      | $3949.54      | 0.00%             | 2024-06-02      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 6195084.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4349 | PA      | $4039.66      | 0.00%             | 2024-06-07      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| 6224037.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4426 | PA      | $4196.89      | 0.00%             | 2024-06-15      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5764114.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34519 | PA      | $33315.53     | 0.01%             | 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      | $225970.19    | 0.10%             | 2030-02-10      | Variable      | 3.48%                 | Yes           |                  2 | On Loan: No      |
| 5829940.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3522 | PA      | $3342.11      | 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        |      2326 | PA      | $2111.85      | 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        |     37596 | PA      | $33914.91     | 0.02%             | 2024-03-21      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 6225092.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3870 | PA      | $3711.80      | 0.00%             | 2024-06-15      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 6235699.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16415 | PA      | $15138.63     | 0.01%             | 2024-06-17      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 5994210.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3948 | PA      | $3504.62      | 0.00%             | 2024-04-14      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 6055435.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16146 | PA      | $15487.26     | 0.01%             | 2024-05-04      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 5862904.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       707 | PA      | $631.37       | 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        |      1382 | PA      | $1253.78      | 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        |       839 | PA      | $421.78       | 0.00%             | 2024-02-02      | Fixed         | 4.95%                 | No            |                  3 | On Loan: No      |
| 6171275.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7193 | PA      | $6726.14      | 0.00%             | 2024-05-29      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 6037597.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1098 | PA      | $1045.81      | 0.00%             | 2024-04-29      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| 5827548.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4541 | PA      | $4278.38      | 0.00%             | 2024-02-18      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5961891.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29231 | PA      | $28008.19     | 0.01%             | 2024-04-04      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5820795.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4494 | PA      | $4353.84      | 0.00%             | 2024-02-16      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 6013627.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5024 | PA      | $4852.28      | 0.00%             | 2024-04-21      | Fixed         | 3.86%                 | 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      | $468430.40    | 0.21%             | 2030-04-20      | Floating      | 7.09%                 | Yes           |                  2 | On Loan: No      |
| 5855227.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1403 | PA      | $593.39       | 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        |      2903 | PA      | $2646.93      | 0.00%             | 2024-03-24      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 6159483.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3120 | PA      | $2999.27      | 0.00%             | 2024-05-23      | Fixed         | 3.99%                 | No            |                  3 | On Loan: No      |
| 5831280.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10631 | PA      | $10317.64     | 0.00%             | 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        |      4004 | PA      | $3863.13      | 0.00%             | 2024-02-04      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 6035888.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6178 | PA      | $5861.67      | 0.00%             | 2024-04-28      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 6158775.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3886 | PA      | $3353.99      | 0.00%             | 2024-05-23      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 5767780.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5170 | PA      | $5048.90      | 0.00%             | 2024-02-03      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 5997401.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10298 | PA      | $9689.34      | 0.00%             | 2024-04-16      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5762953.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4540 | PA      | $4437.18      | 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        |       387 | PA      | $364.86       | 0.00%             | 2024-03-20      | Fixed         | 3.64%                 | No            |                  3 | On Loan: No      |
| 6044239.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2461 | PA      | $2296.85      | 0.00%             | 2024-05-01      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 6241665.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2780 | PA      | $2628.17      | 0.00%             | 2024-06-20      | Fixed         | 4.59%                 | No            |                  3 | On Loan: No      |
| 5965102.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6976 | PA      | $6710.27      | 0.00%             | 2024-04-05      | Fixed         | 4.27%                 | No            |                  3 | On Loan: No      |
| 6176435.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5894 | PA      | $5390.88      | 0.00%             | 2024-05-30      | Fixed         | 5.48%                 | No            |                  3 | On Loan: No      |
| 6184053.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1020 | PA      | $942.97       | 0.00%             | 2024-06-02      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 5995924.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11284 | PA      | $10881.03     | 0.00%             | 2024-04-14      | Fixed         | 4.09%                 | No            |                  3 | On Loan: No      |
| 5813697.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1981 | PA      | $1614.13      | 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        |      8956 | PA      | $8660.54      | 0.00%             | 2024-02-23      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 5945315.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2274 | PA      | $2186.26      | 0.00%             | 2024-03-28      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 6141325.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11028 | PA      | $10073.16     | 0.00%             | 2024-05-17      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5784051.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1437 | PA      | $1373.07      | 0.00%             | 2024-02-08      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 6157596.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20460 | PA      | $19236.78     | 0.01%             | 2024-05-23      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 6158696.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11414 | PA      | $10229.53     | 0.00%             | 2024-05-23      | Fixed         | 5.03%                 | No            |                  3 | On Loan: No      |
| 6173000.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     84961 | PA      | $81571.58     | 0.04%             | 2024-05-29      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5896006.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1824 | PA      | $1766.28      | 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        |      3665 | PA      | $3187.37      | 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        |     27193 | PA      | $25478.00     | 0.01%             | 2024-03-17      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| 6124754.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       767 | PA      | $712.61       | 0.00%             | 2024-05-11      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| 6186753.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       903 | PA      | $832.09       | 0.00%             | 2024-06-04      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 6126602.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5920 | PA      | $5532.37      | 0.00%             | 2024-05-12      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 5895807.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       825 | PA      | $808.40       | 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        |      2488 | PA      | $2436.38      | 0.00%             | 2024-03-07      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5943441.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1183 | PA      | $1138.17      | 0.00%             | 2024-03-28      | Fixed         | 3.86%                 | No            |                  3 | On Loan: No      |
| 5982232.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1031 | PA      | $974.26       | 0.00%             | 2024-04-11      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| 6020477.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1333 | PA      | $1274.58      | 0.00%             | 2024-04-24      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 6013041.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1937 | PA      | $1866.82      | 0.00%             | 2024-04-21      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 6242171.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33222 | PA      | $31737.35     | 0.01%             | 2024-06-20      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| 5931886.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       714 | PA      | $678.59       | 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        |     21146 | PA      | $20235.11     | 0.01%             | 2024-02-28      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 6238537.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2567 | PA      | $2350.77      | 0.00%             | 2024-06-19      | Fixed         | 5.36%                 | No            |                  3 | On Loan: No      |
| 6013750.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11810 | PA      | $11293.05     | 0.01%             | 2024-04-21      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 6061011.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14940 | PA      | $14181.60     | 0.01%             | 2024-05-07      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 6007354.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6860 | PA      | $6614.89      | 0.00%             | 2024-04-19      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 6066066.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5406 | PA      | $5068.71      | 0.00%             | 2024-05-08      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 5795066.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3719 | PA      | $3477.08      | 0.00%             | 2024-02-10      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 6053186.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2833 | PA      | $2709.50      | 0.00%             | 2024-05-03      | Fixed         | 4.43%                 | No            |                  3 | On Loan: No      |
| 6243962.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       787 | PA      | $724.25       | 0.00%             | 2024-06-21      | Fixed         | 5.35%                 | No            |                  3 | On Loan: No      |
| 5901921.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4275 | PA      | $3640.28      | 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        |     36795 | PA      | $35352.00     | 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        |       544 | PA      | $515.97       | 0.00%             | 2024-03-14      | Fixed         | 5.03%                 | No            |                  3 | On Loan: No      |
| 6133246.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1002 | PA      | $955.33       | 0.00%             | 2024-05-15      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 6162797.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2015 | PA      | $1932.87      | 0.00%             | 2024-05-25      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5760535.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5192 | PA      | $4816.11      | 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        |      2045 | PA      | $1854.50      | 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        |      4122 | PA      | $3883.10      | 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        |      3405 | PA      | $3320.55      | 0.00%             | 2024-02-15      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 6146279.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4861 | PA      | $4369.82      | 0.00%             | 2024-05-18      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| 6150396.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38378 | PA      | $36465.61     | 0.02%             | 2024-05-21      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5824963.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10381 | PA      | $10080.08     | 0.00%             | 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        |       537 | PA      | $507.25       | 0.00%             | 2024-03-21      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 6055643.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11461 | PA      | $9611.54      | 0.00%             | 2024-05-04      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 6161399.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3084 | PA      | $2925.98      | 0.00%             | 2024-05-24      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 6124830.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2186 | PA      | $2043.35      | 0.00%             | 2024-05-11      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| Alpha Holding Sa                                       | Alpha Holding SA de CV                                              | CUSIP: 02074AAB0<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |    282819 | PA      | $0.00         | 0.00%             | 2025-02-10      | Fixed         | 9.00%                 | Yes           |                  3 | On Loan: No      |
| 5985144.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2641 | PA      | $2512.22      | 0.00%             | 2024-04-12      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 6042576.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18245 | PA      | $17466.11     | 0.01%             | 2024-05-01      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5949841.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21683 | PA      | $20876.67     | 0.01%             | 2024-03-29      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 6243410.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6741 | PA      | $6422.78      | 0.00%             | 2024-06-20      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5990504.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       778 | PA      | $720.87       | 0.00%             | 2024-04-13      | Fixed         | 5.44%                 | No            |                  3 | On Loan: No      |
| 5834579.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3998 | PA      | $3867.19      | 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      | $697579.53    | 0.31%             | 2034-03-15      | Floating      | 6.82%                 | Yes           |                  2 | On Loan: No      |
| 6165112.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39128 | PA      | $37512.61     | 0.02%             | 2024-05-26      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5995822.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       706 | PA      | $680.33       | 0.00%             | 2024-04-14      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5852737.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1881 | PA      | $1561.51      | 0.00%             | 2024-02-26      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 6005658.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       880 | PA      | $818.80       | 0.00%             | 2024-04-19      | Fixed         | 3.65%                 | 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      | $300510.45    | 0.13%             | 2024-12-15      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| 6066033.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2363 | PA      | $2250.98      | 0.00%             | 2024-05-08      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| 5793913.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1547 | PA      | $1399.55      | 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        |      3976 | PA      | $3831.05      | 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      | $280000.00    | 0.12%             | 2049-12-31      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| 6165670.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1490 | PA      | $1388.75      | 0.00%             | 2024-05-27      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 5843414.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21452 | PA      | $20773.35     | 0.01%             | 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        |      2699 | PA      | $2584.98      | 0.00%             | 2024-02-23      | Fixed         | 3.41%                 | No            |                  3 | On Loan: No      |
| 6057058.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13289 | PA      | $12747.10     | 0.01%             | 2024-05-04      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| Ecopetrol Sa                                           | Ecopetrol SA                                                        | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    350000 | PA      | $244451.72    | 0.11%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| 6047342.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14311 | PA      | $13646.41     | 0.01%             | 2024-05-02      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 6024154.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28694 | PA      | $23964.01     | 0.01%             | 2024-04-25      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 6000115.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3331 | PA      | $3180.78      | 0.00%             | 2024-04-17      | Fixed         | 4.46%                 | No            |                  3 | On Loan: No      |
| 5877299.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       826 | PA      | $785.35       | 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        |     71344 | PA      | $65873.40     | 0.03%             | 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      | $1581.77      | 0.00%             | 2024-06-28      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| 6051210.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3262 | PA      | $3109.48      | 0.00%             | 2024-05-03      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 6249936.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       792 | PA      | $730.46       | 0.00%             | 2024-06-22      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 5813948.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2010 | PA      | $1949.61      | 0.00%             | 2024-02-13      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 6043585.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5253 | PA      | $4664.89      | 0.00%             | 2024-05-01      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 6163869.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2125 | PA      | $1984.03      | 0.00%             | 2024-05-25      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5997165.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5348 | PA      | $5097.65      | 0.00%             | 2024-04-16      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 6208720.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6248 | PA      | $5722.70      | 0.00%             | 2024-06-09      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| 5898953.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3991 | PA      | $3784.73      | 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        |       183 | PA      | $180.06       | 0.00%             | 2024-02-11      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 6064351.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4192 | PA      | $3941.26      | 0.00%             | 2024-05-08      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 5934449.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2062 | PA      | $1972.81      | 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      | $242.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 6112885.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14010 | PA      | $13087.15     | 0.01%             | 2024-05-09      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 5910189.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4739 | PA      | $4534.43      | 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        |      1988 | PA      | $1808.24      | 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        |      4928 | PA      | $4800.95      | 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        |     14793 | PA      | $14369.11     | 0.01%             | 2024-01-29      | Fixed         | 4.10%                 | No            |                  3 | On Loan: No      |
| 6243474.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12093 | PA      | $11524.04     | 0.01%             | 2024-06-20      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 6029550.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8089 | PA      | $7769.34      | 0.00%             | 2024-04-27      | Fixed         | 3.87%                 | No            |                  3 | On Loan: No      |
| 6135024.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2601 | PA      | $2469.52      | 0.00%             | 2024-05-16      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 6147270.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17357 | PA      | $14962.50     | 0.01%             | 2024-05-19      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 6164823.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5317 | PA      | $4907.29      | 0.00%             | 2024-05-26      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| 5885080.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5232 | PA      | $4887.20      | 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        |     17250 | PA      | $16499.88     | 0.01%             | 2024-02-18      | Fixed         | 4.05%                 | No            |                  3 | On Loan: No      |
| 6026034.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1441 | PA      | $1384.37      | 0.00%             | 2024-04-26      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 6016274.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2115 | PA      | $1954.97      | 0.00%             | 2024-04-22      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 6037834.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4319 | PA      | $4146.33      | 0.00%             | 2024-04-30      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6227912.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18265 | PA      | $17454.32     | 0.01%             | 2024-06-16      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 5764467.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4774 | PA      | $4147.02      | 0.00%             | 2024-02-02      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 6168569.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49351 | PA      | $47333.77     | 0.02%             | 2024-05-28      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 6255594.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34675 | PA      | $33290.93     | 0.01%             | 2024-06-24      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5881149.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1172 | PA      | $888.27       | 0.00%             | 2024-03-06      | Fixed         | 5.48%                 | No            |                  3 | On Loan: No      |
| 6106150.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10819 | PA      | $9616.99      | 0.00%             | 2024-05-09      | Fixed         | 5.37%                 | No            |                  3 | On Loan: No      |
| 6066844.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4512 | PA      | $4198.07      | 0.00%             | 2024-05-08      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5754526.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4129 | PA      | $4054.22      | 0.00%             | 2024-01-29      | Fixed         | 3.09%                 | No            |                  3 | On Loan: No      |
| 6007349.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2160 | PA      | $2008.01      | 0.00%             | 2024-04-19      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5966484.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7797 | PA      | $7318.23      | 0.00%             | 2024-04-05      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 5918955.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3260 | PA      | $3175.05      | 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        |      5831 | PA      | $5692.05      | 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        |     21325 | PA      | $18314.54     | 0.01%             | 2024-02-25      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 6196121.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1911 | PA      | $1770.27      | 0.00%             | 2024-06-07      | Fixed         | 5.31%                 | No            |                  3 | On Loan: No      |
| 5907922.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       728 | PA      | $678.56       | 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        |     25907 | PA      | $24885.44     | 0.01%             | 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        |     10001 | PA      | $9163.86      | 0.00%             | 2024-02-23      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| 5839887.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2407 | PA      | $2329.64      | 0.00%             | 2024-02-23      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 6053379.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2056 | PA      | $1954.50      | 0.00%             | 2024-05-03      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| 5885101.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1884 | PA      | $1833.30      | 0.00%             | 2024-03-07      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 6210132.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2335 | PA      | $2144.40      | 0.00%             | 2024-06-10      | Fixed         | 5.51%                 | No            |                  3 | On Loan: No      |
| 5755529.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2674 | PA      | $2615.55      | 0.00%             | 2024-01-29      | Fixed         | 3.30%                 | No            |                  3 | On Loan: No      |
| 6013089.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3027 | PA      | $2803.72      | 0.00%             | 2024-04-21      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 5903581.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12572 | PA      | $12144.60     | 0.01%             | 2024-03-14      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6207899.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7949 | PA      | $7439.08      | 0.00%             | 2024-06-09      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5885866.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47433 | PA      | $44440.08     | 0.02%             | 2024-03-07      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6123525.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21739 | PA      | $20063.48     | 0.01%             | 2024-05-10      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 6054228.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1535 | PA      | $1441.27      | 0.00%             | 2024-05-03      | Fixed         | 5.43%                 | No            |                  3 | On Loan: No      |
| 6051784.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1205 | PA      | $1145.57      | 0.00%             | 2024-05-03      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| 6017980.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4614 | PA      | $4288.01      | 0.00%             | 2024-04-24      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 5976834.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2032 | PA      | $1848.22      | 0.00%             | 2024-04-07      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 6163654.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10053 | PA      | $8510.72      | 0.00%             | 2024-05-25      | Fixed         | 4.93%                 | 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      | $619165.44    | 0.28%             | 2046-05-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| 5768544.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4085 | PA      | $3055.77      | 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        |      2531 | PA      | $2354.51      | 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        |      4286 | PA      | $4167.68      | 0.00%             | 2024-03-19      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| 6131303.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10291 | PA      | $9545.95      | 0.00%             | 2024-05-15      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 5933046.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3632 | PA      | $3458.91      | 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      | $223424.02    | 0.10%             | 2046-03-12      | Variable      | 4.07%                 | Yes           |                  2 | On Loan: No      |
| 5951176.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       542 | PA      | $425.08       | 0.00%             | 2024-03-29      | Fixed         | 4.01%                 | No            |                  3 | On Loan: No      |
| 6002253.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6294 | PA      | $5842.56      | 0.00%             | 2024-04-18      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 5812365.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3399 | PA      | $2986.21      | 0.00%             | 2024-02-12      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 6044332.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1170 | PA      | $1070.05      | 0.00%             | 2024-05-01      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| 5863232.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5838 | PA      | $5626.51      | 0.00%             | 2024-02-29      | Fixed         | 4.09%                 | No            |                  3 | On Loan: No      |
| 5989642.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     52828 | PA      | $50323.83     | 0.02%             | 2024-04-13      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 6236724.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18010 | PA      | $16909.34     | 0.01%             | 2024-06-18      | Fixed         | 4.66%                 | 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      | $1291543.55   | 0.57%             | 2026-07-25      | Variable      | 4.36%                 | Yes           |                  2 | On Loan: No      |
| 5890209.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14070 | PA      | $13476.59     | 0.01%             | 2024-03-08      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| 6056224.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13224 | PA      | $12684.98     | 0.01%             | 2024-05-04      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 6175113.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2105 | PA      | $1962.74      | 0.00%             | 2024-05-30      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| 5989926.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3593 | PA      | $3419.20      | 0.00%             | 2024-04-13      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| Wheel Pros Inc                                         | Wheel Pros, Inc.                                                    | CUSIP: 96289WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $143775.00    | 0.06%             | 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        |       894 | PA      | $851.24       | 0.00%             | 2024-03-11      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 6190659.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4272 | PA      | $3995.53      | 0.00%             | 2024-06-05      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| 6024753.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4479 | PA      | $3933.76      | 0.00%             | 2024-04-26      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 6185021.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39751 | PA      | $37810.03     | 0.02%             | 2024-06-02      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 6165928.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4644 | PA      | $4452.34      | 0.00%             | 2024-05-27      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 5822273.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9495 | PA      | $9016.51      | 0.00%             | 2024-02-17      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6164121.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6554 | PA      | $6040.51      | 0.00%             | 2024-05-25      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 6048488.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5332 | PA      | $5041.07      | 0.00%             | 2024-05-02      | Fixed         | 5.49%                 | No            |                  3 | On Loan: No      |
| 6001538.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1254 | PA      | $1199.70      | 0.00%             | 2024-04-18      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5931608.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5287 | PA      | $5021.39      | 0.00%             | 2024-03-23      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5955262.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3182 | PA      | $3057.49      | 0.00%             | 2024-03-30      | Fixed         | 4.52%                 | 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      | $400498.85    | 0.18%             | 2030-07-17      | Floating      | 9.83%                 | Yes           |                  2 | On Loan: No      |
| 6241583.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11918 | PA      | $11249.50     | 0.00%             | 2024-06-20      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 6010871.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14096 | PA      | $13428.62     | 0.01%             | 2024-04-20      | Fixed         | 4.24%                 | No            |                  3 | On Loan: No      |
| 5904290.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       709 | PA      | $621.53       | 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        |      9732 | PA      | $9523.00      | 0.00%             | 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        |      1518 | PA      | $1139.76      | 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        |      1722 | PA      | $1619.79      | 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        |      3753 | PA      | $3650.43      | 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        |      1986 | PA      | $1684.19      | 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        |     10608 | PA      | $10236.14     | 0.00%             | 2024-02-12      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6003541.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2566 | PA      | $2121.10      | 0.00%             | 2024-04-18      | Fixed         | 4.34%                 | No            |                  3 | On Loan: No      |
| 5992249.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12791 | PA      | $12247.05     | 0.01%             | 2024-04-13      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 5945749.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20008 | PA      | $19247.98     | 0.01%             | 2024-03-28      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5927581.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4143 | PA      | $4010.43      | 0.00%             | 2024-03-22      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 6126101.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       709 | PA      | $648.60       | 0.00%             | 2024-05-12      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 5874065.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13135 | PA      | $11958.86     | 0.01%             | 2024-03-02      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 5884870.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24512 | PA      | $20283.74     | 0.01%             | 2024-03-07      | Fixed         | 5.49%                 | No            |                  3 | On Loan: No      |
| 6132635.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6056 | PA      | $5579.15      | 0.00%             | 2024-05-15      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 5894764.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2896 | PA      | $2700.49      | 0.00%             | 2024-03-10      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5857356.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10343 | PA      | $8525.02      | 0.00%             | 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        |      6224 | PA      | $5878.88      | 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      | $462758.05    | 0.21%             | 2023-11-15      | Floating      | 8.23%                 | Yes           |                  2 | On Loan: No      |
| 5758215.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       913 | PA      | $745.15       | 0.00%             | 2024-01-31      | Fixed         | 3.90%                 | No            |                  3 | On Loan: No      |
| 6243535.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3264 | PA      | $3096.49      | 0.00%             | 2024-06-20      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 6251929.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38551 | PA      | $36458.79     | 0.02%             | 2024-06-22      | Fixed         | 4.62%                 | No            |                  3 | On Loan: No      |
| 6212895.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4368 | PA      | $4191.91      | 0.00%             | 2024-06-12      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5822706.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       730 | PA      | $581.99       | 0.00%             | 2024-02-17      | Fixed         | 3.57%                 | No            |                  3 | On Loan: No      |
| 6106006.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2049 | PA      | $1945.22      | 0.00%             | 2024-05-09      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| 6215154.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25976 | PA      | $24058.79     | 0.01%             | 2024-06-13      | Fixed         | 5.32%                 | No            |                  3 | On Loan: No      |
| 5815568.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6661 | PA      | $6480.55      | 0.00%             | 2024-02-15      | Fixed         | 4.03%                 | No            |                  3 | On Loan: No      |
| 6160958.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25580 | PA      | $22053.69     | 0.01%             | 2024-05-24      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5814215.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28917 | PA      | $26891.87     | 0.01%             | 2024-02-14      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 6123625.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28681 | PA      | $26212.97     | 0.01%             | 2024-05-10      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| 5824055.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5658 | PA      | $5363.89      | 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        |      4092 | PA      | $3709.24      | 0.00%             | 2024-02-08      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 6160746.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12245 | PA      | $11619.95     | 0.01%             | 2024-05-23      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5861395.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1756 | PA      | $1709.32      | 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        |     11455 | PA      | $11015.79     | 0.00%             | 2024-03-16      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6237743.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2186 | PA      | $2019.76      | 0.00%             | 2024-06-19      | Fixed         | 5.20%                 | No            |                  3 | On Loan: No      |
| 6150379.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3683 | PA      | $3536.83      | 0.00%             | 2024-05-21      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5871514.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1358 | PA      | $1252.96      | 0.00%             | 2024-03-01      | Fixed         | 5.43%                 | No            |                  3 | On Loan: No      |
| 6135027.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7339 | PA      | $6562.84      | 0.00%             | 2024-05-16      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 6041946.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2429 | PA      | $2273.68      | 0.00%             | 2024-05-01      | Fixed         | 5.33%                 | No            |                  3 | On Loan: No      |
| 6044394.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1561 | PA      | $1498.57      | 0.00%             | 2024-05-01      | Fixed         | 4.27%                 | No            |                  3 | On Loan: No      |
| 5878676.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       644 | PA      | $526.04       | 0.00%             | 2024-03-05      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5956107.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1840 | PA      | $1601.31      | 0.00%             | 2024-04-01      | 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      | $432923.70    | 0.19%             | 2034-10-15      | Floating      | 10.58%                | Yes           |                  2 | On Loan: No      |
| 6056145.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1788 | PA      | $1708.80      | 0.00%             | 2024-05-04      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 6015150.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13960 | PA      | $13372.01     | 0.01%             | 2024-04-21      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 6256976.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4460 | PA      | $4259.51      | 0.00%             | 2024-06-27      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| 6058455.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       998 | PA      | $887.48       | 0.00%             | 2024-05-05      | Fixed         | 5.33%                 | No            |                  3 | On Loan: No      |
| 6251802.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       887 | PA      | $824.21       | 0.00%             | 2024-06-22      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5990269.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7207 | PA      | $6807.30      | 0.00%             | 2024-04-13      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 5840650.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1757 | PA      | $1685.56      | 0.00%             | 2024-02-23      | Fixed         | 3.41%                 | No            |                  3 | On Loan: No      |
| 6065804.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3662 | PA      | $3444.95      | 0.00%             | 2024-05-08      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| 6163385.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24430 | PA      | $22801.86     | 0.01%             | 2024-05-25      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 6205706.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5366 | PA      | $4959.69      | 0.00%             | 2024-06-08      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 5912278.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14678 | PA      | $14193.62     | 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        |      9486 | PA      | $9096.61      | 0.00%             | 2024-03-21      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5996571.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14623 | PA      | $14101.74     | 0.01%             | 2024-04-15      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6213260.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26270 | PA      | $24738.28     | 0.01%             | 2024-06-12      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 6157796.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6597 | PA      | $6342.75      | 0.00%             | 2024-05-23      | Fixed         | 3.97%                 | 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      | $402614.48    | 0.18%             | 2030-04-15      | Floating      | 9.88%                 | Yes           |                  2 | On Loan: No      |
| 6171910.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       530 | PA      | $482.21       | 0.00%             | 2024-05-29      | Fixed         | 5.37%                 | No            |                  3 | On Loan: No      |
| 6056591.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9752 | PA      | $9336.36      | 0.00%             | 2024-05-04      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5848324.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21350 | PA      | $20754.94     | 0.01%             | 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        |      5638 | PA      | $5397.74      | 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      | $300171.56    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| 6208190.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1278 | PA      | $1179.58      | 0.00%             | 2024-06-09      | Fixed         | 5.41%                 | No            |                  3 | On Loan: No      |
| 6229153.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4416 | PA      | $4236.55      | 0.00%             | 2024-06-16      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5753837.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1296 | PA      | $983.75       | 0.00%             | 2024-01-29      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 6033479.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26183 | PA      | $24528.51     | 0.01%             | 2024-04-28      | Fixed         | 4.57%                 | 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      | $441067.20    | 0.20%             | 2035-07-16      | Floating      | 10.03%                | Yes           |                  2 | On Loan: No      |
| 6162113.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3885 | PA      | $3551.71      | 0.00%             | 2024-05-25      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| Us Treasury N/b                                        | U.S. Treasury Bond                                                  | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2804812.50   | 1.25%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 6162715.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1846 | PA      | $1711.80      | 0.00%             | 2024-05-25      | Fixed         | 5.03%                 | No            |                  3 | On Loan: No      |
| 5835549.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2458 | PA      | $2411.77      | 0.00%             | 2024-02-21      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 6249735.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27329 | PA      | $25595.76     | 0.01%             | 2024-06-22      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 6216811.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2841 | PA      | $2642.85      | 0.00%             | 2024-06-13      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 5964842.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3811 | PA      | $3684.94      | 0.00%             | 2024-04-05      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 5934818.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2683 | PA      | $2461.43      | 0.00%             | 2024-03-25      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 6185751.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1250 | PA      | $1149.27      | 0.00%             | 2024-06-03      | Fixed         | 5.52%                 | No            |                  3 | On Loan: No      |
| 5824197.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22517 | PA      | $21463.04     | 0.01%             | 2024-02-17      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| Owl Rock Capital Corp                                  | Owl Rock Capital Corp.                                              | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $393378.86    | 0.17%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| 6024009.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13637 | PA      | $12193.94     | 0.01%             | 2024-04-25      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 5840793.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1791 | PA      | $1227.00      | 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      | $408982.45    | 0.18%             | 2029-02-12      | Floating      | 11.41%                | No            |                  2 | On Loan: No      |
| 6228010.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15172 | PA      | $14397.89     | 0.01%             | 2024-06-16      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5852260.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2128 | PA      | $2072.71      | 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      | $1308.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5910338.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2061 | PA      | $2006.79      | 0.00%             | 2024-03-16      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| 6255989.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5521 | PA      | $5154.67      | 0.00%             | 2024-06-25      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5934982.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4559 | PA      | $4436.70      | 0.00%             | 2024-03-25      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 6158726.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4370 | PA      | $3855.19      | 0.00%             | 2024-05-23      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5893368.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4259 | PA      | $4139.70      | 0.00%             | 2024-03-09      | Fixed         | 3.92%                 | No            |                  3 | On Loan: No      |
| 6032750.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2287 | PA      | $2144.97      | 0.00%             | 2024-04-27      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 6044346.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1815 | PA      | $1548.26      | 0.00%             | 2024-05-01      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 6052212.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3420 | PA      | $3271.99      | 0.00%             | 2024-05-03      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 6015020.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6674 | PA      | $6379.54      | 0.00%             | 2024-04-21      | Fixed         | 4.24%                 | No            |                  3 | On Loan: No      |
| 5972187.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1414 | PA      | $1357.48      | 0.00%             | 2024-04-06      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5879031.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2679 | PA      | $2592.78      | 0.00%             | 2024-03-05      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 6144752.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11267 | PA      | $10197.76     | 0.00%             | 2024-05-18      | Fixed         | 5.18%                 | 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        |   2519743 | PA      | $832556.04    | 0.37%             | 2037-06-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| 6180045.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5548 | PA      | $5208.77      | 0.00%             | 2024-06-01      | Fixed         | 4.88%                 | No            |                  3 | 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      | $432756.23    | 0.19%             | 2034-10-21      | Floating      | 11.38%                | Yes           |                  2 | On Loan: No      |
| 6255169.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9257 | PA      | $8887.91      | 0.00%             | 2024-06-24      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 5836044.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       542 | PA      | $526.17       | 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        |      7215 | PA      | $6980.00      | 0.00%             | 2024-03-25      | Fixed         | 4.09%                 | No            |                  3 | On Loan: No      |
| 5945263.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4019 | PA      | $3863.97      | 0.00%             | 2024-03-28      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5861107.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7485 | PA      | $7109.69      | 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        |      2753 | PA      | $2380.06      | 0.00%             | 2024-03-02      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| 6171184.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1924 | PA      | $1764.71      | 0.00%             | 2024-05-29      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 5872251.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13002 | PA      | $11298.83     | 0.01%             | 2024-03-01      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| 6255326.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5731 | PA      | $5501.86      | 0.00%             | 2024-06-24      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5963442.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2273 | PA      | $2139.21      | 0.00%             | 2024-04-04      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| 5966657.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5706 | PA      | $5516.71      | 0.00%             | 2024-04-05      | Fixed         | 3.90%                 | No            |                  3 | On Loan: No      |
| 6059238.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9313 | PA      | $8621.91      | 0.00%             | 2024-05-06      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 6031976.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       721 | PA      | $689.88       | 0.00%             | 2024-04-27      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5951217.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2369 | PA      | $2260.44      | 0.00%             | 2024-03-29      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5963132.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1330 | PA      | $1192.12      | 0.00%             | 2024-04-04      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 5782454.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14359 | PA      | $13874.70     | 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      | $949328.30    | 0.42%             | 2036-08-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| 6210671.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3307 | PA      | $3173.08      | 0.00%             | 2024-06-11      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5811344.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1003 | PA      | $984.11       | 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        |      9985 | PA      | $5894.05      | 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        |      1576 | PA      | $1528.80      | 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        |   1050617 | PA      | $603855.83    | 0.27%             | 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        |      8094 | PA      | $7883.80      | 0.00%             | 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        |      3755 | PA      | $3576.72      | 0.00%             | 2024-02-04      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5992405.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6364 | PA      | $6092.69      | 0.00%             | 2024-04-13      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5881637.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       399 | PA      | $368.33       | 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        |     19276 | PA      | $17499.55     | 0.01%             | 2024-03-04      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5780179.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13935 | PA      | $13214.91     | 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      | $87500.00     | 0.04%             | 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        |     13679 | PA      | $12450.12     | 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        |       154 | PA      | $150.31       | 0.00%             | 2024-02-28      | Fixed         | 5.03%                 | No            |                  3 | On Loan: No      |
| 6006787.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30560 | PA      | $28541.33     | 0.01%             | 2024-04-19      | Fixed         | 4.07%                 | No            |                  3 | On Loan: No      |
| 5907647.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11546 | PA      | $8742.65      | 0.00%             | 2024-03-15      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 6226438.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6719 | PA      | $6206.28      | 0.00%             | 2024-06-15      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 6122052.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5280 | PA      | $4581.64      | 0.00%             | 2024-05-10      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 5842892.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       213 | PA      | $200.05       | 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        |      3009 | PA      | $2779.88      | 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        |      8023 | PA      | $3814.01      | 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        |      1796 | PA      | $1629.92      | 0.00%             | 2024-03-07      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| 6007469.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9428 | PA      | $8993.04      | 0.00%             | 2024-04-19      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| Republic Of Colombia                                   | Colombia Government International Bond                              | CUSIP: 195325EA9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $125764.87    | 0.06%             | 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        |       660 | PA      | $623.19       | 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        |     10053 | PA      | $9728.15      | 0.00%             | 2024-03-03      | Fixed         | 4.31%                 | No            |                  3 | On Loan: No      |
| 5963244.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1640 | PA      | $1557.83      | 0.00%             | 2024-04-04      | Fixed         | 5.32%                 | 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        |    995126 | PA      | $897994.95    | 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        |      1744 | PA      | $1703.47      | 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        |      2771 | PA      | $2683.67      | 0.00%             | 2024-03-21      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 6038219.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       918 | PA      | $851.65       | 0.00%             | 2024-04-30      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 5765293.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1933 | PA      | $1877.67      | 0.00%             | 2024-02-02      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 6048066.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3151 | PA      | $2934.45      | 0.00%             | 2024-05-02      | Fixed         | 5.06%                 | 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        |    292725 | PA      | $242215.94    | 0.11%             | 2035-10-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| 5820959.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2170 | PA      | $2052.83      | 0.00%             | 2024-02-16      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 5989491.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4804 | PA      | $4575.90      | 0.00%             | 2024-04-13      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 6225385.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57825 | PA      | $54279.79     | 0.02%             | 2024-06-15      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5765251.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       767 | PA      | $751.12       | 0.00%             | 2024-02-02      | Fixed         | 3.27%                 | No            |                  3 | On Loan: No      |
| 6053415.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2992 | PA      | $2806.75      | 0.00%             | 2024-05-03      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 5952594.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11368 | PA      | $10817.79     | 0.00%             | 2024-03-30      | Fixed         | 5.14%                 | 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      | $979591.88    | 0.44%             | 2042-01-25      | Floating      | 11.03%                | Yes           |                  2 | On Loan: No      |
| 6059352.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9557 | PA      | $8947.25      | 0.00%             | 2024-05-06      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 6189071.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16559 | PA      | $15888.98     | 0.01%             | 2024-06-05      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6160941.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8239 | PA      | $7831.11      | 0.00%             | 2024-05-24      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 6134314.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1267 | PA      | $1167.06      | 0.00%             | 2024-05-15      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 6036547.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2918 | PA      | $2675.19      | 0.00%             | 2024-04-28      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 5891414.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3151 | PA      | $2398.54      | 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        |      3535 | PA      | $3382.60      | 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        |       964 | PA      | $927.64       | 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      | $504369.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| 6037163.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1450 | PA      | $1318.81      | 0.00%             | 2024-04-29      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| 6172897.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23392 | PA      | $22118.61     | 0.01%             | 2024-05-29      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5944063.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5555 | PA      | $5358.02      | 0.00%             | 2024-03-28      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 6245233.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14106 | PA      | $12989.00     | 0.01%             | 2024-06-21      | Fixed         | 5.36%                 | No            |                  3 | On Loan: No      |
| 6165044.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1175 | PA      | $1053.54      | 0.00%             | 2024-05-26      | Fixed         | 5.19%                 | No            |                  3 | On Loan: No      |
| 6046717.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18109 | PA      | $16404.08     | 0.01%             | 2024-05-02      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 5832784.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33811 | PA      | $32578.72     | 0.01%             | 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        |     10178 | PA      | $9034.84      | 0.00%             | 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      | $331.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 6006923.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7150 | PA      | $5635.70      | 0.00%             | 2024-04-19      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 6053862.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2232 | PA      | $2140.36      | 0.00%             | 2024-05-03      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 5998402.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15738 | PA      | $15142.54     | 0.01%             | 2024-04-17      | Fixed         | 4.35%                 | No            |                  3 | On Loan: No      |
| 6195157.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1948 | PA      | $1807.73      | 0.00%             | 2024-06-07      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| 6227295.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6807 | PA      | $6306.00      | 0.00%             | 2024-06-16      | Fixed         | 5.34%                 | No            |                  3 | On Loan: No      |
| 6235166.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26888 | PA      | $24937.40     | 0.01%             | 2024-06-17      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 6191657.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       922 | PA      | $850.61       | 0.00%             | 2024-06-06      | Fixed         | 5.37%                 | No            |                  3 | On Loan: No      |
| 5900566.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1629 | PA      | $1579.32      | 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        |      5154 | PA      | $4981.34      | 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        |   1996089 | PA      | $776876.31    | 0.35%             | 2036-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| 5974002.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15167 | PA      | $14619.97     | 0.01%             | 2024-04-06      | Fixed         | 4.21%                 | No            |                  3 | On Loan: No      |
| 5867100.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3885 | PA      | $3776.85      | 0.00%             | 2024-02-29      | Fixed         | 4.10%                 | No            |                  3 | On Loan: No      |
| 6250951.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17202 | PA      | $15896.16     | 0.01%             | 2024-06-22      | Fixed         | 5.30%                 | No            |                  3 | On Loan: No      |
| 5851869.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12764 | PA      | $12167.83     | 0.01%             | 2024-02-26      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5954980.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       946 | PA      | $898.72       | 0.00%             | 2024-03-30      | Fixed         | 5.37%                 | No            |                  3 | On Loan: No      |
| 6257897.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8377 | PA      | $8042.54      | 0.00%             | 2024-06-27      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| 6215040.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1763 | PA      | $1637.56      | 0.00%             | 2024-06-13      | Fixed         | 5.21%                 | No            |                  3 | On Loan: No      |
| 6235405.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9433 | PA      | $9086.89      | 0.00%             | 2024-06-17      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5918510.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9294 | PA      | $8740.35      | 0.00%             | 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        |      3611 | PA      | $3097.82      | 0.00%             | 2024-03-08      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| Mountain Crest Acquisition Corp V                      | Mountain Crest Acquisition Corp. V                                  | CUSIP: 62404B115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     63000 | NC      | $10464.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5998056.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       581 | PA      | $547.83       | 0.00%             | 2024-04-17      | Fixed         | 5.04%                 | No            |                  3 | On Loan: No      |
| 5832729.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3158 | PA      | $3009.96      | 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        |       443 | PA      | $432.83       | 0.00%             | 2024-02-22      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 6011595.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1944 | PA      | $1859.73      | 0.00%             | 2024-04-20      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| 5870723.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1990 | PA      | $1854.45      | 0.00%             | 2024-03-01      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 6204026.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1606 | PA      | $1517.27      | 0.00%             | 2024-06-08      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 6164151.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2955 | PA      | $2834.32      | 0.00%             | 2024-05-25      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| Western Asset Diversified Income Fund                  | Western Asset Diversified Income Fund                               | CUSIP: 95790K109<br>LEI: 549300M67UHXW4GHZ644 | Long             | EC               | RF                | US        |     80571 | NS      | $1023251.70   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| 5818462.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11269 | PA      | $11040.65     | 0.00%             | 2024-02-15      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| 6174787.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15703 | PA      | $14764.60     | 0.01%             | 2024-05-30      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5821820.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7003 | PA      | $6844.15      | 0.00%             | 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        |      8032 | PA      | $7767.03      | 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        |      6810 | PA      | $6619.09      | 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        |      3157 | PA      | $3042.96      | 0.00%             | 2024-03-26      | Fixed         | 3.86%                 | No            |                  3 | On Loan: No      |
| 6120943.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16932 | PA      | $16146.42     | 0.01%             | 2024-05-09      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 6037908.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14703 | PA      | $14030.59     | 0.01%             | 2024-04-30      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5977138.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2487 | PA      | $2383.00      | 0.00%             | 2024-04-07      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| 5828496.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6134 | PA      | $5965.17      | 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      | $57862.27     | 0.03%             | 2024-07-24      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| 6254051.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    110906 | PA      | $106483.28    | 0.05%             | 2024-06-23      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6255769.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3179 | PA      | $2954.30      | 0.00%             | 2024-06-25      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5828812.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4306 | PA      | $4207.10      | 0.00%             | 2024-02-18      | Fixed         | 4.05%                 | No            |                  3 | On Loan: No      |
| Tencent Holdings Ltd                                   | Tencent Holdings, Ltd.                                              | CUSIP: 88032XAV6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $126812.47    | 0.06%             | 2050-06-03      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| 5925229.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19571 | PA      | $18938.93     | 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      | $84697.20     | 0.04%             | 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        |      1880 | PA      | $1385.52      | 0.00%             | 2024-03-20      | Fixed         | 3.68%                 | No            |                  3 | On Loan: No      |
| 6218762.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7499 | PA      | $6994.00      | 0.00%             | 2024-06-14      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| 5954481.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10206 | PA      | $9437.74      | 0.00%             | 2024-03-30      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| 5997503.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3435 | PA      | $3081.98      | 0.00%             | 2024-04-16      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 6058202.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2261 | PA      | $2144.81      | 0.00%             | 2024-05-04      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| 5956025.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3299 | PA      | $3170.15      | 0.00%             | 2024-04-01      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 5785168.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7435 | PA      | $6940.04      | 0.00%             | 2024-02-09      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 6015455.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20525 | PA      | $19736.91     | 0.01%             | 2024-04-21      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 6021044.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47368 | PA      | $44265.18     | 0.02%             | 2024-04-25      | Fixed         | 4.07%                 | No            |                  3 | On Loan: No      |
| 5938371.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24596 | PA      | $23139.05     | 0.01%             | 2024-03-26      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 6023473.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8869 | PA      | $8334.34      | 0.00%             | 2024-04-25      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 6014091.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11814 | PA      | $10987.94     | 0.00%             | 2024-04-21      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 5975159.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6158 | PA      | $5852.18      | 0.00%             | 2024-04-07      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 6191132.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6290 | PA      | $5798.99      | 0.00%             | 2024-06-05      | Fixed         | 5.47%                 | No            |                  3 | On Loan: No      |
| 5922391.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7997 | PA      | $7673.53      | 0.00%             | 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        |      9709 | PA      | $9225.69      | 0.00%             | 2024-03-22      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 6190820.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3345 | PA      | $3146.61      | 0.00%             | 2024-06-05      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 6257607.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6882 | PA      | $6396.83      | 0.00%             | 2024-06-27      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 5899977.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2795 | PA      | $2703.56      | 0.00%             | 2024-03-13      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 6209998.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2931 | PA      | $2691.62      | 0.00%             | 2024-06-10      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5789339.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       126 | PA      | $123.27       | 0.00%             | 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        |      5056 | PA      | $4924.66      | 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        |       939 | PA      | $916.55       | 0.00%             | 2024-02-28      | Fixed         | 4.47%                 | No            |                  3 | On Loan: No      |
| 6127128.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6124 | PA      | $5461.33      | 0.00%             | 2024-05-13      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 6249698.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1914 | PA      | $1777.84      | 0.00%             | 2024-06-22      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5841838.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2222 | PA      | $2157.45      | 0.00%             | 2024-02-23      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 6046015.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       745 | PA      | $677.98       | 0.00%             | 2024-05-02      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 6169498.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2416 | PA      | $2265.31      | 0.00%             | 2024-05-28      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 6023796.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2067 | PA      | $1753.80      | 0.00%             | 2024-04-25      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 6212850.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1090 | PA      | $1002.54      | 0.00%             | 2024-06-12      | Fixed         | 5.48%                 | No            |                  3 | On Loan: No      |
| 5935053.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2350 | PA      | $2257.29      | 0.00%             | 2024-03-25      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 6054163.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5651 | PA      | $5400.07      | 0.00%             | 2024-05-03      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 6055957.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8518 | PA      | $8122.91      | 0.00%             | 2024-05-04      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 6250587.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13094 | PA      | $12606.58     | 0.01%             | 2024-06-22      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 6217537.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9001 | PA      | $8315.72      | 0.00%             | 2024-06-13      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 6158690.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5055 | PA      | $4665.62      | 0.00%             | 2024-05-23      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| Thaioil Trsry Center                                   | Thaioil Treasury Center Co., Ltd.                                   | CUSIP: 88323AAH5<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |    200000 | PA      | $124501.92    | 0.06%             | 2050-06-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| 6037706.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12145 | PA      | $11191.31     | 0.00%             | 2024-04-29      | Fixed         | 5.34%                 | No            |                  3 | On Loan: No      |
| 6226665.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     83032 | PA      | $79342.33     | 0.04%             | 2024-06-15      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 6255783.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11156 | PA      | $10366.18     | 0.00%             | 2024-06-25      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 6162278.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5223 | PA      | $5020.75      | 0.00%             | 2024-05-25      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5805405.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6712 | PA      | $6415.69      | 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        |     13955 | PA      | $11576.13     | 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        |      4926 | PA      | $4777.33      | 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        |       993 | PA      | $916.74       | 0.00%             | 2024-02-24      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 6035022.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24468 | PA      | $21684.12     | 0.01%             | 2024-04-28      | Fixed         | 5.34%                 | No            |                  3 | On Loan: No      |
| 6221566.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26096 | PA      | $25036.73     | 0.01%             | 2024-06-14      | Fixed         | 4.27%                 | No            |                  3 | On Loan: No      |
| 5943202.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3067 | PA      | $2976.83      | 0.00%             | 2024-03-28      | Fixed         | 4.47%                 | No            |                  3 | On Loan: No      |
| 5985902.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       565 | PA      | $494.63       | 0.00%             | 2024-04-12      | Fixed         | 5.36%                 | No            |                  3 | On Loan: No      |
| 6120323.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4990 | PA      | $4783.27      | 0.00%             | 2024-05-09      | Fixed         | 4.31%                 | No            |                  3 | On Loan: No      |
| 6051747.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6253 | PA      | $5975.31      | 0.00%             | 2024-05-03      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 6136358.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13826 | PA      | $11488.11     | 0.01%             | 2024-05-16      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| 5953257.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     87391 | PA      | $82182.14     | 0.04%             | 2024-03-30      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5778310.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30154 | PA      | $29370.45     | 0.01%             | 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        |      5304 | PA      | $5087.14      | 0.00%             | 2024-03-15      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5862386.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20074 | PA      | $19407.14     | 0.01%             | 2024-02-29      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 5795291.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1619 | PA      | $1587.64      | 0.00%             | 2024-02-10      | Fixed         | 5.19%                 | No            |                  3 | On Loan: No      |
| 6061806.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10392 | PA      | $9894.13      | 0.00%             | 2024-05-07      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5822652.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       551 | PA      | $517.35       | 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        |      9751 | PA      | $9489.90      | 0.00%             | 2024-01-29      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 6054528.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5778 | PA      | $4332.35      | 0.00%             | 2024-05-03      | Fixed         | 5.51%                 | No            |                  3 | On Loan: No      |
| 5862991.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       613 | PA      | $597.96       | 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        |      4951 | PA      | $2789.18      | 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        |       744 | PA      | $678.82       | 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        |      1336 | PA      | $1287.94      | 0.00%             | 2024-03-22      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 6041912.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8250 | PA      | $7781.86      | 0.00%             | 2024-05-01      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| 5912437.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       625 | PA      | $583.06       | 0.00%             | 2024-03-16      | Fixed         | 4.76%                 | No            |                  3 | On Loan: No      |
| 6149562.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6263 | PA      | $5908.08      | 0.00%             | 2024-05-21      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5840080.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5521 | PA      | $5364.95      | 0.00%             | 2024-02-23      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 6058764.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30584 | PA      | $29125.27     | 0.01%             | 2024-05-05      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 6181404.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37950 | PA      | $35880.81     | 0.02%             | 2024-06-01      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5941285.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4218 | PA      | $4116.52      | 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        |      4647 | PA      | $4372.86      | 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        |       401 | PA      | $371.54       | 0.00%             | 2024-02-24      | Fixed         | 3.57%                 | No            |                  3 | On Loan: No      |
| 6256598.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38601 | PA      | $37060.81     | 0.02%             | 2024-06-26      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                   | CUSIP: 3136AR5G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    495352 | PA      | $310573.98    | 0.14%             | 2042-11-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| 5960492.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2196 | PA      | $1355.70      | 0.00%             | 2024-04-04      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| 6056149.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8224 | PA      | $7884.38      | 0.00%             | 2024-05-04      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 5839908.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6661 | PA      | $6508.07      | 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        |      5412 | PA      | $4959.75      | 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      | $422778.28    | 0.19%             | 2030-07-15      | Floating      | 9.48%                 | Yes           |                  2 | On Loan: No      |
| 5891735.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       365 | PA      | $356.07       | 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        |       684 | PA      | $658.82       | 0.00%             | 2024-02-23      | Fixed         | 3.57%                 | No            |                  3 | On Loan: No      |
| 5993681.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1270 | PA      | $1130.21      | 0.00%             | 2024-04-14      | Fixed         | 4.58%                 | No            |                  3 | On Loan: No      |
| 6134316.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17270 | PA      | $15419.35     | 0.01%             | 2024-05-15      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5845013.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3566 | PA      | $3461.44      | 0.00%             | 2024-02-24      | Fixed         | 4.31%                 | No            |                  3 | On Loan: No      |
| 6168492.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10434 | PA      | $10031.55     | 0.00%             | 2024-05-28      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5864593.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3521 | PA      | $3117.92      | 0.00%             | 2024-02-29      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| 6046387.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11117 | PA      | $10253.23     | 0.00%             | 2024-05-02      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 5765882.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2440 | PA      | $2391.58      | 0.00%             | 2024-02-02      | Fixed         | 2.54%                 | No            |                  3 | On Loan: No      |
| 6228499.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19785 | PA      | $18901.47     | 0.01%             | 2024-06-16      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 6038600.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1414 | PA      | $1349.31      | 0.00%             | 2024-04-30      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 5993409.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4254 | PA      | $3989.31      | 0.00%             | 2024-04-14      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5772156.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1461 | PA      | $1420.98      | 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        |      3325 | PA      | $3104.36      | 0.00%             | 2024-03-12      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6053747.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1743 | PA      | $1638.67      | 0.00%             | 2024-05-03      | Fixed         | 5.26%                 | No            |                  3 | On Loan: No      |
| Fanniemae-aces                                         | Fannie Mae-Aces                                                     | CUSIP: 3136BKBW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16989000 | PA      | $378258.39    | 0.17%             | 2031-11-01      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| 6051458.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1333 | PA      | $1197.64      | 0.00%             | 2024-05-03      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6009540.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       894 | PA      | $840.96       | 0.00%             | 2024-04-20      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5832196.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3283 | PA      | $2509.79      | 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        |     12195 | PA      | $11940.13     | 0.01%             | 2024-02-20      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 6257816.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2873 | PA      | $2735.77      | 0.00%             | 2024-06-27      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 6020208.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38109 | PA      | $36638.64     | 0.02%             | 2024-04-24      | Fixed         | 4.35%                 | No            |                  3 | On Loan: No      |
| 5997160.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1711 | PA      | $1576.36      | 0.00%             | 2024-04-16      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 6047417.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8410 | PA      | $7903.42      | 0.00%             | 2024-05-02      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 6249577.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9147 | PA      | $8783.67      | 0.00%             | 2024-06-22      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 5776781.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4116 | PA      | $4019.50      | 0.00%             | 2024-02-05      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 6016940.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14558 | PA      | $14030.50     | 0.01%             | 2024-04-23      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6014218.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1532 | PA      | $1479.88      | 0.00%             | 2024-04-21      | Fixed         | 3.86%                 | No            |                  3 | On Loan: No      |
| 5840260.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1061 | PA      | $1031.43      | 0.00%             | 2024-02-23      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 6124872.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1282 | PA      | $1198.95      | 0.00%             | 2024-05-11      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5959243.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3058 | PA      | $2951.58      | 0.00%             | 2024-04-03      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 6061404.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18023 | PA      | $17038.44     | 0.01%             | 2024-05-07      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5767998.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20306 | PA      | $19562.11     | 0.01%             | 2024-02-03      | Fixed         | 4.27%                 | No            |                  3 | On Loan: No      |
| 6059410.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13531 | PA      | $13045.64     | 0.01%             | 2024-05-06      | Fixed         | 3.92%                 | No            |                  3 | On Loan: No      |
| Braskem Idesa Sapi                                     | Braskem Idesa SAPI                                                  | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $214714.03    | 0.10%             | 2032-02-20      | Fixed         | 6.99%                 | Yes           |                  2 | On Loan: No      |
| 6065591.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15049 | PA      | $13005.20     | 0.01%             | 2024-05-08      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 6052083.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2699 | PA      | $2561.48      | 0.00%             | 2024-05-03      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 6044921.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6508 | PA      | $5918.12      | 0.00%             | 2024-05-01      | Fixed         | 5.34%                 | No            |                  3 | On Loan: No      |
| 6163698.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9876 | PA      | $8895.94      | 0.00%             | 2024-05-25      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 6030544.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13537 | PA      | $12789.50     | 0.01%             | 2024-04-27      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 5973048.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2816 | PA      | $2607.53      | 0.00%             | 2024-04-06      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 6166243.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19131 | PA      | $17338.73     | 0.01%             | 2024-05-28      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 6017410.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1036 | PA      | $972.06       | 0.00%             | 2024-04-24      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 5861474.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18196 | PA      | $17669.07     | 0.01%             | 2024-02-29      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5991963.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18523 | PA      | $15160.61     | 0.01%             | 2024-04-13      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 5907849.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3065 | PA      | $2977.48      | 0.00%             | 2024-03-15      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| 6161206.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2630 | PA      | $2292.19      | 0.00%             | 2024-05-24      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| 6147927.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22713 | PA      | $21845.24     | 0.01%             | 2024-05-20      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5907467.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       411 | PA      | $399.68       | 0.00%             | 2024-03-15      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 6135055.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6582 | PA      | $6333.58      | 0.00%             | 2024-05-16      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 6186028.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4422 | PA      | $4243.60      | 0.00%             | 2024-06-03      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 5865296.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17263 | PA      | $16597.97     | 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        |      7840 | PA      | $7591.07      | 0.00%             | 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      | $438477.70    | 0.19%             | 2030-10-20      | Floating      | 10.39%                | Yes           |                  2 | On Loan: No      |
| 5862823.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2564 | PA      | $1731.28      | 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        |     28079 | PA      | $26740.16     | 0.01%             | 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        |      2020 | PA      | $1898.00      | 0.00%             | 2024-03-14      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 6010123.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11611 | PA      | $11125.34     | 0.00%             | 2024-04-20      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 6236114.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5712 | PA      | $5299.97      | 0.00%             | 2024-06-18      | Fixed         | 5.22%                 | No            |                  3 | On Loan: No      |
| 5997324.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25584 | PA      | $24388.93     | 0.01%             | 2024-04-16      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 6059319.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12271 | PA      | $10577.77     | 0.00%             | 2024-05-06      | Fixed         | 4.88%                 | 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      | $307491.24    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| 6058379.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3546 | PA      | $3265.64      | 0.00%             | 2024-05-05      | Fixed         | 5.35%                 | No            |                  3 | On Loan: No      |
| 6051621.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3478 | PA      | $2607.87      | 0.00%             | 2024-05-03      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| 6015148.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       741 | PA      | $695.87       | 0.00%             | 2024-04-21      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 6015976.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3032 | PA      | $2812.91      | 0.00%             | 2024-04-22      | Fixed         | 4.25%                 | No            |                  3 | On Loan: No      |
| 6007430.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2070 | PA      | $1980.36      | 0.00%             | 2024-04-19      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5931687.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5425 | PA      | $5252.36      | 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        |    203384 | PA      | $180417.79    | 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        |     19920 | PA      | $19405.39     | 0.01%             | 2024-02-26      | Fixed         | 3.43%                 | No            |                  3 | On Loan: No      |
| 6165256.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1367 | PA      | $1192.18      | 0.00%             | 2024-05-26      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| 6255051.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38369 | PA      | $36079.98     | 0.02%             | 2024-06-24      | Fixed         | 4.77%                 | No            |                  3 | On Loan: No      |
| 5818085.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1259 | PA      | $1232.43      | 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        |      4184 | PA      | $3833.97      | 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        |       579 | PA      | $547.22       | 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        |     19970 | PA      | $15176.74     | 0.01%             | 2024-03-20      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 6175103.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2676 | PA      | $2503.41      | 0.00%             | 2024-05-30      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 6179855.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3405 | PA      | $3240.14      | 0.00%             | 2024-06-01      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5775499.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2809 | PA      | $2637.67      | 0.00%             | 2024-02-05      | Fixed         | 4.77%                 | No            |                  3 | On Loan: No      |
| 6143983.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3933 | PA      | $3629.19      | 0.00%             | 2024-05-18      | Fixed         | 5.01%                 | 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      | $375741.43    | 0.17%             | 2031-07-16      | Floating      | 9.68%                 | Yes           |                  2 | On Loan: No      |
| 6158689.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5440 | PA      | $4799.33      | 0.00%             | 2024-05-23      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 6140275.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30483 | PA      | $29120.92     | 0.01%             | 2024-05-17      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5903555.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3394 | PA      | $3213.34      | 0.00%             | 2024-03-14      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5957558.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2681 | PA      | $2575.83      | 0.00%             | 2024-04-03      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 6025482.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18041 | PA      | $17180.54     | 0.01%             | 2024-04-26      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 6192240.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       827 | PA      | $759.85       | 0.00%             | 2024-06-06      | Fixed         | 5.45%                 | No            |                  3 | On Loan: No      |
| 6046952.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1055 | PA      | $978.39       | 0.00%             | 2024-05-02      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 5965201.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3053 | PA      | $2770.62      | 0.00%             | 2024-04-05      | Fixed         | 5.47%                 | No            |                  3 | On Loan: No      |
| 5814010.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14929 | PA      | $14636.88     | 0.01%             | 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        |      1494 | PA      | $1406.87      | 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        |      1306 | PA      | $531.48       | 0.00%             | 2024-02-09      | Fixed         | 3.30%                 | No            |                  3 | On Loan: No      |
| 6012355.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       825 | PA      | $794.66       | 0.00%             | 2024-04-20      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5856172.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2506 | PA      | $2421.84      | 0.00%             | 2024-02-28      | Fixed         | 4.44%                 | No            |                  3 | On Loan: No      |
| 6043653.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6038 | PA      | $5824.72      | 0.00%             | 2024-05-01      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 5856488.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       719 | PA      | $656.09       | 0.00%             | 2024-02-28      | Fixed         | 4.59%                 | No            |                  3 | On Loan: No      |
| 6193213.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16154 | PA      | $15179.18     | 0.01%             | 2024-06-06      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 6149797.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3891 | PA      | $3683.26      | 0.00%             | 2024-05-21      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 6037809.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4254 | PA      | $4083.29      | 0.00%             | 2024-04-30      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6142606.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     95355 | PA      | $91533.39     | 0.04%             | 2024-05-17      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6203134.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13100 | PA      | $12297.08     | 0.01%             | 2024-06-08      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 6158841.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19643 | PA      | $18405.80     | 0.01%             | 2024-05-23      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 6150233.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23581 | PA      | $22507.11     | 0.01%             | 2024-05-21      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 6208865.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2698 | PA      | $2567.05      | 0.00%             | 2024-06-09      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| Vedanta Resources                                      | Vedanta Resources Finance II PLC                                    | CUSIP: 92243XAA9<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $162331.31    | 0.07%             | 2026-04-23      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| 6216599.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6439 | PA      | $6082.51      | 0.00%             | 2024-06-13      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 6131775.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7275 | PA      | $6681.44      | 0.00%             | 2024-05-15      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 6106045.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11355 | PA      | $10061.57     | 0.00%             | 2024-05-09      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| 6245337.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2687 | PA      | $2497.54      | 0.00%             | 2024-06-21      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 6066567.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14049 | PA      | $13450.35     | 0.01%             | 2024-05-08      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 6223721.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24633 | PA      | $23228.25     | 0.01%             | 2024-06-15      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 5939625.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12696 | PA      | $12031.01     | 0.01%             | 2024-03-27      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 6045486.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7558 | PA      | $7253.46      | 0.00%             | 2024-05-01      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6217504.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5545 | PA      | $5155.23      | 0.00%             | 2024-06-13      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 6238813.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1635 | PA      | $1509.25      | 0.00%             | 2024-06-19      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 5833686.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23077 | PA      | $21164.10     | 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        |     16739 | PA      | $16310.93     | 0.01%             | 2024-02-19      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 6163588.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7589 | PA      | $7136.32      | 0.00%             | 2024-05-25      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 6150610.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39617 | PA      | $34018.29     | 0.02%             | 2024-05-21      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 6027315.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2564 | PA      | $2471.12      | 0.00%             | 2024-04-26      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 6135120.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1938 | PA      | $1766.48      | 0.00%             | 2024-05-16      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 6256745.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40963 | PA      | $38349.17     | 0.02%             | 2024-06-26      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 5857086.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3670 | PA      | $3078.10      | 0.00%             | 2024-02-29      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 5955002.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-03-30      | Fixed         | 4.43%                 | No            |                  3 | On Loan: No      |
| 5863680.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1626 | PA      | $1562.49      | 0.00%             | 2024-02-29      | Fixed         | 5.20%                 | No            |                  3 | On Loan: No      |
| 6005629.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2348 | PA      | $2263.59      | 0.00%             | 2024-04-19      | Fixed         | 4.07%                 | No            |                  3 | On Loan: No      |
| 5878678.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16192 | PA      | $13343.45     | 0.01%             | 2024-03-05      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5985735.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3065 | PA      | $2743.76      | 0.00%             | 2024-04-12      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 6215052.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3004 | PA      | $2857.54      | 0.00%             | 2024-06-13      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 6052194.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5228 | PA      | $5015.37      | 0.00%             | 2024-05-03      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 5961256.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3605 | PA      | $3485.66      | 0.00%             | 2024-04-04      | Fixed         | 3.90%                 | No            |                  3 | On Loan: No      |
| 5813594.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3466 | PA      | $2940.12      | 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        |      2912 | PA      | $2163.44      | 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        |      3690 | PA      | $3354.84      | 0.00%             | 2024-02-29      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 6125423.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4589 | PA      | $4203.29      | 0.00%             | 2024-05-11      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 5848293.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1614 | PA      | $1548.23      | 0.00%             | 2024-02-25      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5996954.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9705 | PA      | $9405.66      | 0.00%             | 2024-04-15      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 5757193.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1422 | PA      | $1331.96      | 0.00%             | 2024-01-30      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 5760802.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2291 | PA      | $2168.81      | 0.00%             | 2024-02-01      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 6256925.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2386 | PA      | $2243.57      | 0.00%             | 2024-06-26      | Fixed         | 4.76%                 | No            |                  3 | On Loan: No      |
| 5954739.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14424 | PA      | $10963.88     | 0.00%             | 2024-03-30      | Fixed         | 5.26%                 | No            |                  3 | On Loan: No      |
| 5912239.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2037 | PA      | $1960.90      | 0.00%             | 2024-03-16      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 6196542.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3202 | PA      | $2987.61      | 0.00%             | 2024-06-07      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 5877490.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1880 | PA      | $1833.33      | 0.00%             | 2024-03-03      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| 5962188.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3824 | PA      | $3607.41      | 0.00%             | 2024-04-04      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 5787383.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23099 | PA      | $21451.82     | 0.01%             | 2024-02-09      | Fixed         | 4.27%                 | No            |                  3 | On Loan: No      |
| 6136522.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6378 | PA      | $6109.77      | 0.00%             | 2024-05-16      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5769546.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3832 | PA      | $3626.54      | 0.00%             | 2024-02-03      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 6239253.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1887 | PA      | $1755.28      | 0.00%             | 2024-06-19      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| 5923550.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9754 | PA      | $9186.14      | 0.00%             | 2024-03-21      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 6132179.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3891 | PA      | $3541.49      | 0.00%             | 2024-05-15      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5779136.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2164 | PA      | $2115.58      | 0.00%             | 2024-02-05      | Fixed         | 3.29%                 | 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      | $1361.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 6033433.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2303 | PA      | $2203.52      | 0.00%             | 2024-04-28      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5857327.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1255 | PA      | $1223.88      | 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      | $1922571.52   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| 6187076.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14761 | PA      | $13620.05     | 0.01%             | 2024-06-04      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 5943187.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3484 | PA      | $3363.96      | 0.00%             | 2024-03-28      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6055740.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4055 | PA      | $3909.79      | 0.00%             | 2024-05-04      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| 6161487.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2142 | PA      | $1955.18      | 0.00%             | 2024-05-25      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 5939519.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3382 | PA      | $3180.01      | 0.00%             | 2024-03-27      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5992013.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2130 | PA      | $1483.94      | 0.00%             | 2024-04-13      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5894273.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15674 | PA      | $8452.90      | 0.00%             | 2024-03-09      | Fixed         | 5.51%                 | No            |                  3 | On Loan: No      |
| 6161520.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15629 | PA      | $15025.50     | 0.01%             | 2024-05-25      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 6140602.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15055 | PA      | $14066.92     | 0.01%             | 2024-05-17      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5863958.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8331 | PA      | $7574.13      | 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      | $915921.60    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| 5749613.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1373 | PA      | $1044.77      | 0.00%             | 2024-01-28      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 6148121.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18768 | PA      | $16808.29     | 0.01%             | 2024-05-20      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                            | CUSIP: 38380QDC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6977575 | PA      | $302875.60    | 0.13%             | 2070-06-20      | Variable      | 0.17%                 | No            |                  2 | On Loan: No      |
| 5910350.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4651 | PA      | $4527.43      | 0.00%             | 2024-03-16      | Fixed         | 3.60%                 | No            |                  3 | On Loan: No      |
| 5975613.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10454 | PA      | $9608.20      | 0.00%             | 2024-04-07      | Fixed         | 5.36%                 | No            |                  3 | On Loan: No      |
| Pr Mortgage Loan Trust                                 | PR Mortgage Loan Trust                                              | CUSIP: 69358KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1550015 | PA      | $1401659.79   | 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        |    207451 | PA      | $177825.17    | 0.08%             | 2024-05-01      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| 5840067.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5091 | PA      | $4939.45      | 0.00%             | 2024-02-23      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6251066.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1647 | PA      | $1515.05      | 0.00%             | 2024-06-22      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 6200872.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17742 | PA      | $16554.57     | 0.01%             | 2024-06-07      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| 6015441.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5208 | PA      | $4602.55      | 0.00%             | 2024-04-21      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| 6158779.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3278 | PA      | $2682.15      | 0.00%             | 2024-05-23      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 6139719.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8879 | PA      | $8487.85      | 0.00%             | 2024-05-17      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 6126735.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1570 | PA      | $1210.64      | 0.00%             | 2024-05-13      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 5899292.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1417 | PA      | $1315.72      | 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        |       275 | PA      | $264.88       | 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      | $326762.51    | 0.15%             | 2048-02-10      | Variable      | 4.31%                 | Yes           |                  2 | On Loan: No      |
| 5996862.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       767 | PA      | $639.68       | 0.00%             | 2024-04-15      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 6121318.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     93777 | PA      | $86700.64     | 0.04%             | 2024-05-10      | Fixed         | 4.31%                 | No            |                  3 | On Loan: No      |
| 5973259.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1844 | PA      | $1770.24      | 0.00%             | 2024-04-06      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 6016482.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5397 | PA      | $4719.60      | 0.00%             | 2024-04-22      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5953523.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       545 | PA      | $510.40       | 0.00%             | 2024-03-30      | Fixed         | 5.52%                 | No            |                  3 | On Loan: No      |
| 5897465.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10258 | PA      | $9976.17      | 0.00%             | 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        |      1420 | PA      | $1365.49      | 0.00%             | 2024-03-23      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| 5943395.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6782 | PA      | $6514.68      | 0.00%             | 2024-03-28      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 6047571.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1787 | PA      | $1679.35      | 0.00%             | 2024-05-02      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 6026909.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11897 | PA      | $11411.20     | 0.01%             | 2024-04-26      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5845570.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2230 | PA      | $1990.54      | 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        |     23883 | PA      | $23226.58     | 0.01%             | 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        |     31856 | PA      | $24045.82     | 0.01%             | 2024-03-21      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 6066521.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18445 | PA      | $17510.27     | 0.01%             | 2024-05-08      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5938640.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1975 | PA      | $1931.22      | 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        |     43602 | PA      | $37874.34     | 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        |       637 | PA      | $620.65       | 0.00%             | 2024-03-19      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 6038055.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6034 | PA      | $5821.46      | 0.00%             | 2024-04-30      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 5828599.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1631 | PA      | $1584.88      | 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      | $147412.32    | 0.07%             | 2030-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| 6016023.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8320 | PA      | $8059.71      | 0.00%             | 2024-04-22      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 5935062.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       855 | PA      | $826.48       | 0.00%             | 2024-03-25      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 6035218.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5164 | PA      | $4966.99      | 0.00%             | 2024-04-28      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 6218392.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5173 | PA      | $4963.86      | 0.00%             | 2024-06-14      | Fixed         | 4.27%                 | No            |                  3 | On Loan: No      |
| Aris Mining Corp                                       | Aris Mining Corp.                                                   | CUSIP: C41069AA0<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $157102.00    | 0.07%             | 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        |       877 | PA      | $405.38       | 0.00%             | 2024-02-29      | Fixed         | 4.03%                 | No            |                  3 | On Loan: No      |
| 6013595.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8461 | PA      | $8154.59      | 0.00%             | 2024-04-21      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6056787.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       956 | PA      | $889.58       | 0.00%             | 2024-05-04      | Fixed         | 5.53%                 | 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      | $5127.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5901520.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3261 | PA      | $3127.82      | 0.00%             | 2024-03-13      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5756557.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43369 | PA      | $36787.17     | 0.02%             | 2024-01-29      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 6002228.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       805 | PA      | $748.51       | 0.00%             | 2024-04-18      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 5940376.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48722 | PA      | $41520.04     | 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        |      4078 | PA      | $3963.97      | 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        |       497 | PA      | $483.33       | 0.00%             | 2024-02-15      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6125396.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4794 | PA      | $4611.07      | 0.00%             | 2024-05-11      | Fixed         | 3.98%                 | No            |                  3 | On Loan: No      |
| 6050906.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6839 | PA      | $6560.46      | 0.00%             | 2024-05-03      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 6210220.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3550 | PA      | $3335.91      | 0.00%             | 2024-06-10      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 5854049.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19028 | PA      | $16579.68     | 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        |      2971 | PA      | $2772.08      | 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      | $60.24        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 6235111.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4783 | PA      | $4494.31      | 0.00%             | 2024-06-17      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5762894.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2935 | PA      | $2855.79      | 0.00%             | 2024-02-02      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5964682.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5168 | PA      | $4872.66      | 0.00%             | 2024-04-05      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 5965773.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       577 | PA      | $552.38       | 0.00%             | 2024-04-05      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 5996112.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7398 | PA      | $7041.57      | 0.00%             | 2024-04-14      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 6142205.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2601 | PA      | $2090.86      | 0.00%             | 2024-05-17      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| Fanniemae-aces                                         | Fannie Mae-Aces                                                     | CUSIP: 3136BDHX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5822469 | PA      | $117874.73    | 0.05%             | 2030-12-25      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| 6217716.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1560 | PA      | $1443.50      | 0.00%             | 2024-06-13      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| 5923891.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2187 | PA      | $2128.32      | 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        |      4407 | PA      | $4295.84      | 0.00%             | 2024-02-28      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| 6228290.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2741 | PA      | $2566.50      | 0.00%             | 2024-06-16      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 6018113.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       787 | PA      | $717.98       | 0.00%             | 2024-04-24      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 6137505.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6171 | PA      | $5925.03      | 0.00%             | 2024-05-16      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5909108.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9553 | PA      | $8448.20      | 0.00%             | 2024-03-15      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5986913.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46263 | PA      | $40935.98     | 0.02%             | 2024-04-12      | Fixed         | 5.32%                 | No            |                  3 | On Loan: No      |
| 6015073.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13127 | PA      | $12131.53     | 0.01%             | 2024-04-21      | Fixed         | 5.01%                 | 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      | $1703.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 6192698.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18639 | PA      | $17453.34     | 0.01%             | 2024-06-06      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| 6010912.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4453 | PA      | $3988.60      | 0.00%             | 2024-04-20      | Fixed         | 4.58%                 | No            |                  3 | On Loan: No      |
| 5840936.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3959 | PA      | $3869.85      | 0.00%             | 2024-02-23      | Fixed         | 3.42%                 | No            |                  3 | On Loan: No      |
| 5997580.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5900 | PA      | $5497.64      | 0.00%             | 2024-04-16      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| 5909477.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3088 | PA      | $1821.22      | 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        |      5579 | PA      | $5233.99      | 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        |      1153 | PA      | $1120.74      | 0.00%             | 2024-03-19      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 6170772.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1781 | PA      | $1642.11      | 0.00%             | 2024-05-29      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| 6237965.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17082 | PA      | $16405.94     | 0.01%             | 2024-06-19      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| 6021498.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1508 | PA      | $1381.00      | 0.00%             | 2024-04-25      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5985857.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6548 | PA      | $6279.34      | 0.00%             | 2024-04-12      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 6175568.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1914 | PA      | $1793.56      | 0.00%             | 2024-05-30      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| Kenan Advantage                                        | Kenan Advantage Group, Inc, Second Lien - Initial Term Loan         | CUSIP: N/A<br>LEI: 549300GVUXCXDWYPIY65       | Long             | LON              | CORP              | US        |    135000 | PA      | $125325.23    | 0.06%             | 2027-08-18      | Floating      | 11.63%                | No            |                  2 | On Loan: No      |
| 6011329.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9398 | PA      | $9104.82      | 0.00%             | 2024-04-20      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 5927356.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5903 | PA      | $5687.21      | 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        |     18586 | PA      | $17994.79     | 0.01%             | 2024-03-13      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5942920.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2018 | PA      | $1709.74      | 0.00%             | 2024-03-28      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| 6125696.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2853 | PA      | $2574.82      | 0.00%             | 2024-05-11      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 5923339.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2266 | PA      | $2059.13      | 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        |      1017 | PA      | $954.43       | 0.00%             | 2024-02-15      | Fixed         | 4.44%                 | No            |                  3 | On Loan: No      |
| 6165966.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10803 | PA      | $10095.57     | 0.00%             | 2024-05-27      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5818924.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44072 | PA      | $43018.30     | 0.02%             | 2024-02-16      | Fixed         | 4.03%                 | No            |                  3 | On Loan: No      |
| 6162949.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       736 | PA      | $699.82       | 0.00%             | 2024-05-25      | Fixed         | 4.15%                 | No            |                  3 | On Loan: No      |
| 5945137.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2027 | PA      | $1827.93      | 0.00%             | 2024-03-28      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 5855284.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5157 | PA      | $4900.75      | 0.00%             | 2024-02-27      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 6136340.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6630 | PA      | $6327.21      | 0.00%             | 2024-05-16      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 5763208.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       628 | PA      | $602.33       | 0.00%             | 2024-02-02      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 6158579.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3382 | PA      | $3252.06      | 0.00%             | 2024-05-23      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5913590.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23724 | PA      | $22648.89     | 0.01%             | 2024-03-17      | Fixed         | 4.25%                 | No            |                  3 | On Loan: No      |
| 6125435.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4790 | PA      | $4469.72      | 0.00%             | 2024-05-11      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 6158717.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1003 | PA      | $915.71       | 0.00%             | 2024-05-23      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 6053832.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4714 | PA      | $4480.81      | 0.00%             | 2024-05-03      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 5772771.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2829 | PA      | $2671.06      | 0.00%             | 2024-02-04      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5891583.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16315 | PA      | $14308.99     | 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      | $530745.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| 5961848.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6634 | PA      | $6211.61      | 0.00%             | 2024-04-04      | Fixed         | 5.48%                 | No            |                  3 | On Loan: No      |
| 5764588.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10641 | PA      | $9939.26      | 0.00%             | 2024-02-02      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 6217403.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6998 | PA      | $6657.12      | 0.00%             | 2024-06-13      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 6016456.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3477 | PA      | $3343.05      | 0.00%             | 2024-04-22      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 6055554.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4943 | PA      | $4567.14      | 0.00%             | 2024-05-04      | Fixed         | 5.51%                 | No            |                  3 | On Loan: No      |
| 5874403.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4631 | PA      | $4524.07      | 0.00%             | 2024-03-02      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 6011184.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1979 | PA      | $1854.37      | 0.00%             | 2024-04-20      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 6206169.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2791 | PA      | $2576.12      | 0.00%             | 2024-06-08      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| Residential Accredit Loans, Inc.                       | RALI Series Trust                                                   | CUSIP: 749236AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1387311 | PA      | $1130030.10   | 0.50%             | 2037-09-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| 6148480.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2716 | PA      | $2505.53      | 0.00%             | 2024-05-21      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5984743.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16076 | PA      | $15394.28     | 0.01%             | 2024-04-12      | Fixed         | 3.90%                 | No            |                  3 | On Loan: No      |
| 5807310.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3211 | PA      | $3125.45      | 0.00%             | 2024-02-12      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 6052050.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1276 | PA      | $1085.57      | 0.00%             | 2024-05-03      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| 6208684.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4571 | PA      | $4191.08      | 0.00%             | 2024-06-09      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 5853163.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1275 | PA      | $1087.41      | 0.00%             | 2024-02-26      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 6029724.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2337 | PA      | $2215.96      | 0.00%             | 2024-04-27      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 5819316.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5954 | PA      | $5164.99      | 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        |      2793 | PA      | $1663.11      | 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        |      8253 | PA      | $8030.76      | 0.00%             | 2024-03-02      | Fixed         | 4.43%                 | No            |                  3 | On Loan: No      |
| 6053739.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       623 | PA      | $590.18       | 0.00%             | 2024-05-03      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 5904994.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6310 | PA      | $6097.51      | 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        |      3525 | PA      | $3423.07      | 0.00%             | 2024-02-16      | Fixed         | 4.15%                 | No            |                  3 | On Loan: No      |
| 6016386.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       845 | PA      | $716.17       | 0.00%             | 2024-04-22      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| 6041874.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3418 | PA      | $3241.08      | 0.00%             | 2024-05-01      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| Uta Acquisition Corp                                   | UTA Acquisition Corp.                                               | CUSIP: G9473A125<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     87648 | NS      | $881738.88    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| 6065070.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11264 | PA      | $10782.10     | 0.00%             | 2024-05-08      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 6165433.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15066 | PA      | $14067.35     | 0.01%             | 2024-05-26      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5954534.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9060 | PA      | $7547.36      | 0.00%             | 2024-03-30      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 6010009.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9402 | PA      | $7798.38      | 0.00%             | 2024-04-20      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust                                              | CUSIP: 12668AXL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    132963 | PA      | $116318.55    | 0.05%             | 2035-12-25      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| 5812244.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2226 | PA      | $1882.63      | 0.00%             | 2024-02-12      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 6131851.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1847 | PA      | $1758.78      | 0.00%             | 2024-05-15      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 6001837.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1898 | PA      | $1810.24      | 0.00%             | 2024-04-18      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 5908758.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5957 | PA      | $5691.10      | 0.00%             | 2024-03-15      | Fixed         | 4.59%                 | No            |                  3 | On Loan: No      |
| 6251358.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2024 | PA      | $1870.38      | 0.00%             | 2024-06-22      | Fixed         | 5.30%                 | No            |                  3 | On Loan: No      |
| Blackrock Tcp Cap Corp                                 | BlackRock TCP Capital Corp.                                         | CUSIP: 09259EAA6<br>LEI: 549300JU1XG1HF56J989 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124241.70    | 0.06%             | 2024-08-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| 6189994.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7447 | PA      | $6860.16      | 0.00%             | 2024-06-05      | Fixed         | 5.33%                 | No            |                  3 | On Loan: No      |
| 5944766.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6251 | PA      | $5818.28      | 0.00%             | 2024-03-28      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 6239021.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14442 | PA      | $13491.65     | 0.01%             | 2024-06-19      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5929744.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13237 | PA      | $12697.97     | 0.01%             | 2024-03-22      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6124269.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10204 | PA      | $9320.63      | 0.00%             | 2024-05-10      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 5828838.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17260 | PA      | $13224.58     | 0.01%             | 2024-02-18      | Fixed         | 4.32%                 | No            |                  3 | On Loan: No      |
| 6133059.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35119 | PA      | $33418.68     | 0.01%             | 2024-05-15      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5829983.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7839 | PA      | $7639.29      | 0.00%             | 2024-02-18      | Fixed         | 3.77%                 | No            |                  3 | On Loan: No      |
| 5934830.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       897 | PA      | $849.02       | 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        |   7293799 | PA      | $311465.63    | 0.14%             | 2069-11-20      | Variable      | 0.16%                 | No            |                  2 | On Loan: No      |
| 6207941.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10372 | PA      | $9876.10      | 0.00%             | 2024-06-09      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 6242761.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       864 | PA      | $801.59       | 0.00%             | 2024-06-20      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 6161409.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9497 | PA      | $8712.48      | 0.00%             | 2024-05-24      | Fixed         | 5.19%                 | No            |                  3 | On Loan: No      |
| 5901298.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2341 | PA      | $1772.65      | 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        |      5915 | PA      | $5691.11      | 0.00%             | 2024-03-26      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6051901.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6262 | PA      | $6038.61      | 0.00%             | 2024-05-03      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| 6055266.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6623 | PA      | $6353.52      | 0.00%             | 2024-05-04      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 5976872.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48567 | PA      | $46480.04     | 0.02%             | 2024-04-07      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 6204358.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2991 | PA      | $2735.34      | 0.00%             | 2024-06-08      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 5972730.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1965 | PA      | $1880.52      | 0.00%             | 2024-04-06      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| 6056875.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1504 | PA      | $1416.51      | 0.00%             | 2024-05-04      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5885649.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1022 | PA      | $991.00       | 0.00%             | 2024-03-07      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 5977435.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3728 | PA      | $3250.83      | 0.00%             | 2024-04-07      | Fixed         | 5.51%                 | No            |                  3 | On Loan: No      |
| 6046464.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11392 | PA      | $10735.57     | 0.00%             | 2024-05-02      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 6016476.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       725 | PA      | $601.24       | 0.00%             | 2024-04-22      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5948801.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13297 | PA      | $12694.76     | 0.01%             | 2024-03-29      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 6023656.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1653 | PA      | $1588.73      | 0.00%             | 2024-04-25      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 6161455.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3167 | PA      | $3029.87      | 0.00%             | 2024-05-24      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5907779.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2070 | PA      | $1888.77      | 0.00%             | 2024-03-15      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 6033017.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34655 | PA      | $32410.76     | 0.01%             | 2024-04-27      | Fixed         | 4.09%                 | No            |                  3 | On Loan: No      |
| 6217212.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40663 | PA      | $38991.21     | 0.02%             | 2024-06-13      | Fixed         | 4.27%                 | No            |                  3 | On Loan: No      |
| 5945282.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10917 | PA      | $8465.97      | 0.00%             | 2024-03-28      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5814606.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12320 | PA      | $11955.34     | 0.01%             | 2024-02-14      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6199844.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23392 | PA      | $21904.71     | 0.01%             | 2024-06-07      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| 6023555.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8631 | PA      | $8246.45      | 0.00%             | 2024-04-25      | Fixed         | 4.23%                 | No            |                  3 | On Loan: No      |
| 5995199.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30336 | PA      | $28651.66     | 0.01%             | 2024-04-14      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5921492.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1450 | PA      | $883.58       | 0.00%             | 2024-03-20      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6162650.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1025 | PA      | $945.90       | 0.00%             | 2024-05-25      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 6235018.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11942 | PA      | $11504.15     | 0.01%             | 2024-06-17      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6066186.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       732 | PA      | $534.37       | 0.00%             | 2024-05-08      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 6045986.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6313 | PA      | $5834.88      | 0.00%             | 2024-05-02      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 6256882.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12920 | PA      | $12214.65     | 0.01%             | 2024-06-26      | Fixed         | 4.60%                 | No            |                  3 | On Loan: No      |
| 5902087.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33708 | PA      | $31514.46     | 0.01%             | 2024-03-13      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 6196852.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5805 | PA      | $5392.67      | 0.00%             | 2024-06-07      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 6055331.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17670 | PA      | $16949.24     | 0.01%             | 2024-05-04      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 6135314.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4072 | PA      | $3917.86      | 0.00%             | 2024-05-16      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 6007481.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24084 | PA      | $23175.95     | 0.01%             | 2024-04-19      | Fixed         | 4.23%                 | No            |                  3 | On Loan: No      |
| 6161216.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6562 | PA      | $5520.46      | 0.00%             | 2024-05-24      | Fixed         | 4.94%                 | No            |                  3 | On Loan: No      |
| 6212321.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1137 | PA      | $1053.45      | 0.00%             | 2024-06-12      | Fixed         | 5.31%                 | No            |                  3 | On Loan: No      |
| 6016873.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24438 | PA      | $22242.01     | 0.01%             | 2024-04-23      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5856183.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2266 | PA      | $1823.24      | 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        |      6913 | PA      | $6746.99      | 0.00%             | 2024-02-27      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 6009718.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28993 | PA      | $25716.68     | 0.01%             | 2024-04-20      | Fixed         | 3.87%                 | No            |                  3 | On Loan: No      |
| 5961242.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1896 | PA      | $1814.66      | 0.00%             | 2024-04-04      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5765869.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       865 | PA      | $825.60       | 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      | $224962.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| 5933375.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       343 | PA      | $336.01       | 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        |       359 | PA      | $319.90       | 0.00%             | 2024-02-12      | Fixed         | 3.33%                 | No            |                  3 | On Loan: No      |
| 5996640.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12153 | PA      | $11605.23     | 0.01%             | 2024-04-15      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 6124240.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7672 | PA      | $7354.60      | 0.00%             | 2024-05-10      | Fixed         | 4.31%                 | No            |                  3 | On Loan: No      |
| 6057205.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51969 | PA      | $47938.95     | 0.02%             | 2024-05-04      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 5883225.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3103 | PA      | $2990.68      | 0.00%             | 2024-03-07      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6065573.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2986 | PA      | $2830.93      | 0.00%             | 2024-05-08      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 6016645.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       941 | PA      | $833.09       | 0.00%             | 2024-04-23      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 6017850.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11130 | PA      | $10539.58     | 0.00%             | 2024-04-24      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 6045002.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13505 | PA      | $9705.69      | 0.00%             | 2024-05-01      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 5852098.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16295 | PA      | $15498.39     | 0.01%             | 2024-02-26      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 6257832.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2421 | PA      | $2266.50      | 0.00%             | 2024-06-27      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 5904464.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1405 | PA      | $1372.41      | 0.00%             | 2024-03-14      | Fixed         | 5.33%                 | No            |                  3 | On Loan: No      |
| 6245880.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     56043 | PA      | $53014.99     | 0.02%             | 2024-06-21      | Fixed         | 4.59%                 | 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      | $392516.03    | 0.17%             | 2031-07-15      | Floating      | 9.83%                 | Yes           |                  2 | On Loan: No      |
| 6254614.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40744 | PA      | $38526.95     | 0.02%             | 2024-06-23      | Fixed         | 4.62%                 | No            |                  3 | On Loan: No      |
| 5918711.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7927 | PA      | $7715.84      | 0.00%             | 2024-03-20      | Fixed         | 3.86%                 | No            |                  3 | On Loan: No      |
| 5960801.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       918 | PA      | $872.88       | 0.00%             | 2024-04-04      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 5854116.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3266 | PA      | $3003.96      | 0.00%             | 2024-02-26      | Fixed         | 3.62%                 | No            |                  3 | On Loan: No      |
| 6024322.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3821 | PA      | $3656.63      | 0.00%             | 2024-04-26      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 6213518.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2656 | PA      | $2459.95      | 0.00%             | 2024-06-12      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 6014927.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8514 | PA      | $8051.33      | 0.00%             | 2024-04-21      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 6030191.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7431 | PA      | $7144.83      | 0.00%             | 2024-04-27      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 6052128.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12311 | PA      | $10998.70     | 0.00%             | 2024-05-03      | Fixed         | 4.52%                 | 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        |    278303 | PA      | $277403.59    | 0.12%             | 2046-03-25      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| 5772542.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       564 | PA      | $541.35       | 0.00%             | 2024-02-04      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 6146771.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3426 | PA      | $2825.34      | 0.00%             | 2024-05-19      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 5862956.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3282 | PA      | $3190.17      | 0.00%             | 2024-02-29      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 6054222.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       852 | PA      | $799.53       | 0.00%             | 2024-05-03      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| 6148535.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8309 | PA      | $7992.15      | 0.00%             | 2024-05-21      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5787711.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3202 | PA      | $3126.85      | 0.00%             | 2024-02-09      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 6037952.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11400 | PA      | $10866.51     | 0.00%             | 2024-04-30      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 6024841.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7127 | PA      | $6126.73      | 0.00%             | 2024-04-26      | Fixed         | 4.22%                 | No            |                  3 | On Loan: No      |
| 5853528.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13558 | PA      | $13235.61     | 0.01%             | 2024-02-26      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 5844381.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2678 | PA      | $2599.39      | 0.00%             | 2024-02-24      | Fixed         | 3.76%                 | 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      | $258464.15    | 0.11%             | 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        |     29297 | PA      | $23056.19     | 0.01%             | 2024-03-20      | Fixed         | 4.23%                 | No            |                  3 | On Loan: No      |
| 6255967.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5468 | PA      | $5141.94      | 0.00%             | 2024-06-25      | Fixed         | 4.77%                 | No            |                  3 | On Loan: No      |
| 5982184.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2697 | PA      | $2549.22      | 0.00%             | 2024-04-11      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5898485.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3883 | PA      | $3514.81      | 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      | $1123004.26   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| 5996748.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1383 | PA      | $1335.39      | 0.00%             | 2024-04-15      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5894959.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3171 | PA      | $2998.01      | 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        |      2436 | PA      | $1761.95      | 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        |       804 | PA      | $698.89       | 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        |      1984 | PA      | $1871.98      | 0.00%             | 2024-03-16      | Fixed         | 4.59%                 | No            |                  3 | On Loan: No      |
| 6258291.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17183 | PA      | $16042.06     | 0.01%             | 2024-06-27      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 6246047.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44273 | PA      | $41283.92     | 0.02%             | 2024-06-21      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 5961466.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33335 | PA      | $32025.84     | 0.01%             | 2024-04-04      | Fixed         | 4.49%                 | 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      | $704192.60    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| 6187324.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17058 | PA      | $16373.32     | 0.01%             | 2024-06-04      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6016764.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2531 | PA      | $2363.03      | 0.00%             | 2024-04-23      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| 5915519.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5574 | PA      | $5339.50      | 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        |   7833979 | PA      | $491839.12    | 0.22%             | 2044-07-20      | Floating      | 1.02%                 | No            |                  2 | On Loan: No      |
| 6175222.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8341 | PA      | $7796.13      | 0.00%             | 2024-05-30      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| 6133965.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10514 | PA      | $9442.13      | 0.00%             | 2024-05-15      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| American Tire Distributors                             | American Tire Distributors, Inc.                                    | CUSIP: N/A<br>LEI: HZ8T88YVE2JVXJ0BTQ24       | Long             | LON              | CORP              | US        |    313425 | PA      | $288351.00    | 0.13%             | 2028-10-08      | Floating      | 10.61%                | No            |                  2 | On Loan: No      |
| 6005119.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9461 | PA      | $9121.76      | 0.00%             | 2024-04-19      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| Tkb Critical Technologies 1                            | TKB Critical Technologies 1                                         | CUSIP: G88935104<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2376 | NS      | $24425.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 6056501.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17803 | PA      | $14302.70     | 0.01%             | 2024-05-04      | Fixed         | 5.35%                 | No            |                  3 | On Loan: No      |
| 6224242.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15545 | PA      | $14296.56     | 0.01%             | 2024-06-15      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| 6193743.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8266 | PA      | $7816.65      | 0.00%             | 2024-06-06      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 6158847.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3596 | PA      | $3456.91      | 0.00%             | 2024-05-23      | Fixed         | 3.98%                 | No            |                  3 | On Loan: No      |
| 5870245.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1210 | PA      | $1176.99      | 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        |   4132934 | PA      | $19151.60     | 0.01%             | 2053-09-16      | Variable      | 0.16%                 | No            |                  2 | On Loan: No      |
| 5985923.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7684 | PA      | $7381.67      | 0.00%             | 2024-04-12      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 6252238.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7553 | PA      | $6960.32      | 0.00%             | 2024-06-23      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 5998011.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       576 | PA      | $551.16       | 0.00%             | 2024-04-17      | Fixed         | 4.63%                 | No            |                  3 | On Loan: No      |
| 6228400.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8436 | PA      | $7960.73      | 0.00%             | 2024-06-16      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 6066213.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35566 | PA      | $32879.42     | 0.01%             | 2024-05-08      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| Fontainebleau Miami Beach Trust                        | Fontainebleau Miami Beach Trust                                     | CUSIP: 34461LAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    546000 | PA      | $483430.58    | 0.21%             | 2036-12-12      | Variable      | 3.96%                 | Yes           |                  2 | On Loan: No      |
| 6045248.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3121 | PA      | $2956.83      | 0.00%             | 2024-05-01      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 6209032.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21436 | PA      | $20567.23     | 0.01%             | 2024-06-09      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5892032.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22238 | PA      | $21388.78     | 0.01%             | 2024-03-09      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 6205681.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4036 | PA      | $3724.69      | 0.00%             | 2024-06-08      | Fixed         | 5.41%                 | No            |                  3 | On Loan: No      |
| 5977031.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14129 | PA      | $13220.99     | 0.01%             | 2024-04-07      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 5828609.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8417 | PA      | $7852.35      | 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        |      3639 | PA      | $3480.41      | 0.00%             | 2024-03-24      | Fixed         | 4.09%                 | No            |                  3 | On Loan: No      |
| 6236337.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     62281 | PA      | $58562.26     | 0.03%             | 2024-06-18      | Fixed         | 4.76%                 | No            |                  3 | On Loan: No      |
| 6176181.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26639 | PA      | $24592.57     | 0.01%             | 2024-05-30      | Fixed         | 5.49%                 | No            |                  3 | On Loan: No      |
| 6172426.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1833 | PA      | $1707.29      | 0.00%             | 2024-05-29      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 6149418.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6147 | PA      | $5503.84      | 0.00%             | 2024-05-21      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 6158835.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10522 | PA      | $9985.10      | 0.00%             | 2024-05-23      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 5979741.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5828 | PA      | $5472.32      | 0.00%             | 2024-04-10      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 6149737.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3680 | PA      | $3489.97      | 0.00%             | 2024-05-21      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 6187305.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2973 | PA      | $2795.27      | 0.00%             | 2024-06-04      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5764044.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       360 | PA      | $354.21       | 0.00%             | 2024-02-02      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 6133954.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3805 | PA      | $3566.03      | 0.00%             | 2024-05-15      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 6121632.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1173 | PA      | $1078.23      | 0.00%             | 2024-05-10      | Fixed         | 5.43%                 | No            |                  3 | On Loan: No      |
| 5766767.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1879 | PA      | $1687.31      | 0.00%             | 2024-02-03      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 5990014.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       467 | PA      | $443.41       | 0.00%             | 2024-04-13      | Fixed         | 3.99%                 | No            |                  3 | On Loan: No      |
| 6002777.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     78861 | PA      | $74009.35     | 0.03%             | 2024-04-18      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 6254839.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38895 | PA      | $37345.21     | 0.02%             | 2024-06-23      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5986260.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50008 | PA      | $47720.03     | 0.02%             | 2024-04-12      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 6225084.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4232 | PA      | $3905.58      | 0.00%             | 2024-06-15      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 5928139.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       731 | PA      | $619.74       | 0.00%             | 2024-03-22      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5883067.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       645 | PA      | $626.02       | 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        |      2529 | PA      | $2469.90      | 0.00%             | 2024-02-01      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5996783.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13659 | PA      | $13170.66     | 0.01%             | 2024-04-15      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5839936.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3624 | PA      | $3549.05      | 0.00%             | 2024-02-23      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| 6033287.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1920 | PA      | $1820.50      | 0.00%             | 2024-04-28      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 5830048.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7989 | PA      | $7717.59      | 0.00%             | 2024-02-18      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5954674.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9883 | PA      | $8152.94      | 0.00%             | 2024-03-30      | Fixed         | 5.51%                 | No            |                  3 | On Loan: No      |
| 6032209.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12372 | PA      | $11921.12     | 0.01%             | 2024-04-27      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6037064.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20184 | PA      | $19237.40     | 0.01%             | 2024-04-29      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 6168478.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1092 | PA      | $1008.18      | 0.00%             | 2024-05-28      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 6240398.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16782 | PA      | $15599.22     | 0.01%             | 2024-06-20      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 5993302.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2767 | PA      | $2432.61      | 0.00%             | 2024-04-14      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 5817000.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21900 | PA      | $20621.93     | 0.01%             | 2024-02-15      | Fixed         | 4.43%                 | No            |                  3 | On Loan: No      |
| 6039239.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12583 | PA      | $12065.37     | 0.01%             | 2024-04-30      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5883573.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       809 | PA      | $775.76       | 0.00%             | 2024-03-07      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 5985150.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7078 | PA      | $6795.21      | 0.00%             | 2024-04-12      | Fixed         | 4.27%                 | No            |                  3 | On Loan: No      |
| 6165673.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27860 | PA      | $26022.71     | 0.01%             | 2024-05-27      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 6136611.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       994 | PA      | $945.35       | 0.00%             | 2024-05-16      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 6259489.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14491 | PA      | $13528.46     | 0.01%             | 2024-06-27      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 6023613.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6600 | PA      | $6370.51      | 0.00%             | 2024-04-25      | Fixed         | 3.86%                 | No            |                  3 | On Loan: No      |
| 5907889.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1134 | PA      | $1040.12      | 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        |      1867 | PA      | $1747.87      | 0.00%             | 2024-03-14      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 6059873.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6989 | PA      | $6703.64      | 0.00%             | 2024-05-06      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5812097.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18157 | PA      | $16933.59     | 0.01%             | 2024-02-12      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 6166360.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3072 | PA      | $2871.31      | 0.00%             | 2024-05-28      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 6017679.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10821 | PA      | $10413.62     | 0.00%             | 2024-04-24      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 6029627.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2431 | PA      | $2267.16      | 0.00%             | 2024-04-27      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5791687.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3359 | PA      | $3021.13      | 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        |     14895 | PA      | $14469.43     | 0.01%             | 2024-02-22      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 6048379.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1337 | PA      | $1216.47      | 0.00%             | 2024-05-02      | Fixed         | 5.47%                 | No            |                  3 | On Loan: No      |
| 6039108.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       837 | PA      | $780.84       | 0.00%             | 2024-04-30      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Cifc Funding Ltd                                       | CIFC Funding, Ltd.                                                  | CUSIP: 12565HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $447896.35    | 0.20%             | 2034-07-15      | Floating      | 10.58%                | Yes           |                  2 | On Loan: No      |
| 6158736.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2741 | PA      | $2592.96      | 0.00%             | 2024-05-23      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5890388.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4181 | PA      | $3523.94      | 0.00%             | 2024-03-08      | Fixed         | 5.26%                 | No            |                  3 | On Loan: No      |
| 6160547.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13096 | PA      | $12512.17     | 0.01%             | 2024-05-23      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 6158743.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4243 | PA      | $3961.21      | 0.00%             | 2024-05-23      | Fixed         | 5.03%                 | No            |                  3 | On Loan: No      |
| 5984703.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2879 | PA      | $2758.21      | 0.00%             | 2024-04-12      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 6010357.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13043 | PA      | $11515.26     | 0.01%             | 2024-04-20      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 5901574.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15120 | PA      | $13278.38     | 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        |      6213 | PA      | $6012.46      | 0.00%             | 2024-03-21      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 6041156.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1734 | PA      | $1661.60      | 0.00%             | 2024-04-30      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 6132237.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1075 | PA      | $1008.43      | 0.00%             | 2024-05-15      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5777722.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7812 | PA      | $7542.15      | 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        |      6661 | PA      | $6387.69      | 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        |      1725 | PA      | $1676.03      | 0.00%             | 2024-03-16      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 6168542.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9534 | PA      | $9165.41      | 0.00%             | 2024-05-28      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 6250581.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1136 | PA      | $1077.13      | 0.00%             | 2024-06-22      | Fixed         | 4.43%                 | No            |                  3 | On Loan: No      |
| 6126679.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2401 | PA      | $2286.10      | 0.00%             | 2024-05-12      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| 5987008.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12824 | PA      | $11870.52     | 0.01%             | 2024-04-12      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| 6044543.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2524 | PA      | $2336.01      | 0.00%             | 2024-05-01      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 6160872.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7601 | PA      | $7093.95      | 0.00%             | 2024-05-24      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 6158120.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1707 | PA      | $1577.24      | 0.00%             | 2024-05-23      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 6166485.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5645 | PA      | $5426.87      | 0.00%             | 2024-05-28      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5751511.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5168 | PA      | $4890.76      | 0.00%             | 2024-01-28      | Fixed         | 5.93%                 | No            |                  3 | On Loan: No      |
| 6203550.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1953 | PA      | $1794.53      | 0.00%             | 2024-06-08      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 6238557.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4299 | PA      | $4129.38      | 0.00%             | 2024-06-19      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5754616.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2412 | PA      | $2345.57      | 0.00%             | 2024-01-29      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 6011431.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4641 | PA      | $4473.90      | 0.00%             | 2024-04-20      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5989463.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2723 | PA      | $2475.37      | 0.00%             | 2024-04-13      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 6251320.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3589 | PA      | $3301.54      | 0.00%             | 2024-06-22      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| Globalink Investment Inc                               | Globalink Investment, Inc.                                          | CUSIP: 37892F125<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     62828 | NC      | $691.11       | 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      | $499939.50    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| 6181212.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4979 | PA      | $4620.64      | 0.00%             | 2024-06-01      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 6186669.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11937 | PA      | $11281.58     | 0.01%             | 2024-06-04      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6030282.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7839 | PA      | $7251.06      | 0.00%             | 2024-04-27      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 6183104.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7188 | PA      | $6896.77      | 0.00%             | 2024-06-02      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 6161433.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4871 | PA      | $4545.06      | 0.00%             | 2024-05-24      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| 5762276.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1463 | PA      | $1425.93      | 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        |      1983 | PA      | $1930.31      | 0.00%             | 2024-02-12      | Fixed         | 3.75%                 | No            |                  3 | On Loan: No      |
| 5998057.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7042 | PA      | $6668.02      | 0.00%             | 2024-04-17      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 5862898.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1023 | PA      | $941.72       | 0.00%             | 2024-02-29      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 5966545.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5136 | PA      | $4965.75      | 0.00%             | 2024-04-05      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 6255269.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-06-24      | Fixed         | 3.96%                 | 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      | $595357.68    | 0.26%             |  |  |  | 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      | $1746053.00   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| 5805197.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7233 | PA      | $6927.95      | 0.00%             | 2024-02-11      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 6259801.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47010 | PA      | $44766.96     | 0.02%             | 2024-06-27      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 6009832.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       718 | PA      | $667.53       | 0.00%             | 2024-04-20      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 5991173.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34731 | PA      | $33201.88     | 0.01%             | 2024-04-13      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5821703.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14012 | PA      | $13682.96     | 0.01%             | 2024-02-16      | Fixed         | 4.03%                 | No            |                  3 | On Loan: No      |
| 6113954.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2997 | PA      | $2191.97      | 0.00%             | 2024-05-09      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 6244645.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6580 | PA      | $6069.03      | 0.00%             | 2024-06-21      | Fixed         | 5.14%                 | 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      | $386208.55    | 0.17%             | 2031-05-15      | Floating      | 9.96%                 | Yes           |                  2 | On Loan: No      |
| 6041178.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     87947 | PA      | $82771.16     | 0.04%             | 2024-04-30      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 6175598.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6012 | PA      | $5768.91      | 0.00%             | 2024-05-30      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5767122.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1915 | PA      | $1876.04      | 0.00%             | 2024-02-03      | Fixed         | 3.27%                 | No            |                  3 | On Loan: No      |
| 6011462.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5381 | PA      | $4933.12      | 0.00%             | 2024-04-20      | Fixed         | 4.58%                 | No            |                  3 | On Loan: No      |
| 6126164.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7423 | PA      | $6950.89      | 0.00%             | 2024-05-12      | Fixed         | 4.93%                 | 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      | $480842.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| 5996373.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1704 | PA      | $1257.33      | 0.00%             | 2024-04-15      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 6145370.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49428 | PA      | $46220.89     | 0.02%             | 2024-05-18      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| 6191768.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       550 | PA      | $507.16       | 0.00%             | 2024-06-06      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| 6137550.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3534 | PA      | $3245.72      | 0.00%             | 2024-05-16      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5822719.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3370 | PA      | $3227.06      | 0.00%             | 2024-02-17      | Fixed         | 4.03%                 | No            |                  3 | On Loan: No      |
| 6246019.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2008 | PA      | $1934.77      | 0.00%             | 2024-06-21      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 6254568.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7756 | PA      | $7333.91      | 0.00%             | 2024-06-23      | Fixed         | 4.62%                 | No            |                  3 | On Loan: No      |
| 5805249.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14474 | PA      | $13073.12     | 0.01%             | 2024-02-11      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 6235494.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4496 | PA      | $4148.78      | 0.00%             | 2024-06-17      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 6180505.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10572 | PA      | $9877.04      | 0.00%             | 2024-06-01      | Fixed         | 5.13%                 | 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      | $320.13       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5961440.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       573 | PA      | $550.74       | 0.00%             | 2024-04-04      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 6178829.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16695 | PA      | $15436.25     | 0.01%             | 2024-06-01      | Fixed         | 5.41%                 | No            |                  3 | On Loan: No      |
| 5899807.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       711 | PA      | $593.71       | 0.00%             | 2024-03-13      | Fixed         | 5.13%                 | No            |                  3 | On Loan: No      |
| 5953888.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     53048 | PA      | $49053.19     | 0.02%             | 2024-03-30      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| 6146876.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12107 | PA      | $11644.53     | 0.01%             | 2024-05-19      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5963523.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22304 | PA      | $21358.59     | 0.01%             | 2024-04-04      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 5940705.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51776 | PA      | $48549.77     | 0.02%             | 2024-03-27      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 6111913.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10081 | PA      | $9618.83      | 0.00%             | 2024-05-09      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| 6125809.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3344 | PA      | $2544.99      | 0.00%             | 2024-05-11      | Fixed         | 5.19%                 | No            |                  3 | On Loan: No      |
| 5937756.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2030 | PA      | $1985.87      | 0.00%             | 2024-03-26      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6134887.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4052 | PA      | $3899.62      | 0.00%             | 2024-05-16      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5796814.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38253 | PA      | $37360.67     | 0.02%             | 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        |      1983 | PA      | $1857.65      | 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      | $1001499.36   | 0.44%             | 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        |      1737 | PA      | $1434.92      | 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        |      3695 | PA      | $3596.65      | 0.00%             | 2024-02-03      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 5963014.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12761 | PA      | $12224.77     | 0.01%             | 2024-04-04      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 5844530.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2146 | PA      | $2006.76      | 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        |      1092 | PA      | $1066.73      | 0.00%             | 2024-03-23      | Fixed         | 5.03%                 | No            |                  3 | On Loan: No      |
| 5956229.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       602 | PA      | $554.26       | 0.00%             | 2024-04-02      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 6053630.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1383 | PA      | $1298.11      | 0.00%             | 2024-05-03      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 6135946.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2368 | PA      | $2025.93      | 0.00%             | 2024-05-16      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5990637.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18061 | PA      | $14778.48     | 0.01%             | 2024-04-13      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 6140995.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5007 | PA      | $4722.53      | 0.00%             | 2024-05-17      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 6044582.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28304 | PA      | $22866.43     | 0.01%             | 2024-05-01      | Fixed         | 4.90%                 | 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      | $171106.56    | 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        |       957 | PA      | $671.40       | 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        |      7784 | PA      | $7345.41      | 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        |      4368 | PA      | $4229.28      | 0.00%             | 2024-03-09      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| 6010105.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4487 | PA      | $4347.03      | 0.00%             | 2024-04-20      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 6140860.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1042 | PA      | $977.64       | 0.00%             | 2024-05-17      | Fixed         | 5.07%                 | 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      | $51664.47     | 0.02%             | 2046-08-17      | Variable      | 0.95%                 | Yes           |                  2 | On Loan: No      |
| 6066157.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8931 | PA      | $7910.62      | 0.00%             | 2024-05-08      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 6002304.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1762 | PA      | $1696.65      | 0.00%             | 2024-04-18      | Fixed         | 4.24%                 | No            |                  3 | On Loan: No      |
| 6186634.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1489 | PA      | $1379.21      | 0.00%             | 2024-06-04      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| Gs Mortgage Securities Trust                           | GS Mortgage Securities Corp. II                                     | CUSIP: 36266CAS5<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $441678.05    | 0.20%             | 2023-11-15      | Floating      | 10.25%                | Yes           |                  2 | On Loan: No      |
| 6242391.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48709 | PA      | $45826.21     | 0.02%             | 2024-06-20      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| 6064976.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31525 | PA      | $29427.61     | 0.01%             | 2024-05-08      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 6169663.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9377 | PA      | $9003.18      | 0.00%             | 2024-05-29      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6162696.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1170 | PA      | $1048.41      | 0.00%             | 2024-05-25      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 5943507.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1818 | PA      | $1679.36      | 0.00%             | 2024-03-28      | Fixed         | 4.35%                 | No            |                  3 | On Loan: No      |
| 5877734.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15534 | PA      | $15084.01     | 0.01%             | 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        |      2353 | PA      | $2264.18      | 0.00%             | 2024-03-04      | Fixed         | 4.90%                 | 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      | $436224.60    | 0.19%             | 2035-07-17      | Floating      | 11.21%                | Yes           |                  2 | On Loan: No      |
| 5827834.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       823 | PA      | $785.78       | 0.00%             | 2024-02-18      | Fixed         | 4.21%                 | No            |                  3 | On Loan: No      |
| 5944785.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       768 | PA      | $743.83       | 0.00%             | 2024-03-28      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5902214.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       183 | PA      | $177.52       | 0.00%             | 2024-03-13      | Fixed         | 4.02%                 | No            |                  3 | On Loan: No      |
| 6224926.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7464 | PA      | $7132.31      | 0.00%             | 2024-06-15      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 6173566.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21700 | PA      | $20163.62     | 0.01%             | 2024-05-30      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| 6196704.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10887 | PA      | $10166.67     | 0.00%             | 2024-06-07      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| 6105838.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6905 | PA      | $6438.31      | 0.00%             | 2024-05-09      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 6136977.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1187 | PA      | $1110.02      | 0.00%             | 2024-05-16      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 5884496.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2178 | PA      | $1826.16      | 0.00%             | 2024-03-07      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| N/A                                                    | APPLIED SYSTEMS, INC., TL                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    415000 | PA      | $413443.75    | 0.18%             | 2027-09-19      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| 5917697.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9810 | PA      | $8424.24      | 0.00%             | 2024-03-19      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5971691.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22726 | PA      | $20872.87     | 0.01%             | 2024-04-06      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 6134447.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9453 | PA      | $8836.97      | 0.00%             | 2024-05-15      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5996359.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4142 | PA      | $3987.44      | 0.00%             | 2024-04-15      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 6186823.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5001 | PA      | $4701.30      | 0.00%             | 2024-06-04      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 6043791.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4260 | PA      | $4109.75      | 0.00%             | 2024-05-01      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 6134724.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6969 | PA      | $6630.43      | 0.00%             | 2024-05-15      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| 6136161.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1601 | PA      | $1311.42      | 0.00%             | 2024-05-16      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5992628.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       789 | PA      | $711.97       | 0.00%             | 2024-04-13      | Fixed         | 4.76%                 | No            |                  3 | On Loan: No      |
| 6166227.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4514 | PA      | $4065.95      | 0.00%             | 2024-05-28      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| 6057545.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38428 | PA      | $36067.02     | 0.02%             | 2024-05-04      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 6056807.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1397 | PA      | $1231.76      | 0.00%             | 2024-05-04      | Fixed         | 5.51%                 | No            |                  3 | On Loan: No      |
| 6121969.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4394 | PA      | $3751.38      | 0.00%             | 2024-05-10      | Fixed         | 5.43%                 | No            |                  3 | On Loan: No      |
| 6191046.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3172 | PA      | $3044.36      | 0.00%             | 2024-06-05      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5760060.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11672 | PA      | $10940.32     | 0.00%             | 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        |      1343 | PA      | $1270.49      | 0.00%             | 2024-03-24      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 6053201.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3615 | PA      | $2605.27      | 0.00%             | 2024-05-03      | Fixed         | 5.41%                 | No            |                  3 | On Loan: No      |
| 5985843.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1518 | PA      | $1467.49      | 0.00%             | 2024-04-12      | Fixed         | 3.90%                 | No            |                  3 | On Loan: No      |
| 5899547.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4343 | PA      | $4126.68      | 0.00%             | 2024-03-13      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 6140075.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5429 | PA      | $5222.61      | 0.00%             | 2024-05-17      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 6058369.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       905 | PA      | $852.38       | 0.00%             | 2024-05-05      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 5992189.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4051 | PA      | $3837.78      | 0.00%             | 2024-04-13      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 6013919.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2349 | PA      | $2274.64      | 0.00%             | 2024-04-21      | Fixed         | 3.68%                 | No            |                  3 | On Loan: No      |
| 6208759.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15511 | PA      | $14667.55     | 0.01%             | 2024-06-09      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6135566.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3511 | PA      | $3290.53      | 0.00%             | 2024-05-16      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 5989626.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16665 | PA      | $14422.54     | 0.01%             | 2024-04-13      | Fixed         | 4.41%                 | 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      | $19409.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 5983274.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    101033 | PA      | $87277.91     | 0.04%             | 2024-04-11      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5764372.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5020 | PA      | $4904.39      | 0.00%             | 2024-02-02      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 6185769.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3990 | PA      | $3697.88      | 0.00%             | 2024-06-03      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| 6127341.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3772 | PA      | $3602.76      | 0.00%             | 2024-05-13      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 5984225.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1016 | PA      | $936.47       | 0.00%             | 2024-04-11      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 5855637.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7743 | PA      | $7024.71      | 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        |      2942 | PA      | $2850.91      | 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        |      1542 | PA      | $1270.08      | 0.00%             | 2024-03-10      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| 6134718.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5436 | PA      | $5156.79      | 0.00%             | 2024-05-15      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 5962347.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10169 | PA      | $9781.39      | 0.00%             | 2024-04-04      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5900844.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3449 | PA      | $3339.38      | 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        |      3887 | PA      | $3780.54      | 0.00%             | 2024-02-24      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 5831637.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5948 | PA      | $5696.73      | 0.00%             | 2024-02-19      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 6186625.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2252 | PA      | $2099.97      | 0.00%             | 2024-06-04      | Fixed         | 5.13%                 | No            |                  3 | On Loan: No      |
| 5765270.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       629 | PA      | $615.89       | 0.00%             | 2024-02-02      | Fixed         | 4.97%                 | No            |                  3 | On Loan: No      |
| 6253281.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4299 | PA      | $3982.74      | 0.00%             | 2024-06-23      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 6013225.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6127 | PA      | $5660.75      | 0.00%             | 2024-04-21      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5965955.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8362 | PA      | $8085.17      | 0.00%             | 2024-04-05      | Fixed         | 3.90%                 | No            |                  3 | On Loan: No      |
| 6212333.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18934 | PA      | $18166.36     | 0.01%             | 2024-06-12      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5758100.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       445 | PA      | $318.02       | 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        |      1398 | PA      | $1370.94      | 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        |      4812 | PA      | $4566.18      | 0.00%             | 2024-03-02      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 5961617.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       555 | PA      | $532.53       | 0.00%             | 2024-04-04      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 6132194.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6064 | PA      | $5056.07      | 0.00%             | 2024-05-15      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| 6017015.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6266 | PA      | $5969.81      | 0.00%             | 2024-04-23      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 6180483.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3283 | PA      | $3086.92      | 0.00%             | 2024-06-01      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 5876384.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11013 | PA      | $6264.56      | 0.00%             | 2024-03-02      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 6012853.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14709 | PA      | $13971.19     | 0.01%             | 2024-04-21      | Fixed         | 4.55%                 | 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      | $266712.85    | 0.12%             | 2025-02-25      | Floating      | 9.09%                 | Yes           |                  2 | On Loan: No      |
| 5950736.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15220 | PA      | $14395.65     | 0.01%             | 2024-03-29      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 6158366.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2485 | PA      | $2317.19      | 0.00%             | 2024-05-23      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5842037.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12628 | PA      | $12320.90     | 0.01%             | 2024-02-23      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| 5952420.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16330 | PA      | $14813.24     | 0.01%             | 2024-03-30      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 6047373.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9266 | PA      | $8700.75      | 0.00%             | 2024-05-02      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5904712.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9396 | PA      | $9137.72      | 0.00%             | 2024-03-14      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5996217.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2596 | PA      | $2357.61      | 0.00%             | 2024-04-14      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 6174965.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11948 | PA      | $11472.19     | 0.01%             | 2024-05-30      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6185305.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10927 | PA      | $10144.59     | 0.00%             | 2024-06-02      | Fixed         | 5.35%                 | No            |                  3 | On Loan: No      |
| 5808281.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7552 | PA      | $7062.60      | 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        |      7525 | PA      | $6827.33      | 0.00%             | 2024-03-14      | Fixed         | 5.33%                 | No            |                  3 | On Loan: No      |
| 5962464.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42402 | PA      | $40788.29     | 0.02%             | 2024-04-04      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5762644.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3125 | PA      | $3032.08      | 0.00%             | 2024-02-02      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 6243939.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3461 | PA      | $3172.97      | 0.00%             | 2024-06-21      | Fixed         | 5.35%                 | No            |                  3 | On Loan: No      |
| 6058473.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5715 | PA      | $5209.34      | 0.00%             | 2024-05-05      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 6116174.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       746 | PA      | $699.01       | 0.00%             | 2024-05-09      | Fixed         | 4.76%                 | No            |                  3 | On Loan: No      |
| 6175034.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1445 | PA      | $1341.42      | 0.00%             | 2024-05-30      | Fixed         | 5.26%                 | No            |                  3 | On Loan: No      |
| 6251119.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10057 | PA      | $9683.69      | 0.00%             | 2024-06-22      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 6013293.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13675 | PA      | $13181.51     | 0.01%             | 2024-04-21      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6162221.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4028 | PA      | $3812.98      | 0.00%             | 2024-05-25      | Fixed         | 5.03%                 | No            |                  3 | On Loan: No      |
| 6061915.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22473 | PA      | $21104.61     | 0.01%             | 2024-05-07      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                   | CUSIP: 3136A1D44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1443439 | PA      | $133761.60    | 0.06%             | 2041-10-25      | Floating      | 1.51%                 | No            |                  2 | On Loan: No      |
| 6219990.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8955 | PA      | $8383.49      | 0.00%             | 2024-06-14      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| 6046669.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6956 | PA      | $6618.18      | 0.00%             | 2024-05-02      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 6163138.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24068 | PA      | $22585.05     | 0.01%             | 2024-05-25      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 5915715.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6733 | PA      | $5973.84      | 0.00%             | 2024-03-19      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 6014216.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2982 | PA      | $2732.66      | 0.00%             | 2024-04-21      | Fixed         | 4.58%                 | No            |                  3 | On Loan: No      |
| 5751250.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2031 | PA      | $1999.25      | 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        |     11988 | PA      | $11373.23     | 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        |     21126 | PA      | $19794.21     | 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        |      1500 | PA      | $1450.54      | 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        |      1343 | PA      | $1295.93      | 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        |      2231 | PA      | $2175.30      | 0.00%             | 2024-02-18      | Fixed         | 3.43%                 | No            |                  3 | On Loan: No      |
| 5954660.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       683 | PA      | $653.83       | 0.00%             | 2024-03-30      | Fixed         | 5.10%                 | No            |                  3 | On Loan: No      |
| 5835005.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       687 | PA      | $669.62       | 0.00%             | 2024-02-20      | Fixed         | 3.62%                 | No            |                  3 | On Loan: No      |
| 6059784.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2945 | PA      | $2719.80      | 0.00%             | 2024-05-06      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 5862057.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5566 | PA      | $5433.69      | 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        |      3427 | PA      | $3314.77      | 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        |      5718 | PA      | $5271.09      | 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        |      1342 | PA      | $1314.79      | 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        |      3341 | PA      | $3106.91      | 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        |       932 | PA      | $808.69       | 0.00%             | 2024-02-26      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 6240881.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2397 | PA      | $2222.97      | 0.00%             | 2024-06-20      | Fixed         | 5.21%                 | No            |                  3 | On Loan: No      |
| 6256558.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7415 | PA      | $7118.76      | 0.00%             | 2024-06-26      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5921424.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       735 | PA      | $656.55       | 0.00%             | 2024-03-20      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 6203272.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4420 | PA      | $4139.05      | 0.00%             | 2024-06-08      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 6227865.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3932 | PA      | $3788.58      | 0.00%             | 2024-06-16      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 6132508.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7233 | PA      | $6750.35      | 0.00%             | 2024-05-15      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 6043540.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3421 | PA      | $2369.09      | 0.00%             | 2024-05-01      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5756849.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1423 | PA      | $1377.93      | 0.00%             | 2024-01-30      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5997022.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4412 | PA      | $4254.89      | 0.00%             | 2024-04-15      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 6161101.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2126 | PA      | $1904.83      | 0.00%             | 2024-05-24      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 6026192.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     65759 | PA      | $63350.77     | 0.03%             | 2024-04-26      | Fixed         | 4.07%                 | No            |                  3 | On Loan: No      |
| 5752028.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17038 | PA      | $13342.02     | 0.01%             | 2024-01-28      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 6042162.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       739 | PA      | $705.95       | 0.00%             | 2024-05-01      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 5979975.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1720 | PA      | $1607.34      | 0.00%             | 2024-04-10      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6122387.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30186 | PA      | $26772.56     | 0.01%             | 2024-05-10      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 5834617.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1365 | PA      | $905.60       | 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        |      7836 | PA      | $7607.80      | 0.00%             | 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        |       756 | PA      | $739.22       | 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        |      2279 | PA      | $2202.16      | 0.00%             | 2024-03-02      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 6106521.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2015 | PA      | $1931.50      | 0.00%             | 2024-05-09      | Fixed         | 4.31%                 | No            |                  3 | On Loan: No      |
| 6001970.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2529 | PA      | $2450.99      | 0.00%             | 2024-04-18      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| 5854383.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3323 | PA      | $3194.34      | 0.00%             | 2024-02-26      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 6036591.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3187 | PA      | $3035.23      | 0.00%             | 2024-04-28      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5922829.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1334 | PA      | $1300.65      | 0.00%             | 2024-03-21      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 6238274.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11906 | PA      | $11073.02     | 0.00%             | 2024-06-19      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5852546.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3599 | PA      | $2160.54      | 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        |     17889 | PA      | $17349.34     | 0.01%             | 2024-03-24      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 6125808.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       773 | PA      | $688.39       | 0.00%             | 2024-05-11      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5817512.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2566 | PA      | $2241.67      | 0.00%             | 2024-02-15      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 6157884.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19162 | PA      | $18131.99     | 0.01%             | 2024-05-23      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5950033.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31498 | PA      | $29590.53     | 0.01%             | 2024-03-29      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| 5775666.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34405 | PA      | $32603.08     | 0.01%             | 2024-02-05      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 6015011.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2398 | PA      | $2272.16      | 0.00%             | 2024-04-21      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 6126211.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1246 | PA      | $1185.86      | 0.00%             | 2024-05-12      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 6026054.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20235 | PA      | $19306.05     | 0.01%             | 2024-04-26      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5959663.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2058 | PA      | $1978.51      | 0.00%             | 2024-04-03      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 5962073.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3603 | PA      | $3361.86      | 0.00%             | 2024-04-04      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 6033672.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9245 | PA      | $8873.46      | 0.00%             | 2024-04-28      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5951497.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3021 | PA      | $2884.09      | 0.00%             | 2024-03-29      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5959171.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8616 | PA      | $8037.74      | 0.00%             | 2024-04-03      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5979795.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4197 | PA      | $4013.84      | 0.00%             | 2024-04-10      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 5810173.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14814 | PA      | $14285.44     | 0.01%             | 2024-02-12      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 6010626.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3049 | PA      | $2521.62      | 0.00%             | 2024-04-20      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5834171.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       172 | PA      | $167.43       | 0.00%             | 2024-02-19      | Fixed         | 3.66%                 | No            |                  3 | On Loan: No      |
| 6015982.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1185 | PA      | $1057.30      | 0.00%             | 2024-04-22      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 5966011.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20579 | PA      | $18905.07     | 0.01%             | 2024-04-05      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 6143272.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4329 | PA      | $4164.40      | 0.00%             | 2024-05-17      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| Bx Trust                                               | BX Commercial Mortgage Trust                                        | CUSIP: 05608BAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    321000 | PA      | $301817.52    | 0.13%             | 2034-04-15      | Floating      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust                                              | CUSIP: 12668AFL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540388 | PA      | $340422.65    | 0.15%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 6106983.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7885 | PA      | $7527.90      | 0.00%             | 2024-05-09      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 6131542.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8657 | PA      | $7419.16      | 0.00%             | 2024-05-15      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 5882860.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9716 | PA      | $7612.18      | 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        |      6335 | PA      | $6149.24      | 0.00%             | 2024-03-14      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 5974098.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       472 | PA      | $436.84       | 0.00%             | 2024-04-06      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 6208444.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3607 | PA      | $3319.42      | 0.00%             | 2024-06-09      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| 5984769.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50374 | PA      | $44571.64     | 0.02%             | 2024-04-12      | Fixed         | 5.32%                 | No            |                  3 | On Loan: No      |
| 5994949.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6035 | PA      | $5637.38      | 0.00%             | 2024-04-14      | Fixed         | 4.58%                 | No            |                  3 | On Loan: No      |
| 6003863.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7443 | PA      | $7115.67      | 0.00%             | 2024-04-18      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5944789.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2204 | PA      | $1563.34      | 0.00%             | 2024-03-28      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 6166002.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7349 | PA      | $7000.85      | 0.00%             | 2024-05-27      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 6219139.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14681 | PA      | $14084.09     | 0.01%             | 2024-06-14      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6137491.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2192 | PA      | $1983.35      | 0.00%             | 2024-05-16      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 5878505.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3266 | PA      | $3146.22      | 0.00%             | 2024-03-04      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 6200349.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48198 | PA      | $45566.13     | 0.02%             | 2024-06-07      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5946036.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       866 | PA      | $679.30       | 0.00%             | 2024-03-28      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 5996084.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6666 | PA      | $6429.27      | 0.00%             | 2024-04-14      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6027345.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8366 | PA      | $7876.61      | 0.00%             | 2024-04-26      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5986558.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3603 | PA      | $3458.34      | 0.00%             | 2024-04-12      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 6037600.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10930 | PA      | $10203.95     | 0.00%             | 2024-04-29      | Fixed         | 5.34%                 | No            |                  3 | On Loan: No      |
| 6009690.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2065 | PA      | $1949.14      | 0.00%             | 2024-04-20      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 6043395.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       487 | PA      | $464.29       | 0.00%             | 2024-05-01      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 6208260.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28071 | PA      | $26073.30     | 0.01%             | 2024-06-09      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| 6190156.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26349 | PA      | $24921.11     | 0.01%             | 2024-06-05      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 6027384.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18929 | PA      | $18250.76     | 0.01%             | 2024-04-26      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 6235599.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2654 | PA      | $2447.01      | 0.00%             | 2024-06-17      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 5962448.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8418 | PA      | $8097.54      | 0.00%             | 2024-04-04      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5893200.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       610 | PA      | $591.54       | 0.00%             | 2024-03-09      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 6157809.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8618 | PA      | $7394.73      | 0.00%             | 2024-05-23      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 6142145.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7050 | PA      | $6781.58      | 0.00%             | 2024-05-17      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5939434.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4035 | PA      | $3908.25      | 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        |     39958 | PA      | $38775.72     | 0.02%             | 2024-03-08      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 6238870.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15418 | PA      | $14808.56     | 0.01%             | 2024-06-19      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| 6183915.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12698 | PA      | $11685.69     | 0.01%             | 2024-06-02      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 6057027.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2587 | PA      | $2436.67      | 0.00%             | 2024-05-04      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 6133735.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       658 | PA      | $600.17       | 0.00%             | 2024-05-15      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| Embarq Corp                                            | Embarq Corp Eq                                                      | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    545000 | PA      | $254626.73    | 0.11%             | 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        |     22476 | PA      | $21766.46     | 0.01%             | 2024-02-23      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 6224843.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2409 | PA      | $2240.63      | 0.00%             | 2024-06-15      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 5980677.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5090 | PA      | $4828.89      | 0.00%             | 2024-04-10      | Fixed         | 5.05%                 | 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      | $184231.65    | 0.08%             | 2046-02-15      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| 6196517.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2241 | PA      | $2058.32      | 0.00%             | 2024-06-07      | Fixed         | 5.49%                 | No            |                  3 | On Loan: No      |
| 5777330.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21392 | PA      | $20807.94     | 0.01%             | 2024-02-05      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 6210237.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       790 | PA      | $725.24       | 0.00%             | 2024-06-10      | Fixed         | 5.54%                 | No            |                  3 | On Loan: No      |
| 5780751.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       592 | PA      | $455.99       | 0.00%             | 2024-02-07      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 6057110.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18023 | PA      | $17008.31     | 0.01%             | 2024-05-04      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 5877402.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4626 | PA      | $4377.22      | 0.00%             | 2024-03-03      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| 5952255.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18911 | PA      | $18182.85     | 0.01%             | 2024-03-30      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 6171699.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25425 | PA      | $24402.19     | 0.01%             | 2024-05-29      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5954063.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3228 | PA      | $3072.05      | 0.00%             | 2024-03-30      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 5901536.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2789 | PA      | $2644.93      | 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        |   1139296 | PA      | $702140.59    | 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        |       213 | PA      | $208.56       | 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        |      3474 | PA      | $3365.62      | 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      | $171847.04    | 0.08%             | 2048-02-12      | Variable      | 4.42%                 | Yes           |                  2 | On Loan: No      |
| 5953724.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1127 | PA      | $1066.44      | 0.00%             | 2024-03-30      | Fixed         | 5.52%                 | No            |                  3 | On Loan: No      |
| 6216691.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4938 | PA      | $4738.54      | 0.00%             | 2024-06-13      | Fixed         | 4.27%                 | No            |                  3 | On Loan: No      |
| 6180417.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3234 | PA      | $3058.00      | 0.00%             | 2024-06-01      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 6015929.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26840 | PA      | $25345.93     | 0.01%             | 2024-04-22      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5822761.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       517 | PA      | $498.88       | 0.00%             | 2024-02-17      | Fixed         | 3.56%                 | No            |                  3 | On Loan: No      |
| 6246177.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7241 | PA      | $6730.25      | 0.00%             | 2024-06-21      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5878268.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       783 | PA      | $682.73       | 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        |      1823 | PA      | $847.53       | 0.00%             | 2024-01-29      | Fixed         | 5.58%                 | No            |                  3 | On Loan: No      |
| 5942929.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2893 | PA      | $2719.48      | 0.00%             | 2024-03-28      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 6192630.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7858 | PA      | $7420.36      | 0.00%             | 2024-06-06      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 6194089.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21099 | PA      | $20086.57     | 0.01%             | 2024-06-06      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 5905087.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1164 | PA      | $1030.07      | 0.00%             | 2024-03-14      | Fixed         | 5.33%                 | No            |                  3 | On Loan: No      |
| 6210158.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5474 | PA      | $5082.78      | 0.00%             | 2024-06-10      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| 5857199.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       844 | PA      | $729.15       | 0.00%             | 2024-02-29      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 6132810.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1007 | PA      | $955.20       | 0.00%             | 2024-05-15      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 5931865.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1570 | PA      | $1513.97      | 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        |      1641 | PA      | $1543.46      | 0.00%             | 2024-03-12      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 6125819.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8563 | PA      | $7993.73      | 0.00%             | 2024-05-11      | Fixed         | 5.03%                 | No            |                  3 | On Loan: No      |
| 5961643.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1094 | PA      | $1048.25      | 0.00%             | 2024-04-04      | Fixed         | 5.04%                 | No            |                  3 | On Loan: No      |
| 6149398.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       893 | PA      | $837.94       | 0.00%             | 2024-05-21      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 6255781.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1856 | PA      | $1713.78      | 0.00%             | 2024-06-25      | Fixed         | 5.29%                 | No            |                  3 | On Loan: No      |
| 5771813.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2091 | PA      | $1841.83      | 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        |     17076 | PA      | $16624.34     | 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        |      2703 | PA      | $1288.41      | 0.00%             | 2024-03-08      | Fixed         | 4.02%                 | No            |                  3 | On Loan: No      |
| Uep Penonome Ii Sa                                     | UEP Penonome II SA                                                  | CUSIP: 90363PAA4<br>LEI: 549300DS6G5XB230S845 | Long             | DBT              | CORP              | PA        |    184656 | PA      | $136876.03    | 0.06%             | 2038-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| 6191833.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4241 | PA      | $4070.17      | 0.00%             | 2024-06-06      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6194496.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1232 | PA      | $1089.38      | 0.00%             | 2024-06-06      | Fixed         | 5.37%                 | No            |                  3 | On Loan: No      |
| 5850227.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8363 | PA      | $8179.62      | 0.00%             | 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      | $869597.77    | 0.39%             | 2056-11-25      | Variable      | 4.16%                 | Yes           |                  2 | On Loan: No      |
| 6202825.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3267 | PA      | $3135.15      | 0.00%             | 2024-06-08      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 6126660.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       674 | PA      | $637.30       | 0.00%             | 2024-05-12      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 6250746.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24068 | PA      | $22536.54     | 0.01%             | 2024-06-22      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 5902334.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14558 | PA      | $14119.91     | 0.01%             | 2024-03-14      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 6203401.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1898 | PA      | $1760.80      | 0.00%             | 2024-06-08      | Fixed         | 5.27%                 | No            |                  3 | On Loan: No      |
| 6143558.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2706 | PA      | $2223.27      | 0.00%             | 2024-05-18      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 6121874.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8740 | PA      | $8108.50      | 0.00%             | 2024-05-10      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| Accretion Acquisition Corp                             | Accretion Acquisition Corp.                                         | CUSIP: 00438Y123<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     42066 | NC      | $2940.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5890299.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       776 | PA      | $752.82       | 0.00%             | 2024-03-08      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 6157846.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11193 | PA      | $10719.18     | 0.00%             | 2024-05-23      | Fixed         | 3.98%                 | No            |                  3 | On Loan: No      |
| 6107629.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1817 | PA      | $1751.39      | 0.00%             | 2024-05-09      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| 6134488.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12595 | PA      | $11991.44     | 0.01%             | 2024-05-15      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 6052282.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4153 | PA      | $3975.92      | 0.00%             | 2024-05-03      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 6185900.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7476 | PA      | $6690.64      | 0.00%             | 2024-06-03      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| 5991628.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10428 | PA      | $9345.82      | 0.00%             | 2024-04-13      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 5888944.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5928 | PA      | $5741.77      | 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        |      2150 | PA      | $1545.65      | 0.00%             | 2024-03-06      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6121650.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11677 | PA      | $10356.88     | 0.00%             | 2024-05-10      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 5760303.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       859 | PA      | $635.70       | 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        |     10462 | PA      | $9805.48      | 0.00%             | 2024-02-11      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5943444.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4833 | PA      | $4619.28      | 0.00%             | 2024-03-28      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 5874262.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11229 | PA      | $10849.42     | 0.00%             | 2024-03-02      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| 6240187.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8040 | PA      | $7535.57      | 0.00%             | 2024-06-19      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5885017.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2332 | PA      | $2264.41      | 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      | $429116.30    | 0.19%             | 2035-04-15      | Floating      | 11.13%                | Yes           |                  2 | On Loan: No      |
| 6205353.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3370 | PA      | $3123.85      | 0.00%             | 2024-06-08      | Fixed         | 5.35%                 | No            |                  3 | On Loan: No      |
| 5995800.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7159 | PA      | $6842.97      | 0.00%             | 2024-04-14      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5948378.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1532 | PA      | $990.79       | 0.00%             | 2024-03-29      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| 6221067.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     78684 | PA      | $73689.12     | 0.03%             | 2024-06-14      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| 6211005.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14786 | PA      | $13789.16     | 0.01%             | 2024-06-11      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 6135337.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9752 | PA      | $9269.88      | 0.00%             | 2024-05-16      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 6244551.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12740 | PA      | $11779.30     | 0.01%             | 2024-06-21      | Fixed         | 5.27%                 | No            |                  3 | On Loan: No      |
| 6203577.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3377 | PA      | $3174.02      | 0.00%             | 2024-06-08      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 6055994.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35390 | PA      | $29717.32     | 0.01%             | 2024-05-04      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5807493.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       424 | PA      | $401.07       | 0.00%             | 2024-02-12      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 6106044.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1169 | PA      | $1089.17      | 0.00%             | 2024-05-09      | Fixed         | 5.51%                 | 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      | $305035.71    | 0.14%             | 2036-01-10      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| 6171250.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2550 | PA      | $2448.02      | 0.00%             | 2024-05-29      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5935135.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       980 | PA      | $930.99       | 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        |     10741 | PA      | $9715.69      | 0.00%             | 2024-03-27      | Fixed         | 4.91%                 | No            |                  3 | 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      | $2071.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 6240245.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31095 | PA      | $29117.96     | 0.01%             | 2024-06-20      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5909184.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2742 | PA      | $2664.17      | 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        |      3362 | PA      | $3244.67      | 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        |      1122 | PA      | $1004.77      | 0.00%             | 2024-02-27      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 6191668.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10882 | PA      | $10086.29     | 0.00%             | 2024-06-06      | Fixed         | 5.32%                 | No            |                  3 | On Loan: No      |
| 5871105.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4588 | PA      | $4436.10      | 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        |      1720 | PA      | $1674.82      | 0.00%             | 2024-02-13      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 6160921.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3804 | PA      | $3657.58      | 0.00%             | 2024-05-24      | Fixed         | 3.98%                 | No            |                  3 | On Loan: No      |
| 6035992.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8592 | PA      | $8184.05      | 0.00%             | 2024-04-28      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5855189.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10421 | PA      | $9532.70      | 0.00%             | 2024-02-27      | Fixed         | 4.45%                 | No            |                  3 | On Loan: No      |
| 5948956.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       792 | PA      | $748.43       | 0.00%             | 2024-03-29      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 6056551.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9021 | PA      | $8319.57      | 0.00%             | 2024-05-04      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| 6196587.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17414 | PA      | $16423.07     | 0.01%             | 2024-06-07      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5794275.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14377 | PA      | $13867.40     | 0.01%             | 2024-02-10      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 6032373.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1194 | PA      | $1139.58      | 0.00%             | 2024-04-27      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 5831584.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2121 | PA      | $2075.25      | 0.00%             | 2024-02-19      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 6032899.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55044 | PA      | $47209.76     | 0.02%             | 2024-04-27      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 5995827.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3148 | PA      | $3042.97      | 0.00%             | 2024-04-14      | Fixed         | 3.86%                 | No            |                  3 | On Loan: No      |
| 5904401.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       449 | PA      | $439.44       | 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        |       789 | PA      | $767.31       | 0.00%             | 2024-02-21      | Fixed         | 4.77%                 | No            |                  3 | On Loan: No      |
| 6045805.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11644 | PA      | $11132.82     | 0.00%             | 2024-05-02      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5813550.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       670 | PA      | $588.46       | 0.00%             | 2024-02-13      | Fixed         | 3.60%                 | No            |                  3 | On Loan: No      |
| 6057520.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1383 | PA      | $1225.42      | 0.00%             | 2024-05-04      | Fixed         | 4.01%                 | No            |                  3 | On Loan: No      |
| 6244057.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45649 | PA      | $43602.10     | 0.02%             | 2024-06-21      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| 5856235.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2825 | PA      | $2556.25      | 0.00%             | 2024-02-28      | Fixed         | 4.77%                 | No            |                  3 | On Loan: No      |
| 6024916.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6500 | PA      | $6263.29      | 0.00%             | 2024-04-26      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 6044831.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11014 | PA      | $10355.51     | 0.00%             | 2024-05-01      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 6046615.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8893 | PA      | $8527.65      | 0.00%             | 2024-05-02      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5791129.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4095 | PA      | $3808.68      | 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        |       853 | PA      | $799.98       | 0.00%             | 2024-03-23      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 6125603.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22166 | PA      | $21063.55     | 0.01%             | 2024-05-11      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5934907.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3248 | PA      | $3061.72      | 0.00%             | 2024-03-25      | Fixed         | 4.58%                 | No            |                  3 | On Loan: No      |
| Euda Health Holdings Ltd                               | Euda Health Holdings, Ltd.                                          | CUSIP: G3142E121<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     51583 | NC      | $4131.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group Inc                                      | Triumph Group, Inc.                                                 | CUSIP: 896818AQ4<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |    235000 | PA      | $223139.55    | 0.10%             | 2024-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| 6164346.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1493 | PA      | $1218.66      | 0.00%             | 2024-05-25      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 5885097.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6238 | PA      | $2905.07      | 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        |      2950 | PA      | $1709.37      | 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      | $250311.12    | 0.11%             | 2035-05-15      | Floating      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| 6006513.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1406 | PA      | $1347.07      | 0.00%             | 2024-04-19      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 6248804.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24814 | PA      | $23239.79     | 0.01%             | 2024-06-22      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 5911847.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4545 | PA      | $4250.10      | 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      | $598621.00    | 0.27%             | 2066-10-25      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| 6020206.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       737 | PA      | $705.26       | 0.00%             | 2024-04-24      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 6041861.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2375 | PA      | $2246.60      | 0.00%             | 2024-05-01      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5962248.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1578 | PA      | $1515.20      | 0.00%             | 2024-04-04      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 6258379.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21269 | PA      | $19914.41     | 0.01%             | 2024-06-27      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| Upstart Securitization Trust                           | Upstart Securitization Trust 2021-2                                 | CUSIP: 91680F102<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000 | PA      | $223309.43    | 0.10%             | 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      | $567644.64    | 0.25%             | 2034-07-17      | Floating      | 10.08%                | Yes           |                  2 | On Loan: No      |
| 6214902.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13758 | PA      | $12725.90     | 0.01%             | 2024-06-13      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| 5979361.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       527 | PA      | $505.64       | 0.00%             | 2024-04-09      | Fixed         | 4.85%                 | No            |                  3 | On Loan: No      |
| 6062082.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9691 | PA      | $9037.28      | 0.00%             | 2024-05-07      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 5889368.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4683 | PA      | $3922.65      | 0.00%             | 2024-03-08      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| 6219697.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4785 | PA      | $4590.41      | 0.00%             | 2024-06-14      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6126138.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3027 | PA      | $2852.24      | 0.00%             | 2024-05-12      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 5979525.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4324 | PA      | $3693.60      | 0.00%             | 2024-04-10      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 6168417.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11686 | PA      | $10546.30     | 0.00%             | 2024-05-28      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 5929141.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3482 | PA      | $3333.47      | 0.00%             | 2024-03-22      | Fixed         | 4.59%                 | No            |                  3 | On Loan: No      |
| 6159819.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3613 | PA      | $3473.79      | 0.00%             | 2024-05-23      | Fixed         | 3.98%                 | No            |                  3 | On Loan: No      |
| 6144282.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5107 | PA      | $3984.21      | 0.00%             | 2024-05-18      | Fixed         | 5.08%                 | 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      | $1299068.75   | 0.58%             | 2026-10-25      | Variable      | 4.44%                 | Yes           |                  2 | On Loan: No      |
| 6039134.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3788 | PA      | $3314.26      | 0.00%             | 2024-04-30      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| Unifin Financiera Sa De                                | Unifin Financiera SAB de CV                                         | CUSIP: P94461AD5<br>LEI: 5493007GRMPGDJG93Z17 | Long             | DBT              | CORP              | MX        |    250000 | PA      | $1950.00      | 0.00%             | 9999-12-31      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| 6256176.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34410 | PA      | $31983.84     | 0.01%             | 2024-06-26      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 5881646.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37633 | PA      | $36368.67     | 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        |      6454 | PA      | $6189.00      | 0.00%             | 2024-02-08      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5944834.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1058 | PA      | $1004.66      | 0.00%             | 2024-03-28      | Fixed         | 4.35%                 | No            |                  3 | On Loan: No      |
| 5776869.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3379 | PA      | $3238.14      | 0.00%             | 2024-02-05      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 5960686.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10048 | PA      | $9585.87      | 0.00%             | 2024-04-04      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5760489.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6720 | PA      | $5998.29      | 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        |   1015366 | PA      | $887281.14    | 0.39%             | 2046-08-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| 6014938.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1761 | PA      | $1689.56      | 0.00%             | 2024-04-21      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5991691.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24393 | PA      | $23442.81     | 0.01%             | 2024-04-13      | Fixed         | 4.29%                 | No            |                  3 | 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      | $124762.18    | 0.06%             | 2032-05-05      | Variable      | 4.45%                 | Yes           |                  2 | On Loan: No      |
| 6235271.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18882 | PA      | $17911.01     | 0.01%             | 2024-06-17      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 6038108.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17833 | PA      | $16675.90     | 0.01%             | 2024-04-30      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5917286.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1560 | PA      | $1495.87      | 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        |      1224 | PA      | $1148.08      | 0.00%             | 2024-02-13      | Fixed         | 4.46%                 | No            |                  3 | On Loan: No      |
| 6146739.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3485 | PA      | $3179.29      | 0.00%             | 2024-05-19      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| 6024785.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2094 | PA      | $2004.41      | 0.00%             | 2024-04-26      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5850816.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4290 | PA      | $4197.65      | 0.00%             | 2024-02-25      | Fixed         | 4.05%                 | No            |                  3 | On Loan: No      |
| 6026111.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4743 | PA      | $4254.32      | 0.00%             | 2024-04-26      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 5944314.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1047 | PA      | $992.80       | 0.00%             | 2024-03-28      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 6045393.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1389 | PA      | $1307.66      | 0.00%             | 2024-05-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5852490.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4947 | PA      | $4817.82      | 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        |      3040 | PA      | $2965.47      | 0.00%             | 2024-01-27      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| 6044571.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6929 | PA      | $6649.06      | 0.00%             | 2024-05-01      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5833209.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1648 | PA      | $1586.95      | 0.00%             | 2024-02-19      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5960797.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       657 | PA      | $598.06       | 0.00%             | 2024-04-04      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 6056478.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8802 | PA      | $8124.36      | 0.00%             | 2024-05-04      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 5791505.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2120 | PA      | $1970.00      | 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        |      3075 | PA      | $2955.86      | 0.00%             | 2024-02-13      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5992370.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2286 | PA      | $2169.46      | 0.00%             | 2024-04-13      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 5922732.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2671 | PA      | $2398.89      | 0.00%             | 2024-03-21      | Fixed         | 4.35%                 | No            |                  3 | On Loan: No      |
| 5929378.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2103 | PA      | $2045.27      | 0.00%             | 2024-03-22      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 6160823.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50987 | PA      | $48905.23     | 0.02%             | 2024-05-24      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5979373.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3599 | PA      | $3438.45      | 0.00%             | 2024-04-09      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| 5985584.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21683 | PA      | $20896.44     | 0.01%             | 2024-04-12      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 5945255.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1901 | PA      | $1841.25      | 0.00%             | 2024-03-28      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5989503.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18717 | PA      | $17887.12     | 0.01%             | 2024-04-13      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 6056673.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30292 | PA      | $25495.84     | 0.01%             | 2024-05-04      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5853308.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1761 | PA      | $1651.00      | 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        |      2582 | PA      | $2430.35      | 0.00%             | 2024-02-29      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| 5958597.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8987 | PA      | $8650.77      | 0.00%             | 2024-04-03      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5864866.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23179 | PA      | $22483.88     | 0.01%             | 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        |      1259 | PA      | $1225.31      | 0.00%             | 2024-03-06      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 6175620.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6236 | PA      | $5810.63      | 0.00%             | 2024-05-30      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| 6227836.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3426 | PA      | $3212.20      | 0.00%             | 2024-06-16      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 6026539.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12006 | PA      | $11476.64     | 0.01%             | 2024-04-26      | Fixed         | 4.07%                 | No            |                  3 | On Loan: No      |
| 5818860.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4857 | PA      | $4745.40      | 0.00%             | 2024-02-16      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| 5955067.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2497 | PA      | $2312.17      | 0.00%             | 2024-03-30      | Fixed         | 5.27%                 | No            |                  3 | On Loan: No      |
| 6060141.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1441 | PA      | $1206.19      | 0.00%             | 2024-05-07      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 5849118.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       652 | PA      | $637.52       | 0.00%             | 2024-02-25      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| 5971157.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33762 | PA      | $32196.98     | 0.01%             | 2024-04-06      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 5956616.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7264 | PA      | $6989.19      | 0.00%             | 2024-04-02      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6051602.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3332 | PA      | $3021.46      | 0.00%             | 2024-05-03      | Fixed         | 5.41%                 | No            |                  3 | On Loan: No      |
| 6045054.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12483 | PA      | $11752.27     | 0.01%             | 2024-05-01      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 6046242.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4636 | PA      | $4471.64      | 0.00%             | 2024-05-02      | Fixed         | 3.91%                 | 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        |   1155734 | PA      | $1049911.41   | 0.47%             | 2036-01-25      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| 5820944.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1963 | PA      | $1879.72      | 0.00%             | 2024-02-16      | Fixed         | 4.03%                 | No            |                  3 | On Loan: No      |
| 6256012.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2796 | PA      | $2670.31      | 0.00%             | 2024-06-25      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 6016567.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2386 | PA      | $2171.95      | 0.00%             | 2024-04-23      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5911733.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9209 | PA      | $8932.44      | 0.00%             | 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        |      7001 | PA      | $5737.65      | 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        |     10330 | PA      | $9687.54      | 0.00%             | 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        |      1906 | PA      | $1696.64      | 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      | $260250.04    | 0.12%             | 2027-03-10      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| 6059867.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2549 | PA      | $2246.33      | 0.00%             | 2024-05-06      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 5928483.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1740 | PA      | $1637.21      | 0.00%             | 2024-03-22      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 5995486.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6514 | PA      | $5803.02      | 0.00%             | 2024-04-14      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| 6136456.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5888 | PA      | $5667.84      | 0.00%             | 2024-05-16      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5899447.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3600 | PA      | $3484.53      | 0.00%             | 2024-03-13      | Fixed         | 3.92%                 | No            |                  3 | On Loan: No      |
| 6016729.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3562 | PA      | $3321.22      | 0.00%             | 2024-04-23      | Fixed         | 4.35%                 | No            |                  3 | On Loan: No      |
| 6126150.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6284 | PA      | $6047.01      | 0.00%             | 2024-05-12      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5966789.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       482 | PA      | $459.75       | 0.00%             | 2024-04-05      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 5945321.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     77394 | PA      | $74371.50     | 0.03%             | 2024-03-28      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5790339.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9867 | PA      | $9435.34      | 0.00%             | 2024-02-10      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 6160731.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1329 | PA      | $1234.65      | 0.00%             | 2024-05-23      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 5884504.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1647 | PA      | $1594.39      | 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        |      1484 | PA      | $1413.21      | 0.00%             | 2024-03-16      | Fixed         | 3.87%                 | No            |                  3 | On Loan: No      |
| 6135763.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11761 | PA      | $11317.41     | 0.01%             | 2024-05-16      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 6023552.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       757 | PA      | $726.52       | 0.00%             | 2024-04-25      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 6236111.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       662 | PA      | $615.68       | 0.00%             | 2024-06-18      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5902257.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3191 | PA      | $2974.01      | 0.00%             | 2024-03-14      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 6033133.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2662 | PA      | $2549.29      | 0.00%             | 2024-04-27      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 6179098.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3867 | PA      | $3532.17      | 0.00%             | 2024-06-01      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 5875254.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4671 | PA      | $4518.77      | 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        |     22777 | PA      | $21701.67     | 0.01%             | 2024-03-05      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6038225.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2178 | PA      | $1929.92      | 0.00%             | 2024-04-30      | Fixed         | 5.33%                 | No            |                  3 | On Loan: No      |
| 6224320.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5552 | PA      | $5303.31      | 0.00%             | 2024-06-15      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 5817351.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       958 | PA      | $936.68       | 0.00%             | 2024-02-15      | Fixed         | 4.64%                 | No            |                  3 | On Loan: No      |
| 6013651.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1524 | PA      | $1370.91      | 0.00%             | 2024-04-21      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 6002203.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1727 | PA      | $1673.97      | 0.00%             | 2024-04-18      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| 5844148.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1113 | PA      | $1087.67      | 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        |      5168 | PA      | $4912.71      | 0.00%             | 2024-02-22      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 6051362.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8652 | PA      | $8300.59      | 0.00%             | 2024-05-03      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 6024413.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9175 | PA      | $8772.43      | 0.00%             | 2024-04-26      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 6059294.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1945 | PA      | $1823.69      | 0.00%             | 2024-05-06      | Fixed         | 5.13%                 | No            |                  3 | On Loan: No      |
| 6255310.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4590 | PA      | $4340.43      | 0.00%             | 2024-06-24      | Fixed         | 4.62%                 | No            |                  3 | On Loan: No      |
| 6064134.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45903 | PA      | $42414.52     | 0.02%             | 2024-05-08      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6016550.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       964 | PA      | $925.32       | 0.00%             | 2024-04-23      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 5996549.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12300 | PA      | $10695.09     | 0.00%             | 2024-04-15      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 6253161.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19697 | PA      | $18912.37     | 0.01%             | 2024-06-23      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5921119.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46558 | PA      | $44856.87     | 0.02%             | 2024-03-20      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6044415.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10624 | PA      | $10026.42     | 0.00%             | 2024-05-01      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5884076.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3976 | PA      | $3664.65      | 0.00%             | 2024-03-07      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| 5995554.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4481 | PA      | $4051.54      | 0.00%             | 2024-04-14      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 5791788.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3029 | PA      | $2949.19      | 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        |     13906 | PA      | $12919.78     | 0.01%             | 2024-02-09      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 5990615.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3193 | PA      | $3068.80      | 0.00%             | 2024-04-13      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5996813.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1924 | PA      | $1801.70      | 0.00%             | 2024-04-15      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 6009617.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3118 | PA      | $2951.62      | 0.00%             | 2024-04-20      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 6150867.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2914 | PA      | $2408.41      | 0.00%             | 2024-05-21      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5851234.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       522 | PA      | $477.17       | 0.00%             | 2024-02-25      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5955518.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     92038 | PA      | $78653.57     | 0.03%             | 2024-04-01      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5885147.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1868 | PA      | $1821.59      | 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        |      2413 | PA      | $2312.87      | 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        |      3420 | PA      | $3071.83      | 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      | $60.10        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 6123193.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1991 | PA      | $1904.48      | 0.00%             | 2024-05-10      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 5952094.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6228 | PA      | $6023.64      | 0.00%             | 2024-03-30      | Fixed         | 3.92%                 | No            |                  3 | On Loan: No      |
| 6011355.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12667 | PA      | $11510.01     | 0.01%             | 2024-04-20      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5870813.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2079 | PA      | $1991.44      | 0.00%             | 2024-03-01      | Fixed         | 4.59%                 | No            |                  3 | On Loan: No      |
| 6175569.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1538 | PA      | $1447.00      | 0.00%             | 2024-05-30      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 6158756.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2313 | PA      | $2193.09      | 0.00%             | 2024-05-23      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 6191995.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2462 | PA      | $2362.97      | 0.00%             | 2024-06-06      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5928148.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32646 | PA      | $23674.35     | 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        |       621 | PA      | $609.18       | 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        |      1170 | PA      | $1052.89      | 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        |      4160 | PA      | $3694.83      | 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        |      1058 | PA      | $746.73       | 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        |      2451 | PA      | $2291.07      | 0.00%             | 2024-03-13      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6165840.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5366 | PA      | $4980.73      | 0.00%             | 2024-05-27      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 6029608.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2911 | PA      | $2810.41      | 0.00%             | 2024-04-27      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| 5856419.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3235 | PA      | $2907.79      | 0.00%             | 2024-02-28      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 6059652.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7383 | PA      | $7005.69      | 0.00%             | 2024-05-06      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 6158142.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1685 | PA      | $1600.50      | 0.00%             | 2024-05-23      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| 6011004.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1190 | PA      | $1124.70      | 0.00%             | 2024-04-20      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 6149231.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17480 | PA      | $16468.25     | 0.01%             | 2024-05-21      | Fixed         | 4.38%                 | 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      | $751925.46    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| 5945694.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1469 | PA      | $1406.06      | 0.00%             | 2024-03-28      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 6120578.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6201 | PA      | $5798.71      | 0.00%             | 2024-05-09      | Fixed         | 5.52%                 | No            |                  3 | On Loan: No      |
| 6066842.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       555 | PA      | $531.20       | 0.00%             | 2024-05-08      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 5902987.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1186 | PA      | $1149.84      | 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        |      5144 | PA      | $4921.55      | 0.00%             | 2024-03-21      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 6022211.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3297 | PA      | $3087.31      | 0.00%             | 2024-04-25      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 6011602.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4958 | PA      | $4334.59      | 0.00%             | 2024-04-20      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5856046.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7727 | PA      | $6095.03      | 0.00%             | 2024-02-28      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 5976373.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     71229 | PA      | $66250.89     | 0.03%             | 2024-04-07      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 6193367.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2317 | PA      | $2163.47      | 0.00%             | 2024-06-06      | Fixed         | 5.10%                 | No            |                  3 | On Loan: No      |
| 5832233.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       871 | PA      | $850.77       | 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      | $148.26       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 6038753.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2517 | PA      | $2386.14      | 0.00%             | 2024-04-30      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 6253949.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1979 | PA      | $1838.45      | 0.00%             | 2024-06-23      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5814723.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3210 | PA      | $3057.22      | 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        |      5937 | PA      | $5745.42      | 0.00%             | 2024-02-16      | Fixed         | 4.04%                 | No            |                  3 | On Loan: No      |
| 5979950.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2393 | PA      | $2046.77      | 0.00%             | 2024-04-10      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 5951126.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1136 | PA      | $1030.73      | 0.00%             | 2024-03-29      | Fixed         | 5.51%                 | No            |                  3 | On Loan: No      |
| 6149688.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6863 | PA      | $6585.91      | 0.00%             | 2024-05-21      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 6011603.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6644 | PA      | $4740.18      | 0.00%             | 2024-04-20      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 5831835.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1312 | PA      | $1208.38      | 0.00%             | 2024-02-19      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 6001843.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2643 | PA      | $2560.85      | 0.00%             | 2024-04-18      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| 5942999.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-03-28      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| 6160220.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20368 | PA      | $19506.54     | 0.01%             | 2024-05-23      | Fixed         | 3.98%                 | No            |                  3 | On Loan: No      |
| 5993658.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3684 | PA      | $3497.24      | 0.00%             | 2024-04-14      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 6120709.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1583 | PA      | $1507.42      | 0.00%             | 2024-05-09      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 6240078.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       939 | PA      | $873.77       | 0.00%             | 2024-06-19      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 6158844.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2936 | PA      | $2638.20      | 0.00%             | 2024-05-23      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 6012035.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       704 | PA      | $658.93       | 0.00%             | 2024-04-20      | Fixed         | 4.43%                 | No            |                  3 | On Loan: No      |
| 6032423.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     53237 | PA      | $50820.00     | 0.02%             | 2024-04-27      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 5830365.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51659 | PA      | $47085.93     | 0.02%             | 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        |       710 | PA      | $677.84       | 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        |      3261 | PA      | $3171.60      | 0.00%             | 2024-02-17      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6005221.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2940 | PA      | $2834.75      | 0.00%             | 2024-04-19      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 6208024.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18997 | PA      | $17860.58     | 0.01%             | 2024-06-09      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 6054151.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1117 | PA      | $1078.46      | 0.00%             | 2024-05-03      | Fixed         | 4.01%                 | No            |                  3 | On Loan: No      |
| 5750803.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21449 | PA      | $21034.65     | 0.01%             | 2024-01-28      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 6228399.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       922 | PA      | $848.14       | 0.00%             | 2024-06-16      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 6058911.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14288 | PA      | $13704.79     | 0.01%             | 2024-05-05      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 5908458.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32198 | PA      | $29203.91     | 0.01%             | 2024-03-15      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 6158071.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12551 | PA      | $12067.57     | 0.01%             | 2024-05-23      | Fixed         | 3.98%                 | No            |                  3 | On Loan: No      |
| 6135609.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3354 | PA      | $3227.05      | 0.00%             | 2024-05-16      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 6029419.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6213 | PA      | $5976.88      | 0.00%             | 2024-04-27      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6035448.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7763 | PA      | $6772.23      | 0.00%             | 2024-04-28      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 6136872.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6900 | PA      | $6337.35      | 0.00%             | 2024-05-16      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5996610.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4913 | PA      | $4729.63      | 0.00%             | 2024-04-15      | Fixed         | 4.18%                 | 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      | $1949448.56   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| 6016281.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2659 | PA      | $2575.07      | 0.00%             | 2024-04-22      | Fixed         | 3.60%                 | No            |                  3 | On Loan: No      |
| 6041908.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3319 | PA      | $3023.78      | 0.00%             | 2024-05-01      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| 5906914.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5010 | PA      | $4714.85      | 0.00%             | 2024-03-15      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 6021617.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1150 | PA      | $1007.71      | 0.00%             | 2024-04-25      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 6061553.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5691 | PA      | $5262.79      | 0.00%             | 2024-05-07      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 6158012.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15416 | PA      | $14801.07     | 0.01%             | 2024-05-23      | Fixed         | 3.98%                 | No            |                  3 | On Loan: No      |
| 6216031.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3299 | PA      | $3057.30      | 0.00%             | 2024-06-13      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6023160.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4526 | PA      | $4272.75      | 0.00%             | 2024-04-25      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 5844888.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1655 | PA      | $1525.76      | 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        |      1280 | PA      | $1250.91      | 0.00%             | 2024-02-28      | Fixed         | 4.22%                 | No            |                  3 | On Loan: No      |
| 6127050.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9014 | PA      | $8479.08      | 0.00%             | 2024-05-13      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 5973276.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5100 | PA      | $4723.19      | 0.00%             | 2024-04-06      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 6243558.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1513 | PA      | $1397.67      | 0.00%             | 2024-06-20      | Fixed         | 5.04%                 | No            |                  3 | On Loan: No      |
| 6147577.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2357 | PA      | $2131.18      | 0.00%             | 2024-05-20      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 5966445.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3391 | PA      | $3262.20      | 0.00%             | 2024-04-05      | Fixed         | 4.27%                 | No            |                  3 | On Loan: No      |
| 6243647.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2087 | PA      | $1927.24      | 0.00%             | 2024-06-20      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 5763041.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19007 | PA      | $14238.81     | 0.01%             | 2024-02-02      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 6045252.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23595 | PA      | $22027.32     | 0.01%             | 2024-05-01      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| 6003985.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40291 | PA      | $37101.47     | 0.02%             | 2024-04-18      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| 5912436.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13023 | PA      | $12679.86     | 0.01%             | 2024-03-16      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 6126297.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40661 | PA      | $36409.43     | 0.02%             | 2024-05-12      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| 5752639.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37295 | PA      | $35636.08     | 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        |     18714 | PA      | $16500.09     | 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        |      1357 | PA      | $1259.69      | 0.00%             | 2024-03-02      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 5797058.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1171 | PA      | $1131.39      | 0.00%             | 2024-02-10      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5955826.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12751 | PA      | $12267.06     | 0.01%             | 2024-04-01      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 6241408.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4866 | PA      | $4527.83      | 0.00%             | 2024-06-20      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 5844238.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4758 | PA      | $4140.97      | 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        |      1071 | PA      | $908.29       | 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        |      1680 | PA      | $1523.33      | 0.00%             | 2024-02-09      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 6056169.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       413 | PA      | $398.87       | 0.00%             | 2024-05-04      | Fixed         | 4.04%                 | No            |                  3 | On Loan: No      |
| 6047009.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2334 | PA      | $2141.51      | 0.00%             | 2024-05-02      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 5848557.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8271 | PA      | $7739.53      | 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        |      1128 | PA      | $1018.66      | 0.00%             | 2024-02-10      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 6042218.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       636 | PA      | $564.50       | 0.00%             | 2024-05-01      | Fixed         | 5.36%                 | No            |                  3 | On Loan: No      |
| 5862802.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1408 | PA      | $1364.65      | 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        |      5825 | PA      | $3440.63      | 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        |       466 | PA      | $449.93       | 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        |      2870 | PA      | $2516.42      | 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        |      4504 | PA      | $4291.74      | 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        |   1262706 | PA      | $124645.37    | 0.06%             | 2041-12-25      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| 5879310.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2101 | PA      | $2020.20      | 0.00%             | 2024-03-05      | Fixed         | 4.43%                 | No            |                  3 | On Loan: No      |
| 5955088.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6932 | PA      | $5588.52      | 0.00%             | 2024-03-30      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5940055.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3029 | PA      | $2844.98      | 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        |      3393 | PA      | $3229.07      | 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        |     14701 | PA      | $14157.58     | 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        |     24348 | PA      | $23043.80     | 0.01%             | 2024-03-09      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 6051421.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2865 | PA      | $2724.44      | 0.00%             | 2024-05-03      | Fixed         | 5.27%                 | No            |                  3 | On Loan: No      |
| 6021284.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       593 | PA      | $522.50       | 0.00%             | 2024-04-25      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 5894710.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2236 | PA      | $2162.56      | 0.00%             | 2024-03-10      | Fixed         | 4.31%                 | No            |                  3 | On Loan: No      |
| 6145123.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8042 | PA      | $6871.50      | 0.00%             | 2024-05-18      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 6043219.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18880 | PA      | $18035.14     | 0.01%             | 2024-05-01      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5934607.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9502 | PA      | $9157.00      | 0.00%             | 2024-03-25      | Fixed         | 4.24%                 | No            |                  3 | On Loan: No      |
| 6207615.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5498 | PA      | $5163.20      | 0.00%             | 2024-06-09      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 5834765.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6622 | PA      | $6288.54      | 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        |      1559 | PA      | $1347.55      | 0.00%             | 2024-03-15      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 6121028.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10087 | PA      | $9311.25      | 0.00%             | 2024-05-10      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 6249955.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3478 | PA      | $3208.67      | 0.00%             | 2024-06-22      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 5852900.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12701 | PA      | $12399.96     | 0.01%             | 2024-02-26      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 6147001.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3795 | PA      | $3533.65      | 0.00%             | 2024-05-19      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 6032188.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7383 | PA      | $5838.74      | 0.00%             | 2024-04-27      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5995685.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2444 | PA      | $2234.73      | 0.00%             | 2024-04-14      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| 5940035.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       705 | PA      | $655.54       | 0.00%             | 2024-03-27      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 6161231.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3997 | PA      | $3843.15      | 0.00%             | 2024-05-24      | Fixed         | 3.98%                 | No            |                  3 | On Loan: No      |
| 6176431.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1129 | PA      | $1051.88      | 0.00%             | 2024-05-30      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| 6027107.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3813 | PA      | $3468.88      | 0.00%             | 2024-04-26      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 6053327.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1821 | PA      | $1655.42      | 0.00%             | 2024-05-03      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 5852209.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6404 | PA      | $3751.76      | 0.00%             | 2024-02-26      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 6127110.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1659 | PA      | $1509.60      | 0.00%             | 2024-05-13      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 6159705.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3410 | PA      | $3182.96      | 0.00%             | 2024-05-23      | Fixed         | 4.94%                 | No            |                  3 | On Loan: No      |
| 5952559.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3409 | PA      | $3150.73      | 0.00%             | 2024-03-30      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| 5904981.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       990 | PA      | $961.08       | 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        |    132720 | PA      | $122951.81    | 0.05%             | 2027-05-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 6135825.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15858 | PA      | $14830.67     | 0.01%             | 2024-05-16      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5872024.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2924 | PA      | $2847.06      | 0.00%             | 2024-03-01      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 6045000.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1869 | PA      | $1794.31      | 0.00%             | 2024-05-01      | Fixed         | 4.28%                 | 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      | $40.21        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5788476.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2204 | PA      | $1388.92      | 0.00%             | 2024-02-09      | Fixed         | 4.76%                 | No            |                  3 | On Loan: No      |
| 6243567.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5563 | PA      | $5358.16      | 0.00%             | 2024-06-20      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 6229046.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27189 | PA      | $26188.55     | 0.01%             | 2024-06-16      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6162775.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1727 | PA      | $1642.52      | 0.00%             | 2024-05-25      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| 5887920.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3229 | PA      | $3141.67      | 0.00%             | 2024-03-08      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5956790.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1095 | PA      | $1059.20      | 0.00%             | 2024-04-02      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| 5956084.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5646 | PA      | $5446.31      | 0.00%             | 2024-04-01      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5940206.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5907 | PA      | $5732.71      | 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        |      1903 | PA      | $1748.15      | 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        |      4944 | PA      | $4599.82      | 0.00%             | 2024-03-02      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 5971910.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15073 | PA      | $14483.83     | 0.01%             | 2024-04-06      | Fixed         | 4.58%                 | No            |                  3 | On Loan: No      |
| 6124667.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       797 | PA      | $754.79       | 0.00%             | 2024-05-11      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 5963660.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18322 | PA      | $16876.95     | 0.01%             | 2024-04-04      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| 5773737.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4751 | PA      | $4253.10      | 0.00%             | 2024-02-04      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 6054293.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3094 | PA      | $2961.94      | 0.00%             | 2024-05-03      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 6016424.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2045 | PA      | $1948.86      | 0.00%             | 2024-04-22      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| 6121070.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3670 | PA      | $3329.79      | 0.00%             | 2024-05-10      | Fixed         | 5.52%                 | No            |                  3 | On Loan: No      |
| 6175352.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26930 | PA      | $25661.15     | 0.01%             | 2024-05-30      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 6209808.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1597 | PA      | $1478.14      | 0.00%             | 2024-06-10      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5951042.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13872 | PA      | $13141.47     | 0.01%             | 2024-03-29      | Fixed         | 5.26%                 | No            |                  3 | On Loan: No      |
| 5897406.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3027 | PA      | $2911.01      | 0.00%             | 2024-03-12      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5943558.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3050 | PA      | $2928.96      | 0.00%             | 2024-03-28      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5986481.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6711 | PA      | $6396.97      | 0.00%             | 2024-04-12      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| Hospitality Mortgage Trust                             | HPLY Trust                                                          | CUSIP: 40443RAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    176107 | PA      | $164970.90    | 0.07%             | 2036-11-17      | Floating      | 8.22%                 | Yes           |                  2 | On Loan: No      |
| 5814753.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3083 | PA      | $2998.63      | 0.00%             | 2024-02-14      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 5991159.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2767 | PA      | $2649.58      | 0.00%             | 2024-04-13      | Fixed         | 3.92%                 | No            |                  3 | On Loan: No      |
| 5977078.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3986 | PA      | $3829.90      | 0.00%             | 2024-04-07      | Fixed         | 4.58%                 | No            |                  3 | On Loan: No      |
| 6204330.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       845 | PA      | $773.90       | 0.00%             | 2024-06-08      | Fixed         | 5.41%                 | No            |                  3 | On Loan: No      |
| Comm Mortgage Trust                                    | COMM Mortgage Trust                                                 | CUSIP: 20048KAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    878000 | PA      | $767367.70    | 0.34%             | 2033-09-15      | Floating      | 6.59%                 | Yes           |                  2 | On Loan: No      |
| Camposol Sa                                            | Camposol SA                                                         | CUSIP: 134638AE5<br>LEI: 5493008B0STMH3JFSW17 | Long             | DBT              | CORP              | PE        |    150000 | PA      | $99612.00     | 0.04%             | 2027-02-03      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| 6064792.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       580 | PA      | $489.83       | 0.00%             | 2024-05-08      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5882827.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1966 | PA      | $1371.17      | 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      | $106721.29    | 0.05%             | 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      | $231086.04    | 0.10%             | 2035-07-15      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| 5996707.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5381 | PA      | $5123.50      | 0.00%             | 2024-04-15      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 6025688.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1418 | PA      | $1316.01      | 0.00%             | 2024-04-26      | Fixed         | 4.47%                 | No            |                  3 | On Loan: No      |
| Telesat Canada/telesat L                               | Telesat Canada / Telesat LLC                                        | CUSIP: 87952VAR7<br>LEI: 5493004V5GLBY6SO5Y34 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $94560.92     | 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        |     13322 | PA      | $10962.20     | 0.00%             | 2024-02-27      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5979547.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20965 | PA      | $20157.25     | 0.01%             | 2024-04-10      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5759139.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1929 | PA      | $1883.27      | 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        |      3388 | PA      | $3169.34      | 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      | $122472.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 6225049.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1405 | PA      | $1308.18      | 0.00%             | 2024-06-15      | Fixed         | 4.39%                 | 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      | $437868.63    | 0.19%             | 2035-01-20      | Floating      | 11.24%                | Yes           |                  2 | On Loan: No      |
| 6255719.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4197 | PA      | $3867.00      | 0.00%             | 2024-06-25      | Fixed         | 5.30%                 | No            |                  3 | On Loan: No      |
| 6121240.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34954 | PA      | $31411.86     | 0.01%             | 2024-05-10      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5887889.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4193 | PA      | $3999.27      | 0.00%             | 2024-03-08      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 6026848.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10547 | PA      | $10099.96     | 0.00%             | 2024-04-26      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 5914617.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       605 | PA      | $569.06       | 0.00%             | 2024-03-18      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 6044958.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3728 | PA      | $3547.16      | 0.00%             | 2024-05-01      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5997236.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19461 | PA      | $18805.60     | 0.01%             | 2024-04-16      | Fixed         | 3.86%                 | No            |                  3 | On Loan: No      |
| 5936890.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2966 | PA      | $2882.28      | 0.00%             | 2024-03-26      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 6000327.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6351 | PA      | $5246.96      | 0.00%             | 2024-04-17      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| Air Methods Corp.                                      | Air Methods Corp.                                                   | CUSIP: 00912YAL6<br>LEI: 54930081QGNZXVDOZF63 | Long             | LON              | CORP              | US        |    503354 | PA      | $285087.20    | 0.13%             | 2024-04-22      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| 6205259.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6324 | PA      | $5802.74      | 0.00%             | 2024-06-08      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| 5961394.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5023 | PA      | $4831.97      | 0.00%             | 2024-04-04      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5780801.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       670 | PA      | $597.46       | 0.00%             | 2024-02-07      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 5959705.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7168 | PA      | $5482.29      | 0.00%             | 2024-04-03      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 6202764.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1555 | PA      | $1432.54      | 0.00%             | 2024-06-08      | Fixed         | 5.49%                 | No            |                  3 | On Loan: No      |
| 5964728.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2395 | PA      | $2180.08      | 0.00%             | 2024-04-05      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 6125159.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51736 | PA      | $48842.89     | 0.02%             | 2024-05-11      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 5959379.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9224 | PA      | $8805.30      | 0.00%             | 2024-04-03      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 6150939.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8267 | PA      | $7860.32      | 0.00%             | 2024-05-21      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 5972461.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19384 | PA      | $18613.29     | 0.01%             | 2024-04-06      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5845522.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1470 | PA      | $1380.38      | 0.00%             | 2024-02-24      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| 6140706.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5473 | PA      | $5264.92      | 0.00%             | 2024-05-17      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 6030525.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4126 | PA      | $3975.18      | 0.00%             | 2024-04-27      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5914497.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1814 | PA      | $1738.25      | 0.00%             | 2024-03-18      | Fixed         | 4.24%                 | No            |                  3 | On Loan: No      |
| 6005394.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8849 | PA      | $8531.22      | 0.00%             | 2024-04-19      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 6196076.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4786 | PA      | $4593.40      | 0.00%             | 2024-06-07      | Fixed         | 4.27%                 | No            |                  3 | On Loan: No      |
| 5952985.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6850 | PA      | $6590.82      | 0.00%             | 2024-03-30      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 5860730.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9274 | PA      | $8956.06      | 0.00%             | 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        |      5701 | PA      | $5451.29      | 0.00%             | 2024-03-27      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5963460.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13082 | PA      | $11951.50     | 0.01%             | 2024-04-04      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 5980144.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       947 | PA      | $911.61       | 0.00%             | 2024-04-10      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| Republic Of Panama                                     | Panama Government International Bond                                | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $129676.99    | 0.06%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| 5756272.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2185 | PA      | $2139.25      | 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      | $483073.00    | 0.21%             | 2037-06-19      | Floating      | 9.14%                 | Yes           |                  2 | On Loan: No      |
| 6219970.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1761 | PA      | $1605.01      | 0.00%             | 2024-06-14      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 6113591.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2062 | PA      | $1885.25      | 0.00%             | 2024-05-09      | Fixed         | 5.41%                 | No            |                  3 | On Loan: No      |
| 5907596.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3535 | PA      | $3428.81      | 0.00%             | 2024-03-15      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5989461.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1032 | PA      | $695.76       | 0.00%             | 2024-04-13      | Fixed         | 4.76%                 | No            |                  3 | On Loan: No      |
| 6110151.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3248 | PA      | $3085.09      | 0.00%             | 2024-05-09      | Fixed         | 5.36%                 | No            |                  3 | On Loan: No      |
| 5913784.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4291 | PA      | $4180.66      | 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        |      2290 | PA      | $2198.51      | 0.00%             | 2024-02-29      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 6131856.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2941 | PA      | $2687.69      | 0.00%             | 2024-05-15      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 5787828.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1824 | PA      | $1546.72      | 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        |      4195 | PA      | $4066.80      | 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        |     11784 | PA      | $10445.82     | 0.00%             | 2024-03-01      | Fixed         | 3.31%                 | No            |                  3 | On Loan: No      |
| 6256451.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5632 | PA      | $5407.43      | 0.00%             | 2024-06-26      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 6158816.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5622 | PA      | $5405.33      | 0.00%             | 2024-05-23      | Fixed         | 3.98%                 | No            |                  3 | On Loan: No      |
| 6253359.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3440 | PA      | $3174.27      | 0.00%             | 2024-06-23      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 5981384.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1213 | PA      | $1093.87      | 0.00%             | 2024-04-11      | Fixed         | 3.98%                 | No            |                  3 | On Loan: No      |
| 5757443.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2922 | PA      | $2524.22      | 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        |       576 | PA      | $562.76       | 0.00%             | 2024-02-21      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 6024474.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2805 | PA      | $1993.20      | 0.00%             | 2024-04-26      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5780358.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4543 | PA      | $4437.62      | 0.00%             | 2024-02-07      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 6000454.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       837 | PA      | $751.08       | 0.00%             | 2024-04-17      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 6029633.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4096 | PA      | $3946.41      | 0.00%             | 2024-04-27      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5984762.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4176 | PA      | $3958.23      | 0.00%             | 2024-04-12      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 5948437.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       690 | PA      | $655.66       | 0.00%             | 2024-03-29      | Fixed         | 5.51%                 | No            |                  3 | On Loan: No      |
| 6056865.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1865 | PA      | $1644.61      | 0.00%             | 2024-05-04      | Fixed         | 5.49%                 | No            |                  3 | On Loan: No      |
| 6003838.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2830 | PA      | $2682.22      | 0.00%             | 2024-04-18      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5860858.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       749 | PA      | $675.12       | 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        |       674 | PA      | $657.25       | 0.00%             | 2024-02-16      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 6165216.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14463 | PA      | $13903.47     | 0.01%             | 2024-05-26      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 6141785.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11074 | PA      | $10653.11     | 0.00%             | 2024-05-17      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5765391.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6848 | PA      | $5410.73      | 0.00%             | 2024-02-02      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 6241885.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     59438 | PA      | $56625.52     | 0.03%             | 2024-06-20      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 6245824.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3621 | PA      | $3366.09      | 0.00%             | 2024-06-21      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| Minotaur Acquisition, Inc.                             | Minotaur Acquisition, Inc.                                          | CUSIP: 60441EAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    318212 | PA      | $305085.44    | 0.14%             | 2026-03-27      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| 5840568.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14273 | PA      | $13703.23     | 0.01%             | 2024-02-23      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6033743.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       767 | PA      | $714.76       | 0.00%             | 2024-04-28      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 6047406.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4374 | PA      | $4149.10      | 0.00%             | 2024-05-02      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 6065550.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4866 | PA      | $4667.05      | 0.00%             | 2024-05-08      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5866465.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       747 | PA      | $714.37       | 0.00%             | 2024-02-29      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 6032592.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5682 | PA      | $4828.04      | 0.00%             | 2024-04-27      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 5903844.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23400 | PA      | $21440.00     | 0.01%             | 2024-03-14      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5991565.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10344 | PA      | $8465.21      | 0.00%             | 2024-04-13      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 6187259.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9892 | PA      | $9494.28      | 0.00%             | 2024-06-04      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5774388.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       725 | PA      | $698.46       | 0.00%             | 2024-02-04      | Fixed         | 3.65%                 | No            |                  3 | On Loan: No      |
| 5971385.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6088 | PA      | $5835.49      | 0.00%             | 2024-04-06      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 6021543.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11823 | PA      | $11331.09     | 0.01%             | 2024-04-25      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 5995701.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4019 | PA      | $3896.00      | 0.00%             | 2024-04-14      | Fixed         | 3.60%                 | No            |                  3 | On Loan: No      |
| 5878558.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       623 | PA      | $603.05       | 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        |      2436 | PA      | $2163.76      | 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        |      4712 | PA      | $4586.82      | 0.00%             | 2024-02-26      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5960019.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16755 | PA      | $15996.72     | 0.01%             | 2024-04-03      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 6193985.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18602 | PA      | $17851.75     | 0.01%             | 2024-06-06      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6006364.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5475 | PA      | $5221.94      | 0.00%             | 2024-04-19      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5937811.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6198 | PA      | $5984.11      | 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        |      4325 | PA      | $4163.57      | 0.00%             | 2024-03-27      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6227618.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22726 | PA      | $21144.42     | 0.01%             | 2024-06-16      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5750114.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10741 | PA      | $10517.20     | 0.00%             | 2024-01-28      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 6209013.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1262 | PA      | $1160.65      | 0.00%             | 2024-06-09      | Fixed         | 5.51%                 | 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      | $637925.76    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| 5878051.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2799 | PA      | $2660.45      | 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        |       379 | PA      | $359.65       | 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        |      2656 | PA      | $2471.09      | 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        |      3608 | PA      | $3493.35      | 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        |      4506 | PA      | $4275.64      | 0.00%             | 2024-03-13      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 6012576.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21516 | PA      | $20621.10     | 0.01%             | 2024-04-20      | Fixed         | 4.24%                 | No            |                  3 | On Loan: No      |
| 6135150.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1372 | PA      | $1280.37      | 0.00%             | 2024-05-16      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 6135581.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1624 | PA      | $1470.16      | 0.00%             | 2024-05-16      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 5975855.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2388 | PA      | $2285.72      | 0.00%             | 2024-04-07      | Fixed         | 3.92%                 | No            |                  3 | On Loan: No      |
| 6141338.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12580 | PA      | $12102.34     | 0.01%             | 2024-05-17      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5984732.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7396 | PA      | $7104.44      | 0.00%             | 2024-04-12      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5962206.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5049 | PA      | $4828.98      | 0.00%             | 2024-04-04      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 5835507.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2269 | PA      | $2119.22      | 0.00%             | 2024-02-21      | Fixed         | 4.31%                 | No            |                  3 | On Loan: No      |
| 6035278.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1441 | PA      | $1373.85      | 0.00%             | 2024-04-28      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| 6210870.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1768 | PA      | $1633.60      | 0.00%             | 2024-06-11      | Fixed         | 5.35%                 | No            |                  3 | On Loan: No      |
| 5944317.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1275 | PA      | $1244.84      | 0.00%             | 2024-03-28      | Fixed         | 4.23%                 | 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        |   1401704 | PA      | $1154937.86   | 0.51%             | 2046-05-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| 6158866.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13318 | PA      | $12382.62     | 0.01%             | 2024-05-23      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 5918296.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4219 | PA      | $4064.54      | 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        |      7555 | PA      | $7326.50      | 0.00%             | 2024-03-02      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 5971220.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4215 | PA      | $3953.02      | 0.00%             | 2024-04-06      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5834607.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1808 | PA      | $1766.00      | 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        |      4193 | PA      | $3990.93      | 0.00%             | 2024-02-12      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 6029292.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3382 | PA      | $3275.24      | 0.00%             | 2024-04-27      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 6131354.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7683 | PA      | $7338.00      | 0.00%             | 2024-05-15      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 5813675.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5888 | PA      | $5761.10      | 0.00%             | 2024-02-13      | Fixed         | 3.43%                 | No            |                  3 | On Loan: No      |
| Bright Bidco Bv                                        | Bright Bidco BV                                                     | CUSIP: N1603LAJ6<br>LEI: 549300IL6Q1JWU688H15 | Long             | LON              | CORP              | NL        |     58771 | PA      | $51620.76     | 0.02%             | 2027-10-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| 6184726.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       727 | PA      | $672.69       | 0.00%             | 2024-06-02      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 5932131.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3627 | PA      | $3492.11      | 0.00%             | 2024-03-23      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 6234609.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     73847 | PA      | $69381.29     | 0.03%             | 2024-06-16      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 6013680.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1641 | PA      | $1570.72      | 0.00%             | 2024-04-21      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 5767039.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4497 | PA      | $4367.53      | 0.00%             | 2024-02-03      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5955012.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10534 | PA      | $9949.65      | 0.00%             | 2024-03-30      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5834880.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15705 | PA      | $15289.74     | 0.01%             | 2024-02-20      | Fixed         | 3.43%                 | No            |                  3 | On Loan: No      |
| 6107071.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32306 | PA      | $30851.02     | 0.01%             | 2024-05-09      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5852767.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4681 | PA      | $4559.33      | 0.00%             | 2024-02-26      | Fixed         | 3.77%                 | No            |                  3 | On Loan: No      |
| 5942912.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1506 | PA      | $1437.77      | 0.00%             | 2024-03-28      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 6035806.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34320 | PA      | $27556.88     | 0.01%             | 2024-04-28      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| 5755541.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38957 | PA      | $30954.26     | 0.01%             | 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        |      2977 | PA      | $2884.92      | 0.00%             | 2024-02-25      | Fixed         | 3.77%                 | No            |                  3 | On Loan: No      |
| 6064471.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1004 | PA      | $945.30       | 0.00%             | 2024-05-08      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 6022216.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1204 | PA      | $1136.34      | 0.00%             | 2024-04-25      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| 5790439.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6114 | PA      | $4815.71      | 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        |      4735 | PA      | $4375.44      | 0.00%             | 2024-02-05      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 6121003.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4329 | PA      | $4062.49      | 0.00%             | 2024-05-10      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| 5801841.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4287 | PA      | $4159.73      | 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        |   3726975 | PA      | $399089.31    | 0.18%             | 2051-01-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| 5834536.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3507 | PA      | $3441.26      | 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        |      2658 | PA      | $2294.13      | 0.00%             | 2024-03-16      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| 6124882.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8038 | PA      | $7735.46      | 0.00%             | 2024-05-11      | Fixed         | 3.98%                 | No            |                  3 | On Loan: No      |
| Golub Capital Bdc                                      | Golub Capital BDC, Inc.                                             | CUSIP: 38173MAA0<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    562873 | PA      | $541585.91    | 0.24%             | 2024-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| 5945270.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4946 | PA      | $4809.09      | 0.00%             | 2024-03-28      | Fixed         | 3.86%                 | No            |                  3 | On Loan: No      |
| 6125591.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2407 | PA      | $2306.44      | 0.00%             | 2024-05-11      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5919036.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3624 | PA      | $3511.70      | 0.00%             | 2024-03-20      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 6236219.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4254 | PA      | $4086.03      | 0.00%             | 2024-06-18      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 6248773.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3885 | PA      | $3653.16      | 0.00%             | 2024-06-22      | Fixed         | 4.77%                 | No            |                  3 | On Loan: No      |
| 5959681.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       402 | PA      | $389.32       | 0.00%             | 2024-04-03      | Fixed         | 3.99%                 | No            |                  3 | On Loan: No      |
| 5841590.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5822 | PA      | $5654.14      | 0.00%             | 2024-02-23      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 5950916.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11810 | PA      | $11269.39     | 0.01%             | 2024-03-29      | Fixed         | 4.21%                 | No            |                  3 | On Loan: No      |
| 6026841.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1805 | PA      | $1729.35      | 0.00%             | 2024-04-26      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5925465.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6128 | PA      | $5948.81      | 0.00%             | 2024-03-21      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| 5757660.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2701 | PA      | $2592.80      | 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      | $262689.63    | 0.12%             | 2024-06-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| 6120596.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38130 | PA      | $36491.54     | 0.02%             | 2024-05-09      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5978601.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7168 | PA      | $6786.04      | 0.00%             | 2024-04-08      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 6132670.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4854 | PA      | $4502.60      | 0.00%             | 2024-05-15      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 5873996.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3193 | PA      | $2916.43      | 0.00%             | 2024-03-02      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 6204838.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4787 | PA      | $4495.41      | 0.00%             | 2024-06-08      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| Intelsat Jackson Holdings Sa                           | Intelsat Jackson Holdings SA                                        | CUSIP: L5137X109<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | EC               | CORP              | LU        |       440 | NS      | $3300.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 5943223.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7030 | PA      | $6782.38      | 0.00%             | 2024-03-28      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| Apidos Clo                                             | Apidos CLO XXIV                                                     | CUSIP: 03762XAD1<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $420754.23    | 0.19%             | 2030-10-20      | Floating      | 10.04%                | Yes           |                  2 | On Loan: No      |
| 5960573.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5094 | PA      | $4817.65      | 0.00%             | 2024-04-04      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| 5758145.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9045 | PA      | $8735.72      | 0.00%             | 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        |      1638 | PA      | $1553.47      | 0.00%             | 2024-03-16      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 6037182.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       313 | PA      | $300.99       | 0.00%             | 2024-04-29      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 6165943.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8816 | PA      | $8474.93      | 0.00%             | 2024-05-27      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| Nyt Mortgage Trust                                     | BF Mortgage Trust                                                   | CUSIP: 62954PAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315000 | PA      | $257580.73    | 0.11%             | 2035-12-15      | Floating      | 7.32%                 | Yes           |                  2 | On Loan: No      |
| 6059717.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4854 | PA      | $4612.79      | 0.00%             | 2024-05-06      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5911124.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3627 | PA      | $3516.47      | 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        |      4763 | PA      | $4306.52      | 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        |      4540 | PA      | $4407.19      | 0.00%             | 2024-02-21      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 6051799.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11079 | PA      | $10629.06     | 0.00%             | 2024-05-03      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 6023137.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1240 | PA      | $1142.04      | 0.00%             | 2024-04-25      | Fixed         | 5.04%                 | No            |                  3 | On Loan: No      |
| 6005880.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1026 | PA      | $899.27       | 0.00%             | 2024-04-19      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5908887.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20894 | PA      | $20136.91     | 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        |       525 | PA      | $510.38       | 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        |     40523 | PA      | $39354.48     | 0.02%             | 2024-02-16      | Fixed         | 4.03%                 | No            |                  3 | On Loan: No      |
| 5951129.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10253 | PA      | $8901.91      | 0.00%             | 2024-03-29      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 6038090.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2467 | PA      | $2058.70      | 0.00%             | 2024-04-30      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5849810.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3602 | PA      | $3189.24      | 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        |      1054 | PA      | $1026.56      | 0.00%             | 2024-03-27      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5965372.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8755 | PA      | $8379.19      | 0.00%             | 2024-04-05      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 6250852.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9988 | PA      | $9217.15      | 0.00%             | 2024-06-22      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| 6036914.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10439 | PA      | $9948.31      | 0.00%             | 2024-04-28      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5914539.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5430 | PA      | $5264.25      | 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        |      4104 | PA      | $3986.76      | 0.00%             | 2024-02-22      | Fixed         | 4.03%                 | No            |                  3 | On Loan: No      |
| 5994326.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1205 | PA      | $1168.51      | 0.00%             | 2024-04-14      | Fixed         | 3.68%                 | No            |                  3 | On Loan: No      |
| 6241738.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13299 | PA      | $12514.34     | 0.01%             | 2024-06-20      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| 5930736.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       626 | PA      | $590.40       | 0.00%             | 2024-03-22      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 6211825.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5959 | PA      | $5716.62      | 0.00%             | 2024-06-12      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5979725.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1196 | PA      | $1132.95      | 0.00%             | 2024-04-10      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 5817391.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3602 | PA      | $3528.46      | 0.00%             | 2024-02-15      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 5971452.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22644 | PA      | $21190.32     | 0.01%             | 2024-04-06      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 5907584.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1691 | PA      | $1559.49      | 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        |      7746 | PA      | $7059.51      | 0.00%             | 2024-02-24      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 6062791.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6383 | PA      | $6048.35      | 0.00%             | 2024-05-07      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5951191.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2398 | PA      | $1898.09      | 0.00%             | 2024-03-29      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 6125769.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10112 | PA      | $8199.72      | 0.00%             | 2024-05-11      | Fixed         | 5.03%                 | No            |                  3 | On Loan: No      |
| 6218056.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21735 | PA      | $20666.53     | 0.01%             | 2024-06-13      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 6133252.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1557 | PA      | $1434.79      | 0.00%             | 2024-05-15      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5922851.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1783 | PA      | $1687.87      | 0.00%             | 2024-03-21      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 5986478.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       663 | PA      | $627.38       | 0.00%             | 2024-04-12      | Fixed         | 5.03%                 | No            |                  3 | On Loan: No      |
| 5820125.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42319 | PA      | $39744.70     | 0.02%             | 2024-02-16      | Fixed         | 4.34%                 | No            |                  3 | On Loan: No      |
| 6027067.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2449 | PA      | $2263.42      | 0.00%             | 2024-04-26      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 6026189.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1657 | PA      | $1575.40      | 0.00%             | 2024-04-26      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 6106614.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21369 | PA      | $20297.51     | 0.01%             | 2024-05-09      | Fixed         | 5.36%                 | No            |                  3 | On Loan: No      |
| 6064424.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1061 | PA      | $1010.09      | 0.00%             | 2024-05-08      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 6026681.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11388 | PA      | $10942.39     | 0.00%             | 2024-04-26      | Fixed         | 4.23%                 | No            |                  3 | On Loan: No      |
| 5835283.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3295 | PA      | $3185.89      | 0.00%             | 2024-02-21      | Fixed         | 4.04%                 | No            |                  3 | On Loan: No      |
| 6148961.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13173 | PA      | $9979.31      | 0.00%             | 2024-05-21      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5750331.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1017 | PA      | $993.29       | 0.00%             | 2024-01-28      | Fixed         | 3.35%                 | No            |                  3 | On Loan: No      |
| 6001767.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10384 | PA      | $9862.39      | 0.00%             | 2024-04-18      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 6043508.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6324 | PA      | $6029.98      | 0.00%             | 2024-05-01      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5940619.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7867 | PA      | $7127.15      | 0.00%             | 2024-03-27      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 6224172.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1037 | PA      | $959.71       | 0.00%             | 2024-06-15      | Fixed         | 5.36%                 | No            |                  3 | On Loan: No      |
| 5871642.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     61237 | PA      | $49704.96     | 0.02%             | 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        |      5171 | PA      | $5001.79      | 0.00%             | 2024-03-15      | Fixed         | 3.92%                 | No            |                  3 | On Loan: No      |
| 6015175.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2704 | PA      | $2559.86      | 0.00%             | 2024-04-21      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5959152.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4373 | PA      | $4161.74      | 0.00%             | 2024-04-03      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| Envision Healthcare Corp                               | Envision Healthcare Corp.                                           | CUSIP: 29373UAG6<br>LEI: 549300OL60X0LPKY8N60 | Long             | LON              | CORP              | US        |    737018 | PA      | $196536.90    | 0.09%             | 2027-03-31      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| 5957892.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1927 | PA      | $1851.38      | 0.00%             | 2024-04-03      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 6105860.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10962 | PA      | $10378.20     | 0.00%             | 2024-05-09      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 5889090.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1304 | PA      | $1246.31      | 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        |     29645 | PA      | $28343.56     | 0.01%             | 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        |      6445 | PA      | $6168.57      | 0.00%             | 2024-03-18      | Fixed         | 4.24%                 | No            |                  3 | On Loan: No      |
| 6228460.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3626 | PA      | $3464.41      | 0.00%             | 2024-06-16      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 6045688.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4323 | PA      | $4076.42      | 0.00%             | 2024-05-02      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 6226117.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44536 | PA      | $41714.08     | 0.02%             | 2024-06-15      | Fixed         | 4.79%                 | 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      | $837529.60    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| 6211491.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7464 | PA      | $6892.04      | 0.00%             | 2024-06-12      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| 5978784.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1874 | PA      | $1796.45      | 0.00%             | 2024-04-08      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| 6204116.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22535 | PA      | $21014.37     | 0.01%             | 2024-06-08      | Fixed         | 5.13%                 | No            |                  3 | On Loan: No      |
| 5876818.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2067 | PA      | $1960.68      | 0.00%             | 2024-03-02      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 6054214.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1024 | PA      | $975.06       | 0.00%             | 2024-05-03      | Fixed         | 5.41%                 | No            |                  3 | On Loan: No      |
| 5773800.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3014 | PA      | $2933.99      | 0.00%             | 2024-02-04      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 6243599.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1363 | PA      | $1267.75      | 0.00%             | 2024-06-20      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5857310.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       959 | PA      | $458.61       | 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        |      6190 | PA      | $6046.07      | 0.00%             | 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        |      9178 | PA      | $8310.71      | 0.00%             | 2024-03-08      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| 6136811.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8134 | PA      | $7273.25      | 0.00%             | 2024-05-16      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5895218.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2839 | PA      | $2682.64      | 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        |     17978 | PA      | $16211.03     | 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        |      1473 | PA      | $1294.43      | 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      | $269.79       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 6209015.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3255 | PA      | $3037.31      | 0.00%             | 2024-06-09      | Fixed         | 5.13%                 | No            |                  3 | On Loan: No      |
| 6170527.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2093 | PA      | $1947.02      | 0.00%             | 2024-05-29      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 6021366.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1883 | PA      | $1781.74      | 0.00%             | 2024-04-25      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 6210772.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10597 | PA      | $10008.97     | 0.00%             | 2024-06-11      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 6169588.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27653 | PA      | $24525.22     | 0.01%             | 2024-05-28      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 5965126.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12636 | PA      | $12104.70     | 0.01%             | 2024-04-05      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 6205509.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10207 | PA      | $9581.93      | 0.00%             | 2024-06-08      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 5927412.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7976 | PA      | $7573.34      | 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        |      6425 | PA      | $4883.77      | 0.00%             | 2024-03-14      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5843385.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3736 | PA      | $3491.50      | 0.00%             | 2024-02-24      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 6228386.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2783 | PA      | $2615.07      | 0.00%             | 2024-06-16      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 6123567.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10910 | PA      | $10418.20     | 0.00%             | 2024-05-10      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 5934373.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15276 | PA      | $13922.36     | 0.01%             | 2024-03-24      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 6158783.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8970 | PA      | $8591.19      | 0.00%             | 2024-05-23      | Fixed         | 3.98%                 | No            |                  3 | On Loan: No      |
| 6223894.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15312 | PA      | $14123.91     | 0.01%             | 2024-06-15      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 6021518.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       212 | PA      | $202.93       | 0.00%             | 2024-04-25      | Fixed         | 4.97%                 | No            |                  3 | On Loan: No      |
| 6229156.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9156 | PA      | $8463.01      | 0.00%             | 2024-06-16      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 5856246.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7239 | PA      | $6005.09      | 0.00%             | 2024-02-28      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5767348.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4522 | PA      | $4023.71      | 0.00%             | 2024-02-03      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 6151309.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23792 | PA      | $22751.71     | 0.01%             | 2024-05-21      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 5936019.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1934 | PA      | $1478.08      | 0.00%             | 2024-03-26      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5989935.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4313 | PA      | $4166.72      | 0.00%             | 2024-04-13      | Fixed         | 3.92%                 | No            |                  3 | On Loan: No      |
| 6251169.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2323 | PA      | $2146.68      | 0.00%             | 2024-06-22      | Fixed         | 5.30%                 | No            |                  3 | On Loan: No      |
| 5865116.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8202 | PA      | $7647.78      | 0.00%             | 2024-02-29      | Fixed         | 5.21%                 | No            |                  3 | On Loan: No      |
| 5956799.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4924 | PA      | $4749.35      | 0.00%             | 2024-04-02      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6039034.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       855 | PA      | $817.06       | 0.00%             | 2024-04-30      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 6003530.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1615 | PA      | $1564.83      | 0.00%             | 2024-04-18      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| 5787788.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       522 | PA      | $466.25       | 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      | $161478.30    | 0.07%             | 2040-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| 5993826.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2690 | PA      | $2608.58      | 0.00%             | 2024-04-14      | Fixed         | 3.69%                 | No            |                  3 | On Loan: No      |
| 5900804.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12166 | PA      | $11538.65     | 0.01%             | 2024-03-13      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 5977000.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15320 | PA      | $14658.26     | 0.01%             | 2024-04-07      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| 6191284.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33576 | PA      | $31073.79     | 0.01%             | 2024-06-06      | Fixed         | 5.32%                 | No            |                  3 | On Loan: No      |
| 5831788.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1424 | PA      | $1392.25      | 0.00%             | 2024-02-19      | Fixed         | 2.97%                 | No            |                  3 | On Loan: No      |
| 6165383.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1663 | PA      | $1598.05      | 0.00%             | 2024-05-26      | Fixed         | 3.99%                 | No            |                  3 | On Loan: No      |
| 5885487.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19401 | PA      | $18634.80     | 0.01%             | 2024-03-07      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 6186557.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5377 | PA      | $4968.66      | 0.00%             | 2024-06-04      | Fixed         | 5.40%                 | 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      | $123853.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| 6037577.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       778 | PA      | $731.96       | 0.00%             | 2024-04-29      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 5853206.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2886 | PA      | $2778.97      | 0.00%             | 2024-02-26      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 6253508.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1025 | PA      | $942.72       | 0.00%             | 2024-06-23      | Fixed         | 5.40%                 | 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      | $510910.40    | 0.23%             | 2047-02-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| 6216270.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10934 | PA      | $10153.13     | 0.00%             | 2024-06-13      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 6037444.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19402 | PA      | $14707.69     | 0.01%             | 2024-04-29      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 6012290.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       592 | PA      | $489.96       | 0.00%             | 2024-04-20      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5965641.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16643 | PA      | $15987.23     | 0.01%             | 2024-04-05      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 5934719.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10430 | PA      | $7957.82      | 0.00%             | 2024-03-25      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 6066381.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24235 | PA      | $23136.79     | 0.01%             | 2024-05-08      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5860559.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4176 | PA      | $3568.48      | 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        |      2475 | PA      | $2413.49      | 0.00%             | 2024-02-15      | Fixed         | 3.75%                 | No            |                  3 | On Loan: No      |
| 5996282.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26397 | PA      | $25366.49     | 0.01%             | 2024-04-14      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 6007557.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15349 | PA      | $14873.27     | 0.01%             | 2024-04-19      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| 5981412.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       999 | PA      | $874.46       | 0.00%             | 2024-04-11      | Fixed         | 5.47%                 | No            |                  3 | On Loan: No      |
| 5855899.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5088 | PA      | $4927.20      | 0.00%             | 2024-02-28      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5807758.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10455 | PA      | $10081.75     | 0.00%             | 2024-02-12      | Fixed         | 4.10%                 | No            |                  3 | On Loan: No      |
| 5967034.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       670 | PA      | $578.19       | 0.00%             | 2024-04-05      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 5992027.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1699 | PA      | $1591.72      | 0.00%             | 2024-04-13      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 6251283.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2200 | PA      | $2038.06      | 0.00%             | 2024-06-22      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| 6238830.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3428 | PA      | $3292.75      | 0.00%             | 2024-06-19      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5893783.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1347 | PA      | $1284.64      | 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        |       927 | PA      | $843.35       | 0.00%             | 2024-02-22      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 5978795.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1029 | PA      | $899.10       | 0.00%             | 2024-04-09      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| 6131748.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1893 | PA      | $1666.42      | 0.00%             | 2024-05-15      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 5878068.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2225 | PA      | $1911.93      | 0.00%             | 2024-03-04      | Fixed         | 4.02%                 | No            |                  3 | On Loan: No      |
| 6205613.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7442 | PA      | $6890.68      | 0.00%             | 2024-06-08      | Fixed         | 5.34%                 | No            |                  3 | On Loan: No      |
| 5753380.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2471 | PA      | $2123.06      | 0.00%             | 2024-01-29      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 6187061.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1010 | PA      | $932.97       | 0.00%             | 2024-06-04      | Fixed         | 5.41%                 | No            |                  3 | On Loan: No      |
| 6131874.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26969 | PA      | $25794.29     | 0.01%             | 2024-05-15      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 6204716.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5692 | PA      | $5269.72      | 0.00%             | 2024-06-08      | Fixed         | 5.34%                 | No            |                  3 | On Loan: No      |
| 5984962.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7424 | PA      | $6964.52      | 0.00%             | 2024-04-12      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5981561.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2417 | PA      | $2311.64      | 0.00%             | 2024-04-11      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5881309.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3045 | PA      | $2923.79      | 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        |       582 | PA      | $510.16       | 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        |      4884 | PA      | $4730.66      | 0.00%             | 2024-03-08      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| 6025015.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21137 | PA      | $18802.45     | 0.01%             | 2024-04-26      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| Ypf Sociedad Anonima                                   | YPF SA                                                              | CUSIP: P989MJBP5<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    100000 | PA      | $75320.52     | 0.03%             | 2029-06-27      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| 5978586.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2904 | PA      | $2806.51      | 0.00%             | 2024-04-08      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| 6136096.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4881 | PA      | $4686.12      | 0.00%             | 2024-05-16      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5832459.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3244 | PA      | $3179.95      | 0.00%             | 2024-02-19      | Fixed         | 2.97%                 | No            |                  3 | On Loan: No      |
| 5973727.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37340 | PA      | $35884.34     | 0.02%             | 2024-04-06      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 5753964.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5042 | PA      | $4885.77      | 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        |      4684 | PA      | $3950.91      | 0.00%             | 2024-02-03      | Fixed         | 4.11%                 | No            |                  3 | On Loan: No      |
| 5928944.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28264 | PA      | $26838.75     | 0.01%             | 2024-03-22      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 6106011.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7092 | PA      | $6666.30      | 0.00%             | 2024-05-09      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5943127.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7033 | PA      | $6763.43      | 0.00%             | 2024-03-28      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5877504.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8272 | PA      | $7996.54      | 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        |      6398 | PA      | $6216.09      | 0.00%             | 2024-03-13      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5944764.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2292 | PA      | $1926.30      | 0.00%             | 2024-03-28      | Fixed         | 4.07%                 | No            |                  3 | On Loan: No      |
| 6029647.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3202 | PA      | $2543.66      | 0.00%             | 2024-04-27      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| 6253396.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16857 | PA      | $15659.14     | 0.01%             | 2024-06-23      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5767213.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3417 | PA      | $3274.52      | 0.00%             | 2024-02-03      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 6147740.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4404 | PA      | $4179.98      | 0.00%             | 2024-05-20      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 6220955.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2178 | PA      | $2089.07      | 0.00%             | 2024-06-14      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5994150.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5971 | PA      | $5787.16      | 0.00%             | 2024-04-14      | Fixed         | 3.60%                 | No            |                  3 | On Loan: No      |
| 5934241.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2137 | PA      | $1498.23      | 0.00%             | 2024-03-24      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 6004856.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3001 | PA      | $2877.33      | 0.00%             | 2024-04-19      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5974159.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     80625 | PA      | $70671.19     | 0.03%             | 2024-04-06      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 6209976.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3104 | PA      | $2895.61      | 0.00%             | 2024-06-10      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 6039184.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6470 | PA      | $5771.66      | 0.00%             | 2024-04-30      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5823918.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16866 | PA      | $15187.65     | 0.01%             | 2024-02-17      | Fixed         | 4.77%                 | No            |                  3 | On Loan: No      |
| 6179235.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6496 | PA      | $6051.12      | 0.00%             | 2024-06-01      | Fixed         | 5.13%                 | No            |                  3 | On Loan: No      |
| 5962311.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4609 | PA      | $4335.14      | 0.00%             | 2024-04-04      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 5909350.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1523 | PA      | $1453.81      | 0.00%             | 2024-03-15      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 6134768.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6152 | PA      | $5895.72      | 0.00%             | 2024-05-15      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 6048547.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4391 | PA      | $4213.61      | 0.00%             | 2024-05-02      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 6056891.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2345 | PA      | $2083.55      | 0.00%             | 2024-05-04      | Fixed         | 5.26%                 | No            |                  3 | On Loan: No      |
| 5895574.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       512 | PA      | $467.46       | 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      | $635304.14    | 0.28%             | 2037-07-15      | Floating      | 7.87%                 | Yes           |                  2 | On Loan: No      |
| 5971117.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6954 | PA      | $6648.61      | 0.00%             | 2024-04-06      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5848803.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9232 | PA      | $7411.98      | 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      | $145502.89    | 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        |      2431 | PA      | $2290.62      | 0.00%             | 2024-03-25      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 6158677.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16795 | PA      | $15500.74     | 0.01%             | 2024-05-23      | Fixed         | 5.03%                 | No            |                  3 | On Loan: No      |
| 5860662.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1894 | PA      | $1846.61      | 0.00%             | 2024-02-29      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| 6022899.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1710 | PA      | $1636.34      | 0.00%             | 2024-04-25      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 6170099.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4888 | PA      | $4567.64      | 0.00%             | 2024-05-29      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5949738.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3449 | PA      | $3319.11      | 0.00%             | 2024-03-29      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 5824804.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       949 | PA      | $750.79       | 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        |     17137 | PA      | $14634.20     | 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      | $1515363.84   | 0.67%             | 2026-07-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| 6015905.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4735 | PA      | $4580.26      | 0.00%             | 2024-04-22      | Fixed         | 3.60%                 | No            |                  3 | On Loan: No      |
| 6217107.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5571 | PA      | $5147.88      | 0.00%             | 2024-06-13      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| 5916968.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6257 | PA      | $5326.59      | 0.00%             | 2024-03-19      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 6223709.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       745 | PA      | $688.72       | 0.00%             | 2024-06-15      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 5855484.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2990 | PA      | $2802.82      | 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      | $101237.46    | 0.04%             | 2032-05-05      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| 6038786.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3769 | PA      | $3495.68      | 0.00%             | 2024-04-30      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5951429.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3465 | PA      | $3342.31      | 0.00%             | 2024-03-29      | Fixed         | 4.21%                 | No            |                  3 | On Loan: No      |
| 6105946.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5504 | PA      | $4139.99      | 0.00%             | 2024-05-09      | Fixed         | 5.52%                 | No            |                  3 | On Loan: No      |
| 5855813.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17285 | PA      | $14970.30     | 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        |     27497 | PA      | $18794.00     | 0.01%             | 2024-02-05      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 6190623.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2021 | PA      | $1878.86      | 0.00%             | 2024-06-05      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 6016834.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9841 | PA      | $8757.47      | 0.00%             | 2024-04-23      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 6142120.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5657 | PA      | $5435.35      | 0.00%             | 2024-05-17      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5934431.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1008 | PA      | $853.58       | 0.00%             | 2024-03-24      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 6016534.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9249 | PA      | $7359.22      | 0.00%             | 2024-04-22      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| 5962156.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5782 | PA      | $5439.06      | 0.00%             | 2024-04-04      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 5937055.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44962 | PA      | $42264.71     | 0.02%             | 2024-03-26      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 6055715.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       921 | PA      | $840.85       | 0.00%             | 2024-05-04      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 6245670.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1234 | PA      | $1147.78      | 0.00%             | 2024-06-21      | Fixed         | 5.10%                 | No            |                  3 | On Loan: No      |
| 5932848.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26448 | PA      | $25585.74     | 0.01%             | 2024-03-23      | Fixed         | 3.60%                 | No            |                  3 | On Loan: No      |
| 6014639.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54336 | PA      | $52279.40     | 0.02%             | 2024-04-21      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 5895555.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       674 | PA      | $625.83       | 0.00%             | 2024-03-11      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| 6114091.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11149 | PA      | $8494.25      | 0.00%             | 2024-05-09      | Fixed         | 5.52%                 | No            |                  3 | On Loan: No      |
| 6023804.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6082 | PA      | $5713.27      | 0.00%             | 2024-04-25      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 5849371.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1550 | PA      | $1275.93      | 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      | $130040.00    | 0.06%             | 2026-10-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| 6226996.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2411 | PA      | $2218.51      | 0.00%             | 2024-06-16      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| 5904278.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1587 | PA      | $903.97       | 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        |       638 | PA      | $526.19       | 0.00%             | 2024-03-16      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 6012765.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28788 | PA      | $27432.81     | 0.01%             | 2024-04-21      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5851405.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32763 | PA      | $31860.98     | 0.01%             | 2024-02-25      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 6007630.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11141 | PA      | $9410.59      | 0.00%             | 2024-04-19      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 6160714.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5093 | PA      | $4896.03      | 0.00%             | 2024-05-23      | Fixed         | 3.98%                 | No            |                  3 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                      | Citigroup Mortgage Loan Trust                                       | CUSIP: 17311LAE1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    222319 | PA      | $215479.74    | 0.10%             | 2037-04-25      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| 6140695.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       763 | PA      | $654.15       | 0.00%             | 2024-05-17      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 5877252.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5671 | PA      | $5383.61      | 0.00%             | 2024-03-03      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| 5993269.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7104 | PA      | $6563.84      | 0.00%             | 2024-04-14      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 5996991.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7268 | PA      | $7043.66      | 0.00%             | 2024-04-15      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 5924032.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2091 | PA      | $1997.00      | 0.00%             | 2024-03-21      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5943921.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       866 | PA      | $837.49       | 0.00%             | 2024-03-28      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| 5908473.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4250 | PA      | $4105.74      | 0.00%             | 2024-03-15      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 6158819.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9443 | PA      | $9055.68      | 0.00%             | 2024-05-23      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 6220634.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18959 | PA      | $18040.95     | 0.01%             | 2024-06-14      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 5864685.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       770 | PA      | $715.61       | 0.00%             | 2024-02-29      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 6243604.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4766 | PA      | $4578.20      | 0.00%             | 2024-06-20      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5991007.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1887 | PA      | $1796.68      | 0.00%             | 2024-04-13      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 5927528.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1095 | PA      | $1068.96      | 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        |      7373 | PA      | $7135.42      | 0.00%             | 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        |      1135 | PA      | $1034.21      | 0.00%             | 2024-02-21      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5985767.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31728 | PA      | $26801.05     | 0.01%             | 2024-04-12      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 6126508.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8285 | PA      | $7098.59      | 0.00%             | 2024-05-12      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 6151008.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4232 | PA      | $4071.09      | 0.00%             | 2024-05-21      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5894465.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2624 | PA      | $2548.26      | 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        |      7200 | PA      | $5949.19      | 0.00%             | 2024-03-01      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| 6002099.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15627 | PA      | $14929.26     | 0.01%             | 2024-04-18      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 5763446.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10183 | PA      | $9943.03      | 0.00%             | 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        |      3680 | PA      | $3126.85      | 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      | $290.67       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5901640.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       753 | PA      | $727.19       | 0.00%             | 2024-03-13      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 6217439.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7033 | PA      | $6690.48      | 0.00%             | 2024-06-13      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 5780803.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1196 | PA      | $1157.92      | 0.00%             | 2024-02-07      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 5945810.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3431 | PA      | $2896.90      | 0.00%             | 2024-03-28      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 6042807.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3191 | PA      | $2852.76      | 0.00%             | 2024-05-01      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 6022918.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7890 | PA      | $7348.58      | 0.00%             | 2024-04-25      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 6143421.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     56307 | PA      | $50339.82     | 0.02%             | 2024-05-18      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5836869.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2913 | PA      | $2617.98      | 0.00%             | 2024-02-22      | Fixed         | 4.31%                 | No            |                  3 | On Loan: No      |
| 6158674.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4026 | PA      | $3871.10      | 0.00%             | 2024-05-23      | Fixed         | 3.98%                 | No            |                  3 | On Loan: No      |
| 6066335.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7518 | PA      | $7169.76      | 0.00%             | 2024-05-08      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 6145967.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24197 | PA      | $23274.27     | 0.01%             | 2024-05-18      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5768575.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13570 | PA      | $11477.46     | 0.01%             | 2024-02-03      | Fixed         | 5.10%                 | No            |                  3 | On Loan: No      |
| 6010549.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7513 | PA      | $7225.07      | 0.00%             | 2024-04-20      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5909663.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1060 | PA      | $888.67       | 0.00%             | 2024-03-15      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 6243428.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1253 | PA      | $1155.63      | 0.00%             | 2024-06-20      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| Oxford Square Capital Co                               | Oxford Square Capital Corp.                                         | CUSIP: 69181V206<br>LEI: 549300EGQH8WWU1U6Q06 | Long             | EP               | CORP              | US        |    189274 | NS      | $4661818.62   | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| 5963659.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       867 | PA      | $791.30       | 0.00%             | 2024-04-04      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 5996768.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6492 | PA      | $6285.43      | 0.00%             | 2024-04-15      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 6057732.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6233 | PA      | $5831.14      | 0.00%             | 2024-05-04      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 5954226.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32682 | PA      | $31613.61     | 0.01%             | 2024-03-30      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| 6243724.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12506 | PA      | $11682.95     | 0.01%             | 2024-06-21      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 6066911.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7262 | PA      | $6906.81      | 0.00%             | 2024-05-08      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5775149.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       191 | PA      | $186.24       | 0.00%             | 2024-02-04      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| 6106852.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6389 | PA      | $5786.85      | 0.00%             | 2024-05-09      | Fixed         | 5.52%                 | No            |                  3 | On Loan: No      |
| 5894738.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4567 | PA      | $4327.83      | 0.00%             | 2024-03-10      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 6164922.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3532 | PA      | $3364.50      | 0.00%             | 2024-05-26      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 6048072.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26962 | PA      | $20434.29     | 0.01%             | 2024-05-02      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 5973843.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11439 | PA      | $9595.73      | 0.00%             | 2024-04-06      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| Fremf Mortgage Trust                                   | FREMF 2019-KF71 Mortgage Trust                                      | CUSIP: 30314GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    813211 | PA      | $767532.50    | 0.34%             | 2029-10-25      | Floating      | 10.14%                | Yes           |                  2 | On Loan: No      |
| 6140863.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16130 | PA      | $13414.82     | 0.01%             | 2024-05-17      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| 6257148.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21673 | PA      | $20144.25     | 0.01%             | 2024-06-27      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 5762469.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       991 | PA      | $966.85       | 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      | $3166.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 6047936.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       596 | PA      | $532.86       | 0.00%             | 2024-05-02      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| 6020163.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7022 | PA      | $6757.30      | 0.00%             | 2024-04-24      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 6225880.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9484 | PA      | $8792.84      | 0.00%             | 2024-06-15      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6219832.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3267 | PA      | $3039.43      | 0.00%             | 2024-06-14      | Fixed         | 5.10%                 | No            |                  3 | On Loan: No      |
| Cengage Learning                                       | Cengage Learning, Inc., First Lien - B Term Loan                    | CUSIP: N/A<br>LEI: 549300BYGM0FWUSVXJ88       | Long             | LON              | CORP              | US        |    247500 | PA      | $223175.70    | 0.10%             | 2026-06-29      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| 6059265.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4897 | PA      | $4696.59      | 0.00%             | 2024-05-06      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 6027116.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19183 | PA      | $18397.10     | 0.01%             | 2024-04-26      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 6191770.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4868 | PA      | $4577.96      | 0.00%             | 2024-06-06      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5888588.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14479 | PA      | $14071.65     | 0.01%             | 2024-03-08      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| 6013182.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3354 | PA      | $3196.49      | 0.00%             | 2024-04-21      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 5980659.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1960 | PA      | $1331.39      | 0.00%             | 2024-04-10      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 6171898.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2521 | PA      | $2357.45      | 0.00%             | 2024-05-29      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| Fed Republic Of Brazil                                 | Brazilian Government International Bond                             | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    450000 | PA      | $316717.11    | 0.14%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| 6037993.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6294 | PA      | $5335.50      | 0.00%             | 2024-04-30      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 5930121.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5216 | PA      | $4957.82      | 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        |     29014 | PA      | $25194.45     | 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        |      7402 | PA      | $7199.59      | 0.00%             | 2024-02-16      | Fixed         | 4.03%                 | No            |                  3 | On Loan: No      |
| 5971246.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2185 | PA      | $2082.72      | 0.00%             | 2024-04-06      | Fixed         | 5.26%                 | No            |                  3 | On Loan: No      |
| 6059618.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3213 | PA      | $3017.41      | 0.00%             | 2024-05-06      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5953743.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10415 | PA      | $9753.58      | 0.00%             | 2024-03-30      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 6004843.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3368 | PA      | $3246.94      | 0.00%             | 2024-04-19      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 6051789.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       986 | PA      | $727.31       | 0.00%             | 2024-05-03      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| 6239121.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13424 | PA      | $12489.23     | 0.01%             | 2024-06-19      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5856043.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       621 | PA      | $571.08       | 0.00%             | 2024-02-28      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 6248743.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5817 | PA      | $5446.69      | 0.00%             | 2024-06-22      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 5922246.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5397 | PA      | $5144.35      | 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        |      3858 | PA      | $3674.30      | 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      | $274393.71    | 0.12%             | 2046-03-12      | Variable      | 4.07%                 | Yes           |                  2 | On Loan: No      |
| 6016311.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18692 | PA      | $15532.72     | 0.01%             | 2024-04-22      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 6251289.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5445 | PA      | $5228.51      | 0.00%             | 2024-06-22      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5786574.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8728 | PA      | $8302.21      | 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        |       586 | PA      | $483.92       | 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        |     14021 | PA      | $13701.15     | 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        |      1743 | PA      | $1699.16      | 0.00%             | 2024-03-10      | Fixed         | 4.59%                 | No            |                  3 | On Loan: No      |
| 6004160.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7199 | PA      | $6695.64      | 0.00%             | 2024-04-18      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 6151525.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     64944 | PA      | $59310.10     | 0.03%             | 2024-05-21      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| 6174176.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26401 | PA      | $25355.56     | 0.01%             | 2024-05-30      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5917815.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2224 | PA      | $2127.76      | 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        |     28407 | PA      | $26724.54     | 0.01%             | 2024-02-15      | Fixed         | 4.03%                 | No            |                  3 | On Loan: No      |
| 6051104.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2958 | PA      | $2626.01      | 0.00%             | 2024-05-03      | Fixed         | 5.35%                 | No            |                  3 | On Loan: No      |
| 6191263.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3298 | PA      | $3082.84      | 0.00%             | 2024-06-06      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| 5807395.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2275 | PA      | $2116.75      | 0.00%             | 2024-02-12      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| 6158745.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3205 | PA      | $2966.88      | 0.00%             | 2024-05-23      | Fixed         | 5.10%                 | No            |                  3 | On Loan: No      |
| 6030392.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5718 | PA      | $5436.55      | 0.00%             | 2024-04-27      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 5777152.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5023 | PA      | $4697.02      | 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        |      1266 | PA      | $882.76       | 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        |      2008 | PA      | $1943.87      | 0.00%             | 2024-03-06      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 6209185.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     88731 | PA      | $85102.27     | 0.04%             | 2024-06-09      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5833939.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       581 | PA      | $512.96       | 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        |   1331837 | PA      | $1133940.69   | 0.50%             | 2037-03-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| 5966625.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6087 | PA      | $5774.38      | 0.00%             | 2024-04-05      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 6169303.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1124 | PA      | $1068.82      | 0.00%             | 2024-05-28      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 6054236.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7171 | PA      | $6713.44      | 0.00%             | 2024-05-03      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 5965005.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9622 | PA      | $9255.42      | 0.00%             | 2024-04-05      | Fixed         | 4.27%                 | No            |                  3 | On Loan: No      |
| 5923528.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4895 | PA      | $4752.00      | 0.00%             | 2024-03-21      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5979830.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1151 | PA      | $1030.03      | 0.00%             | 2024-04-10      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 6137548.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3104 | PA      | $2917.26      | 0.00%             | 2024-05-16      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 5997447.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1343 | PA      | $1286.11      | 0.00%             | 2024-04-16      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 5772694.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4593 | PA      | $4481.38      | 0.00%             | 2024-02-04      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 5991141.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       562 | PA      | $527.07       | 0.00%             | 2024-04-13      | Fixed         | 5.27%                 | No            |                  3 | On Loan: No      |
| 6148093.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1519 | PA      | $1366.99      | 0.00%             | 2024-05-20      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 6021215.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11720 | PA      | $11276.72     | 0.01%             | 2024-04-25      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| 5996224.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1406 | PA      | $1313.43      | 0.00%             | 2024-04-14      | Fixed         | 4.59%                 | No            |                  3 | On Loan: No      |
| 6242746.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3085 | PA      | $2938.84      | 0.00%             | 2024-06-20      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5853321.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4174 | PA      | $4067.20      | 0.00%             | 2024-02-26      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6219033.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4568 | PA      | $4187.27      | 0.00%             | 2024-06-14      | Fixed         | 5.48%                 | No            |                  3 | On Loan: No      |
| 5971601.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17000 | PA      | $15743.76     | 0.01%             | 2024-04-06      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 5757959.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10599 | PA      | $10347.26     | 0.00%             | 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        |      7664 | PA      | $7531.31      | 0.00%             | 2024-03-08      | Fixed         | 4.21%                 | No            |                  3 | On Loan: No      |
| 6139948.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2005 | PA      | $1514.43      | 0.00%             | 2024-05-17      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5998381.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1310 | PA      | $1235.56      | 0.00%             | 2024-04-17      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 5777622.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12595 | PA      | $11952.80     | 0.01%             | 2024-02-05      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 6037170.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4899 | PA      | $4668.69      | 0.00%             | 2024-04-29      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5755209.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12375 | PA      | $7632.80      | 0.00%             | 2024-01-29      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 6142100.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2389 | PA      | $2201.33      | 0.00%             | 2024-05-17      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 6185815.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1825 | PA      | $1700.98      | 0.00%             | 2024-06-03      | Fixed         | 5.13%                 | No            |                  3 | On Loan: No      |
| 6203584.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1567 | PA      | $1441.10      | 0.00%             | 2024-06-08      | Fixed         | 5.49%                 | No            |                  3 | On Loan: No      |
| 5857482.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2819 | PA      | $2740.74      | 0.00%             | 2024-02-29      | Fixed         | 4.07%                 | No            |                  3 | On Loan: No      |
| 6185791.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5822 | PA      | $5587.69      | 0.00%             | 2024-06-03      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 6054737.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25147 | PA      | $21414.78     | 0.01%             | 2024-05-04      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| 5823177.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       971 | PA      | $921.93       | 0.00%             | 2024-02-17      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5995350.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26408 | PA      | $24670.47     | 0.01%             | 2024-04-14      | Fixed         | 4.58%                 | No            |                  3 | On Loan: No      |
| 5790495.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2282 | PA      | $1841.03      | 0.00%             | 2024-02-10      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 6033584.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11052 | PA      | $10454.29     | 0.00%             | 2024-04-28      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| Unifrax Escrow Iss Corp                                | ASP Unifrax Holdings, Inc.                                          | CUSIP: 90473LAC6<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    175000 | PA      | $111300.00    | 0.05%             | 2029-09-30      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| 6196221.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12392 | PA      | $11797.62     | 0.01%             | 2024-06-07      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 5811157.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8536 | PA      | $8342.65      | 0.00%             | 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        |       572 | PA      | $532.17       | 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        |      9758 | PA      | $9479.93      | 0.00%             | 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        |      2658 | PA      | $2582.86      | 0.00%             | 2024-02-18      | Fixed         | 4.33%                 | No            |                  3 | On Loan: No      |
| 6017824.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5540 | PA      | $5226.81      | 0.00%             | 2024-04-24      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 6195357.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11355 | PA      | $10611.59     | 0.00%             | 2024-06-07      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| 5822473.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2717 | PA      | $2663.72      | 0.00%             | 2024-02-17      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 6014234.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     87429 | PA      | $83586.24     | 0.04%             | 2024-04-21      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5875189.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5625 | PA      | $5444.34      | 0.00%             | 2024-03-02      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 6121298.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4266 | PA      | $4053.94      | 0.00%             | 2024-05-10      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| 6124959.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2936 | PA      | $2824.96      | 0.00%             | 2024-05-11      | Fixed         | 3.99%                 | No            |                  3 | On Loan: No      |
| 5865503.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13063 | PA      | $12149.65     | 0.01%             | 2024-02-29      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 6253107.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10700 | PA      | $10273.50     | 0.00%             | 2024-06-23      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5925202.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5922 | PA      | $5729.17      | 0.00%             | 2024-03-21      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 6136129.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13650 | PA      | $12459.92     | 0.01%             | 2024-05-16      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 6009951.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4370 | PA      | $4049.45      | 0.00%             | 2024-04-20      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| Ngd Holdings Bv                                        | NGD Holdings BV                                                     | CUSIP: N/A<br>LEI: 984500ED2ABF0UF46690       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $47100.00     | 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        |        64 | PA      | $63.22        | 0.00%             | 2024-03-14      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 6240474.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19304 | PA      | $18073.36     | 0.01%             | 2024-06-20      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5924600.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     67012 | PA      | $65210.57     | 0.03%             | 2024-03-21      | Fixed         | 3.86%                 | No            |                  3 | On Loan: No      |
| 6258350.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2305 | PA      | $2141.87      | 0.00%             | 2024-06-27      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 6013206.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1675 | PA      | $1384.01      | 0.00%             | 2024-04-21      | Fixed         | 3.70%                 | No            |                  3 | On Loan: No      |
| 5855945.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       545 | PA      | $503.29       | 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        |      4852 | PA      | $4675.37      | 0.00%             | 2024-03-19      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6007011.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     78208 | PA      | $74283.68     | 0.03%             | 2024-04-19      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| 6161328.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44526 | PA      | $40668.76     | 0.02%             | 2024-05-24      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 6208509.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2058 | PA      | $1890.86      | 0.00%             | 2024-06-09      | Fixed         | 5.49%                 | No            |                  3 | On Loan: No      |
| 5848320.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       775 | PA      | $756.40       | 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        |      5520 | PA      | $5388.98      | 0.00%             | 2024-02-01      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 6010211.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2102 | PA      | $2037.08      | 0.00%             | 2024-04-20      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| 6124749.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3973 | PA      | $3784.13      | 0.00%             | 2024-05-11      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 6228297.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2489 | PA      | $2367.15      | 0.00%             | 2024-06-16      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5891740.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1768 | PA      | $1552.71      | 0.00%             | 2024-03-09      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 6007689.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33102 | PA      | $31387.48     | 0.01%             | 2024-04-19      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 6043573.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3908 | PA      | $3427.56      | 0.00%             | 2024-05-01      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6044281.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13218 | PA      | $12666.30     | 0.01%             | 2024-05-01      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 6123449.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12103 | PA      | $11602.63     | 0.01%             | 2024-05-10      | Fixed         | 4.31%                 | No            |                  3 | On Loan: No      |
| 5892758.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3883 | PA      | $3756.32      | 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        |     51316 | PA      | $50165.90     | 0.02%             | 2024-02-03      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 6022868.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2471 | PA      | $2326.69      | 0.00%             | 2024-04-25      | Fixed         | 4.35%                 | No            |                  3 | On Loan: No      |
| 5960301.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10960 | PA      | $10341.03     | 0.00%             | 2024-04-03      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 5914321.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11348 | PA      | $11004.35     | 0.00%             | 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        |      3946 | PA      | $3843.55      | 0.00%             | 2024-02-21      | Fixed         | 4.04%                 | No            |                  3 | On Loan: No      |
| 6186071.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3525 | PA      | $3309.37      | 0.00%             | 2024-06-03      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 6160895.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15363 | PA      | $14656.07     | 0.01%             | 2024-05-24      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 5920812.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2502 | PA      | $2233.14      | 0.00%             | 2024-03-20      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5998272.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17145 | PA      | $15613.05     | 0.01%             | 2024-04-17      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 6124229.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2091 | PA      | $1962.37      | 0.00%             | 2024-05-10      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 6210020.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7522 | PA      | $6983.37      | 0.00%             | 2024-06-10      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| 5866286.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7869 | PA      | $7534.80      | 0.00%             | 2024-02-29      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5955915.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17445 | PA      | $16389.01     | 0.01%             | 2024-04-01      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 5921360.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1149 | PA      | $1063.24      | 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      | $931210.85    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| 6024364.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5805 | PA      | $5506.70      | 0.00%             | 2024-04-26      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5876279.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1046 | PA      | $999.73       | 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        |     31935 | PA      | $30225.53     | 0.01%             | 2024-02-29      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 6147596.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19344 | PA      | $18141.56     | 0.01%             | 2024-05-20      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| 5911808.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3242 | PA      | $3147.27      | 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        |     13634 | PA      | $12772.23     | 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        |      2226 | PA      | $2164.25      | 0.00%             | 2024-02-09      | Fixed         | 3.74%                 | No            |                  3 | On Loan: No      |
| 6122162.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14705 | PA      | $13574.92     | 0.01%             | 2024-05-10      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 6046021.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       851 | PA      | $809.18       | 0.00%             | 2024-05-02      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 6004252.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1911 | PA      | $1825.10      | 0.00%             | 2024-04-18      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5900321.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14529 | PA      | $13221.10     | 0.01%             | 2024-03-13      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 6225314.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6429 | PA      | $5917.11      | 0.00%             | 2024-06-15      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| New Mountain Finance Cor                               | New Mountain Finance Corp.                                          | CUSIP: 647551AC4<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |      1448 | PA      | $1443.48      | 0.00%             | 2023-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| 6196149.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4083 | PA      | $3854.74      | 0.00%             | 2024-06-07      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 6180398.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4235 | PA      | $3951.37      | 0.00%             | 2024-06-01      | Fixed         | 5.13%                 | No            |                  3 | On Loan: No      |
| 5819497.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1397 | PA      | $1367.66      | 0.00%             | 2024-02-16      | Fixed         | 4.03%                 | No            |                  3 | On Loan: No      |
| 6191882.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6950 | PA      | $6501.59      | 0.00%             | 2024-06-06      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| 6149750.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5006 | PA      | $4792.92      | 0.00%             | 2024-05-21      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 6235144.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7506 | PA      | $7012.79      | 0.00%             | 2024-06-17      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5769587.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9917 | PA      | $9671.58      | 0.00%             | 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        |      5873 | PA      | $5595.47      | 0.00%             | 2024-02-04      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 6250350.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37244 | PA      | $35474.46     | 0.02%             | 2024-06-22      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5908790.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4633 | PA      | $3711.96      | 0.00%             | 2024-03-15      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 5975486.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4057 | PA      | $3896.21      | 0.00%             | 2024-04-07      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 5954408.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4546 | PA      | $4047.96      | 0.00%             | 2024-03-30      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 6123993.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     69713 | PA      | $66835.83     | 0.03%             | 2024-05-10      | Fixed         | 4.31%                 | No            |                  3 | On Loan: No      |
| 6014191.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7699 | PA      | $6536.31      | 0.00%             | 2024-04-21      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5814739.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2762 | PA      | $2187.33      | 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        |      1682 | PA      | $1635.09      | 0.00%             | 2024-02-24      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5976062.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15806 | PA      | $14814.98     | 0.01%             | 2024-04-07      | Fixed         | 5.26%                 | No            |                  3 | On Loan: No      |
| 5786510.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6279 | PA      | $4229.48      | 0.00%             | 2024-02-09      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 6033304.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5408 | PA      | $4740.27      | 0.00%             | 2024-04-28      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5952767.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5644 | PA      | $5119.49      | 0.00%             | 2024-03-30      | Fixed         | 5.51%                 | No            |                  3 | On Loan: No      |
| 5780142.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2541 | PA      | $2479.41      | 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        |      4671 | PA      | $3522.10      | 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        |      3351 | PA      | $2943.82      | 0.00%             | 2024-02-15      | Fixed         | 3.60%                 | No            |                  3 | On Loan: No      |
| 6139842.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1533 | PA      | $1456.48      | 0.00%             | 2024-05-17      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| Cohen & Steers Select Preferred And Income Fund Inc    | Cohen & Steers Select Preferred and Income Fund, Inc.               | CUSIP: 19248Y107<br>LEI: OEZWCTDD06SJTYUH4E15 | Long             | EC               | RF                | US        |     41977 | NS      | $785809.44    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| 6127208.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       850 | PA      | $643.53       | 0.00%             | 2024-05-13      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 5758839.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5236 | PA      | $4746.19      | 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        |     11355 | PA      | $11058.33     | 0.00%             | 2024-02-26      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 6124787.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3610 | PA      | $3228.18      | 0.00%             | 2024-05-11      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 5962172.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4547 | PA      | $4203.63      | 0.00%             | 2024-04-04      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| 6235646.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4480 | PA      | $4225.03      | 0.00%             | 2024-06-17      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 5789011.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5651 | PA      | $5494.31      | 0.00%             | 2024-02-09      | Fixed         | 3.74%                 | No            |                  3 | On Loan: No      |
| 6134775.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6385 | PA      | $6130.48      | 0.00%             | 2024-05-15      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 6210066.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7621 | PA      | $7202.06      | 0.00%             | 2024-06-10      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 6058640.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8728 | PA      | $8338.73      | 0.00%             | 2024-05-05      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5927785.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4917 | PA      | $4672.18      | 0.00%             | 2024-03-22      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 6140220.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       810 | PA      | $777.30       | 0.00%             | 2024-05-17      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 6208879.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24846 | PA      | $23833.04     | 0.01%             | 2024-06-09      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 6159706.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57576 | PA      | $49692.81     | 0.02%             | 2024-05-23      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 5912229.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1797 | PA      | $1644.69      | 0.00%             | 2024-03-16      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 6171322.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1148 | PA      | $1058.45      | 0.00%             | 2024-05-29      | Fixed         | 5.49%                 | No            |                  3 | On Loan: No      |
| 6060484.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17129 | PA      | $16079.26     | 0.01%             | 2024-05-07      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6216827.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43252 | PA      | $40590.89     | 0.02%             | 2024-06-13      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5860955.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14442 | PA      | $13955.79     | 0.01%             | 2024-02-29      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 5821467.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5760 | PA      | $4275.09      | 0.00%             | 2024-02-16      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 5997519.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5613 | PA      | $5035.29      | 0.00%             | 2024-04-16      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 5932438.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4052 | PA      | $3861.38      | 0.00%             | 2024-03-23      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| 6146937.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8826 | PA      | $7909.79      | 0.00%             | 2024-05-19      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 6043558.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1789 | PA      | $1691.37      | 0.00%             | 2024-05-01      | Fixed         | 5.48%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                  | CUSIP: 3137F6YP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11621830 | PA      | $1365400.04   | 0.61%             | 2050-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| 6236712.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1412 | PA      | $1300.54      | 0.00%             | 2024-06-18      | Fixed         | 5.35%                 | No            |                  3 | On Loan: No      |
| 6164846.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2338 | PA      | $1852.19      | 0.00%             | 2024-05-26      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 6023626.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6667 | PA      | $6425.35      | 0.00%             | 2024-04-25      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5935090.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       754 | PA      | $736.68       | 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        |      3631 | PA      | $3511.22      | 0.00%             | 2024-02-10      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5953145.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9708 | PA      | $9327.24      | 0.00%             | 2024-03-30      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 6015687.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22849 | PA      | $20003.38     | 0.01%             | 2024-04-21      | Fixed         | 4.09%                 | No            |                  3 | On Loan: No      |
| 6126503.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       676 | PA      | $628.55       | 0.00%             | 2024-05-12      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 5844015.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3199 | PA      | $3127.61      | 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        |      3324 | PA      | $3208.93      | 0.00%             | 2024-03-19      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 6183788.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15338 | PA      | $14607.97     | 0.01%             | 2024-06-02      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 6012444.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       710 | PA      | $657.26       | 0.00%             | 2024-04-20      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 5973429.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34261 | PA      | $32632.00     | 0.01%             | 2024-04-06      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5931704.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1892 | PA      | $1832.25      | 0.00%             | 2024-03-23      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5837606.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2403 | PA      | $2189.44      | 0.00%             | 2024-02-22      | Fixed         | 4.85%                 | No            |                  3 | On Loan: No      |
| 6255906.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16859 | PA      | $15783.29     | 0.01%             | 2024-06-25      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 6146120.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19544 | PA      | $18300.50     | 0.01%             | 2024-05-18      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 6126269.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6878 | PA      | $6618.95      | 0.00%             | 2024-05-12      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 6024150.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3513 | PA      | $3331.54      | 0.00%             | 2024-04-25      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 5976771.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26245 | PA      | $25240.48     | 0.01%             | 2024-04-07      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 5919634.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1604 | PA      | $1548.78      | 0.00%             | 2024-03-20      | Fixed         | 4.23%                 | No            |                  3 | On Loan: No      |
| 6056320.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49373 | PA      | $46622.08     | 0.02%             | 2024-05-04      | Fixed         | 4.21%                 | No            |                  3 | On Loan: No      |
| 5994007.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5365 | PA      | $5173.25      | 0.00%             | 2024-04-14      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5911883.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1815 | PA      | $1722.34      | 0.00%             | 2024-03-16      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 6200645.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15678 | PA      | $14407.82     | 0.01%             | 2024-06-07      | Fixed         | 5.48%                 | No            |                  3 | On Loan: No      |
| 5959312.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9846 | PA      | $9414.45      | 0.00%             | 2024-04-03      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| 6012683.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1437 | PA      | $1371.58      | 0.00%             | 2024-04-20      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 6121127.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55131 | PA      | $52837.48     | 0.02%             | 2024-05-10      | Fixed         | 4.31%                 | No            |                  3 | On Loan: No      |
| 5995674.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3238 | PA      | $3061.75      | 0.00%             | 2024-04-14      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 6016853.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       490 | PA      | $473.63       | 0.00%             | 2024-04-23      | Fixed         | 3.70%                 | No            |                  3 | On Loan: No      |
| 5990898.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12589 | PA      | $11956.77     | 0.01%             | 2024-04-13      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5934112.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2354 | PA      | $2111.43      | 0.00%             | 2024-03-24      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 6240064.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3254 | PA      | $3049.77      | 0.00%             | 2024-06-19      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 6054493.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3789 | PA      | $3587.02      | 0.00%             | 2024-05-03      | Fixed         | 4.58%                 | No            |                  3 | On Loan: No      |
| 5949804.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3186 | PA      | $3048.76      | 0.00%             | 2024-03-29      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 6151477.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1621 | PA      | $1446.98      | 0.00%             | 2024-05-21      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5910419.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8356 | PA      | $7961.49      | 0.00%             | 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        |      1141 | PA      | $896.55       | 0.00%             | 2024-03-02      | Fixed         | 4.02%                 | No            |                  3 | On Loan: No      |
| 5990709.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14056 | PA      | $12865.55     | 0.01%             | 2024-04-13      | Fixed         | 3.92%                 | No            |                  3 | On Loan: No      |
| 6235568.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7695 | PA      | $7233.73      | 0.00%             | 2024-06-17      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5752348.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1010 | PA      | $870.78       | 0.00%             | 2024-01-28      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 6036016.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     61841 | PA      | $57652.29     | 0.03%             | 2024-04-28      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 5819960.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1349 | PA      | $1321.91      | 0.00%             | 2024-02-16      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 6013018.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7082 | PA      | $6816.37      | 0.00%             | 2024-04-21      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5915964.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       443 | PA      | $425.79       | 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        |     25819 | PA      | $25245.24     | 0.01%             | 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        |      1823 | PA      | $1736.45      | 0.00%             | 2024-03-19      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| 6179879.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20944 | PA      | $19937.84     | 0.01%             | 2024-06-01      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 6052251.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5350 | PA      | $5029.48      | 0.00%             | 2024-05-03      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 6029320.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19246 | PA      | $18315.44     | 0.01%             | 2024-04-27      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 6142007.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10902 | PA      | $8942.39      | 0.00%             | 2024-05-17      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 6171140.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5159 | PA      | $4911.14      | 0.00%             | 2024-05-29      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5989587.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8899 | PA      | $8399.01      | 0.00%             | 2024-04-13      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 6015985.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19018 | PA      | $18301.47     | 0.01%             | 2024-04-22      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6058732.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3259 | PA      | $3125.73      | 0.00%             | 2024-05-05      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 6217135.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10305 | PA      | $9609.33      | 0.00%             | 2024-06-13      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| 6215889.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3975 | PA      | $3721.93      | 0.00%             | 2024-06-13      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| 5779193.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10459 | PA      | $9990.67      | 0.00%             | 2024-02-05      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 6032158.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1813 | PA      | $1749.01      | 0.00%             | 2024-04-27      | Fixed         | 3.87%                 | No            |                  3 | On Loan: No      |
| 6141942.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11205 | PA      | $10779.16     | 0.00%             | 2024-05-17      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 6213497.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       908 | PA      | $842.44       | 0.00%             | 2024-06-12      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 5907207.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6888 | PA      | $6607.50      | 0.00%             | 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        |      3230 | PA      | $3141.33      | 0.00%             | 2024-02-29      | Fixed         | 3.90%                 | No            |                  3 | On Loan: No      |
| 6045410.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4802 | PA      | $4435.90      | 0.00%             | 2024-05-01      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| 6043022.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1682 | PA      | $1605.80      | 0.00%             | 2024-05-01      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| Vtr Finance Bv                                         | VTR Finance NV                                                      | CUSIP: BK1883424<br>LEI: 213800F4XI4RJB82XM19 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $155118.32    | 0.07%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| 6121101.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2957 | PA      | $2834.75      | 0.00%             | 2024-05-10      | Fixed         | 4.32%                 | No            |                  3 | On Loan: No      |
| 6043365.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3344 | PA      | $3204.12      | 0.00%             | 2024-05-01      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 6126748.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4753 | PA      | $4548.98      | 0.00%             | 2024-05-13      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 5984874.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8395 | PA      | $7564.07      | 0.00%             | 2024-04-12      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 5899714.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10173 | PA      | $9766.68      | 0.00%             | 2024-03-13      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| 5995880.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4926 | PA      | $4708.17      | 0.00%             | 2024-04-14      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5856513.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5656 | PA      | $3998.99      | 0.00%             | 2024-02-28      | Fixed         | 4.47%                 | No            |                  3 | On Loan: No      |
| 6158578.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13274 | PA      | $12762.86     | 0.01%             | 2024-05-23      | Fixed         | 3.98%                 | No            |                  3 | On Loan: No      |
| 6148832.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6675 | PA      | $6420.48      | 0.00%             | 2024-05-21      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5862532.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       983 | PA      | $825.38       | 0.00%             | 2024-02-29      | Fixed         | 5.37%                 | No            |                  3 | On Loan: No      |
| 6122798.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42398 | PA      | $38728.50     | 0.02%             | 2024-05-10      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 6066308.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4674 | PA      | $3776.99      | 0.00%             | 2024-05-08      | Fixed         | 4.99%                 | 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      | $2559327.30   | 1.14%             | 2066-10-25      | Variable      | 4.14%                 | Yes           |                  2 | On Loan: No      |
| 6016555.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1501 | PA      | $1439.67      | 0.00%             | 2024-04-23      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 5844451.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       272 | PA      | $265.99       | 0.00%             | 2024-02-24      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 6042541.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3890 | PA      | $2795.38      | 0.00%             | 2024-05-01      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 5956669.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2024 | PA      | $1913.61      | 0.00%             | 2024-04-02      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| 5939459.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8415 | PA      | $8142.76      | 0.00%             | 2024-03-27      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6210470.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2811 | PA      | $2696.86      | 0.00%             | 2024-06-10      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5921372.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1515 | PA      | $1426.08      | 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        |      2440 | PA      | $2370.33      | 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        |      1047 | PA      | $1014.37      | 0.00%             | 2024-03-11      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 6220396.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12762 | PA      | $11741.52     | 0.01%             | 2024-06-14      | Fixed         | 5.48%                 | No            |                  3 | On Loan: No      |
| 6010276.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6604 | PA      | $5992.57      | 0.00%             | 2024-04-20      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 6021434.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4959 | PA      | $4402.90      | 0.00%             | 2024-04-25      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5937581.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2378 | PA      | $2306.26      | 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        |     44194 | PA      | $42870.98     | 0.02%             | 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        |     32355 | PA      | $31316.21     | 0.01%             | 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        |     13794 | PA      | $13146.20     | 0.01%             | 2024-02-20      | Fixed         | 3.77%                 | No            |                  3 | On Loan: No      |
| 6162097.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2519 | PA      | $2392.93      | 0.00%             | 2024-05-25      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 5985437.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1434 | PA      | $1379.39      | 0.00%             | 2024-04-12      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 6011971.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25915 | PA      | $24777.65     | 0.01%             | 2024-04-20      | Fixed         | 4.24%                 | No            |                  3 | On Loan: No      |
| 6038232.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28534 | PA      | $27314.07     | 0.01%             | 2024-04-30      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 6240833.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25036 | PA      | $23232.49     | 0.01%             | 2024-06-20      | Fixed         | 5.21%                 | No            |                  3 | On Loan: No      |
| 5856349.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       552 | PA      | $266.72       | 0.00%             | 2024-02-28      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 6124848.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1184 | PA      | $1051.30      | 0.00%             | 2024-05-11      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5981991.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3200 | PA      | $3071.33      | 0.00%             | 2024-04-11      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 6010631.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8746 | PA      | $8473.78      | 0.00%             | 2024-04-20      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 5820498.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23844 | PA      | $23243.98     | 0.01%             | 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        |    429127 | PA      | $393837.92    | 0.17%             | 2028-11-25      | Floating      | 9.94%                 | Yes           |                  2 | On Loan: No      |
| 5848301.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2087 | PA      | $2041.79      | 0.00%             | 2024-02-25      | Fixed         | 2.97%                 | No            |                  3 | On Loan: No      |
| 6238529.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1487 | PA      | $1387.19      | 0.00%             | 2024-06-19      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 6025930.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5005 | PA      | $4476.20      | 0.00%             | 2024-04-26      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 5833930.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4189 | PA      | $3947.15      | 0.00%             | 2024-02-19      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5978849.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2758 | PA      | $1820.70      | 0.00%             | 2024-04-09      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 6042260.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21676 | PA      | $20771.63     | 0.01%             | 2024-05-01      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                            | CUSIP: 38382KVK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5957069 | PA      | $203740.69    | 0.09%             | 2050-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| 6238141.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8537 | PA      | $7866.29      | 0.00%             | 2024-06-19      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 6065754.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8048 | PA      | $7637.76      | 0.00%             | 2024-05-08      | Fixed         | 5.34%                 | No            |                  3 | On Loan: No      |
| 6210317.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1499 | PA      | $1391.44      | 0.00%             | 2024-06-10      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 5950822.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2514 | PA      | $2419.21      | 0.00%             | 2024-03-29      | Fixed         | 4.31%                 | No            |                  3 | On Loan: No      |
| 5896206.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4572 | PA      | $4440.86      | 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        |      1338 | PA      | $1246.16      | 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        |   1414643 | PA      | $715728.95    | 0.32%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| 6205751.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22056 | PA      | $20993.41     | 0.01%             | 2024-06-08      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5879274.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2828 | PA      | $2709.01      | 0.00%             | 2024-03-05      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 6255872.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3385 | PA      | $3249.64      | 0.00%             | 2024-06-25      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6140044.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3823 | PA      | $3529.23      | 0.00%             | 2024-05-17      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 5762609.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4157 | PA      | $4007.59      | 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      | $144519.87    | 0.06%             | 2060-02-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| 6172063.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15790 | PA      | $15044.47     | 0.01%             | 2024-05-29      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5900212.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3795 | PA      | $3560.07      | 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        |      5613 | PA      | $5467.13      | 0.00%             | 2024-02-05      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5962038.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10032 | PA      | $9458.17      | 0.00%             | 2024-04-04      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5991017.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8571 | PA      | $8164.33      | 0.00%             | 2024-04-13      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5990511.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4051 | PA      | $3893.10      | 0.00%             | 2024-04-13      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 5939165.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3506 | PA      | $3417.96      | 0.00%             | 2024-03-27      | Fixed         | 3.87%                 | No            |                  3 | On Loan: No      |
| 6198018.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21280 | PA      | $19544.74     | 0.01%             | 2024-06-07      | Fixed         | 5.48%                 | No            |                  3 | On Loan: No      |
| 6165023.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8769 | PA      | $8429.81      | 0.00%             | 2024-05-26      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5840000.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       472 | PA      | $464.59       | 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        |      4598 | PA      | $3273.67      | 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        |      3458 | PA      | $3295.24      | 0.00%             | 2024-03-24      | Fixed         | 4.25%                 | No            |                  3 | On Loan: No      |
| 5997610.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1181 | PA      | $1126.12      | 0.00%             | 2024-04-16      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| 5862021.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1414 | PA      | $1348.12      | 0.00%             | 2024-02-29      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 6225379.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       342 | PA      | $316.47       | 0.00%             | 2024-06-15      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 5766198.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1676 | PA      | $1637.55      | 0.00%             | 2024-02-03      | Fixed         | 4.64%                 | No            |                  3 | On Loan: No      |
| 6065671.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1664 | PA      | $1245.42      | 0.00%             | 2024-05-08      | Fixed         | 5.47%                 | No            |                  3 | On Loan: No      |
| 5766797.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6707 | PA      | $6544.13      | 0.00%             | 2024-02-03      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 6157472.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25873 | PA      | $24391.94     | 0.01%             | 2024-05-23      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5900018.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1568 | PA      | $1204.83      | 0.00%             | 2024-03-13      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 6243645.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1693 | PA      | $1630.84      | 0.00%             | 2024-06-20      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5997318.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3285 | PA      | $2955.89      | 0.00%             | 2024-04-16      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5990182.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6783 | PA      | $6466.81      | 0.00%             | 2024-04-13      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 6022634.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27506 | PA      | $26160.79     | 0.01%             | 2024-04-25      | Fixed         | 3.67%                 | No            |                  3 | On Loan: No      |
| 6043582.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       475 | PA      | $452.33       | 0.00%             | 2024-05-01      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 5896658.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2818 | PA      | $2710.96      | 0.00%             | 2024-03-12      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 6025734.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2209 | PA      | $2051.84      | 0.00%             | 2024-04-26      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 6037644.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2774 | PA      | $2593.26      | 0.00%             | 2024-04-29      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 5834027.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3712 | PA      | $3477.09      | 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        |      4696 | PA      | $4485.53      | 0.00%             | 2024-02-15      | Fixed         | 3.75%                 | No            |                  3 | On Loan: No      |
| 5976235.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5240 | PA      | $4400.16      | 0.00%             | 2024-04-07      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 5895246.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2790 | PA      | $2694.26      | 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        |      5366 | PA      | $5045.87      | 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        |       716 | PA      | $631.92       | 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        |      2675 | PA      | $2602.20      | 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        |      6430 | PA      | $6241.45      | 0.00%             | 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        |      1261 | PA      | $1188.07      | 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        |      3079 | PA      | $2953.15      | 0.00%             | 2024-02-03      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 6205352.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       670 | PA      | $619.57       | 0.00%             | 2024-06-08      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5939243.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38638 | PA      | $35733.92     | 0.02%             | 2024-03-27      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 6151044.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7626 | PA      | $7118.85      | 0.00%             | 2024-05-21      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 5873444.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4569 | PA      | $4403.16      | 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        |      9641 | PA      | $9341.38      | 0.00%             | 2024-02-04      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 6127252.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14805 | PA      | $14236.15     | 0.01%             | 2024-05-13      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5891532.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6156 | PA      | $5942.31      | 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        |       684 | PA      | $433.98       | 0.00%             | 2024-02-02      | Fixed         | 4.59%                 | No            |                  3 | On Loan: No      |
| 6200848.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4560 | PA      | $4251.16      | 0.00%             | 2024-06-07      | Fixed         | 5.10%                 | No            |                  3 | On Loan: No      |
| 6193862.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8647 | PA      | $8303.81      | 0.00%             | 2024-06-06      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5866981.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3568 | PA      | $3490.52      | 0.00%             | 2024-02-29      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5957620.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6810 | PA      | $5499.69      | 0.00%             | 2024-04-03      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5933778.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4206 | PA      | $4051.73      | 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        |      4558 | PA      | $4159.58      | 0.00%             | 2024-03-03      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 6057382.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4312 | PA      | $3243.04      | 0.00%             | 2024-05-04      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| 6170951.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16088 | PA      | $14733.21     | 0.01%             | 2024-05-29      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 5889007.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10662 | PA      | $9120.21      | 0.00%             | 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        |     35921 | PA      | $34773.47     | 0.02%             | 2024-03-08      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 6124381.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6475 | PA      | $6114.12      | 0.00%             | 2024-05-10      | Fixed         | 5.27%                 | No            |                  3 | On Loan: No      |
| 6203595.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1216 | PA      | $1125.26      | 0.00%             | 2024-06-08      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 6053431.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8229 | PA      | $7843.40      | 0.00%             | 2024-05-03      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 6255433.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11059 | PA      | $10214.27     | 0.00%             | 2024-06-24      | Fixed         | 5.30%                 | No            |                  3 | On Loan: No      |
| 6210887.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13398 | PA      | $12747.74     | 0.01%             | 2024-06-11      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 6004810.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13431 | PA      | $12384.38     | 0.01%             | 2024-04-19      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5973067.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       632 | PA      | $594.54       | 0.00%             | 2024-04-06      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6065908.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7575 | PA      | $7176.86      | 0.00%             | 2024-05-08      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5776911.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2200 | PA      | $2147.02      | 0.00%             | 2024-02-05      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 5998554.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16398 | PA      | $15845.49     | 0.01%             | 2024-04-17      | Fixed         | 3.85%                 | No            |                  3 | On Loan: No      |
| 5900891.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18336 | PA      | $17456.30     | 0.01%             | 2024-03-13      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5776154.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       968 | PA      | $948.06       | 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        |      5753 | PA      | $4876.61      | 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      | $202909.14    | 0.09%             | 2027-05-23      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| 6053619.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3127 | PA      | $2928.66      | 0.00%             | 2024-05-03      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| 5883556.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       988 | PA      | $957.06       | 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        |      4966 | PA      | $4821.17      | 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        |      6745 | PA      | $6116.06      | 0.00%             | 2024-03-04      | Fixed         | 4.58%                 | No            |                  3 | On Loan: No      |
| 6027073.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       498 | PA      | $478.03       | 0.00%             | 2024-04-26      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 5977104.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2523 | PA      | $2411.01      | 0.00%             | 2024-04-07      | Fixed         | 5.35%                 | No            |                  3 | On Loan: No      |
| 5842031.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       969 | PA      | $894.37       | 0.00%             | 2024-02-23      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 5965423.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25527 | PA      | $24682.56     | 0.01%             | 2024-04-05      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 5855435.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1956 | PA      | $1913.92      | 0.00%             | 2024-02-27      | Fixed         | 4.45%                 | No            |                  3 | On Loan: No      |
| 6171476.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25159 | PA      | $23295.32     | 0.01%             | 2024-05-29      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| 6018013.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14871 | PA      | $11828.88     | 0.01%             | 2024-04-24      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 5884561.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4568 | PA      | $4433.03      | 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        |     13988 | PA      | $12401.22     | 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        |      1572 | PA      | $1499.41      | 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        |     18173 | PA      | $17632.49     | 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        |      6210 | PA      | $6052.75      | 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        |      8282 | PA      | $8025.03      | 0.00%             | 2024-02-27      | Fixed         | 3.77%                 | No            |                  3 | On Loan: No      |
| 6158907.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1545 | PA      | $1187.88      | 0.00%             | 2024-05-23      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 6171912.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21770 | PA      | $20387.55     | 0.01%             | 2024-05-29      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5775015.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10730 | PA      | $10169.34     | 0.00%             | 2024-02-04      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 6249101.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27581 | PA      | $26479.21     | 0.01%             | 2024-06-22      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6256581.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3409 | PA      | $3157.57      | 0.00%             | 2024-06-26      | Fixed         | 5.21%                 | No            |                  3 | On Loan: No      |
| 5972823.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1105 | PA      | $1021.98      | 0.00%             | 2024-04-06      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 5777067.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2295 | PA      | $2198.04      | 0.00%             | 2024-02-05      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 6239273.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54420 | PA      | $51488.76     | 0.02%             | 2024-06-19      | Fixed         | 4.59%                 | No            |                  3 | On Loan: No      |
| 5865842.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1427 | PA      | $1387.50      | 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        |      1244 | PA      | $1190.31      | 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      | $370687.50    | 0.16%             | 2027-12-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| 6025706.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       758 | PA      | $709.41       | 0.00%             | 2024-04-26      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| Trine Ii Acquisition Corp                              | Trine II Acquisition Corp.                                          | CUSIP: G9059F100<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     96492 | NS      | $994350.06    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| 6143693.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24067 | PA      | $22752.39     | 0.01%             | 2024-05-18      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 5834993.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4296 | PA      | $4047.99      | 0.00%             | 2024-02-20      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 6051099.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2217 | PA      | $1896.69      | 0.00%             | 2024-05-03      | Fixed         | 5.51%                 | No            |                  3 | On Loan: No      |
| 5840257.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1423 | PA      | $1364.47      | 0.00%             | 2024-02-23      | Fixed         | 3.42%                 | No            |                  3 | On Loan: No      |
| 6137553.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21595 | PA      | $20357.37     | 0.01%             | 2024-05-16      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 6039317.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1072 | PA      | $821.23       | 0.00%             | 2024-04-30      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 6203382.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2052 | PA      | $1969.09      | 0.00%             | 2024-06-08      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5900413.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4407 | PA      | $4210.30      | 0.00%             | 2024-03-13      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6132746.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4303 | PA      | $4018.66      | 0.00%             | 2024-05-15      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 6161369.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6240 | PA      | $4917.01      | 0.00%             | 2024-05-24      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| 6017606.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8948 | PA      | $8564.78      | 0.00%             | 2024-04-24      | Fixed         | 4.07%                 | No            |                  3 | On Loan: No      |
| 5763634.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4638 | PA      | $4518.96      | 0.00%             | 2024-02-02      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 6047711.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2211 | PA      | $2121.99      | 0.00%             | 2024-05-02      | Fixed         | 4.27%                 | No            |                  3 | On Loan: No      |
| 5863050.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7962 | PA      | $7186.00      | 0.00%             | 2024-02-29      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| 6039048.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9189 | PA      | $8182.31      | 0.00%             | 2024-04-30      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 6026664.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2630 | PA      | $2470.25      | 0.00%             | 2024-04-26      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 5960770.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5340 | PA      | $5164.05      | 0.00%             | 2024-04-04      | Fixed         | 3.90%                 | No            |                  3 | On Loan: No      |
| 6151252.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9141 | PA      | $8678.49      | 0.00%             | 2024-05-21      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5962598.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28807 | PA      | $27630.85     | 0.01%             | 2024-04-04      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 6135735.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6065 | PA      | $5781.79      | 0.00%             | 2024-05-16      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5908007.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1938 | PA      | $1875.14      | 0.00%             | 2024-03-15      | Fixed         | 4.21%                 | No            |                  3 | On Loan: No      |
| 6255467.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3988 | PA      | $3695.03      | 0.00%             | 2024-06-24      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 5832213.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2950 | PA      | $2888.52      | 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        |      1859 | PA      | $1798.81      | 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        |     17596 | PA      | $16978.70     | 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        |     18156 | PA      | $17095.71     | 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      | $1226.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5991464.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9683 | PA      | $8869.14      | 0.00%             | 2024-04-13      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 6149140.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3527 | PA      | $3290.20      | 0.00%             | 2024-05-21      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5860636.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1285 | PA      | $1245.26      | 0.00%             | 2024-02-29      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 5993440.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6766 | PA      | $6494.64      | 0.00%             | 2024-04-14      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 6046788.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23047 | PA      | $18514.28     | 0.01%             | 2024-05-02      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| 5866961.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1645 | PA      | $1535.84      | 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        |      1935 | PA      | $1854.96      | 0.00%             | 2024-03-27      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 6126285.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3239 | PA      | $2904.14      | 0.00%             | 2024-05-12      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 6147884.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6966 | PA      | $6506.76      | 0.00%             | 2024-05-20      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 6164449.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36882 | PA      | $31225.36     | 0.01%             | 2024-05-25      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| 6206143.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5525 | PA      | $5122.81      | 0.00%             | 2024-06-08      | Fixed         | 5.35%                 | No            |                  3 | On Loan: No      |
| 6122764.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4702 | PA      | $4405.37      | 0.00%             | 2024-05-10      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5963148.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       750 | PA      | $717.24       | 0.00%             | 2024-04-04      | Fixed         | 5.32%                 | No            |                  3 | On Loan: No      |
| 6159494.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5142 | PA      | $4776.81      | 0.00%             | 2024-05-23      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 6161944.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1017 | PA      | $882.60       | 0.00%             | 2024-05-25      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 6026424.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3208 | PA      | $3028.90      | 0.00%             | 2024-04-26      | Fixed         | 4.47%                 | No            |                  3 | On Loan: No      |
| 6009919.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2657 | PA      | $2573.73      | 0.00%             | 2024-04-20      | Fixed         | 3.60%                 | No            |                  3 | On Loan: No      |
| 6122610.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31506 | PA      | $29910.18     | 0.01%             | 2024-05-10      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 5951544.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10666 | PA      | $9548.25      | 0.00%             | 2024-03-29      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 5986217.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11654 | PA      | $11145.87     | 0.00%             | 2024-04-12      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 5814785.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       441 | PA      | $418.47       | 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        |     13146 | PA      | $10479.28     | 0.00%             | 2024-03-08      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 6159986.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       995 | PA      | $956.74       | 0.00%             | 2024-05-23      | Fixed         | 4.01%                 | No            |                  3 | On Loan: No      |
| 5865850.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4079 | PA      | $3949.61      | 0.00%             | 2024-02-29      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 6034749.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16922 | PA      | $16117.85     | 0.01%             | 2024-04-28      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5911502.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22085 | PA      | $19835.21     | 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        |       911 | PA      | $730.00       | 0.00%             | 2024-02-07      | Fixed         | 3.27%                 | No            |                  3 | On Loan: No      |
| 6259075.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30706 | PA      | $28876.31     | 0.01%             | 2024-06-27      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| 5877979.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2979 | PA      | $2889.18      | 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        |   4129429 | PA      | $385997.97    | 0.17%             | 2049-07-25      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| 5885644.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2326 | PA      | $2209.62      | 0.00%             | 2024-03-07      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 5986614.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     73865 | PA      | $68525.54     | 0.03%             | 2024-04-12      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| 5940918.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40673 | PA      | $39352.41     | 0.02%             | 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        |     13011 | PA      | $12801.28     | 0.01%             | 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        |      3709 | PA      | $3263.89      | 0.00%             | 2024-02-16      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| 6190098.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2873 | PA      | $2668.21      | 0.00%             | 2024-06-05      | Fixed         | 5.33%                 | No            |                  3 | On Loan: No      |
| 5966797.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2555 | PA      | $1693.48      | 0.00%             | 2024-04-05      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| 5919115.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       425 | PA      | $399.51       | 0.00%             | 2024-03-20      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 6248783.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6991 | PA      | $6462.87      | 0.00%             | 2024-06-22      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 6245352.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     69149 | PA      | $66411.80     | 0.03%             | 2024-06-21      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| 5834040.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       661 | PA      | $618.05       | 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        |       742 | PA      | $692.24       | 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        |      4703 | PA      | $4571.82      | 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        |      2721 | PA      | $2640.13      | 0.00%             | 2024-03-27      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 5966366.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1343 | PA      | $1289.29      | 0.00%             | 2024-04-05      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 6123030.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11134 | PA      | $10641.49     | 0.00%             | 2024-05-10      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5971682.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2602 | PA      | $2489.54      | 0.00%             | 2024-04-06      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 5923614.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1206 | PA      | $1136.46      | 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        |       800 | PA      | $750.23       | 0.00%             | 2024-02-21      | Fixed         | 2.97%                 | No            |                  3 | On Loan: No      |
| 6016150.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16250 | PA      | $15598.10     | 0.01%             | 2024-04-22      | Fixed         | 4.58%                 | No            |                  3 | On Loan: No      |
| 5902523.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13963 | PA      | $13598.58     | 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        |      1250 | PA      | $1208.65      | 0.00%             | 2024-03-01      | Fixed         | 4.23%                 | No            |                  3 | On Loan: No      |
| 6005748.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1366 | PA      | $1302.10      | 0.00%             | 2024-04-19      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 5778892.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21303 | PA      | $20698.22     | 0.01%             | 2024-02-05      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 6210185.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4753 | PA      | $4444.53      | 0.00%             | 2024-06-10      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5913414.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3041 | PA      | $2945.39      | 0.00%             | 2024-03-17      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| 6256938.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5158 | PA      | $4780.57      | 0.00%             | 2024-06-26      | Fixed         | 5.22%                 | No            |                  3 | On Loan: No      |
| 6217381.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3271 | PA      | $3004.88      | 0.00%             | 2024-06-13      | Fixed         | 5.47%                 | No            |                  3 | On Loan: No      |
| 5823210.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6469 | PA      | $6284.74      | 0.00%             | 2024-02-17      | Fixed         | 3.75%                 | No            |                  3 | On Loan: No      |
| 6046455.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2964 | PA      | $2819.99      | 0.00%             | 2024-05-02      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5993711.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2799 | PA      | $2652.00      | 0.00%             | 2024-04-14      | Fixed         | 4.09%                 | No            |                  3 | On Loan: No      |
| 5948372.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       360 | PA      | $337.87       | 0.00%             | 2024-03-29      | Fixed         | 5.44%                 | No            |                  3 | On Loan: No      |
| 6251100.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3116 | PA      | $2928.86      | 0.00%             | 2024-06-22      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 5919297.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1262 | PA      | $1182.75      | 0.00%             | 2024-03-20      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 6224146.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9879 | PA      | $9517.29      | 0.00%             | 2024-06-15      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5817774.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5094 | PA      | $4965.41      | 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        |     26273 | PA      | $25019.95     | 0.01%             | 2024-03-19      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 6161391.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3766 | PA      | $3509.97      | 0.00%             | 2024-05-24      | Fixed         | 4.94%                 | No            |                  3 | On Loan: No      |
| 6168821.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     66492 | PA      | $62988.39     | 0.03%             | 2024-05-28      | Fixed         | 4.66%                 | 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      | $404677.35    | 0.18%             | 2031-04-15      | Floating      | 10.20%                | Yes           |                  2 | On Loan: No      |
| 5785445.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9049 | PA      | $8728.91      | 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        |     11208 | PA      | $10793.33     | 0.00%             | 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        |       269 | PA      | $259.31       | 0.00%             | 2024-02-08      | Fixed         | 3.25%                 | No            |                  3 | On Loan: No      |
| 6023293.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12703 | PA      | $11250.05     | 0.00%             | 2024-04-25      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 5917578.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2937 | PA      | $2751.30      | 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      | $2712398.81   | 1.21%             | 2026-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| 5855681.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6775 | PA      | $6546.87      | 0.00%             | 2024-02-27      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 5943288.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7906 | PA      | $7418.56      | 0.00%             | 2024-03-28      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 6137552.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1120 | PA      | $1072.92      | 0.00%             | 2024-05-16      | Fixed         | 3.69%                 | No            |                  3 | On Loan: No      |
| 6059090.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24878 | PA      | $23773.49     | 0.01%             | 2024-05-05      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 5976291.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7865 | PA      | $7427.52      | 0.00%             | 2024-04-07      | Fixed         | 4.43%                 | No            |                  3 | On Loan: No      |
| 5924011.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10334 | PA      | $9957.95      | 0.00%             | 2024-03-21      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6016372.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1811 | PA      | $1650.94      | 0.00%             | 2024-04-22      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5954569.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3320 | PA      | $3191.81      | 0.00%             | 2024-03-30      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 6141586.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40423 | PA      | $38271.60     | 0.02%             | 2024-05-17      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 6005752.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       864 | PA      | $757.40       | 0.00%             | 2024-04-19      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5979991.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1954 | PA      | $1365.14      | 0.00%             | 2024-04-10      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| 6227825.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2918 | PA      | $2788.17      | 0.00%             | 2024-06-16      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 5956196.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4170 | PA      | $3862.65      | 0.00%             | 2024-04-01      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| 6023621.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1124 | PA      | $1072.00      | 0.00%             | 2024-04-25      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| Sierracol Enrgy Andina                                 | SierraCol Energy Andina LLC                                         | CUSIP: 82653LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $196513.63    | 0.09%             | 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        |      1862 | PA      | $1569.31      | 0.00%             | 2024-02-04      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| Gulf Finance LLC                                       | Gulf Finance, LLC TL 1L                                             | CUSIP: N/A<br>LEI: 549300GL13V5C6ULWJ40       | Long             | LON              | CORP              | US        |    254391 | PA      | $240823.31    | 0.11%             | 2026-08-25      | Floating      | 11.14%                | No            |                  2 | On Loan: No      |
| 5901420.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1266 | PA      | $734.03       | 0.00%             | 2024-03-13      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 6013283.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1515 | PA      | $1453.94      | 0.00%             | 2024-04-21      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 6024283.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1692 | PA      | $1610.85      | 0.00%             | 2024-04-26      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5877940.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1822 | PA      | $1746.71      | 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        |      1423 | PA      | $1364.84      | 0.00%             | 2024-03-13      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6250911.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21241 | PA      | $19889.80     | 0.01%             | 2024-06-22      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 6037430.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7153 | PA      | $6855.99      | 0.00%             | 2024-04-29      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                            | CUSIP: 38382LAH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6556742 | PA      | $161956.76    | 0.07%             | 2050-11-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| 5877309.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8468 | PA      | $8142.18      | 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        |     22194 | PA      | $20816.67     | 0.01%             | 2024-03-02      | Fixed         | 5.27%                 | No            |                  3 | On Loan: No      |
| 6032419.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       506 | PA      | $423.24       | 0.00%             | 2024-04-27      | Fixed         | 3.69%                 | No            |                  3 | On Loan: No      |
| 5994354.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18105 | PA      | $17389.31     | 0.01%             | 2024-04-14      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 5909611.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2985 | PA      | $2646.23      | 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        |      3789 | PA      | $3682.72      | 0.00%             | 2024-02-23      | Fixed         | 3.75%                 | No            |                  3 | On Loan: No      |
| 6060100.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7540 | PA      | $7232.31      | 0.00%             | 2024-05-07      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| N/A                                                    | LSF9 ATLANTIS HOLDINGS, LLC                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    165000 | PA      | $160751.25    | 0.07%             | 2029-03-29      | Floating      | 11.83%                | No            |                  2 | On Loan: No      |
| 5883437.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6386 | PA      | $6058.10      | 0.00%             | 2024-03-07      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 6143999.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3949 | PA      | $3742.67      | 0.00%             | 2024-05-18      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 5958031.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8298 | PA      | $7982.73      | 0.00%             | 2024-04-03      | Fixed         | 4.27%                 | No            |                  3 | On Loan: No      |
| 5962778.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6018 | PA      | $5109.79      | 0.00%             | 2024-04-04      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 6160372.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19478 | PA      | $18083.43     | 0.01%             | 2024-05-23      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 6186509.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6645 | PA      | $6326.57      | 0.00%             | 2024-06-03      | Fixed         | 4.51%                 | 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      | $328955.88    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| 5872407.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45055 | PA      | $43648.77     | 0.02%             | 2024-03-01      | Fixed         | 4.43%                 | No            |                  3 | On Loan: No      |
| 5964138.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     82322 | PA      | $78818.76     | 0.04%             | 2024-04-05      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 6016582.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       573 | PA      | $542.37       | 0.00%             | 2024-04-23      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 6158621.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3776 | PA      | $3421.91      | 0.00%             | 2024-05-23      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 5989968.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3813 | PA      | $3618.58      | 0.00%             | 2024-04-13      | Fixed         | 5.13%                 | No            |                  3 | On Loan: No      |
| 6258487.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3425 | PA      | $3220.45      | 0.00%             | 2024-06-27      | Fixed         | 4.76%                 | No            |                  3 | On Loan: No      |
| 6021464.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       831 | PA      | $743.50       | 0.00%             | 2024-04-25      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 6133963.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1609 | PA      | $1531.39      | 0.00%             | 2024-05-15      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 6137164.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2389 | PA      | $2263.93      | 0.00%             | 2024-05-16      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 5957863.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2097 | PA      | $1284.46      | 0.00%             | 2024-04-03      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| 5885854.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5187 | PA      | $5014.16      | 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        |      7018 | PA      | $6779.81      | 0.00%             | 2024-02-10      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5992591.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       730 | PA      | $478.73       | 0.00%             | 2024-04-13      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5995907.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       978 | PA      | $939.72       | 0.00%             | 2024-04-14      | Fixed         | 4.58%                 | No            |                  3 | On Loan: No      |
| 6061748.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3414 | PA      | $3248.80      | 0.00%             | 2024-05-07      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| 6255408.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7124 | PA      | $6670.26      | 0.00%             | 2024-06-24      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 5856975.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8822 | PA      | $8535.62      | 0.00%             | 2024-02-29      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 6144174.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5340 | PA      | $5009.53      | 0.00%             | 2024-05-18      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 6160101.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3550 | PA      | $3413.15      | 0.00%             | 2024-05-23      | Fixed         | 3.98%                 | No            |                  3 | On Loan: No      |
| 5953055.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11497 | PA      | $11119.38     | 0.00%             | 2024-03-30      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| 5986595.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1477 | PA      | $1403.77      | 0.00%             | 2024-04-12      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 5841486.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33381 | PA      | $31423.35     | 0.01%             | 2024-02-23      | Fixed         | 4.43%                 | No            |                  3 | On Loan: No      |
| 6146434.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5700 | PA      | $5423.61      | 0.00%             | 2024-05-18      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| Abm Investama Tbk Pt                                   | ABM Investama Tbk PT                                                | CUSIP: 69379AAB1<br>LEI: 254900NA4NGP8BT2KH46 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $178583.65    | 0.08%             | 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        |      3854 | PA      | $3752.60      | 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        |     66020 | PA      | $62465.59     | 0.03%             | 2024-03-02      | Fixed         | 4.21%                 | No            |                  3 | On Loan: No      |
| 6158770.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16270 | PA      | $15307.15     | 0.01%             | 2024-05-23      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 6158834.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7731 | PA      | $6956.75      | 0.00%             | 2024-05-23      | Fixed         | 4.94%                 | No            |                  3 | On Loan: No      |
| 6023858.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7327 | PA      | $6292.81      | 0.00%             | 2024-04-25      | Fixed         | 4.23%                 | 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      | $399718.06    | 0.18%             | 2035-06-15      | Floating      | 7.72%                 | Yes           |                  2 | On Loan: No      |
| 5895588.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       730 | PA      | $664.52       | 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        |      4649 | PA      | $4337.82      | 0.00%             | 2024-02-18      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 6064397.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7129 | PA      | $6737.48      | 0.00%             | 2024-05-08      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5950003.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2315 | PA      | $2210.98      | 0.00%             | 2024-03-29      | Fixed         | 5.27%                 | No            |                  3 | On Loan: No      |
| 5894608.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2584 | PA      | $2420.68      | 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        |      2014 | PA      | $1947.67      | 0.00%             | 2024-03-01      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 6025597.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9368 | PA      | $8583.92      | 0.00%             | 2024-04-26      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| Carnival Corp                                          | Carnival Corp.                                                      | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    160000 | PA      | $127098.36    | 0.06%             | 2026-03-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| 6015924.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1010 | PA      | $978.80       | 0.00%             | 2024-04-22      | Fixed         | 3.60%                 | No            |                  3 | On Loan: No      |
| 5971279.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5010 | PA      | $4633.37      | 0.00%             | 2024-04-06      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| Cifc Funding Ltd                                       | CIFC Funding 2019-III, Ltd.                                         | CUSIP: 12554UAE8<br>LEI: 254900SVOWCOSOG16T40 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $456273.45    | 0.20%             | 2034-10-16      | Floating      | 10.88%                | Yes           |                  2 | On Loan: No      |
| 6133525.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1948 | PA      | $1828.86      | 0.00%             | 2024-05-15      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 6004930.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1576 | PA      | $1520.05      | 0.00%             | 2024-04-19      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5881610.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5445 | PA      | $5246.28      | 0.00%             | 2024-03-06      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 6158711.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4353 | PA      | $3958.50      | 0.00%             | 2024-05-23      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6067166.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1074 | PA      | $964.74       | 0.00%             | 2024-05-08      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 5908427.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7209 | PA      | $6964.47      | 0.00%             | 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      | $183566.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| 6016858.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4625 | PA      | $4423.53      | 0.00%             | 2024-04-23      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6165813.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13906 | PA      | $13330.89     | 0.01%             | 2024-05-27      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 6132264.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10767 | PA      | $10012.76     | 0.00%             | 2024-05-15      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6043400.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5271 | PA      | $4501.93      | 0.00%             | 2024-05-01      | Fixed         | 5.49%                 | No            |                  3 | On Loan: No      |
| 5975998.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6217 | PA      | $5847.76      | 0.00%             | 2024-04-07      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5923603.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3414 | PA      | $3314.22      | 0.00%             | 2024-03-21      | Fixed         | 3.86%                 | No            |                  3 | On Loan: No      |
| 6062715.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11218 | PA      | $10175.63     | 0.00%             | 2024-05-07      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 6032379.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6215 | PA      | $5122.43      | 0.00%             | 2024-04-27      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 5827280.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22656 | PA      | $22076.83     | 0.01%             | 2024-02-18      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 6064453.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       834 | PA      | $791.96       | 0.00%             | 2024-05-08      | Fixed         | 5.49%                 | No            |                  3 | On Loan: No      |
| 5855304.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2549 | PA      | $2478.42      | 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        |      2272 | PA      | $2030.69      | 0.00%             | 2024-02-08      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| 5984758.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2817 | PA      | $2609.18      | 0.00%             | 2024-04-12      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 6209818.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3184 | PA      | $2928.87      | 0.00%             | 2024-06-10      | Fixed         | 5.49%                 | No            |                  3 | On Loan: No      |
| 5891292.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12463 | PA      | $11254.02     | 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        |      1346 | PA      | $921.26       | 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        |     15479 | PA      | $14828.41     | 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        |      3264 | PA      | $2985.06      | 0.00%             | 2024-02-17      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6257134.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       886 | PA      | $823.03       | 0.00%             | 2024-06-27      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 6009854.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9082 | PA      | $8452.23      | 0.00%             | 2024-04-20      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| 5898835.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2355 | PA      | $2289.93      | 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        |     10169 | PA      | $7126.34      | 0.00%             | 2024-03-15      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| 6210750.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3146 | PA      | $2922.64      | 0.00%             | 2024-06-11      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| 5974756.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43666 | PA      | $37547.58     | 0.02%             | 2024-04-07      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 6032358.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3680 | PA      | $3362.75      | 0.00%             | 2024-04-27      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5752262.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4132 | PA      | $4045.36      | 0.00%             | 2024-01-28      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 6160602.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18852 | PA      | $17999.44     | 0.01%             | 2024-05-23      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5805571.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54098 | PA      | $52211.79     | 0.02%             | 2024-02-11      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6240607.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33298 | PA      | $31722.98     | 0.01%             | 2024-06-20      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 6105853.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6864 | PA      | $6477.55      | 0.00%             | 2024-05-09      | Fixed         | 5.43%                 | No            |                  3 | On Loan: No      |
| 5996766.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1478 | PA      | $1090.51      | 0.00%             | 2024-04-15      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 5963506.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2942 | PA      | $2804.23      | 0.00%             | 2024-04-04      | Fixed         | 5.32%                 | No            |                  3 | On Loan: No      |
| 6190496.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12662 | PA      | $11715.01     | 0.01%             | 2024-06-05      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| 6132690.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10252 | PA      | $9864.63      | 0.00%             | 2024-05-15      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 6027180.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2615 | PA      | $2525.38      | 0.00%             | 2024-04-26      | Fixed         | 3.86%                 | No            |                  3 | On Loan: No      |
| 5883957.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9863 | PA      | $9567.99      | 0.00%             | 2024-03-07      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 6206121.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1240 | PA      | $1143.07      | 0.00%             | 2024-06-08      | Fixed         | 5.41%                 | No            |                  3 | On Loan: No      |
| 5961824.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5450 | PA      | $5217.07      | 0.00%             | 2024-04-04      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 6245701.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1759 | PA      | $1616.69      | 0.00%             | 2024-06-21      | Fixed         | 5.36%                 | No            |                  3 | On Loan: No      |
| 5785119.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1294 | PA      | $1249.76      | 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        |     12893 | PA      | $12484.95     | 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        |      7653 | PA      | $7374.94      | 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        |      8106 | PA      | $6721.13      | 0.00%             | 2024-03-07      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5985046.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17232 | PA      | $16653.18     | 0.01%             | 2024-04-12      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 6182785.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26900 | PA      | $25824.20     | 0.01%             | 2024-06-02      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5775333.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1917 | PA      | $1870.59      | 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        |      2817 | PA      | $2752.42      | 0.00%             | 2024-01-29      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 6023973.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1566 | PA      | $1511.87      | 0.00%             | 2024-04-25      | Fixed         | 3.87%                 | No            |                  3 | On Loan: No      |
| 6210215.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1261 | PA      | $1177.33      | 0.00%             | 2024-06-10      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| 5941021.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9920 | PA      | $9636.46      | 0.00%             | 2024-03-27      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 6131582.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1286 | PA      | $1204.36      | 0.00%             | 2024-05-15      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 5924401.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1471 | PA      | $1304.80      | 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        |     11761 | PA      | $11302.06     | 0.01%             | 2024-02-05      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 6003466.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1730 | PA      | $1676.81      | 0.00%             | 2024-04-18      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| 6252569.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3246 | PA      | $3069.87      | 0.00%             | 2024-06-23      | Fixed         | 4.62%                 | No            |                  3 | On Loan: No      |
| 5955821.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1634 | PA      | $1505.84      | 0.00%             | 2024-04-01      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 6039343.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8991 | PA      | $8469.74      | 0.00%             | 2024-04-30      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5916338.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13516 | PA      | $13087.92     | 0.01%             | 2024-03-19      | Fixed         | 3.86%                 | No            |                  3 | On Loan: No      |
| 6220795.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21414 | PA      | $20232.44     | 0.01%             | 2024-06-14      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 6180658.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30719 | PA      | $29476.20     | 0.01%             | 2024-06-01      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5837700.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2812 | PA      | $2720.39      | 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        |      3814 | PA      | $3692.66      | 0.00%             | 2024-03-23      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 6157443.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14776 | PA      | $14138.44     | 0.01%             | 2024-05-23      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| Pyxus Holdings                                         | Pyxus Holdings, Inc.                                                | CUSIP: 747328AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    127656 | PA      | $101167.38    | 0.04%             | 2024-08-24      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| 5993262.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1416 | PA      | $1317.90      | 0.00%             | 2024-04-14      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 5816437.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57974 | PA      | $56641.26     | 0.03%             | 2024-02-15      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| 6120726.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3980 | PA      | $3711.22      | 0.00%             | 2024-05-09      | Fixed         | 5.27%                 | No            |                  3 | On Loan: No      |
| 6248868.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18240 | PA      | $17132.71     | 0.01%             | 2024-06-22      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5866832.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14060 | PA      | $13797.86     | 0.01%             | 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        |     18471 | PA      | $17456.25     | 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        |       900 | PA      | $828.22       | 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        |   5776067 | PA      | $396369.32    | 0.18%             | 2062-12-16      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| 6193623.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15520 | PA      | $14769.72     | 0.01%             | 2024-06-06      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 5975238.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3726 | PA      | $3325.50      | 0.00%             | 2024-04-07      | Fixed         | 5.41%                 | No            |                  3 | On Loan: No      |
| 6147860.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5393 | PA      | $5080.34      | 0.00%             | 2024-05-20      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 6024801.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       429 | PA      | $399.82       | 0.00%             | 2024-04-26      | Fixed         | 3.63%                 | No            |                  3 | On Loan: No      |
| 5929394.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47947 | PA      | $36484.68     | 0.02%             | 2024-03-22      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 6066187.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7388 | PA      | $5914.99      | 0.00%             | 2024-05-08      | Fixed         | 5.33%                 | No            |                  3 | On Loan: No      |
| Finnovate Acquisition Corp                             | Finnovate Acquisition Corp.                                         | CUSIP: G3R34K111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     30063 | NC      | $796.67       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5978666.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1669 | PA      | $1601.76      | 0.00%             | 2024-04-08      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 6026451.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2692 | PA      | $2564.24      | 0.00%             | 2024-04-26      | Fixed         | 4.22%                 | No            |                  3 | On Loan: No      |
| 5990228.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5262 | PA      | $5083.18      | 0.00%             | 2024-04-13      | Fixed         | 3.92%                 | No            |                  3 | On Loan: No      |
| 6048161.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     59216 | PA      | $55298.61     | 0.02%             | 2024-05-02      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 5956827.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27340 | PA      | $26075.82     | 0.01%             | 2024-04-02      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5836061.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11157 | PA      | $9003.12      | 0.00%             | 2024-02-22      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| 6146803.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3965 | PA      | $3813.98      | 0.00%             | 2024-05-19      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 6240901.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1327 | PA      | $1231.48      | 0.00%             | 2024-06-20      | Fixed         | 5.19%                 | No            |                  3 | On Loan: No      |
| 6248928.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1703 | PA      | $1569.31      | 0.00%             | 2024-06-22      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| 6160182.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10339 | PA      | $9861.89      | 0.00%             | 2024-05-23      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 5902064.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5916 | PA      | $5604.73      | 0.00%             | 2024-03-13      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 6036645.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2968 | PA      | $2185.85      | 0.00%             | 2024-04-28      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| 5895159.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5975 | PA      | $5793.38      | 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        |       745 | PA      | $674.35       | 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      | $819337.40    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| 6141013.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5547 | PA      | $5336.54      | 0.00%             | 2024-05-17      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| Residential Funding Mtg Sec I                          | RFMSI Trust                                                         | CUSIP: 74957XAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1404099 | PA      | $1073963.52   | 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      | $280583.56    | 0.12%             | 2030-12-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| 6058544.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15736 | PA      | $15000.69     | 0.01%             | 2024-05-05      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| Simpar Europe Sa                                       | Simpar Europe SA                                                    | CUSIP: BN5372345<br>LEI: 54930068BSUST41D5C30 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $303532.00    | 0.13%             | 2031-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| 5962255.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6152 | PA      | $5894.90      | 0.00%             | 2024-04-04      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5998626.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10963 | PA      | $10594.35     | 0.00%             | 2024-04-17      | Fixed         | 3.86%                 | No            |                  3 | On Loan: No      |
| 5777193.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2694 | PA      | $2635.16      | 0.00%             | 2024-02-05      | Fixed         | 3.30%                 | No            |                  3 | On Loan: No      |
| 6029303.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1295 | PA      | $1234.21      | 0.00%             | 2024-04-27      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 6135154.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19729 | PA      | $18645.58     | 0.01%             | 2024-05-16      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 6255476.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8885 | PA      | $8206.50      | 0.00%             | 2024-06-24      | Fixed         | 5.30%                 | No            |                  3 | On Loan: No      |
| 6160012.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31820 | PA      | $30474.51     | 0.01%             | 2024-05-23      | Fixed         | 3.98%                 | No            |                  3 | On Loan: No      |
| 6016211.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       414 | PA      | $394.78       | 0.00%             | 2024-04-22      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| 6000141.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       843 | PA      | $797.75       | 0.00%             | 2024-04-17      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5875678.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6623 | PA      | $4926.08      | 0.00%             | 2024-03-02      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 6053688.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2624 | PA      | $2483.70      | 0.00%             | 2024-05-03      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 6239883.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3622 | PA      | $3460.59      | 0.00%             | 2024-06-19      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 6195008.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11668 | PA      | $11003.21     | 0.00%             | 2024-06-06      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5895831.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1649 | PA      | $1537.46      | 0.00%             | 2024-03-11      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 6030382.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1837 | PA      | $1715.44      | 0.00%             | 2024-04-27      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 6044949.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2958 | PA      | $2853.22      | 0.00%             | 2024-05-01      | Fixed         | 3.90%                 | No            |                  3 | On Loan: No      |
| 5888510.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6919 | PA      | $6704.71      | 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        |      2586 | PA      | $2472.71      | 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        |      1712 | PA      | $1418.20      | 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        |       601 | PA      | $589.30       | 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        |     21753 | PA      | $12206.18     | 0.01%             | 2024-03-06      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5985904.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9728 | PA      | $9351.33      | 0.00%             | 2024-04-12      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6165964.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1982 | PA      | $1837.05      | 0.00%             | 2024-05-27      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 6149406.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       576 | PA      | $543.20       | 0.00%             | 2024-05-21      | Fixed         | 5.10%                 | No            |                  3 | On Loan: No      |
| Apollo Tactical Income Fund Inc                        | Apollo Tactical Income Fund, Inc.                                   | CUSIP: 037638103<br>LEI: 549300JOTMM1DVBHF402 | Long             | EC               | RF                | US        |    106560 | NS      | $1291507.20   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| 5925445.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2911 | PA      | $2854.57      | 0.00%             | 2024-03-21      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 6238722.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7548 | PA      | $7208.70      | 0.00%             | 2024-06-19      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| 5914590.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       259 | PA      | $252.34       | 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        |       883 | PA      | $783.51       | 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        |      3185 | PA      | $3109.73      | 0.00%             | 2024-03-01      | Fixed         | 3.30%                 | No            |                  3 | On Loan: No      |
| 6003379.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13580 | PA      | $12672.64     | 0.01%             | 2024-04-18      | Fixed         | 4.47%                 | No            |                  3 | On Loan: No      |
| 5984720.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2642 | PA      | $2517.96      | 0.00%             | 2024-04-12      | Fixed         | 5.10%                 | No            |                  3 | On Loan: No      |
| 5909657.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2839 | PA      | $2385.44      | 0.00%             | 2024-03-15      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 6127230.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6072 | PA      | $5636.56      | 0.00%             | 2024-05-13      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| 5957199.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17546 | PA      | $16804.41     | 0.01%             | 2024-04-03      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 5967038.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1916 | PA      | $1464.37      | 0.00%             | 2024-04-05      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| Petroleos Mexicanos                                    | Petroleos Mexicanos                                                 | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    150000 | PA      | $96042.56     | 0.04%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| 6126688.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12231 | PA      | $11275.70     | 0.01%             | 2024-05-12      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 6025640.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3220 | PA      | $3103.11      | 0.00%             | 2024-04-26      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5903299.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4844 | PA      | $4713.19      | 0.00%             | 2024-03-14      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 6056867.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       803 | PA      | $755.69       | 0.00%             | 2024-05-04      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| 6163696.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1535 | PA      | $1421.12      | 0.00%             | 2024-05-25      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 6218651.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7805 | PA      | $7220.90      | 0.00%             | 2024-06-14      | Fixed         | 5.32%                 | No            |                  3 | On Loan: No      |
| 6064210.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     87297 | PA      | $83727.26     | 0.04%             | 2024-05-08      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5996228.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2845 | PA      | $2533.94      | 0.00%             | 2024-04-14      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| 5931528.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11985 | PA      | $11540.93     | 0.01%             | 2024-03-23      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5949000.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31742 | PA      | $30544.91     | 0.01%             | 2024-03-29      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 5936938.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15404 | PA      | $10406.93     | 0.00%             | 2024-03-26      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 6023896.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7178 | PA      | $6918.10      | 0.00%             | 2024-04-25      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5765844.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2911 | PA      | $2455.08      | 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        |      2584 | PA      | $2496.48      | 0.00%             | 2024-02-02      | Fixed         | 4.09%                 | No            |                  3 | On Loan: No      |
| 6159576.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10262 | PA      | $8591.53      | 0.00%             | 2024-05-23      | Fixed         | 5.03%                 | No            |                  3 | On Loan: No      |
| 5997622.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7884 | PA      | $7574.82      | 0.00%             | 2024-04-16      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 5898814.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2881 | PA      | $1398.84      | 0.00%             | 2024-03-12      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| 6146234.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8404 | PA      | $7986.15      | 0.00%             | 2024-05-18      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 6204047.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5339 | PA      | $5122.47      | 0.00%             | 2024-06-08      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 6053916.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5135 | PA      | $4792.81      | 0.00%             | 2024-05-03      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5931861.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1770 | PA      | $1663.30      | 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        |     60759 | NS      | $1063282.50   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| 6165341.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16568 | PA      | $15448.92     | 0.01%             | 2024-05-26      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5911020.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       637 | PA      | $605.20       | 0.00%             | 2024-03-16      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 6223990.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8522 | PA      | $7920.78      | 0.00%             | 2024-06-15      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 6164097.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3520 | PA      | $3185.43      | 0.00%             | 2024-05-25      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 5769043.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12611 | PA      | $12184.80     | 0.01%             | 2024-02-03      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 6135143.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1448 | PA      | $1383.17      | 0.00%             | 2024-05-16      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| Petroleos Mexicanos                                    | Petroleos Mexicanos                                                 | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    250000 | PA      | $155388.73    | 0.07%             | 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        |       856 | PA      | $828.25       | 0.00%             | 2024-02-11      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 6046954.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       853 | PA      | $752.10       | 0.00%             | 2024-05-02      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 6126590.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3985 | PA      | $3832.15      | 0.00%             | 2024-05-12      | Fixed         | 3.97%                 | 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      | $9705.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5845536.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5164 | PA      | $5009.93      | 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        |    319484 | PA      | $312735.27    | 0.14%             | 2024-10-28      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| 5915177.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3385 | PA      | $3242.76      | 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        |      5700 | PA      | $5068.49      | 0.00%             | 2024-01-29      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 6042841.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33854 | PA      | $31906.94     | 0.01%             | 2024-05-01      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 5921097.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3065 | PA      | $2959.53      | 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        |      7467 | PA      | $6505.53      | 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        |      3447 | PA      | $2131.42      | 0.00%             | 2024-02-04      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 6064806.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2658 | PA      | $2480.85      | 0.00%             | 2024-05-08      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 6158560.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8347 | PA      | $8024.69      | 0.00%             | 2024-05-23      | Fixed         | 3.98%                 | No            |                  3 | On Loan: No      |
| 5775423.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2503 | PA      | $2445.38      | 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        |      6882 | PA      | $6272.24      | 0.00%             | 2024-03-14      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 5985225.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1597 | PA      | $1487.59      | 0.00%             | 2024-04-12      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 5779514.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14344 | PA      | $13977.95     | 0.01%             | 2024-02-06      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 6053880.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       623 | PA      | $569.56       | 0.00%             | 2024-05-03      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 6037770.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1816 | PA      | $1345.77      | 0.00%             | 2024-04-30      | Fixed         | 5.49%                 | No            |                  3 | On Loan: No      |
| 6045223.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       447 | PA      | $425.50       | 0.00%             | 2024-05-01      | Fixed         | 5.41%                 | No            |                  3 | On Loan: No      |
| 6192541.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2622 | PA      | $2409.56      | 0.00%             | 2024-06-06      | Fixed         | 5.48%                 | No            |                  3 | On Loan: No      |
| 6051120.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4731 | PA      | $4535.43      | 0.00%             | 2024-05-03      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 6066123.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6652 | PA      | $6354.56      | 0.00%             | 2024-05-08      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5983209.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5432 | PA      | $5046.18      | 0.00%             | 2024-04-11      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 5855778.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3656 | PA      | $3550.65      | 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        |      2750 | PA      | $1884.72      | 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        |      5335 | PA      | $5157.05      | 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        |     11770 | PA      | $11351.58     | 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        |       256 | PA      | $248.86       | 0.00%             | 2024-02-28      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5855223.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1324 | PA      | $1296.11      | 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        |      3543 | PA      | $3463.94      | 0.00%             | 2024-02-02      | Fixed         | 3.27%                 | No            |                  3 | On Loan: No      |
| 6225685.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3465 | PA      | $3188.36      | 0.00%             | 2024-06-15      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 6014518.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37575 | PA      | $36222.88     | 0.02%             | 2024-04-21      | Fixed         | 3.96%                 | 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      | $412637.08    | 0.18%             | 2030-07-15      | Floating      | 9.68%                 | Yes           |                  2 | On Loan: No      |
| Credivalores Sa                                        | Credivalores-Crediservicios SAS                                     | CUSIP: 22555LAB2<br>LEI: 5493006CA2D46CDZR616 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $47542.74     | 0.02%             | 2025-02-07      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| 6127212.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2930 | PA      | $2739.72      | 0.00%             | 2024-05-13      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 6147474.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14753 | PA      | $14087.69     | 0.01%             | 2024-05-19      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5909745.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7800 | PA      | $7549.58      | 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      | $88587.50     | 0.04%             | 2031-09-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| 6056630.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3409 | PA      | $3097.74      | 0.00%             | 2024-05-04      | Fixed         | 5.36%                 | No            |                  3 | On Loan: No      |
| 6165415.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1697 | PA      | $1582.17      | 0.00%             | 2024-05-26      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 6045092.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5137 | PA      | $4672.22      | 0.00%             | 2024-05-01      | Fixed         | 5.33%                 | No            |                  3 | On Loan: No      |
| 5979828.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       934 | PA      | $848.66       | 0.00%             | 2024-04-10      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5931827.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2945 | PA      | $2714.44      | 0.00%             | 2024-03-23      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 6246185.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7332 | PA      | $7043.12      | 0.00%             | 2024-06-21      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| 5914213.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       899 | PA      | $863.86       | 0.00%             | 2024-03-18      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5976049.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1401 | PA      | $1347.10      | 0.00%             | 2024-04-07      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 5893350.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1775 | PA      | $1545.61      | 0.00%             | 2024-03-09      | Fixed         | 5.13%                 | No            |                  3 | On Loan: No      |
| 6003791.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5276 | PA      | $5058.46      | 0.00%             | 2024-04-18      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5878218.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8189 | PA      | $7888.57      | 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        |      6360 | PA      | $6161.83      | 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        |      1880 | PA      | $1846.69      | 0.00%             | 2024-02-04      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 5980666.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2539 | PA      | $2390.40      | 0.00%             | 2024-04-10      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5972952.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2894 | PA      | $2797.29      | 0.00%             | 2024-04-06      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| Newcourt Acquisition Corp                              | Newcourt Acquisition Corp.                                          | CUSIP: G6448C103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     24074 | NS      | $247480.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| 5979882.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10891 | PA      | $10457.60     | 0.00%             | 2024-04-10      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 6208434.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1809 | PA      | $1682.01      | 0.00%             | 2024-06-09      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| 5865790.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7415 | PA      | $6708.71      | 0.00%             | 2024-02-29      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 6186604.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2245 | PA      | $2093.01      | 0.00%             | 2024-06-04      | Fixed         | 5.13%                 | No            |                  3 | On Loan: No      |
| Blackstone Secured Lend                                | Blackstone Secured Lending Fund                                     | CUSIP: N/A<br>LEI: 549300KM7KWQHVBNH962       | Long             | DBT              | CORP              | US        |   1563029 | PA      | $1216149.16   | 0.54%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| 5832467.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5066 | PA      | $4861.49      | 0.00%             | 2024-02-19      | Fixed         | 3.43%                 | No            |                  3 | On Loan: No      |
| 6259583.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1138 | PA      | $1073.33      | 0.00%             | 2024-06-27      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 6218877.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1609 | PA      | $1494.04      | 0.00%             | 2024-06-14      | Fixed         | 5.22%                 | No            |                  3 | On Loan: No      |
| 6160261.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4998 | PA      | $4705.16      | 0.00%             | 2024-05-23      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5978523.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7295 | PA      | $7000.13      | 0.00%             | 2024-04-08      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| 6038835.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5443 | PA      | $5177.90      | 0.00%             | 2024-04-30      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5895740.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9753 | PA      | $9440.25      | 0.00%             | 2024-03-11      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5898998.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6908 | PA      | $6118.76      | 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        |      3994 | PA      | $3902.67      | 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      | $122593.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 5893718.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2183 | PA      | $2107.18      | 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        |       878 | PA      | $818.15       | 0.00%             | 2024-03-13      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 6220982.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5256 | PA      | $5043.79      | 0.00%             | 2024-06-14      | Fixed         | 4.27%                 | No            |                  3 | On Loan: No      |
| 6007432.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4501 | PA      | $3803.67      | 0.00%             | 2024-04-19      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5830069.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     66646 | PA      | $62705.11     | 0.03%             | 2024-02-18      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 6011857.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19594 | PA      | $18888.79     | 0.01%             | 2024-04-20      | Fixed         | 3.96%                 | 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      | $627481.60    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| 5890813.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8629 | PA      | $8321.06      | 0.00%             | 2024-03-08      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 6132576.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1960 | PA      | $1837.59      | 0.00%             | 2024-05-15      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 6057725.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2663 | PA      | $2456.37      | 0.00%             | 2024-05-04      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 6145160.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57196 | PA      | $54898.30     | 0.02%             | 2024-05-18      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6137156.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1502 | PA      | $1400.88      | 0.00%             | 2024-05-16      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 6164000.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7402 | PA      | $7076.55      | 0.00%             | 2024-05-25      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5933651.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4854 | PA      | $4615.36      | 0.00%             | 2024-03-23      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 6136832.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5434 | PA      | $5173.30      | 0.00%             | 2024-05-16      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 6180075.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40439 | PA      | $37780.78     | 0.02%             | 2024-06-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5981392.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2521 | PA      | $2359.87      | 0.00%             | 2024-04-11      | Fixed         | 5.48%                 | No            |                  3 | On Loan: No      |
| 5964416.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1365 | PA      | $1296.84      | 0.00%             | 2024-04-05      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 6150876.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10959 | PA      | $10541.36     | 0.00%             | 2024-05-21      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6037399.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10603 | PA      | $9670.11      | 0.00%             | 2024-04-29      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| 6016098.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15062 | PA      | $13897.07     | 0.01%             | 2024-04-22      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5794246.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1042 | PA      | $1022.53      | 0.00%             | 2024-02-10      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 5954126.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28829 | PA      | $25125.35     | 0.01%             | 2024-03-30      | Fixed         | 4.21%                 | 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      | $745725.72    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| 5888500.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       284 | PA      | $273.25       | 0.00%             | 2024-03-08      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 6205228.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6219 | PA      | $5918.47      | 0.00%             | 2024-06-08      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5857046.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2561 | PA      | $2488.22      | 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        |     29941 | PA      | $29142.62     | 0.01%             | 2024-03-21      | Fixed         | 3.86%                 | No            |                  3 | On Loan: No      |
| 6125088.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11701 | PA      | $11023.03     | 0.00%             | 2024-05-11      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| Coruripe Netherlands Bv                                | Coruripe Netherlands BV                                             | CUSIP: BU3288539<br>LEI: 724500EL5MDC9RD0FW48 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $160500.00    | 0.07%             | 2027-02-10      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| 6184783.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30006 | PA      | $28554.90     | 0.01%             | 2024-06-02      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 6030622.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8238 | PA      | $7843.08      | 0.00%             | 2024-04-27      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 6013566.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3840 | PA      | $3701.29      | 0.00%             | 2024-04-21      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6014207.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2837 | PA      | $2720.66      | 0.00%             | 2024-04-21      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 6159602.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8257 | PA      | $7703.47      | 0.00%             | 2024-05-23      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 6206289.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23450 | PA      | $22157.33     | 0.01%             | 2024-06-08      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6025840.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3828 | PA      | $3689.03      | 0.00%             | 2024-04-26      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5785309.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       775 | PA      | $610.34       | 0.00%             | 2024-02-09      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 6058969.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6413 | PA      | $6150.12      | 0.00%             | 2024-05-05      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 6122303.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8854 | PA      | $8441.58      | 0.00%             | 2024-05-10      | Fixed         | 4.31%                 | No            |                  3 | On Loan: No      |
| 6108283.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29808 | PA      | $28294.99     | 0.01%             | 2024-05-09      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 6024249.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4712 | PA      | $3719.43      | 0.00%             | 2024-04-26      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 6123411.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6104 | PA      | $5705.08      | 0.00%             | 2024-05-10      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 5896849.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4662 | PA      | $4451.59      | 0.00%             | 2024-03-12      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 5997532.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3032 | PA      | $2134.86      | 0.00%             | 2024-04-16      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 6169283.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1472 | PA      | $1153.58      | 0.00%             | 2024-05-28      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 6047743.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10485 | PA      | $10041.66     | 0.00%             | 2024-05-02      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5862111.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9250 | PA      | $8876.85      | 0.00%             | 2024-02-29      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 5989912.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       831 | PA      | $752.51       | 0.00%             | 2024-04-13      | Fixed         | 5.41%                 | No            |                  3 | On Loan: No      |
| 5782056.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1122 | PA      | $988.87       | 0.00%             | 2024-02-08      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 6229133.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2935 | PA      | $2722.82      | 0.00%             | 2024-06-16      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 5996190.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3664 | PA      | $3534.06      | 0.00%             | 2024-04-14      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6144438.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9566 | PA      | $9201.42      | 0.00%             | 2024-05-18      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5923045.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4352 | PA      | $4211.04      | 0.00%             | 2024-03-21      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 6038781.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       536 | PA      | $506.97       | 0.00%             | 2024-04-30      | Fixed         | 5.45%                 | No            |                  3 | On Loan: No      |
| 5790394.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8149 | PA      | $6843.36      | 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        |     19134 | PA      | $18704.78     | 0.01%             | 2024-02-19      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 6011490.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22481 | PA      | $21591.10     | 0.01%             | 2024-04-20      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 6176444.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20229 | PA      | $18938.97     | 0.01%             | 2024-05-30      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5844634.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12734 | PA      | $10669.97     | 0.00%             | 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        |         0 | PA      | $0.00         | 0.00%             | 2024-02-23      | Fixed         | 3.60%                 | No            |                  3 | On Loan: No      |
| 6006689.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10330 | PA      | $9828.91      | 0.00%             | 2024-04-19      | Fixed         | 4.35%                 | No            |                  3 | On Loan: No      |
| 6006230.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17456 | PA      | $16865.25     | 0.01%             | 2024-04-19      | Fixed         | 3.85%                 | No            |                  3 | On Loan: No      |
| 5981974.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1224 | PA      | $992.81       | 0.00%             | 2024-04-11      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| Republic Of Colombia                                   | Colombia Government International Bond                              | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $136811.18    | 0.06%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| 6060151.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9601 | PA      | $9191.03      | 0.00%             | 2024-05-07      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5824414.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9749 | PA      | $9421.85      | 0.00%             | 2024-02-17      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 6158517.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4263 | PA      | $4099.00      | 0.00%             | 2024-05-23      | Fixed         | 3.98%                 | No            |                  3 | On Loan: No      |
| 6214305.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9680 | PA      | $9145.64      | 0.00%             | 2024-06-12      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 6136297.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11802 | PA      | $10926.14     | 0.00%             | 2024-05-16      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 6059790.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2926 | PA      | $2734.76      | 0.00%             | 2024-05-06      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 6220780.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1543 | PA      | $1425.41      | 0.00%             | 2024-06-14      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| 5755923.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39440 | PA      | $38477.48     | 0.02%             | 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        |      7016 | PA      | $5532.57      | 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        |       324 | PA      | $307.59       | 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      | $30.05        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5866469.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1048 | PA      | $774.00       | 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        |     34331 | PA      | $33147.78     | 0.01%             | 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        |      8139 | PA      | $7797.65      | 0.00%             | 2024-02-06      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 6186882.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11866 | PA      | $10840.02     | 0.00%             | 2024-06-04      | Fixed         | 5.49%                 | No            |                  3 | On Loan: No      |
| 5774793.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27311 | PA      | $25179.28     | 0.01%             | 2024-02-04      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 6015194.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37615 | PA      | $33387.40     | 0.01%             | 2024-04-21      | Fixed         | 3.87%                 | No            |                  3 | On Loan: No      |
| 5929304.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7241 | PA      | $7051.87      | 0.00%             | 2024-03-22      | Fixed         | 3.60%                 | No            |                  3 | On Loan: No      |
| 6227276.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22949 | PA      | $21416.27     | 0.01%             | 2024-06-16      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| 5841255.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14882 | PA      | $14549.96     | 0.01%             | 2024-02-23      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 5985186.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5014 | PA      | $4812.87      | 0.00%             | 2024-04-12      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                            | Freddie Mac REMICS                                                  | CUSIP: 3137AJXH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2665600 | PA      | $190798.87    | 0.08%             | 2041-12-15      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| 6162737.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6829 | PA      | $6549.04      | 0.00%             | 2024-05-25      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6205987.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8806 | PA      | $8183.70      | 0.00%             | 2024-06-08      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| 6026110.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       469 | PA      | $450.03       | 0.00%             | 2024-04-26      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 6020835.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     66462 | PA      | $63460.23     | 0.03%             | 2024-04-25      | Fixed         | 4.78%                 | No            |                  3 | 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      | $599726.08    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| 6140583.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1131 | PA      | $1086.56      | 0.00%             | 2024-05-17      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5835748.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4894 | PA      | $4604.15      | 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        |      5677 | PA      | $5483.94      | 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        |      2068 | PA      | $2013.49      | 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        |      1316 | PA      | $577.13       | 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        |   2081490 | PA      | $1411346.00   | 0.63%             | 2041-12-16      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| 5943195.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2235 | PA      | $2044.21      | 0.00%             | 2024-03-28      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 6134904.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45189 | PA      | $43482.04     | 0.02%             | 2024-05-16      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6157631.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5359 | PA      | $4894.89      | 0.00%             | 2024-05-23      | Fixed         | 4.94%                 | No            |                  3 | On Loan: No      |
| 6237070.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1014 | PA      | $937.07       | 0.00%             | 2024-06-19      | Fixed         | 5.27%                 | No            |                  3 | On Loan: No      |
| 5879595.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2265 | PA      | $2064.46      | 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      | $399009.20    | 0.18%             | 2030-07-15      | Floating      | 9.83%                 | Yes           |                  2 | On Loan: No      |
| 5806409.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30563 | PA      | $29783.69     | 0.01%             | 2024-02-11      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 5991682.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3693 | PA      | $3545.34      | 0.00%             | 2024-04-13      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5806376.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       640 | PA      | $613.72       | 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        |      3039 | PA      | $2939.34      | 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        |      2451 | PA      | $2328.83      | 0.00%             | 2024-03-23      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 6162636.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1538 | PA      | $1392.04      | 0.00%             | 2024-05-25      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 6210012.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       883 | PA      | $808.42       | 0.00%             | 2024-06-10      | Fixed         | 5.52%                 | No            |                  3 | On Loan: No      |
| 6216141.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18502 | PA      | $17398.99     | 0.01%             | 2024-06-13      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 6136841.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5613 | PA      | $5390.45      | 0.00%             | 2024-05-16      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5944440.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3332 | PA      | $3234.90      | 0.00%             | 2024-03-28      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 6186641.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4583 | PA      | $4225.41      | 0.00%             | 2024-06-04      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 5991414.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2161 | PA      | $2031.06      | 0.00%             | 2024-04-13      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5901108.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2924 | PA      | $1697.63      | 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        |     37369 | PA      | $35848.77     | 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        |      2092 | PA      | $2040.63      | 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      | $56772.90     | 0.03%             | 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        |      6410 | PA      | $6114.18      | 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        |      8473 | PA      | $8106.01      | 0.00%             | 2024-03-15      | Fixed         | 4.09%                 | No            |                  3 | On Loan: No      |
| 6017043.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33445 | PA      | $32235.73     | 0.01%             | 2024-04-23      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 6223694.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1460 | PA      | $1345.25      | 0.00%             | 2024-06-15      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5885422.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8905 | PA      | $8557.46      | 0.00%             | 2024-03-07      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 6016300.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2582 | PA      | $2115.39      | 0.00%             | 2024-04-22      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 6250903.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5750 | PA      | $5313.82      | 0.00%             | 2024-06-22      | Fixed         | 5.30%                 | No            |                  3 | On Loan: No      |
| 6147081.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14874 | PA      | $13981.91     | 0.01%             | 2024-05-19      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 6035170.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6943 | PA      | $6462.70      | 0.00%             | 2024-04-28      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 6022939.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9466 | PA      | $9122.68      | 0.00%             | 2024-04-25      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5916249.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8179 | PA      | $7667.32      | 0.00%             | 2024-03-19      | Fixed         | 4.23%                 | No            |                  3 | On Loan: No      |
| 5996262.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3472 | PA      | $3336.31      | 0.00%             | 2024-04-14      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5932204.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6048 | PA      | $5837.08      | 0.00%             | 2024-03-23      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 6249636.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12304 | PA      | $11848.05     | 0.01%             | 2024-06-22      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 6237529.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4520 | PA      | $4171.63      | 0.00%             | 2024-06-19      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 6003500.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4848 | PA      | $4698.67      | 0.00%             | 2024-04-18      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| 5975261.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2112 | PA      | $1863.01      | 0.00%             | 2024-04-07      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| 5823308.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1534 | PA      | $1433.38      | 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        |      1368 | PA      | $1332.34      | 0.00%             | 2024-03-24      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| Us Treasury N/b                                        | U.S. Treasury Bond                                                  | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2857968.74   | 1.27%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| 5881377.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5628 | PA      | $3931.28      | 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      | $418328.30    | 0.19%             | 2030-10-15      | Floating      | 9.90%                 | Yes           |                  2 | On Loan: No      |
| 5958923.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23877 | PA      | $22483.39     | 0.01%             | 2024-04-03      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5810403.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40334 | PA      | $38952.70     | 0.02%             | 2024-02-12      | Fixed         | 4.10%                 | No            |                  3 | On Loan: No      |
| 6045676.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3241 | PA      | $2876.40      | 0.00%             | 2024-05-02      | Fixed         | 5.34%                 | No            |                  3 | On Loan: No      |
| 5914412.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2007 | PA      | $1902.70      | 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      | $10.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 6193939.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4907 | PA      | $4523.16      | 0.00%             | 2024-06-06      | Fixed         | 5.47%                 | No            |                  3 | On Loan: No      |
| 5814001.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2310 | PA      | $2203.83      | 0.00%             | 2024-02-13      | Fixed         | 4.44%                 | No            |                  3 | On Loan: No      |
| 6136558.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8530 | PA      | $8144.06      | 0.00%             | 2024-05-16      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 6208162.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1705 | PA      | $1591.90      | 0.00%             | 2024-06-09      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 5758221.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20950 | PA      | $18665.62     | 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        |      4587 | PA      | $4421.24      | 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        |     34375 | PA      | $23895.23     | 0.01%             | 2024-03-07      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 6030432.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7797 | PA      | $7285.32      | 0.00%             | 2024-04-27      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| 5785750.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4583 | PA      | $3993.98      | 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        |     15937 | PA      | $15420.97     | 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        |      2984 | PA      | $2839.83      | 0.00%             | 2024-03-16      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 6026397.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2832 | PA      | $2706.17      | 0.00%             | 2024-04-26      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 5820979.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1174 | PA      | $1129.85      | 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        |      5404 | PA      | $5056.09      | 0.00%             | 2024-03-19      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 6256952.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5893 | PA      | $5612.07      | 0.00%             | 2024-06-26      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 6221501.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5381 | PA      | $4994.17      | 0.00%             | 2024-06-14      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 5835658.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       943 | PA      | $921.57       | 0.00%             | 2024-02-21      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 6126662.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2958 | PA      | $2817.93      | 0.00%             | 2024-05-12      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5974905.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7493 | PA      | $7098.07      | 0.00%             | 2024-04-07      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| 6047447.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39939 | PA      | $37948.17     | 0.02%             | 2024-05-02      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 6163495.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       449 | PA      | $429.98       | 0.00%             | 2024-05-25      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5972451.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       816 | PA      | $784.19       | 0.00%             | 2024-04-06      | Fixed         | 4.33%                 | No            |                  3 | On Loan: No      |
| 5907968.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4045 | PA      | $3900.39      | 0.00%             | 2024-03-15      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| 6169816.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5301 | PA      | $4826.51      | 0.00%             | 2024-05-29      | Fixed         | 5.48%                 | No            |                  3 | On Loan: No      |
| 5789135.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21179 | PA      | $20636.16     | 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        |      2683 | PA      | $2606.45      | 0.00%             | 2024-03-14      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 6160790.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1003 | PA      | $925.72       | 0.00%             | 2024-05-23      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 5779924.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4445 | PA      | $4331.45      | 0.00%             | 2024-02-06      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 6036716.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45943 | PA      | $43591.12     | 0.02%             | 2024-04-28      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 6126105.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1295 | PA      | $1220.76      | 0.00%             | 2024-05-12      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5870848.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6687 | PA      | $6555.03      | 0.00%             | 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        |      2361 | PA      | $2309.32      | 0.00%             | 2024-03-13      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 6064457.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13671 | PA      | $12737.38     | 0.01%             | 2024-05-08      | Fixed         | 5.33%                 | No            |                  3 | On Loan: No      |
| 5795632.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6173 | PA      | $5848.66      | 0.00%             | 2024-02-10      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5950962.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14137 | PA      | $13291.09     | 0.01%             | 2024-03-29      | Fixed         | 4.58%                 | No            |                  3 | On Loan: No      |
| 5980153.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1550 | PA      | $1473.13      | 0.00%             | 2024-04-10      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5974076.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7503 | PA      | $7125.60      | 0.00%             | 2024-04-06      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 6146767.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1237 | PA      | $1075.99      | 0.00%             | 2024-05-19      | Fixed         | 5.19%                 | No            |                  3 | On Loan: No      |
| 5907627.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2733 | PA      | $2605.53      | 0.00%             | 2024-03-15      | Fixed         | 4.25%                 | No            |                  3 | On Loan: No      |
| 6106825.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5893 | PA      | $5649.61      | 0.00%             | 2024-05-09      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 5835183.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10609 | PA      | $9553.31      | 0.00%             | 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        |      1859 | PA      | $1775.19      | 0.00%             | 2024-02-24      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 6064706.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14380 | PA      | $13792.47     | 0.01%             | 2024-05-08      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 6196919.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25478 | PA      | $23965.36     | 0.01%             | 2024-06-07      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5752957.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10778 | PA      | $10474.04     | 0.00%             | 2024-01-29      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 6037764.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1543 | PA      | $1446.65      | 0.00%             | 2024-04-30      | Fixed         | 5.49%                 | No            |                  3 | On Loan: No      |
| 6207575.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2593 | PA      | $2401.62      | 0.00%             | 2024-06-09      | Fixed         | 5.35%                 | No            |                  3 | On Loan: No      |
| 5762292.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       671 | PA      | $656.06       | 0.00%             | 2024-02-01      | Fixed         | 3.73%                 | No            |                  3 | On Loan: No      |
| 6017525.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1073 | PA      | $916.77       | 0.00%             | 2024-04-24      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 5860848.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       881 | PA      | $837.34       | 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        |      1158 | PA      | $1124.78      | 0.00%             | 2024-02-19      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 6150795.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14564 | PA      | $14008.21     | 0.01%             | 2024-05-21      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5885179.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21962 | PA      | $21048.41     | 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        |   5918460 | PA      | $468156.13    | 0.21%             | 2045-09-16      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| 6135241.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4429 | PA      | $4180.31      | 0.00%             | 2024-05-16      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 6235671.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2781 | PA      | $2588.15      | 0.00%             | 2024-06-17      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5876225.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6607 | PA      | $6429.96      | 0.00%             | 2024-03-02      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 6252881.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7860 | PA      | $7392.53      | 0.00%             | 2024-06-23      | Fixed         | 4.77%                 | No            |                  3 | On Loan: No      |
| 5750109.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       657 | PA      | $462.52       | 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        |     15978 | PA      | $15652.91     | 0.01%             | 2024-02-25      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 6231571.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21974 | PA      | $21170.16     | 0.01%             | 2024-06-16      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6065843.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5938 | PA      | $5651.95      | 0.00%             | 2024-05-08      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 5955036.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4248 | PA      | $4075.08      | 0.00%             | 2024-03-30      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 6178404.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7792 | PA      | $7418.65      | 0.00%             | 2024-06-01      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5984230.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6099 | PA      | $5813.94      | 0.00%             | 2024-04-11      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5899831.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9434 | PA      | $9154.20      | 0.00%             | 2024-03-13      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 6240780.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8915 | PA      | $8212.75      | 0.00%             | 2024-06-20      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5998044.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1359 | PA      | $1303.07      | 0.00%             | 2024-04-17      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 5768645.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       817 | PA      | $775.18       | 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        |       766 | PA      | $747.57       | 0.00%             | 2024-02-06      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 6124952.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1923 | PA      | $1850.42      | 0.00%             | 2024-05-11      | Fixed         | 3.98%                 | No            |                  3 | On Loan: No      |
| 5940633.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24544 | PA      | $22857.08     | 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        |      5288 | PA      | $4812.06      | 0.00%             | 2024-03-09      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| 6259898.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54640 | PA      | $51012.27     | 0.02%             | 2024-06-27      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 6051639.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18316 | PA      | $15785.48     | 0.01%             | 2024-05-03      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 5980005.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16371 | PA      | $15665.94     | 0.01%             | 2024-04-10      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5933086.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7487 | PA      | $7040.94      | 0.00%             | 2024-03-23      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 6123252.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37415 | PA      | $35629.51     | 0.02%             | 2024-05-10      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 6171201.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5053 | PA      | $4664.04      | 0.00%             | 2024-05-29      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 5919376.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5734 | PA      | $4847.55      | 0.00%             | 2024-03-20      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 6066042.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6061 | PA      | $5659.67      | 0.00%             | 2024-05-08      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| 6027249.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17049 | PA      | $15786.58     | 0.01%             | 2024-04-26      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 5895637.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15320 | PA      | $13669.39     | 0.01%             | 2024-03-11      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 6227762.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9546 | PA      | $9193.77      | 0.00%             | 2024-06-16      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6038331.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1543 | PA      | $1473.84      | 0.00%             | 2024-04-30      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 6001694.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1947 | PA      | $1829.74      | 0.00%             | 2024-04-18      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 6021522.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3867 | PA      | $3660.22      | 0.00%             | 2024-04-25      | Fixed         | 4.80%                 | 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      | $877128.17    | 0.39%             | 2024-02-15      | Floating      | 11.84%                | Yes           |                  2 | On Loan: No      |
| 5986506.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9217 | PA      | $8754.77      | 0.00%             | 2024-04-12      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 5766262.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3085 | PA      | $2871.11      | 0.00%             | 2024-02-03      | Fixed         | 3.75%                 | No            |                  3 | On Loan: No      |
| 5903544.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-03-14      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 6132864.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7469 | PA      | $7186.39      | 0.00%             | 2024-05-15      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6255878.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6549 | PA      | $6192.92      | 0.00%             | 2024-06-25      | Fixed         | 4.61%                 | No            |                  3 | On Loan: No      |
| 5875673.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1486 | PA      | $1079.18      | 0.00%             | 2024-03-02      | Fixed         | 5.41%                 | No            |                  3 | On Loan: No      |
| 6051062.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       772 | PA      | $725.31       | 0.00%             | 2024-05-03      | Fixed         | 5.44%                 | No            |                  3 | On Loan: No      |
| 5973697.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1485 | PA      | $1005.74      | 0.00%             | 2024-04-06      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| 5791554.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7597 | PA      | $7118.47      | 0.00%             | 2024-02-10      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 6148024.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2318 | PA      | $2204.13      | 0.00%             | 2024-05-20      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 6007454.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5033 | PA      | $4835.02      | 0.00%             | 2024-04-19      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5965025.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2406 | PA      | $2302.18      | 0.00%             | 2024-04-05      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 6000083.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3857 | PA      | $3719.53      | 0.00%             | 2024-04-17      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5964410.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1165 | PA      | $1101.13      | 0.00%             | 2024-04-05      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| 6027079.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7768 | PA      | $7407.37      | 0.00%             | 2024-04-26      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 6000314.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2619 | PA      | $2498.54      | 0.00%             | 2024-04-17      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5835736.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1835 | PA      | $1625.84      | 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        |      6495 | PA      | $6337.42      | 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        |       209 | PA      | $203.88       | 0.00%             | 2024-02-19      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 6054500.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7369 | PA      | $6939.60      | 0.00%             | 2024-05-03      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 5919421.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3319 | PA      | $2816.47      | 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        |      4187 | PA      | $3991.55      | 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        |     14826 | PA      | $13308.15     | 0.01%             | 2024-03-07      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 6010122.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1696 | PA      | $1601.81      | 0.00%             | 2024-04-20      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 6021287.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4729 | PA      | $4526.35      | 0.00%             | 2024-04-25      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5775528.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4026 | PA      | $3887.68      | 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        |      4174 | PA      | $3636.88      | 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        |      8483 | PA      | $8164.40      | 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        |      1008 | PA      | $987.25       | 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        |     16166 | PA      | $14474.50     | 0.01%             | 2024-02-17      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5984389.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4772 | PA      | $4484.10      | 0.00%             | 2024-04-11      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| 6255020.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7494 | PA      | $7136.74      | 0.00%             | 2024-06-24      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 6193835.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1786 | PA      | $1659.45      | 0.00%             | 2024-06-06      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| 6015396.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5171 | PA      | $4994.89      | 0.00%             | 2024-04-21      | Fixed         | 3.87%                 | No            |                  3 | On Loan: No      |
| 5817368.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2984 | PA      | $2610.35      | 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        |      2453 | PA      | $2287.55      | 0.00%             | 2024-03-01      | Fixed         | 5.52%                 | No            |                  3 | On Loan: No      |
| 6053336.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2440 | PA      | $2327.66      | 0.00%             | 2024-05-03      | Fixed         | 4.43%                 | No            |                  3 | On Loan: No      |
| 6141856.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6505 | PA      | $6257.23      | 0.00%             | 2024-05-17      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5957512.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4229 | PA      | $3896.51      | 0.00%             | 2024-04-03      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 6245287.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3778 | PA      | $3527.34      | 0.00%             | 2024-06-21      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5935067.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3935 | PA      | $3210.36      | 0.00%             | 2024-03-25      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 6051523.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6185 | PA      | $5772.67      | 0.00%             | 2024-05-03      | Fixed         | 5.26%                 | No            |                  3 | On Loan: No      |
| 6243825.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1385 | PA      | $1288.55      | 0.00%             | 2024-06-21      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                            | CUSIP: 38382VET2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14040410 | PA      | $130203.75    | 0.06%             | 2051-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| 5890964.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1104 | PA      | $956.04       | 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        |      1809 | PA      | $1773.12      | 0.00%             | 2024-02-04      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 6063151.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2783 | PA      | $2583.94      | 0.00%             | 2024-05-07      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 5913169.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13227 | PA      | $12404.26     | 0.01%             | 2024-03-16      | Fixed         | 4.25%                 | No            |                  3 | On Loan: No      |
| 5952878.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3146 | PA      | $3022.81      | 0.00%             | 2024-03-30      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5909230.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2257 | PA      | $2176.90      | 0.00%             | 2024-03-15      | Fixed         | 3.98%                 | No            |                  3 | On Loan: No      |
| 5990535.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       911 | PA      | $880.55       | 0.00%             | 2024-04-13      | Fixed         | 3.92%                 | No            |                  3 | On Loan: No      |
| 5788832.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27886 | PA      | $12007.77     | 0.01%             | 2024-02-09      | Fixed         | 4.97%                 | No            |                  3 | On Loan: No      |
| 6163850.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1040 | PA      | $975.36       | 0.00%             | 2024-05-25      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 5804836.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7139 | PA      | $6971.25      | 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        |     19721 | PA      | $18760.92     | 0.01%             | 2024-03-23      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5960995.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24503 | PA      | $22729.76     | 0.01%             | 2024-04-04      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 5889287.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       543 | PA      | $519.24       | 0.00%             | 2024-03-08      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5996078.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2366 | PA      | $2237.03      | 0.00%             | 2024-04-14      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| 5850923.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15423 | PA      | $14379.44     | 0.01%             | 2024-02-25      | Fixed         | 4.32%                 | No            |                  3 | On Loan: No      |
| 5815804.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       685 | PA      | $668.11       | 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        |     22724 | PA      | $13808.54     | 0.01%             | 2024-02-08      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 6046583.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4249 | PA      | $3178.24      | 0.00%             | 2024-05-02      | Fixed         | 5.49%                 | No            |                  3 | On Loan: No      |
| 5961436.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       345 | PA      | $331.97       | 0.00%             | 2024-04-04      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 5898855.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11075 | PA      | $10509.47     | 0.00%             | 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        |      1484 | PA      | $1158.61      | 0.00%             | 2024-03-01      | Fixed         | 4.03%                 | No            |                  3 | On Loan: No      |
| 6206075.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3864 | PA      | $3589.95      | 0.00%             | 2024-06-08      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| 5805028.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       689 | PA      | $615.95       | 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        |      1618 | PA      | $1580.36      | 0.00%             | 2024-02-29      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5760679.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2611 | PA      | $2355.59      | 0.00%             | 2024-02-01      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5997537.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12993 | PA      | $12510.60     | 0.01%             | 2024-04-16      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5912764.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5103 | PA      | $4875.80      | 0.00%             | 2024-03-16      | Fixed         | 5.36%                 | No            |                  3 | On Loan: No      |
| 6126107.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7245 | PA      | $6971.92      | 0.00%             | 2024-05-12      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 6010522.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2497 | PA      | $2379.30      | 0.00%             | 2024-04-20      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5956140.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9520 | PA      | $9015.22      | 0.00%             | 2024-04-01      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| 5860720.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       665 | PA      | $641.40       | 0.00%             | 2024-02-29      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 6161401.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7122 | PA      | $6846.95      | 0.00%             | 2024-05-24      | Fixed         | 3.98%                 | No            |                  3 | On Loan: No      |
| 6175782.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21518 | PA      | $19995.71     | 0.01%             | 2024-05-30      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| 6009839.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       974 | PA      | $932.09       | 0.00%             | 2024-04-20      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 6016431.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8087 | PA      | $7160.46      | 0.00%             | 2024-04-22      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 5903130.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11097 | PA      | $10783.39     | 0.00%             | 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        |      9076 | PA      | $8593.19      | 0.00%             | 2024-03-04      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 6053946.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45894 | PA      | $42328.65     | 0.02%             | 2024-05-03      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 6007463.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3761 | PA      | $3536.33      | 0.00%             | 2024-04-19      | Fixed         | 4.47%                 | No            |                  3 | On Loan: No      |
| 5954797.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3363 | PA      | $3207.85      | 0.00%             | 2024-03-30      | Fixed         | 5.41%                 | No            |                  3 | On Loan: No      |
| 6146364.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1408 | PA      | $1066.39      | 0.00%             | 2024-05-18      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 6229213.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10998 | PA      | $10594.40     | 0.00%             | 2024-06-16      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6131475.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12352 | PA      | $10861.14     | 0.00%             | 2024-05-15      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 6202891.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34444 | PA      | $32013.57     | 0.01%             | 2024-06-08      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| 5788940.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1724 | PA      | $1633.08      | 0.00%             | 2024-02-09      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 6045232.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       998 | PA      | $958.19       | 0.00%             | 2024-05-01      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 6251812.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24194 | PA      | $22317.57     | 0.01%             | 2024-06-22      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 6140100.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6561 | PA      | $6225.73      | 0.00%             | 2024-05-17      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5855453.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1821 | PA      | $1783.88      | 0.00%             | 2024-02-27      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 6061706.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2752 | PA      | $2605.34      | 0.00%             | 2024-05-07      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 6208874.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3526 | PA      | $3287.95      | 0.00%             | 2024-06-09      | Fixed         | 5.13%                 | No            |                  3 | On Loan: No      |
| 6121695.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       979 | PA      | $887.52       | 0.00%             | 2024-05-10      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 6239916.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22341 | PA      | $20718.51     | 0.01%             | 2024-06-19      | Fixed         | 5.21%                 | No            |                  3 | On Loan: No      |
| 5768565.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1079 | PA      | $978.78       | 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      | $61538.74     | 0.03%             | 2026-11-19      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| 6245687.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3739 | PA      | $3452.65      | 0.00%             | 2024-06-21      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 6056580.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1754 | PA      | $1635.17      | 0.00%             | 2024-05-04      | Fixed         | 5.15%                 | No            |                  3 | 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      | $152130.50    | 0.07%             |  |  |  | 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      | $464822.48    | 0.21%             | 2032-11-26      | Floating      | 8.91%                 | Yes           |                  2 | On Loan: No      |
| 5994194.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3642 | PA      | $3138.36      | 0.00%             | 2024-04-14      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 5992267.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5533 | PA      | $4908.11      | 0.00%             | 2024-04-13      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| 6002065.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1897 | PA      | $1838.71      | 0.00%             | 2024-04-18      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 6047035.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15095 | PA      | $14369.30     | 0.01%             | 2024-05-02      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 6003454.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3888 | PA      | $3535.22      | 0.00%             | 2024-04-18      | Fixed         | 3.67%                 | No            |                  3 | On Loan: No      |
| 5939551.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2609 | PA      | $2526.00      | 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        |      2476 | PA      | $2407.20      | 0.00%             | 2024-02-07      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 6242374.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3373 | PA      | $3118.46      | 0.00%             | 2024-06-20      | Fixed         | 5.28%                 | No            |                  3 | On Loan: No      |
| 6047782.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     52506 | PA      | $45219.53     | 0.02%             | 2024-05-02      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5806718.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2085 | PA      | $2027.08      | 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        |     10611 | PA      | $10074.36     | 0.00%             | 2024-02-29      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6027167.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       738 | PA      | $684.32       | 0.00%             | 2024-04-26      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5813931.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1813 | PA      | $1769.11      | 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      | $407333.33    | 0.18%             | 2031-08-15      | Floating      | 10.36%                | Yes           |                  2 | On Loan: No      |
| 6010275.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       547 | PA      | $518.78       | 0.00%             | 2024-04-20      | Fixed         | 4.85%                 | No            |                  3 | On Loan: No      |
| 6137467.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4013 | PA      | $3440.70      | 0.00%             | 2024-05-16      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5892009.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1087 | PA      | $1020.93      | 0.00%             | 2024-03-09      | Fixed         | 5.37%                 | No            |                  3 | On Loan: No      |
| 6237187.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7919 | PA      | $7348.31      | 0.00%             | 2024-06-19      | Fixed         | 5.21%                 | No            |                  3 | On Loan: No      |
| 5835308.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       838 | PA      | $804.88       | 0.00%             | 2024-02-21      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 6199790.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10557 | PA      | $10050.04     | 0.00%             | 2024-06-07      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 5865451.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-02-29      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 6165261.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6259 | PA      | $6016.81      | 0.00%             | 2024-05-26      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 6215073.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8720 | PA      | $8366.48      | 0.00%             | 2024-06-13      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5875455.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10336 | PA      | $8861.28      | 0.00%             | 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        |      2833 | PA      | $2749.55      | 0.00%             | 2024-03-01      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 6032008.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51905 | PA      | $50011.37     | 0.02%             | 2024-04-27      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| Avalon Acquisition Inc                                 | Avalon Acquisition, Inc.                                            | CUSIP: 05338E101<br>LEI: 549300MQ0W8R6XMVEN12 | Long             | EC               | CORP              | US        |    138896 | NS      | $1423684.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| 5844550.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8058 | PA      | $7027.87      | 0.00%             | 2024-02-24      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 6114871.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17680 | PA      | $16594.57     | 0.01%             | 2024-05-09      | Fixed         | 4.52%                 | 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      | $132595.27    | 0.06%             | 2032-05-05      | Variable      | 4.45%                 | Yes           |                  2 | On Loan: No      |
| 5897618.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       192 | PA      | $184.44       | 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      | $119702.96    | 0.05%             | 2032-05-05      | Variable      | 4.45%                 | Yes           |                  2 | On Loan: No      |
| 5923035.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1950 | PA      | $1695.17      | 0.00%             | 2024-03-21      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 6127386.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5072 | PA      | $4813.66      | 0.00%             | 2024-05-13      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 5975531.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10563 | PA      | $9797.27      | 0.00%             | 2024-04-07      | Fixed         | 5.26%                 | No            |                  3 | On Loan: No      |
| 5888202.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1034 | PA      | $922.80       | 0.00%             | 2024-03-08      | Fixed         | 4.02%                 | No            |                  3 | On Loan: No      |
| 6131599.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       845 | PA      | $625.38       | 0.00%             | 2024-05-15      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 5935104.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2099 | PA      | $1665.17      | 0.00%             | 2024-03-25      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 6127078.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8614 | PA      | $7710.36      | 0.00%             | 2024-05-13      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 6132952.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1124 | PA      | $1043.55      | 0.00%             | 2024-05-15      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 5913090.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1239 | PA      | $1039.88      | 0.00%             | 2024-03-16      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 5874193.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3155 | PA      | $3061.41      | 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        |   6032505 | PA      | $62473.22     | 0.03%             | 2047-09-17      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| 6206103.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1187 | PA      | $1085.92      | 0.00%             | 2024-06-08      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| 5909845.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14827 | PA      | $14206.16     | 0.01%             | 2024-03-15      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 6006035.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       553 | PA      | $486.88       | 0.00%             | 2024-04-19      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 5908631.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6811 | PA      | $6491.87      | 0.00%             | 2024-03-15      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 5950308.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32719 | PA      | $31385.32     | 0.01%             | 2024-03-29      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 5996371.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1513 | PA      | $1437.85      | 0.00%             | 2024-04-15      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 5813335.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31434 | PA      | $30200.28     | 0.01%             | 2024-02-13      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5989621.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4456 | PA      | $4228.30      | 0.00%             | 2024-04-13      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| 6122360.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1967 | PA      | $1844.36      | 0.00%             | 2024-05-10      | Fixed         | 5.26%                 | No            |                  3 | On Loan: No      |
| 5745475.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       733 | PA      | $718.58       | 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        |      2129 | PA      | $2062.36      | 0.00%             | 2024-03-15      | Fixed         | 3.60%                 | No            |                  3 | On Loan: No      |
| 6057532.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       711 | PA      | $674.35       | 0.00%             | 2024-05-04      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 6051169.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8101 | PA      | $7770.61      | 0.00%             | 2024-05-03      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 5835344.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12796 | PA      | $12445.41     | 0.01%             | 2024-02-21      | Fixed         | 4.35%                 | No            |                  3 | On Loan: No      |
| 6159995.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3454 | PA      | $3255.38      | 0.00%             | 2024-05-23      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 6146298.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8316 | PA      | $7872.42      | 0.00%             | 2024-05-18      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5748959.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16610 | PA      | $16221.67     | 0.01%             | 2024-01-28      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6151095.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18147 | PA      | $16689.77     | 0.01%             | 2024-05-21      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 5934570.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6294 | PA      | $6035.57      | 0.00%             | 2024-03-25      | Fixed         | 4.09%                 | No            |                  3 | On Loan: No      |
| 6037654.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10442 | PA      | $9952.55      | 0.00%             | 2024-04-29      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                             | Fannie Mae REMICS                                                   | CUSIP: 3136A4GY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1547355 | PA      | $175077.80    | 0.08%             | 2042-03-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| 5844159.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13251 | PA      | $12606.83     | 0.01%             | 2024-02-24      | Fixed         | 4.77%                 | No            |                  3 | On Loan: No      |
| 5972857.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18058 | PA      | $17290.91     | 0.01%             | 2024-04-06      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 5795257.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2956 | PA      | $2481.44      | 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        |      7007 | PA      | $6877.32      | 0.00%             | 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        |     12748 | PA      | $11049.02     | 0.00%             | 2024-02-16      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 6060799.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16139 | PA      | $15277.99     | 0.01%             | 2024-05-07      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 5881640.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1116 | PA      | $961.04       | 0.00%             | 2024-03-06      | Fixed         | 4.02%                 | No            |                  3 | On Loan: No      |
| 6253539.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3714 | PA      | $3451.21      | 0.00%             | 2024-06-23      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| 5972827.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       794 | PA      | $746.98       | 0.00%             | 2024-04-06      | Fixed         | 4.03%                 | No            |                  3 | On Loan: No      |
| 6250730.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3192 | PA      | $2975.10      | 0.00%             | 2024-06-22      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| 6013387.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16488 | PA      | $15869.42     | 0.01%             | 2024-04-21      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5852188.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2870 | PA      | $2553.76      | 0.00%             | 2024-02-26      | Fixed         | 4.21%                 | No            |                  3 | On Loan: No      |
| 6133022.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       570 | PA      | $520.94       | 0.00%             | 2024-05-15      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 6174562.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3041 | PA      | $2858.41      | 0.00%             | 2024-05-30      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5991821.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       468 | PA      | $448.27       | 0.00%             | 2024-04-13      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 6235690.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1480 | PA      | $1381.64      | 0.00%             | 2024-06-17      | Fixed         | 5.03%                 | No            |                  3 | On Loan: No      |
| 6249707.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3407 | PA      | $3231.07      | 0.00%             | 2024-06-22      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 6160877.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8400 | PA      | $7910.92      | 0.00%             | 2024-05-24      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 6046506.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10359 | PA      | $9126.29      | 0.00%             | 2024-05-02      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6158589.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7759 | PA      | $6978.81      | 0.00%             | 2024-05-23      | Fixed         | 4.94%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                            | CUSIP: 38379UZ58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4832016 | PA      | $154524.97    | 0.07%             | 2058-09-16      | Variable      | 0.68%                 | No            |                  2 | On Loan: No      |
| 6016065.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       323 | PA      | $308.94       | 0.00%             | 2024-04-22      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| 6056650.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3939 | PA      | $3668.31      | 0.00%             | 2024-05-04      | Fixed         | 5.36%                 | No            |                  3 | On Loan: No      |
| 5997660.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4395 | PA      | $4238.52      | 0.00%             | 2024-04-16      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5950427.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     87574 | PA      | $84214.73     | 0.04%             | 2024-03-29      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 5973082.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25648 | PA      | $24517.25     | 0.01%             | 2024-04-06      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 6126554.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2650 | PA      | $2523.87      | 0.00%             | 2024-05-12      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6021040.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       179 | PA      | $171.28       | 0.00%             | 2024-04-25      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5843957.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1331 | PA      | $1298.33      | 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        |      3306 | PA      | $3190.43      | 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        |      2036 | PA      | $1892.95      | 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        |      4474 | PA      | $4344.56      | 0.00%             | 2024-02-16      | Fixed         | 3.42%                 | No            |                  3 | On Loan: No      |
| 6045431.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6047 | PA      | $5734.91      | 0.00%             | 2024-05-01      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 6016561.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2449 | PA      | $2344.65      | 0.00%             | 2024-04-23      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 5877368.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1003 | PA      | $957.04       | 0.00%             | 2024-03-03      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 6048356.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10641 | PA      | $9505.78      | 0.00%             | 2024-05-02      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 5945596.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5832 | PA      | $5664.57      | 0.00%             | 2024-03-28      | Fixed         | 3.86%                 | No            |                  3 | On Loan: No      |
| 6175138.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17090 | PA      | $16405.42     | 0.01%             | 2024-05-30      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5828099.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14796 | PA      | $13534.12     | 0.01%             | 2024-02-18      | Fixed         | 4.45%                 | No            |                  3 | On Loan: No      |
| 6056909.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16940 | PA      | $16217.43     | 0.01%             | 2024-05-04      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5943538.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       725 | PA      | $680.82       | 0.00%             | 2024-03-28      | Fixed         | 5.03%                 | No            |                  3 | On Loan: No      |
| 5978767.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2521 | PA      | $2304.06      | 0.00%             | 2024-04-08      | Fixed         | 5.26%                 | No            |                  3 | On Loan: No      |
| 5973867.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3289 | PA      | $3143.41      | 0.00%             | 2024-04-06      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| WaterBridge Midstream Operating LLC                    | WaterBridge Midstream Operating LLC                                 | CUSIP: 94120XAB1<br>LEI: 549300DVU86VSP486341 | Long             | LON              | CORP              | US        |    356479 | PA      | $343611.51    | 0.15%             | 2026-06-22      | Floating      | 9.13%                 | No            |                  2 | On Loan: No      |
| 6158398.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1622 | PA      | $1559.12      | 0.00%             | 2024-05-23      | Fixed         | 3.99%                 | No            |                  3 | On Loan: No      |
| Benchmark Mortgage Trust                               | Benchmark 2021-B31 Mortgage Trust                                   | CUSIP: 08163MAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    546000 | PA      | $271753.92    | 0.12%             | 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        |       533 | PA      | $510.85       | 0.00%             | 2024-03-09      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 6136508.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2439 | PA      | $2279.76      | 0.00%             | 2024-05-16      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| 5774488.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5812 | PA      | $5682.55      | 0.00%             | 2024-02-04      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 5976061.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       485 | PA      | $422.82       | 0.00%             | 2024-04-07      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 6151241.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1809 | PA      | $1646.34      | 0.00%             | 2024-05-21      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5867173.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2416 | PA      | $2346.54      | 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        |     11338 | PA      | $10844.99     | 0.00%             | 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        |     12638 | PA      | $11838.64     | 0.01%             | 2024-02-29      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| 6146462.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2383 | PA      | $2129.45      | 0.00%             | 2024-05-18      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| Bx Trust 2019-oc11                                     | BX Trust                                                            | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $252980.20    | 0.11%             | 2041-12-06      | Variable      | 3.94%                 | Yes           |                  2 | On Loan: No      |
| 6144789.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4035 | PA      | $3881.64      | 0.00%             | 2024-05-18      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 6160657.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25777 | PA      | $23548.82     | 0.01%             | 2024-05-23      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 6053695.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3608 | PA      | $2940.93      | 0.00%             | 2024-05-03      | Fixed         | 5.26%                 | No            |                  3 | On Loan: No      |
| 5761741.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39040 | PA      | $37351.88     | 0.02%             | 2024-02-01      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 6220895.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25915 | PA      | $24041.40     | 0.01%             | 2024-06-14      | Fixed         | 5.32%                 | No            |                  3 | On Loan: No      |
| 5887917.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       550 | PA      | $484.54       | 0.00%             | 2024-03-08      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 6022018.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1597 | PA      | $1502.03      | 0.00%             | 2024-04-25      | Fixed         | 5.04%                 | No            |                  3 | On Loan: No      |
| 5825037.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4133 | PA      | $3299.03      | 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        |       814 | PA      | $769.96       | 0.00%             | 2024-03-02      | Fixed         | 5.41%                 | No            |                  3 | On Loan: No      |
| 6027092.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5545 | PA      | $5343.44      | 0.00%             | 2024-04-26      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 6007375.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6706 | PA      | $6446.38      | 0.00%             | 2024-04-19      | Fixed         | 4.47%                 | 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        |   7282063 | PA      | $1045084.60   | 0.46%             | 2036-02-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| 6038653.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14275 | PA      | $13543.10     | 0.01%             | 2024-04-30      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5912800.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2348 | PA      | $2259.95      | 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        |      2633 | PA      | $2571.13      | 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      | $894007.08    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| 5934099.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       788 | PA      | $766.55       | 0.00%             | 2024-03-24      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 6044381.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3094 | PA      | $2959.86      | 0.00%             | 2024-05-01      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5905061.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2411 | PA      | $2305.11      | 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        |      7314 | PA      | $7119.05      | 0.00%             | 2024-03-20      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5981164.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2621 | PA      | $2412.70      | 0.00%             | 2024-04-10      | Fixed         | 5.33%                 | No            |                  3 | On Loan: No      |
| 5834301.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3780 | PA      | $3698.90      | 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        |      3218 | PA      | $2850.50      | 0.00%             | 2024-02-29      | Fixed         | 4.10%                 | No            |                  3 | On Loan: No      |
| 6174649.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3638 | PA      | $3225.20      | 0.00%             | 2024-05-30      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 6133738.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5281 | PA      | $4499.50      | 0.00%             | 2024-05-15      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 6161244.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41241 | PA      | $37506.17     | 0.02%             | 2024-05-24      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6162496.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11708 | PA      | $10546.27     | 0.00%             | 2024-05-25      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5899612.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       415 | PA      | $409.32       | 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        |     11393 | PA      | $11124.79     | 0.00%             | 2024-02-24      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 6120748.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3030 | PA      | $2844.35      | 0.00%             | 2024-05-09      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 6140961.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6982 | PA      | $6701.58      | 0.00%             | 2024-05-17      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6123982.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4221 | PA      | $3579.68      | 0.00%             | 2024-05-10      | Fixed         | 4.74%                 | 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      | $676416.00    | 0.30%             | 2029-08-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| 6133317.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10081 | PA      | $9585.80      | 0.00%             | 2024-05-15      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5830548.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37320 | PA      | $36132.25     | 0.02%             | 2024-02-18      | Fixed         | 4.05%                 | No            |                  3 | On Loan: No      |
| 6169320.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8357 | PA      | $8034.72      | 0.00%             | 2024-05-28      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 6235061.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12074 | PA      | $11631.34     | 0.01%             | 2024-06-17      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6209710.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13134 | PA      | $12347.41     | 0.01%             | 2024-06-10      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 5890200.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2682 | PA      | $2453.89      | 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        |      3779 | PA      | $3690.24      | 0.00%             | 2024-02-26      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 6062911.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48108 | PA      | $44770.96     | 0.02%             | 2024-05-07      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6147686.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2687 | PA      | $2410.66      | 0.00%             | 2024-05-20      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 6033640.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9000 | PA      | $8657.25      | 0.00%             | 2024-04-28      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5959600.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5105 | PA      | $4912.36      | 0.00%             | 2024-04-03      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6238575.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7144 | PA      | $6713.40      | 0.00%             | 2024-06-19      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 5948504.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6720 | PA      | $6430.48      | 0.00%             | 2024-03-29      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 5966098.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28013 | PA      | $26657.56     | 0.01%             | 2024-04-05      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 6061506.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6916 | PA      | $6492.67      | 0.00%             | 2024-05-07      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| Banco Davivienda Sa                                    | Banco Davivienda SA                                                 | CUSIP: BP0665714<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $154500.00    | 0.07%             | 2049-12-31      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| 6059805.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1681 | PA      | $1557.82      | 0.00%             | 2024-05-06      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 6066155.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1374 | PA      | $1280.85      | 0.00%             | 2024-05-08      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5996155.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1244 | PA      | $1151.72      | 0.00%             | 2024-04-14      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5933725.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7227 | PA      | $7015.11      | 0.00%             | 2024-03-23      | Fixed         | 3.60%                 | No            |                  3 | On Loan: No      |
| 5984912.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4500 | PA      | $4336.45      | 0.00%             | 2024-04-12      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 6164930.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9211 | PA      | $8812.58      | 0.00%             | 2024-05-26      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5884657.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38270 | PA      | $37157.26     | 0.02%             | 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      | $525519.47    | 0.23%             | 2031-07-15      | Floating      | 8.49%                 | Yes           |                  2 | On Loan: No      |
| 6037696.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3730 | PA      | $3514.48      | 0.00%             | 2024-04-29      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 6256119.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13442 | PA      | $12547.67     | 0.01%             | 2024-06-26      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5914286.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2239 | PA      | $2173.30      | 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        |     41402 | PA      | $32476.03     | 0.01%             | 2024-03-22      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 5954591.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4627 | PA      | $4394.43      | 0.00%             | 2024-03-30      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 6158757.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1398 | PA      | $1107.40      | 0.00%             | 2024-05-23      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 6044656.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43624 | PA      | $41595.74     | 0.02%             | 2024-05-01      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6131767.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1310 | PA      | $1227.01      | 0.00%             | 2024-05-15      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 6054287.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4766 | PA      | $3812.73      | 0.00%             | 2024-05-03      | Fixed         | 5.35%                 | No            |                  3 | On Loan: No      |
| 5871061.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2734 | PA      | $2566.03      | 0.00%             | 2024-03-01      | Fixed         | 4.43%                 | No            |                  3 | On Loan: No      |
| 6064818.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28169 | PA      | $26964.25     | 0.01%             | 2024-05-08      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 6245810.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2058 | PA      | $1893.19      | 0.00%             | 2024-06-21      | Fixed         | 5.35%                 | No            |                  3 | On Loan: No      |
| 5922355.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3547 | PA      | $3226.94      | 0.00%             | 2024-03-20      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5966278.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3155 | PA      | $2863.00      | 0.00%             | 2024-04-05      | Fixed         | 5.48%                 | No            |                  3 | On Loan: No      |
| 5807374.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2544 | PA      | $2414.63      | 0.00%             | 2024-02-12      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 6147198.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13860 | PA      | $12573.20     | 0.01%             | 2024-05-19      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 6127245.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2856 | PA      | $2622.41      | 0.00%             | 2024-05-13      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5923622.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2523 | PA      | $2453.68      | 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        |      1687 | PA      | $1587.07      | 0.00%             | 2024-03-27      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5996378.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24577 | PA      | $22473.70     | 0.01%             | 2024-04-15      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 6242742.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1326 | PA      | $1226.73      | 0.00%             | 2024-06-20      | Fixed         | 5.27%                 | No            |                  3 | On Loan: No      |
| 6158917.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     86957 | PA      | $75233.68     | 0.03%             | 2024-05-23      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 5894919.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       162 | PA      | $158.35       | 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        |     12228 | PA      | $11104.71     | 0.00%             | 2024-03-02      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 6169903.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3425 | PA      | $3288.28      | 0.00%             | 2024-05-29      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| Apidos Clo                                             | Apidos CLO XXXII                                                    | CUSIP: 03768QAQ1<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $461766.03    | 0.21%             | 2033-01-20      | Floating      | 10.99%                | Yes           |                  2 | On Loan: No      |
| 6158641.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10384 | PA      | $9983.56      | 0.00%             | 2024-05-23      | Fixed         | 3.98%                 | No            |                  3 | On Loan: No      |
| 6016466.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4697 | PA      | $4117.01      | 0.00%             | 2024-04-22      | Fixed         | 4.09%                 | No            |                  3 | On Loan: No      |
| 6237099.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6561 | PA      | $6302.25      | 0.00%             | 2024-06-19      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| 5765165.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10038 | PA      | $9547.36      | 0.00%             | 2024-02-02      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 6045878.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24826 | PA      | $23389.88     | 0.01%             | 2024-05-02      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 6012745.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1334 | PA      | $1249.04      | 0.00%             | 2024-04-21      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 5922890.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14902 | PA      | $13776.05     | 0.01%             | 2024-03-21      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| 5835836.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       423 | PA      | $396.48       | 0.00%             | 2024-02-21      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 6038831.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       591 | PA      | $565.46       | 0.00%             | 2024-04-30      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 6253967.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9432 | PA      | $8766.87      | 0.00%             | 2024-06-23      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| 5850689.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24398 | PA      | $21620.42     | 0.01%             | 2024-02-25      | Fixed         | 4.45%                 | No            |                  3 | On Loan: No      |
| 5803547.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25869 | PA      | $24983.07     | 0.01%             | 2024-02-11      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5966403.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       854 | PA      | $817.20       | 0.00%             | 2024-04-05      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 6210250.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8828 | PA      | $8471.37      | 0.00%             | 2024-06-10      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 6041959.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26271 | PA      | $23377.68     | 0.01%             | 2024-05-01      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| 6011618.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48851 | PA      | $45446.15     | 0.02%             | 2024-04-20      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 6064544.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1271 | PA      | $1074.95      | 0.00%             | 2024-05-08      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 5889108.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13080 | PA      | $11725.81     | 0.01%             | 2024-03-08      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| 5977612.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     63982 | PA      | $53711.48     | 0.02%             | 2024-04-07      | Fixed         | 4.58%                 | No            |                  3 | On Loan: No      |
| 5996817.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1216 | PA      | $1168.69      | 0.00%             | 2024-04-15      | Fixed         | 4.59%                 | No            |                  3 | On Loan: No      |
| 5864718.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2635 | PA      | $2516.44      | 0.00%             | 2024-02-29      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5991382.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19187 | PA      | $16891.08     | 0.01%             | 2024-04-13      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5796767.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2634 | PA      | $2505.25      | 0.00%             | 2024-02-10      | Fixed         | 4.07%                 | No            |                  3 | On Loan: No      |
| 5807592.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9930 | PA      | $8266.66      | 0.00%             | 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        |      3423 | PA      | $2029.73      | 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        |      8791 | PA      | $8050.94      | 0.00%             | 2024-02-25      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5964023.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26289 | PA      | $24677.62     | 0.01%             | 2024-04-05      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| Alibaba Group Holding                                  | Alibaba Group Holding, Ltd.                                         | CUSIP: 01609WBA9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $120472.73    | 0.05%             | 2061-02-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 5906777.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7372 | PA      | $7105.33      | 0.00%             | 2024-03-15      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 5980193.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27682 | PA      | $26057.73     | 0.01%             | 2024-04-10      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 6131430.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5800 | PA      | $5435.19      | 0.00%             | 2024-05-15      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5962333.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2910 | PA      | $2534.66      | 0.00%             | 2024-04-04      | Fixed         | 5.47%                 | No            |                  3 | On Loan: No      |
| 5933818.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2805 | PA      | $2548.81      | 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        |      5080 | PA      | $3881.16      | 0.00%             | 2024-03-13      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 6158766.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3010 | PA      | $2820.85      | 0.00%             | 2024-05-23      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 6060690.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5743 | PA      | $5508.09      | 0.00%             | 2024-05-07      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| Med Trust                                              | Med Trust 2021-MDLN                                                 | CUSIP: 58403YBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $454178.15    | 0.20%             | 2023-11-15      | Floating      | 9.57%                 | Yes           |                  2 | On Loan: No      |
| 5971255.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2342 | PA      | $1457.37      | 0.00%             | 2024-04-06      | Fixed         | 4.03%                 | No            |                  3 | On Loan: No      |
| 6134417.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       791 | PA      | $673.78       | 0.00%             | 2024-05-15      | Fixed         | 4.35%                 | No            |                  3 | On Loan: No      |
| 6121769.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8764 | PA      | $8109.58      | 0.00%             | 2024-05-10      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| 6126617.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2455 | PA      | $2203.19      | 0.00%             | 2024-05-12      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 6045728.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1921 | PA      | $1718.25      | 0.00%             | 2024-05-02      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 6059311.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1394 | PA      | $1310.11      | 0.00%             | 2024-05-06      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| Lionheart Iii Corp                                     | Lionheart III Corp.                                                 | CUSIP: 536262108<br>LEI: 549300FOQIPVJ7BSVU47 | Long             | EC               | CORP              | US        |    128274 | NS      | $1310960.28   | 0.58%             |  |  |  | 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      | $427576.03    | 0.19%             | 2034-07-20      | Floating      | 10.44%                | Yes           |                  2 | On Loan: No      |
| 5767258.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       280 | PA      | $274.50       | 0.00%             | 2024-02-03      | Fixed         | 3.74%                 | No            |                  3 | On Loan: No      |
| 6226370.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4570 | PA      | $4263.76      | 0.00%             | 2024-06-15      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| 6164882.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3048 | PA      | $2561.60      | 0.00%             | 2024-05-26      | Fixed         | 5.03%                 | No            |                  3 | On Loan: No      |
| 5997078.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11249 | PA      | $10473.57     | 0.00%             | 2024-04-16      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5851939.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       994 | PA      | $827.01       | 0.00%             | 2024-02-26      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 6038069.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8181 | PA      | $7796.26      | 0.00%             | 2024-04-30      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5849847.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1666 | PA      | $1377.71      | 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        |      6751 | PA      | $3678.27      | 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        |      1020 | PA      | $971.05       | 0.00%             | 2024-02-29      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 6200768.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1678 | PA      | $1551.07      | 0.00%             | 2024-06-07      | Fixed         | 5.34%                 | No            |                  3 | On Loan: No      |
| 6204927.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36519 | PA      | $34489.91     | 0.02%             | 2024-06-08      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 5757292.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       674 | PA      | $658.98       | 0.00%             | 2024-01-30      | Fixed         | 3.77%                 | No            |                  3 | On Loan: No      |
| 6021401.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2204 | PA      | $2020.19      | 0.00%             | 2024-04-25      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5934250.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2841 | PA      | $2483.58      | 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        |     10493 | PA      | $7671.43      | 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        |     42807 | PA      | $41562.32     | 0.02%             | 2024-02-26      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 6160799.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19494 | PA      | $18577.49     | 0.01%             | 2024-05-23      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 6012372.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12192 | PA      | $10414.33     | 0.00%             | 2024-04-20      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 5961889.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       859 | PA      | $823.27       | 0.00%             | 2024-04-04      | Fixed         | 5.04%                 | No            |                  3 | On Loan: No      |
| 6159657.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18182 | PA      | $17482.15     | 0.01%             | 2024-05-23      | Fixed         | 3.98%                 | No            |                  3 | On Loan: No      |
| 6025586.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2632 | PA      | $2485.58      | 0.00%             | 2024-04-26      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6161947.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2850 | PA      | $2696.01      | 0.00%             | 2024-05-25      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 5900239.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2773 | PA      | $2340.95      | 0.00%             | 2024-03-13      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| 6038595.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2706 | PA      | $2461.79      | 0.00%             | 2024-04-30      | Fixed         | 5.33%                 | No            |                  3 | On Loan: No      |
| 5923032.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1968 | PA      | $1366.42      | 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      | $303791.56    | 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        |    424510 | PA      | $426006.38    | 0.19%             | 2025-02-28      | Floating      | 13.48%                | No            |                  2 | On Loan: No      |
| 6005601.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       398 | PA      | $381.84       | 0.00%             | 2024-04-19      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 6004638.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2445 | PA      | $2276.15      | 0.00%             | 2024-04-18      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 6245870.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1571 | PA      | $1450.43      | 0.00%             | 2024-06-21      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 6147388.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2291 | PA      | $1960.77      | 0.00%             | 2024-05-19      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 5812389.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     72673 | PA      | $59861.25     | 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        |      3353 | PA      | $3258.23      | 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        |   2284222 | PA      | $841959.38    | 0.37%             | 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        |      1339 | PA      | $1210.17      | 0.00%             | 2024-03-01      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 5956260.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32436 | PA      | $31205.73     | 0.01%             | 2024-04-02      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6178469.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51921 | PA      | $48214.98     | 0.02%             | 2024-06-01      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| 5843913.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1365 | PA      | $1309.71      | 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        |     14540 | PA      | $13888.36     | 0.01%             | 2024-02-25      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5782240.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6587 | PA      | $6429.81      | 0.00%             | 2024-02-08      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5955484.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7147 | PA      | $6913.21      | 0.00%             | 2024-04-01      | Fixed         | 3.92%                 | No            |                  3 | On Loan: No      |
| 6243845.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7772 | PA      | $7298.46      | 0.00%             | 2024-06-21      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 5922138.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2453 | PA      | $2361.00      | 0.00%             | 2024-03-20      | Fixed         | 3.87%                 | No            |                  3 | On Loan: No      |
| 6165465.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7573 | PA      | $7216.07      | 0.00%             | 2024-05-26      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5998201.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8518 | PA      | $7922.36      | 0.00%             | 2024-04-17      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 6147400.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7499 | PA      | $6835.84      | 0.00%             | 2024-05-19      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| 5862607.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2016 | PA      | $1783.72      | 0.00%             | 2024-02-29      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 6148458.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       781 | PA      | $717.93       | 0.00%             | 2024-05-21      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 5788530.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25328 | PA      | $24591.82     | 0.01%             | 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        |     14591 | PA      | $13270.47     | 0.01%             | 2024-03-19      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5957586.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3188 | PA      | $3031.08      | 0.00%             | 2024-04-03      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| Rr Ltd                                                 | RR 6, Ltd.                                                          | CUSIP: 78110LAA4<br>LEI: 549300KSO6EE9C4GF767 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $422597.08    | 0.19%             | 2036-04-15      | Floating      | 9.93%                 | Yes           |                  2 | On Loan: No      |
| 6172035.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3468 | PA      | $3224.71      | 0.00%             | 2024-05-29      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| 5769142.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2261 | PA      | $2210.00      | 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        |      1459 | PA      | $1293.24      | 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        |     23115 | PA      | $19507.55     | 0.01%             | 2024-03-26      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 6065829.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1671 | PA      | $1516.02      | 0.00%             | 2024-05-08      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 6120534.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17261 | PA      | $16276.01     | 0.01%             | 2024-05-09      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 5948411.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6271 | PA      | $6031.98      | 0.00%             | 2024-03-29      | Fixed         | 4.58%                 | No            |                  3 | On Loan: No      |
| 6168406.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1492 | PA      | $1383.00      | 0.00%             | 2024-05-28      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 5894784.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1799 | PA      | $1722.40      | 0.00%             | 2024-03-10      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| 6025658.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4755 | PA      | $4445.27      | 0.00%             | 2024-04-26      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 6139952.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       705 | PA      | $670.31       | 0.00%             | 2024-05-17      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 5911483.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2164 | PA      | $1964.63      | 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        |     11465 | PA      | $10833.69     | 0.00%             | 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        |      2009 | PA      | $1931.24      | 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        |     10566 | PA      | $9188.07      | 0.00%             | 2024-03-16      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5995866.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1012 | PA      | $738.87       | 0.00%             | 2024-04-14      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 5848915.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1174 | PA      | $1142.40      | 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        |      4752 | PA      | $4613.66      | 0.00%             | 2024-02-15      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 5885410.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1110 | PA      | $1052.59      | 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        |     10624 | PA      | $10128.40     | 0.00%             | 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        |     11279 | PA      | $10799.20     | 0.00%             | 2024-03-20      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 6016631.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       874 | PA      | $760.26       | 0.00%             | 2024-04-23      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 5841032.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2512 | PA      | $2414.72      | 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        |      1925 | PA      | $1848.55      | 0.00%             | 2024-03-11      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5991793.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4628 | PA      | $4163.37      | 0.00%             | 2024-04-13      | Fixed         | 5.13%                 | No            |                  3 | On Loan: No      |
| 5909447.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5395 | PA      | $4099.16      | 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        |     26564 | PA      | $25760.18     | 0.01%             | 2024-03-27      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 6065062.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1003 | PA      | $909.98       | 0.00%             | 2024-05-08      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 5795146.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11119 | PA      | $10328.68     | 0.00%             | 2024-02-10      | Fixed         | 4.27%                 | No            |                  3 | On Loan: No      |
| 5966392.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       210 | PA      | $202.70       | 0.00%             | 2024-04-05      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 5995156.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11281 | PA      | $10013.95     | 0.00%             | 2024-04-14      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5985408.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4118 | PA      | $3191.25      | 0.00%             | 2024-04-12      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 6179408.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3627 | PA      | $3409.80      | 0.00%             | 2024-06-01      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 5885971.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12860 | PA      | $12275.30     | 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        |      2747 | PA      | $2679.23      | 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        |      1571 | PA      | $1506.70      | 0.00%             | 2024-03-01      | Fixed         | 5.51%                 | No            |                  3 | On Loan: No      |
| 6048389.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29616 | PA      | $28397.28     | 0.01%             | 2024-05-02      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5786294.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1588 | PA      | $1537.30      | 0.00%             | 2024-02-09      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 6046959.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10876 | PA      | $9647.72      | 0.00%             | 2024-05-02      | Fixed         | 5.33%                 | No            |                  3 | On Loan: No      |
| 6047686.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5036 | PA      | $4831.98      | 0.00%             | 2024-05-02      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 6011324.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3972 | PA      | $3848.21      | 0.00%             | 2024-04-20      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| Intelsat Jackson Holdings Sa                           | Intelsat Jackson Holdings SA                                        | CUSIP: L5137X117<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | EC               | CORP              | LU        |       440 | NS      | $2970.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 5811299.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5135 | PA      | $4993.70      | 0.00%             | 2024-02-12      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 6001610.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7699 | PA      | $7364.31      | 0.00%             | 2024-04-18      | Fixed         | 4.22%                 | No            |                  3 | On Loan: No      |
| 5856892.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5359 | PA      | $5109.06      | 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        |      4822 | PA      | $4670.19      | 0.00%             | 2024-02-04      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 5986428.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10883 | PA      | $9648.40      | 0.00%             | 2024-04-12      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 6249536.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8978 | PA      | $8319.46      | 0.00%             | 2024-06-22      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| 6165198.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5220 | PA      | $4993.97      | 0.00%             | 2024-05-26      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 6175588.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1076 | PA      | $989.83       | 0.00%             | 2024-05-30      | Fixed         | 5.46%                 | No            |                  3 | On Loan: No      |
| 6228152.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21121 | PA      | $19932.95     | 0.01%             | 2024-06-16      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 5855269.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3890 | PA      | $3698.28      | 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      | $735.62       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 6022549.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12866 | PA      | $11050.68     | 0.00%             | 2024-04-25      | Fixed         | 4.22%                 | No            |                  3 | On Loan: No      |
| 5805555.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1140 | PA      | $1118.04      | 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        |      5770 | PA      | $5534.26      | 0.00%             | 2024-03-14      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| 6257096.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10390 | PA      | $9894.15      | 0.00%             | 2024-06-27      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5997677.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4766 | PA      | $4289.17      | 0.00%             | 2024-04-16      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 5862968.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3688 | PA      | $2908.77      | 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        |   4177463 | PA      | $3884401.48   | 1.73%             | 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      | $74653.85     | 0.03%             | 2028-01-31      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| 5939525.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4890 | PA      | $4754.84      | 0.00%             | 2024-03-27      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 6242136.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13202 | PA      | $12368.36     | 0.01%             | 2024-06-20      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 6217580.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26711 | PA      | $24917.52     | 0.01%             | 2024-06-13      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| 5894409.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2622 | PA      | $2537.64      | 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      | $994835.88    | 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        |      1235 | PA      | $1198.02      | 0.00%             | 2024-03-13      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 6187185.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11529 | PA      | $10979.87     | 0.00%             | 2024-06-04      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 6163757.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24721 | PA      | $23658.30     | 0.01%             | 2024-05-25      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5781992.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3360 | PA      | $3272.69      | 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        |     17033 | PA      | $16510.62     | 0.01%             | 2024-02-09      | Fixed         | 4.27%                 | No            |                  3 | On Loan: No      |
| 6210345.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2042 | PA      | $1896.27      | 0.00%             | 2024-06-10      | Fixed         | 5.35%                 | No            |                  3 | On Loan: No      |
| 5845395.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21797 | PA      | $20964.95     | 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        |       899 | PA      | $777.39       | 0.00%             | 2024-03-27      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 6235680.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5938 | PA      | $5673.57      | 0.00%             | 2024-06-17      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 6057719.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1782 | PA      | $1717.75      | 0.00%             | 2024-05-04      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| 5943277.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2836 | PA      | $2761.30      | 0.00%             | 2024-03-28      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 6127355.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1174 | PA      | $901.07       | 0.00%             | 2024-05-13      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 6036593.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3185 | PA      | $3038.64      | 0.00%             | 2024-04-28      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5931033.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4822 | PA      | $4617.24      | 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      | $282320.25    | 0.13%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| UKG                                                    | UKG, Inc. TL 2L                                                     | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | LU        |    550000 | PA      | $507512.50    | 0.23%             | 2027-05-03      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| 5908353.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5281 | PA      | $4778.18      | 0.00%             | 2024-03-15      | Fixed         | 4.25%                 | No            |                  3 | On Loan: No      |
| 6044336.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       947 | PA      | $788.17       | 0.00%             | 2024-05-01      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| Atento Luxco 1 Sa                                      | Atento Luxco 1 SA                                                   | CUSIP: 04684LAC2<br>LEI: 549300MLFF3HYCZQTC48 | Long             | DBT              | CORP              | LU        |    150000 | PA      | $81000.00     | 0.04%             | 2026-02-10      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| 6165418.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3466 | PA      | $3243.09      | 0.00%             | 2024-05-26      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| 6125486.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9397 | PA      | $8932.09      | 0.00%             | 2024-05-11      | Fixed         | 5.03%                 | No            |                  3 | On Loan: No      |
| 6192352.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18913 | PA      | $18149.84     | 0.01%             | 2024-06-06      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6160438.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5122 | PA      | $4843.00      | 0.00%             | 2024-05-23      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| 6136546.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1187 | PA      | $952.28       | 0.00%             | 2024-05-16      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 6059814.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6370 | PA      | $5974.78      | 0.00%             | 2024-05-06      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 5822922.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13053 | PA      | $12661.59     | 0.01%             | 2024-02-17      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 6212158.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5340 | PA      | $5122.48      | 0.00%             | 2024-06-12      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5979869.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2245 | PA      | $1985.29      | 0.00%             | 2024-04-10      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| 6020771.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16606 | PA      | $15729.10     | 0.01%             | 2024-04-24      | Fixed         | 4.07%                 | No            |                  3 | On Loan: No      |
| 6163329.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7964 | PA      | $7487.28      | 0.00%             | 2024-05-25      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 6253713.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36377 | PA      | $34210.10     | 0.02%             | 2024-06-23      | Fixed         | 4.77%                 | No            |                  3 | On Loan: No      |
| 6050929.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48353 | PA      | $45608.38     | 0.02%             | 2024-05-03      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 5922700.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1040 | PA      | $1013.69      | 0.00%             | 2024-03-21      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 6134383.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11468 | PA      | $10532.41     | 0.00%             | 2024-05-15      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5997012.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       719 | PA      | $673.36       | 0.00%             | 2024-04-15      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 5778745.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8375 | PA      | $7922.68      | 0.00%             | 2024-02-05      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5951260.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8364 | PA      | $7252.89      | 0.00%             | 2024-03-29      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 6032819.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1509 | PA      | $1375.74      | 0.00%             | 2024-04-27      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 5776428.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1610 | PA      | $1567.76      | 0.00%             | 2024-02-05      | Fixed         | 3.28%                 | 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        |   1354336 | PA      | $1149737.12   | 0.51%             | 2037-09-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| 5819658.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       958 | PA      | $681.38       | 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      | $265832.27    | 0.12%             | 2023-10-25      | Floating      | 9.14%                 | Yes           |                  2 | On Loan: No      |
| 6135637.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14138 | PA      | $13519.50     | 0.01%             | 2024-05-16      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 6252538.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2825 | PA      | $2671.36      | 0.00%             | 2024-06-23      | Fixed         | 4.63%                 | No            |                  3 | On Loan: No      |
| 6136707.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27521 | PA      | $25146.90     | 0.01%             | 2024-05-16      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 5842129.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4717 | PA      | $4613.65      | 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        |      1417 | PA      | $873.46       | 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        |     14100 | PA      | $13136.88     | 0.01%             | 2024-02-17      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 6150986.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5700 | PA      | $5395.60      | 0.00%             | 2024-05-21      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 6063101.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5982 | PA      | $5615.60      | 0.00%             | 2024-05-07      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6003854.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1738 | PA      | $1671.75      | 0.00%             | 2024-04-18      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5773773.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       707 | PA      | $666.88       | 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        |       919 | PA      | $896.60       | 0.00%             | 2024-02-22      | Fixed         | 4.35%                 | No            |                  3 | On Loan: No      |
| 6137493.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4067 | PA      | $3913.11      | 0.00%             | 2024-05-16      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 6227062.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28990 | PA      | $27128.80     | 0.01%             | 2024-06-16      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 6162918.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4603 | PA      | $4403.84      | 0.00%             | 2024-05-25      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 6055767.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4812 | PA      | $3722.08      | 0.00%             | 2024-05-04      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                            | CUSIP: 38382YHR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9881889 | PA      | $572320.47    | 0.25%             | 2071-11-20      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| 5819294.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1784 | PA      | $1698.08      | 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        |      3246 | PA      | $2757.43      | 0.00%             | 2024-03-24      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| 6034237.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2761 | PA      | $2645.72      | 0.00%             | 2024-04-28      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5894796.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7528 | PA      | $7259.78      | 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        |      1284 | PA      | $1118.57      | 0.00%             | 2024-03-04      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 6042825.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       753 | PA      | $642.06       | 0.00%             | 2024-05-01      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 6133442.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       686 | PA      | $651.88       | 0.00%             | 2024-05-15      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| 5977030.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       432 | PA      | $398.52       | 0.00%             | 2024-04-07      | Fixed         | 4.76%                 | No            |                  3 | On Loan: No      |
| 6147024.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10624 | PA      | $10126.40     | 0.00%             | 2024-05-19      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6256003.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2767 | PA      | $2590.99      | 0.00%             | 2024-06-25      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 6158311.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6699 | PA      | $6198.16      | 0.00%             | 2024-05-23      | Fixed         | 4.94%                 | No            |                  3 | On Loan: No      |
| 6158761.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15180 | PA      | $14367.09     | 0.01%             | 2024-05-23      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 6208545.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10672 | PA      | $10153.91     | 0.00%             | 2024-06-09      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5752597.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2256 | PA      | $1902.38      | 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        |      1989 | PA      | $1631.99      | 0.00%             | 2024-03-06      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| 6248894.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8286 | PA      | $7679.77      | 0.00%             | 2024-06-22      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| 5986100.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7217 | PA      | $6192.49      | 0.00%             | 2024-04-12      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| 6211611.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       941 | PA      | $902.78       | 0.00%             | 2024-06-12      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 5972055.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       956 | PA      | $735.36       | 0.00%             | 2024-04-06      | Fixed         | 5.26%                 | No            |                  3 | On Loan: No      |
| 5841414.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10094 | PA      | $9791.94      | 0.00%             | 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        |     28481 | PA      | $25156.99     | 0.01%             | 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        |     14275 | PA      | $13741.09     | 0.01%             | 2024-03-18      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 6218902.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10920 | PA      | $10320.25     | 0.00%             | 2024-06-14      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 6146331.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6794 | PA      | $6326.25      | 0.00%             | 2024-05-18      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5851378.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2633 | PA      | $2291.66      | 0.00%             | 2024-02-25      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 6235010.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1373 | PA      | $1280.55      | 0.00%             | 2024-06-17      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| 5986607.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3184 | PA      | $2986.36      | 0.00%             | 2024-04-12      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| Edgewater Generation LLC                               | Edgewater Generation LLC                                            | CUSIP: N/A<br>LEI: 5493004PLDT1L28SWG83       | Long             | LON              | CORP              | US        |    167777 | PA      | $159724.08    | 0.07%             | 2025-12-13      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| 5817817.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1420 | PA      | $1389.79      | 0.00%             | 2024-02-15      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| 6004245.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       852 | PA      | $792.59       | 0.00%             | 2024-04-18      | Fixed         | 3.65%                 | No            |                  3 | On Loan: No      |
| 6107039.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1610 | PA      | $1491.86      | 0.00%             | 2024-05-09      | Fixed         | 5.41%                 | No            |                  3 | On Loan: No      |
| 6126811.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8737 | PA      | $7876.76      | 0.00%             | 2024-05-13      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 5807999.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3819 | PA      | $3725.55      | 0.00%             | 2024-02-12      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 5944840.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3357 | PA      | $3196.16      | 0.00%             | 2024-03-28      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5996750.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2322 | PA      | $2233.49      | 0.00%             | 2024-04-15      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5933422.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13268 | PA      | $12941.43     | 0.01%             | 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        |      4988 | PA      | $4714.90      | 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        |       321 | PA      | $313.42       | 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        |    600000 | PA      | $393495.00    | 0.17%             | 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        |       644 | PA      | $630.99       | 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        |      1668 | PA      | $1633.76      | 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        |      1149 | PA      | $1118.59      | 0.00%             | 2024-02-24      | Fixed         | 3.43%                 | No            |                  3 | On Loan: No      |
| 6147703.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9404 | PA      | $9045.29      | 0.00%             | 2024-05-20      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6044399.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7063 | PA      | $6515.92      | 0.00%             | 2024-05-01      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 6023917.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14783 | PA      | $12155.10     | 0.01%             | 2024-04-25      | Fixed         | 4.47%                 | No            |                  3 | On Loan: No      |
| 6022261.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6338 | PA      | $5999.28      | 0.00%             | 2024-04-25      | Fixed         | 4.47%                 | No            |                  3 | On Loan: No      |
| 5962758.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2204 | PA      | $2073.90      | 0.00%             | 2024-04-04      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| 5753400.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6834 | PA      | $6628.70      | 0.00%             | 2024-01-29      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 6147022.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1229 | PA      | $960.97       | 0.00%             | 2024-05-19      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 5849361.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1142 | PA      | $951.07       | 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        |     11611 | PA      | $11063.30     | 0.00%             | 2024-02-29      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 6001861.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12410 | PA      | $12012.06     | 0.01%             | 2024-04-18      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| 6165645.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3683 | PA      | $3430.56      | 0.00%             | 2024-05-27      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 6180621.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9155 | PA      | $8559.77      | 0.00%             | 2024-06-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 6044366.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4383 | PA      | $3888.04      | 0.00%             | 2024-05-01      | Fixed         | 5.33%                 | No            |                  3 | On Loan: No      |
| 5930499.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     75050 | PA      | $70064.58     | 0.03%             | 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        |      1091 | PA      | $1061.20      | 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        |      2248 | PA      | $2183.15      | 0.00%             | 2024-03-21      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 6165051.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22857 | PA      | $20860.52     | 0.01%             | 2024-05-26      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 5948461.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7926 | PA      | $6273.45      | 0.00%             | 2024-03-29      | Fixed         | 5.14%                 | 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        |     32941 | PA      | $17682.12     | 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        |      1491 | PA      | $1446.52      | 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        |       485 | PA      | $474.21       | 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      | $271211.34    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| 6146818.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5558 | PA      | $5346.16      | 0.00%             | 2024-05-19      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 6047584.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30105 | PA      | $28866.11     | 0.01%             | 2024-05-02      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6053751.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13500 | PA      | $12811.04     | 0.01%             | 2024-05-03      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5895382.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       857 | PA      | $806.52       | 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      | $398925.33    | 0.18%             | 2030-07-20      | Floating      | 9.74%                 | Yes           |                  2 | On Loan: No      |
| 6224365.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38222 | PA      | $36818.25     | 0.02%             | 2024-06-15      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6164993.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6461 | PA      | $6210.72      | 0.00%             | 2024-05-26      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5894617.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1574 | PA      | $1311.06      | 0.00%             | 2024-03-10      | Fixed         | 5.49%                 | No            |                  3 | On Loan: No      |
| 6124808.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2836 | PA      | $2625.36      | 0.00%             | 2024-05-11      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 6013126.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       971 | PA      | $924.42       | 0.00%             | 2024-04-21      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5866547.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5820 | PA      | $5495.01      | 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        |     20353 | PA      | $19487.32     | 0.01%             | 2024-03-07      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 6166378.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6415 | PA      | $5996.96      | 0.00%             | 2024-05-28      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5892822.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3188 | PA      | $2893.42      | 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        |     15411 | PA      | $14952.38     | 0.01%             | 2024-01-29      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 6051067.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1849 | PA      | $1706.59      | 0.00%             | 2024-05-03      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 5776821.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6356 | PA      | $6136.06      | 0.00%             | 2024-02-05      | Fixed         | 4.10%                 | No            |                  3 | On Loan: No      |
| 6144042.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12371 | PA      | $10542.72     | 0.00%             | 2024-05-18      | Fixed         | 4.80%                 | 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      | $2564.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5985948.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26893 | PA      | $24449.69     | 0.01%             | 2024-04-12      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| 6134421.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3994 | PA      | $3835.33      | 0.00%             | 2024-05-15      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                            | CUSIP: 38383GRK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15868983 | PA      | $132851.95    | 0.06%             | 2052-01-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| 6252588.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20583 | PA      | $19274.63     | 0.01%             | 2024-06-23      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 5910133.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1752 | PA      | $1666.22      | 0.00%             | 2024-03-16      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 6065971.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8537 | PA      | $8141.98      | 0.00%             | 2024-05-08      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6023513.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2568 | PA      | $2368.33      | 0.00%             | 2024-04-25      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 6032249.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2338 | PA      | $2228.66      | 0.00%             | 2024-04-27      | Fixed         | 4.83%                 | 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      | $5548230.20   | 2.47%             | 2059-11-25      | Floating      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| 5989475.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1081 | PA      | $1013.29      | 0.00%             | 2024-04-13      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6235955.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43963 | PA      | $41884.08     | 0.02%             | 2024-06-18      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5853349.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33957 | PA      | $32788.98     | 0.01%             | 2024-02-26      | Fixed         | 4.45%                 | No            |                  3 | On Loan: No      |
| 5960366.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16603 | PA      | $15247.71     | 0.01%             | 2024-04-03      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5931887.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6811 | PA      | $4839.88      | 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      | $404.86       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5997456.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2239 | PA      | $2159.56      | 0.00%             | 2024-04-16      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5751825.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       246 | PA      | $229.29       | 0.00%             | 2024-01-28      | Fixed         | 3.49%                 | No            |                  3 | On Loan: No      |
| 6121713.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5396 | PA      | $5038.84      | 0.00%             | 2024-05-10      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 5834066.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5778 | PA      | $5489.71      | 0.00%             | 2024-02-19      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5951864.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11217 | PA      | $10267.33     | 0.00%             | 2024-03-29      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 5939298.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12347 | PA      | $10432.92     | 0.00%             | 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        |      3374 | PA      | $3167.66      | 0.00%             | 2024-03-23      | Fixed         | 3.87%                 | No            |                  3 | On Loan: No      |
| 6213509.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1003 | PA      | $922.99       | 0.00%             | 2024-06-12      | Fixed         | 5.36%                 | No            |                  3 | On Loan: No      |
| 6035520.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     73252 | PA      | $62859.74     | 0.03%             | 2024-04-28      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5930835.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16820 | PA      | $16367.60     | 0.01%             | 2024-03-23      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 6059497.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10926 | PA      | $10364.68     | 0.00%             | 2024-05-06      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 6185852.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7916 | PA      | $7426.87      | 0.00%             | 2024-06-03      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 6018121.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6399 | PA      | $6003.58      | 0.00%             | 2024-04-24      | Fixed         | 4.22%                 | No            |                  3 | On Loan: No      |
| 5856396.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12068 | PA      | $11716.12     | 0.01%             | 2024-02-28      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| 5956422.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1432 | PA      | $1377.39      | 0.00%             | 2024-04-02      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| Fanniemae-aces                                         | Fannie Mae-Aces                                                     | CUSIP: 3136B7FE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  33723571 | PA      | $272054.79    | 0.12%             | 2029-10-25      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| 5818130.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       506 | PA      | $492.52       | 0.00%             | 2024-02-15      | Fixed         | 3.57%                 | No            |                  3 | On Loan: No      |
| 5964949.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       759 | PA      | $721.75       | 0.00%             | 2024-04-05      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 6032205.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4979 | PA      | $4707.89      | 0.00%             | 2024-04-27      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 6009424.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9723 | PA      | $9419.79      | 0.00%             | 2024-04-20      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 6047988.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1235 | PA      | $1127.53      | 0.00%             | 2024-05-02      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5954434.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3582 | PA      | $3441.49      | 0.00%             | 2024-03-30      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| 6205347.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1297 | PA      | $1195.15      | 0.00%             | 2024-06-08      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| 5990700.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1441 | PA      | $1375.69      | 0.00%             | 2024-04-13      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| 5875758.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11559 | PA      | $10848.13     | 0.00%             | 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      | $19558.00     | 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        |     10567 | PA      | $10343.43     | 0.00%             | 2024-02-26      | Fixed         | 2.97%                 | 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      | $460682.68    | 0.20%             | 2030-07-29      | Floating      | 10.91%                | Yes           |                  2 | On Loan: No      |
| 6191976.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2120 | PA      | $1949.58      | 0.00%             | 2024-06-06      | Fixed         | 5.46%                 | No            |                  3 | On Loan: No      |
| 5993775.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6043 | PA      | $5776.00      | 0.00%             | 2024-04-14      | Fixed         | 4.09%                 | No            |                  3 | On Loan: No      |
| 5996864.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4091 | PA      | $3944.96      | 0.00%             | 2024-04-15      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5994763.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14478 | PA      | $13963.65     | 0.01%             | 2024-04-14      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| Luminent Mortgage Trust                                | Luminent Mortgage Trust                                             | CUSIP: 55027AAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1427187 | PA      | $1082221.83   | 0.48%             | 2036-05-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| 6146558.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11914 | PA      | $11231.42     | 0.00%             | 2024-05-18      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 5811431.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36115 | PA      | $34909.04     | 0.02%             | 2024-02-12      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5965077.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6514 | PA      | $4316.99      | 0.00%             | 2024-04-05      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| 6163895.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2323 | PA      | $2220.57      | 0.00%             | 2024-05-25      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 6034244.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11527 | PA      | $10054.69     | 0.00%             | 2024-04-28      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| Bioplus Acquisition Corp                               | BioPlus Acquisition Corp.                                           | CUSIP: G11217109<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     29282 | NS      | $299847.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| 5767708.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6046 | PA      | $5886.26      | 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        |      2718 | PA      | $2595.20      | 0.00%             | 2024-03-18      | Fixed         | 3.88%                 | No            |                  3 | On Loan: No      |
| 6033991.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2403 | PA      | $2035.38      | 0.00%             | 2024-04-28      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 6144826.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4077 | PA      | $3755.11      | 0.00%             | 2024-05-18      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 6046273.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16835 | PA      | $16153.87     | 0.01%             | 2024-05-02      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5864850.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       455 | PA      | $398.20       | 0.00%             | 2024-02-29      | Fixed         | 4.13%                 | No            |                  3 | On Loan: No      |
| 5973208.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2625 | PA      | $2356.29      | 0.00%             | 2024-04-06      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 5995591.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44833 | PA      | $41197.63     | 0.02%             | 2024-04-14      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 6173418.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10105 | PA      | $9455.91      | 0.00%             | 2024-05-30      | Fixed         | 4.99%                 | 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        |  26031460 | NS      | $26031460.38  | 11.57%            |  |  |  | No            |                  1 | On Loan: No      |
| 5874579.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9729 | PA      | $9336.55      | 0.00%             | 2024-03-02      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 6185889.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       767 | PA      | $694.85       | 0.00%             | 2024-06-03      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 5817452.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3996 | PA      | $3309.22      | 0.00%             | 2024-02-15      | Fixed         | 3.42%                 | No            |                  3 | On Loan: No      |
| 5764789.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2507 | PA      | $2248.29      | 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      | $247162.61    | 0.11%             | 2027-10-15      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| 6021274.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1578 | PA      | $1439.58      | 0.00%             | 2024-04-25      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 6031857.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       914 | PA      | $846.73       | 0.00%             | 2024-04-27      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 6144348.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1928 | PA      | $1676.67      | 0.00%             | 2024-05-18      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| 6144862.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27858 | PA      | $26736.75     | 0.01%             | 2024-05-18      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6136885.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11970 | PA      | $10400.15     | 0.00%             | 2024-05-16      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5919732.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1823 | PA      | $1745.88      | 0.00%             | 2024-03-20      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 6007550.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1470 | PA      | $1399.38      | 0.00%             | 2024-04-19      | Fixed         | 4.71%                 | 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      | $399223.13    | 0.18%             | 2030-10-15      | Floating      | 9.58%                 | Yes           |                  2 | On Loan: No      |
| 5772969.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42637 | PA      | $41443.41     | 0.02%             | 2024-02-04      | Fixed         | 4.10%                 | No            |                  3 | On Loan: No      |
| 6164957.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29681 | PA      | $28286.61     | 0.01%             | 2024-05-26      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5992071.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13462 | PA      | $12939.76     | 0.01%             | 2024-04-13      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5744976.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8063 | PA      | $7849.34      | 0.00%             | 2024-01-27      | Fixed         | 3.75%                 | No            |                  3 | On Loan: No      |
| 6159782.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20002 | PA      | $18990.23     | 0.01%             | 2024-05-23      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 6059737.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8272 | PA      | $7807.17      | 0.00%             | 2024-05-06      | Fixed         | 5.34%                 | No            |                  3 | On Loan: No      |
| 5934216.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3248 | PA      | $3104.05      | 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        |      2316 | PA      | $2267.64      | 0.00%             | 2024-02-12      | Fixed         | 3.30%                 | No            |                  3 | On Loan: No      |
| 6212592.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2212 | PA      | $2035.55      | 0.00%             | 2024-06-12      | Fixed         | 5.48%                 | No            |                  3 | On Loan: No      |
| 5908068.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16764 | PA      | $15258.55     | 0.01%             | 2024-03-15      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5945227.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1005 | PA      | $963.20       | 0.00%             | 2024-03-28      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 6035497.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3352 | PA      | $3216.81      | 0.00%             | 2024-04-28      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 5913821.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11635 | PA      | $11237.03     | 0.00%             | 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        |      4926 | PA      | $4192.32      | 0.00%             | 2024-03-22      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 6208834.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11336 | PA      | $10643.19     | 0.00%             | 2024-06-09      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 5976739.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2423 | PA      | $2226.05      | 0.00%             | 2024-04-07      | Fixed         | 5.41%                 | No            |                  3 | On Loan: No      |
| 5793883.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1971 | PA      | $1378.24      | 0.00%             | 2024-02-10      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5993620.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2955 | PA      | $2824.47      | 0.00%             | 2024-04-14      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 6027214.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7615 | PA      | $6476.98      | 0.00%             | 2024-04-26      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 6160405.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9967 | PA      | $8932.24      | 0.00%             | 2024-05-23      | Fixed         | 5.03%                 | No            |                  3 | On Loan: No      |
| 5817832.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1962 | PA      | $1882.08      | 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        |      1933 | PA      | $1805.13      | 0.00%             | 2024-02-21      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5953851.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20012 | PA      | $15868.09     | 0.01%             | 2024-03-30      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 5963651.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1620 | PA      | $1552.60      | 0.00%             | 2024-04-04      | Fixed         | 4.85%                 | No            |                  3 | On Loan: No      |
| 6026455.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2048 | PA      | $1924.29      | 0.00%             | 2024-04-26      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 6228688.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8603 | PA      | $8019.15      | 0.00%             | 2024-06-16      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| 5904320.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8728 | PA      | $8197.44      | 0.00%             | 2024-03-14      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| 6121605.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4558 | PA      | $4369.73      | 0.00%             | 2024-05-10      | Fixed         | 4.31%                 | No            |                  3 | On Loan: No      |
| 6009391.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3734 | PA      | $3313.31      | 0.00%             | 2024-04-20      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 6249504.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1249 | PA      | $1158.28      | 0.00%             | 2024-06-22      | Fixed         | 5.21%                 | No            |                  3 | On Loan: No      |
| 5863305.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       458 | PA      | $438.48       | 0.00%             | 2024-02-29      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 6236145.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15961 | PA      | $15206.71     | 0.01%             | 2024-06-18      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5899484.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2695 | PA      | $2161.68      | 0.00%             | 2024-03-13      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| 6014190.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       996 | PA      | $791.45       | 0.00%             | 2024-04-21      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| 5977118.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2455 | PA      | $2344.71      | 0.00%             | 2024-04-07      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| 5890858.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4813 | PA      | $4662.10      | 0.00%             | 2024-03-08      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 6165307.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3215 | PA      | $2894.68      | 0.00%             | 2024-05-26      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                            | CUSIP: 38383FLN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6784752 | PA      | $140515.62    | 0.06%             | 2051-12-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| 6016629.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1506 | PA      | $1454.49      | 0.00%             | 2024-04-23      | Fixed         | 3.85%                 | No            |                  3 | On Loan: No      |
| 6228725.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3240 | PA      | $3059.73      | 0.00%             | 2024-06-16      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5855333.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1198 | PA      | $1108.36      | 0.00%             | 2024-02-27      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 6024890.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4653 | PA      | $4381.58      | 0.00%             | 2024-04-26      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 5912575.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40742 | PA      | $39453.15     | 0.02%             | 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        |      5952 | PA      | $5755.99      | 0.00%             | 2024-02-24      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6143583.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22433 | PA      | $21130.19     | 0.01%             | 2024-05-18      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5962995.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2986 | PA      | $2712.04      | 0.00%             | 2024-04-04      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| 5815015.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7808 | PA      | $7329.37      | 0.00%             | 2024-02-15      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 6033558.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2362 | PA      | $2240.28      | 0.00%             | 2024-04-28      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 5958691.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40400 | PA      | $36689.47     | 0.02%             | 2024-04-03      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| Triumph Group Inc                                      | Triumph Group, Inc.                                                 | CUSIP: 896818AP6<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |     90000 | PA      | $76695.30     | 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      | $351237.00    | 0.16%             | 2029-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| 6003364.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3902 | PA      | $3741.14      | 0.00%             | 2024-04-18      | Fixed         | 4.22%                 | No            |                  3 | On Loan: No      |
| Movida Europe Sa                                       | Movida Europe SA                                                    | CUSIP: BN7992835<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $150218.67    | 0.07%             | 2031-02-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| 5985893.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2320 | PA      | $2032.32      | 0.00%             | 2024-04-12      | Fixed         | 5.48%                 | No            |                  3 | On Loan: No      |
| 6034075.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7995 | PA      | $7388.49      | 0.00%             | 2024-04-28      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 6249507.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1974 | PA      | $1822.72      | 0.00%             | 2024-06-22      | Fixed         | 5.31%                 | No            |                  3 | On Loan: No      |
| 6209852.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7779 | PA      | $7462.20      | 0.00%             | 2024-06-10      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 6158753.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3070 | PA      | $2890.93      | 0.00%             | 2024-05-23      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 6229307.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20320 | PA      | $19046.58     | 0.01%             | 2024-06-16      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 6055730.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1809 | PA      | $1721.48      | 0.00%             | 2024-05-04      | Fixed         | 5.41%                 | No            |                  3 | On Loan: No      |
| 6059469.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3894 | PA      | $3676.96      | 0.00%             | 2024-05-06      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| 5771870.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1938 | PA      | $1889.92      | 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        |      3901 | PA      | $3808.80      | 0.00%             | 2024-01-31      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 6016524.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3213 | PA      | $3014.11      | 0.00%             | 2024-04-22      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| 5893868.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1461 | PA      | $1200.34      | 0.00%             | 2024-03-09      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 6060281.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3737 | PA      | $3584.84      | 0.00%             | 2024-05-07      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6170380.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11361 | PA      | $10613.79     | 0.00%             | 2024-05-29      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| 5924046.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1191 | PA      | $1146.15      | 0.00%             | 2024-03-21      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 6051341.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1426 | PA      | $1356.52      | 0.00%             | 2024-05-03      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| 5898825.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2440 | PA      | $1604.51      | 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        |      3647 | PA      | $3185.90      | 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        |      3416 | PA      | $3340.25      | 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        |      3126 | PA      | $3033.31      | 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        |      1171 | PA      | $1133.55      | 0.00%             | 2024-01-31      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 5989449.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       680 | PA      | $658.78       | 0.00%             | 2024-04-13      | Fixed         | 4.01%                 | No            |                  3 | On Loan: No      |
| 5807451.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1009 | PA      | $717.75       | 0.00%             | 2024-02-12      | Fixed         | 5.22%                 | No            |                  3 | On Loan: No      |
| 6227239.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4980 | PA      | $4797.88      | 0.00%             | 2024-06-16      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5835472.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6704 | PA      | $6554.37      | 0.00%             | 2024-02-21      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 6241809.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16249 | PA      | $15211.50     | 0.01%             | 2024-06-20      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5985346.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1900 | PA      | $1817.05      | 0.00%             | 2024-04-12      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| 5918033.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3410 | PA      | $3303.60      | 0.00%             | 2024-03-19      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 6139993.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       984 | PA      | $768.38       | 0.00%             | 2024-05-17      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 5833486.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55724 | PA      | $54332.47     | 0.02%             | 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        |      2358 | PA      | $2153.74      | 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        |      2281 | PA      | $1729.29      | 0.00%             | 2024-03-13      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5955444.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4651 | PA      | $4369.16      | 0.00%             | 2024-03-30      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 6158712.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4931 | PA      | $4556.46      | 0.00%             | 2024-05-23      | Fixed         | 4.94%                 | No            |                  3 | On Loan: No      |
| 6017795.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3601 | PA      | $3470.57      | 0.00%             | 2024-04-24      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 6161107.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12979 | PA      | $11469.33     | 0.01%             | 2024-05-24      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 6255985.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1278 | PA      | $1175.48      | 0.00%             | 2024-06-25      | Fixed         | 5.37%                 | No            |                  3 | On Loan: No      |
| 6237768.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3003 | PA      | $2794.04      | 0.00%             | 2024-06-19      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 5939421.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2075 | PA      | $1942.18      | 0.00%             | 2024-03-27      | Fixed         | 3.85%                 | No            |                  3 | On Loan: No      |
| 6146264.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6977 | PA      | $6579.48      | 0.00%             | 2024-05-18      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 6145083.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7578 | PA      | $6772.22      | 0.00%             | 2024-05-18      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| Lcm Ltd Partnership                                    | LCM XIV LP                                                          | CUSIP: 50184WAC6<br>LEI: 549300NGJ6CPPJRPGL08 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $359401.63    | 0.16%             | 2031-07-20      | Floating      | 9.74%                 | Yes           |                  2 | On Loan: No      |
| 5894491.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       346 | PA      | $323.72       | 0.00%             | 2024-03-10      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6126223.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15463 | PA      | $14564.30     | 0.01%             | 2024-05-12      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 6132926.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1128 | PA      | $1038.04      | 0.00%             | 2024-05-15      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| Countrywide Home Loans                                 | CHL Mortgage Pass-Through Trust                                     | CUSIP: 12669GLJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1441724 | PA      | $1275581.73   | 0.57%             | 2035-03-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| 5854809.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       273 | PA      | $260.36       | 0.00%             | 2024-02-26      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| 6160112.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10225 | PA      | $9786.69      | 0.00%             | 2024-05-23      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 6162170.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4169 | PA      | $3429.92      | 0.00%             | 2024-05-25      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 6037480.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7319 | PA      | $7001.78      | 0.00%             | 2024-04-29      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5996245.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5660 | PA      | $4748.74      | 0.00%             | 2024-04-14      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| 5757608.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4872 | PA      | $3837.83      | 0.00%             | 2024-01-31      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 6256027.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34185 | PA      | $32146.07     | 0.01%             | 2024-06-25      | Fixed         | 4.76%                 | 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      | $934629.00    | 0.42%             | 2026-09-16      | Floating      | 6.98%                 | Yes           |                  2 | On Loan: No      |
| 6017004.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5672 | PA      | $5416.56      | 0.00%             | 2024-04-23      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5751630.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1560 | PA      | $1513.99      | 0.00%             | 2024-01-28      | Fixed         | 4.10%                 | No            |                  3 | On Loan: No      |
| 6169360.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16485 | PA      | $15459.77     | 0.01%             | 2024-05-28      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 6170281.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4040 | PA      | $3768.51      | 0.00%             | 2024-05-29      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 5990168.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2232 | PA      | $2103.62      | 0.00%             | 2024-04-13      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6056295.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5147 | PA      | $4134.89      | 0.00%             | 2024-05-04      | Fixed         | 5.36%                 | No            |                  3 | On Loan: No      |
| 6180861.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     66618 | PA      | $63032.31     | 0.03%             | 2024-06-01      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6051481.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6181 | PA      | $5929.92      | 0.00%             | 2024-05-03      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 5905088.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       776 | PA      | $729.73       | 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        |       791 | PA      | $762.35       | 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        |      4105 | PA      | $3992.58      | 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        |      2344 | PA      | $2234.31      | 0.00%             | 2024-02-07      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 6017754.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5173 | PA      | $4830.86      | 0.00%             | 2024-04-24      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 5867181.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27102 | PA      | $21282.27     | 0.01%             | 2024-02-29      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6196578.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1483 | PA      | $1421.97      | 0.00%             | 2024-06-07      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 6157647.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2633 | PA      | $2458.37      | 0.00%             | 2024-05-23      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5787977.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5096 | PA      | $4954.00      | 0.00%             | 2024-02-09      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| Bain Capital Specialty F                               | Bain Capital Specialty Finance, Inc.                                | CUSIP: 05684BAC1<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1122242.49   | 0.50%             | 2026-10-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| 5990541.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1484 | PA      | $1408.11      | 0.00%             | 2024-04-13      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| 5877302.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       999 | PA      | $559.10       | 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        |      7624 | PA      | $7349.18      | 0.00%             | 2024-03-22      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 6021380.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1877 | PA      | $1801.46      | 0.00%             | 2024-04-25      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 5940038.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2846 | PA      | $2716.57      | 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      | $60063.51     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 5983172.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2039 | PA      | $1944.35      | 0.00%             | 2024-04-11      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 5907516.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5184 | PA      | $5029.84      | 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      | $400188.45    | 0.18%             | 2031-01-15      | Floating      | 9.23%                 | Yes           |                  2 | On Loan: No      |
| 5978139.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     64213 | PA      | $61452.39     | 0.03%             | 2024-04-08      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| 6038898.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12802 | PA      | $11953.70     | 0.01%             | 2024-04-30      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| 5882171.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3090 | PA      | $1514.81      | 0.00%             | 2024-03-06      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 6243629.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4602 | PA      | $4420.97      | 0.00%             | 2024-06-20      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| 5767199.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       918 | PA      | $772.60       | 0.00%             | 2024-02-03      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 6055019.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32238 | PA      | $30868.42     | 0.01%             | 2024-05-04      | Fixed         | 4.58%                 | No            |                  3 | On Loan: No      |
| 5919307.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2931 | PA      | $2471.53      | 0.00%             | 2024-03-20      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5933691.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6611 | PA      | $4660.87      | 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      | $379151.55    | 0.17%             | 2026-02-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| 6034971.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4240 | PA      | $3386.45      | 0.00%             | 2024-04-28      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| Envision Healthcare Corp                               | Envision Healthcare Corp.                                           | CUSIP: 29373UAF8<br>LEI: 549300OL60X0LPKY8N60 | Long             | LON              | CORP              | US        |    300998 | PA      | $105349.31    | 0.05%             | 2027-03-31      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| 5929632.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11160 | PA      | $10782.36     | 0.00%             | 2024-03-22      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5976835.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       334 | PA      | $321.71       | 0.00%             | 2024-04-07      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5994047.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2159 | PA      | $2070.41      | 0.00%             | 2024-04-14      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5871529.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2459 | PA      | $2400.84      | 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        |     25817 | PA      | $25061.85     | 0.01%             | 2024-02-25      | Fixed         | 3.77%                 | No            |                  3 | On Loan: No      |
| 6149128.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1668 | PA      | $1579.50      | 0.00%             | 2024-05-21      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 5945549.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15389 | PA      | $14955.16     | 0.01%             | 2024-03-28      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 5855296.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2411 | PA      | $2342.71      | 0.00%             | 2024-02-27      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 6238668.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6064 | PA      | $5706.61      | 0.00%             | 2024-06-19      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 6126406.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1999 | PA      | $1758.83      | 0.00%             | 2024-05-12      | Fixed         | 5.08%                 | 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      | $58165.74     | 0.03%             | 2024-07-16      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| 6059557.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1249 | PA      | $1134.36      | 0.00%             | 2024-05-06      | Fixed         | 5.36%                 | No            |                  3 | On Loan: No      |
| 5945231.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2393 | PA      | $2091.23      | 0.00%             | 2024-03-28      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 6235255.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4295 | PA      | $3992.61      | 0.00%             | 2024-06-17      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5843581.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3495 | PA      | $3392.68      | 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      | $330623.16    | 0.15%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| 6034950.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1434 | PA      | $1032.91      | 0.00%             | 2024-04-28      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| 6158675.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4221 | PA      | $4038.45      | 0.00%             | 2024-05-23      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 6202797.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3748 | PA      | $3506.73      | 0.00%             | 2024-06-08      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 6243661.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3986 | PA      | $3666.74      | 0.00%             | 2024-06-20      | Fixed         | 5.35%                 | No            |                  3 | On Loan: No      |
| Vmc Finance Llc                                        | VMC Finance LLC                                                     | CUSIP: 91834PAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    440481 | PA      | $412331.64    | 0.18%             | 2036-09-15      | Floating      | 6.98%                 | Yes           |                  2 | On Loan: No      |
| 6126737.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       458 | PA      | $415.52       | 0.00%             | 2024-05-13      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 6016635.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3548 | PA      | $3243.69      | 0.00%             | 2024-04-23      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 5878127.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1119 | PA      | $826.97       | 0.00%             | 2024-03-04      | Fixed         | 5.41%                 | No            |                  3 | On Loan: No      |
| 6191158.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10231 | PA      | $9394.45      | 0.00%             | 2024-06-06      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 6136685.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4177 | PA      | $4019.01      | 0.00%             | 2024-05-16      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5863263.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8934 | PA      | $8426.47      | 0.00%             | 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        |       521 | PA      | $503.57       | 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        |      2076 | PA      | $1979.21      | 0.00%             | 2024-02-11      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 6202843.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2662 | PA      | $2473.79      | 0.00%             | 2024-06-08      | Fixed         | 5.26%                 | No            |                  3 | On Loan: No      |
| 6001747.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1847 | PA      | $1729.86      | 0.00%             | 2024-04-18      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 6006733.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10208 | PA      | $9828.13      | 0.00%             | 2024-04-19      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 6163544.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7134 | PA      | $6607.69      | 0.00%             | 2024-05-25      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 5853711.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3100 | PA      | $2892.03      | 0.00%             | 2024-02-26      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 6133681.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14774 | PA      | $12987.99     | 0.01%             | 2024-05-15      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 6012036.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     70846 | PA      | $65680.34     | 0.03%             | 2024-04-20      | Fixed         | 4.24%                 | No            |                  3 | On Loan: No      |
| 6249984.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11365 | PA      | $10642.79     | 0.00%             | 2024-06-22      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 6160862.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3433 | PA      | $3136.92      | 0.00%             | 2024-05-24      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 5913876.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1229 | PA      | $1192.43      | 0.00%             | 2024-03-17      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 6238382.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3612 | PA      | $3336.63      | 0.00%             | 2024-06-19      | Fixed         | 5.27%                 | No            |                  3 | On Loan: No      |
| 5985252.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9386 | PA      | $8928.76      | 0.00%             | 2024-04-12      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 6164731.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8315 | PA      | $6363.08      | 0.00%             | 2024-05-25      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5823664.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48239 | PA      | $46224.51     | 0.02%             | 2024-02-17      | Fixed         | 4.03%                 | No            |                  3 | On Loan: No      |
| 5944136.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18174 | PA      | $17629.30     | 0.01%             | 2024-03-28      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5821255.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2050 | PA      | $1982.91      | 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        |      4105 | PA      | $3811.33      | 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        |      3987 | PA      | $3880.91      | 0.00%             | 2024-03-08      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| 6216263.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1907 | PA      | $1749.06      | 0.00%             | 2024-06-13      | Fixed         | 5.48%                 | No            |                  3 | On Loan: No      |
| 6054210.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2287 | PA      | $2109.14      | 0.00%             | 2024-05-03      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 5950859.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26754 | PA      | $25597.83     | 0.01%             | 2024-03-29      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 6203307.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10361 | PA      | $9600.69      | 0.00%             | 2024-06-08      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| 5893999.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4771 | PA      | $4474.74      | 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        |      3579 | PA      | $3499.54      | 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        |       695 | PA      | $673.23       | 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        |      2222 | PA      | $1888.29      | 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        |       677 | PA      | $592.30       | 0.00%             | 2024-02-02      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 6229143.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1985 | PA      | $1845.81      | 0.00%             | 2024-06-16      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 6066832.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2544 | PA      | $2314.65      | 0.00%             | 2024-05-08      | Fixed         | 5.34%                 | No            |                  3 | On Loan: No      |
| 5888030.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3008 | PA      | $2813.50      | 0.00%             | 2024-03-08      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| 6009664.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4473 | PA      | $4333.06      | 0.00%             | 2024-04-20      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 5829270.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18890 | PA      | $18497.77     | 0.01%             | 2024-02-18      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 6139708.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10476 | PA      | $10055.31     | 0.00%             | 2024-05-17      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6173753.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     52138 | PA      | $49039.20     | 0.02%             | 2024-05-30      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5921380.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4923 | PA      | $3853.17      | 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        |      1397 | PA      | $1359.44      | 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        |       957 | PA      | $756.16       | 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        |       964 | PA      | $858.40       | 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        |      3900 | PA      | $3798.71      | 0.00%             | 2024-03-01      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| 6165278.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17479 | PA      | $16802.49     | 0.01%             | 2024-05-26      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5953794.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2597 | PA      | $2378.77      | 0.00%             | 2024-03-30      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 6206652.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30848 | PA      | $28976.35     | 0.01%             | 2024-06-09      | Fixed         | 4.88%                 | 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        |    246801 | PA      | $238779.69    | 0.11%             | 2029-01-26      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| 6001669.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2019 | PA      | $1934.19      | 0.00%             | 2024-04-18      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 6037583.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9299 | PA      | $8569.39      | 0.00%             | 2024-04-29      | Fixed         | 5.13%                 | No            |                  3 | On Loan: No      |
| 5870208.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7850 | PA      | $7512.79      | 0.00%             | 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        |       660 | PA      | $586.70       | 0.00%             | 2024-01-28      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 6185823.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4812 | PA      | $4400.20      | 0.00%             | 2024-06-03      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| 5851257.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16723 | PA      | $16014.34     | 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        |      8446 | PA      | $8218.62      | 0.00%             | 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        |     25224 | PA      | $24576.77     | 0.01%             | 2024-02-12      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 6051945.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23246 | PA      | $21175.06     | 0.01%             | 2024-05-03      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 6126646.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3301 | PA      | $2933.49      | 0.00%             | 2024-05-12      | Fixed         | 4.40%                 | 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      | $443582.90    | 0.20%             | 2035-07-02      | Floating      | 10.49%                | 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      | $3854.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 6006687.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1462 | PA      | $1370.93      | 0.00%             | 2024-04-19      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 6022118.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10150 | PA      | $9554.92      | 0.00%             | 2024-04-25      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 6159751.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8608 | PA      | $8025.25      | 0.00%             | 2024-05-23      | Fixed         | 4.94%                 | No            |                  3 | On Loan: No      |
| 5918790.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3773 | PA      | $3598.31      | 0.00%             | 2024-03-20      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 6015428.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1905 | PA      | $1828.74      | 0.00%             | 2024-04-21      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 6248908.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5822 | PA      | $5503.24      | 0.00%             | 2024-06-22      | Fixed         | 4.62%                 | No            |                  3 | On Loan: No      |
| Cardio Diagnostics Holdings Inc                        | Cardio Diagnostics Holdings, Inc.                                   | CUSIP: 14159C111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     14614 | NC      | $723.39       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5935646.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       814 | PA      | $752.22       | 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      | $1321675.71   | 0.59%             | 2051-01-25      | Floating      | 8.68%                 | Yes           |                  2 | On Loan: No      |
| 6175046.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9470 | PA      | $8948.67      | 0.00%             | 2024-05-30      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6142294.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     61797 | PA      | $59179.33     | 0.03%             | 2024-05-17      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5959473.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18651 | PA      | $17443.67     | 0.01%             | 2024-04-03      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| 5971272.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1180 | PA      | $1141.29      | 0.00%             | 2024-04-06      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 5934234.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2841 | PA      | $2588.66      | 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        |     45036 | PA      | $43035.28     | 0.02%             | 2024-03-20      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 6107048.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2538 | PA      | $2433.16      | 0.00%             | 2024-05-09      | Fixed         | 4.32%                 | No            |                  3 | On Loan: No      |
| 5951125.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       624 | PA      | $541.70       | 0.00%             | 2024-03-29      | Fixed         | 5.48%                 | No            |                  3 | On Loan: No      |
| Coty Inc                                               | Coty, Inc.                                                          | CUSIP: 222070AB0<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38462.00     | 0.02%             | 2026-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| 5891244.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8668 | PA      | $8432.33      | 0.00%             | 2024-03-09      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| 5964876.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16796 | PA      | $16148.61     | 0.01%             | 2024-04-05      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 5944097.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1802 | PA      | $1584.15      | 0.00%             | 2024-03-28      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5967051.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7369 | PA      | $7076.76      | 0.00%             | 2024-04-05      | Fixed         | 4.80%                 | 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        |    187881 | NS      | $1642079.94   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| 5777251.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7069 | PA      | $6751.76      | 0.00%             | 2024-02-05      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| Tongyanglifeinsuranceco                                | Tongyang Life Insurance Co., Ltd.                                   | CUSIP: N/A<br>LEI: 9884007L6E9UAWKGCX42       | Long             | DBT              | CORP              | KR        |    200000 | PA      | $161000.00    | 0.07%             | 2049-12-31      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| 6058692.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7910 | PA      | $7397.68      | 0.00%             | 2024-05-05      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 6159830.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     66269 | PA      | $60475.33     | 0.03%             | 2024-05-23      | Fixed         | 4.94%                 | No            |                  3 | On Loan: No      |
| 5777937.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27893 | PA      | $26565.16     | 0.01%             | 2024-02-05      | Fixed         | 4.10%                 | No            |                  3 | On Loan: No      |
| 6182783.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       879 | PA      | $810.17       | 0.00%             | 2024-06-02      | Fixed         | 5.41%                 | No            |                  3 | On Loan: No      |
| 6203249.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10044 | PA      | $9277.35      | 0.00%             | 2024-06-08      | Fixed         | 5.34%                 | No            |                  3 | On Loan: No      |
| 6136475.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2715 | PA      | $2328.07      | 0.00%             | 2024-05-16      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 6220359.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3164 | PA      | $2939.59      | 0.00%             | 2024-06-14      | Fixed         | 5.22%                 | No            |                  3 | On Loan: No      |
| 5900278.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5350 | PA      | $4906.24      | 0.00%             | 2024-03-13      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 6160093.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9368 | PA      | $8599.93      | 0.00%             | 2024-05-23      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| 6053217.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       531 | PA      | $494.16       | 0.00%             | 2024-05-03      | Fixed         | 4.02%                 | No            |                  3 | On Loan: No      |
| 5862094.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       328 | PA      | $288.08       | 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        |      9999 | PA      | $9389.01      | 0.00%             | 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        |       684 | PA      | $624.62       | 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        |      4317 | PA      | $4223.73      | 0.00%             | 2024-01-28      | Fixed         | 4.10%                 | No            |                  3 | On Loan: No      |
| 5981421.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1193 | PA      | $1141.48      | 0.00%             | 2024-04-11      | Fixed         | 5.04%                 | No            |                  3 | On Loan: No      |
| 6126835.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4198 | PA      | $3902.50      | 0.00%             | 2024-05-13      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5879618.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2272 | PA      | $2170.89      | 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        |      7532 | PA      | $6239.03      | 0.00%             | 2024-03-08      | Fixed         | 5.51%                 | No            |                  3 | On Loan: No      |
| 6131572.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3808 | PA      | $3637.66      | 0.00%             | 2024-05-15      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 6228902.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12177 | PA      | $11491.66     | 0.01%             | 2024-06-16      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 5921093.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       906 | PA      | $855.60       | 0.00%             | 2024-03-20      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6140479.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5801 | PA      | $5580.44      | 0.00%             | 2024-05-17      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 6017174.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5662 | PA      | $5299.39      | 0.00%             | 2024-04-23      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 6220499.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46535 | PA      | $44291.07     | 0.02%             | 2024-06-14      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 6173459.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7941 | PA      | $7317.67      | 0.00%             | 2024-05-30      | Fixed         | 5.49%                 | No            |                  3 | On Loan: No      |
| 6126193.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6794 | PA      | $6523.54      | 0.00%             | 2024-05-12      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5938162.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12197 | PA      | $11804.77     | 0.01%             | 2024-03-26      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 5981773.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8961 | PA      | $8526.90      | 0.00%             | 2024-04-11      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 5993328.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11802 | PA      | $11105.37     | 0.00%             | 2024-04-14      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| Atrium Cdo Corp                                        | Atrium XIII                                                         | CUSIP: 04965TAA9<br>LEI: 549300BF3YFW8EHN6F75 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $453665.13    | 0.20%             | 2030-11-21      | Floating      | 10.37%                | Yes           |                  2 | On Loan: No      |
| 5962719.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4135 | PA      | $3970.92      | 0.00%             | 2024-04-04      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 5957426.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8311 | PA      | $7997.54      | 0.00%             | 2024-04-03      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5862253.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17167 | PA      | $16608.88     | 0.01%             | 2024-02-29      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6159958.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1309 | PA      | $1240.22      | 0.00%             | 2024-05-23      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 6193919.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4044 | PA      | $3796.94      | 0.00%             | 2024-06-06      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 6211485.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1138 | PA      | $1045.00      | 0.00%             | 2024-06-12      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 5855528.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10207 | PA      | $9577.82      | 0.00%             | 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        |      1886 | PA      | $1824.14      | 0.00%             | 2024-03-16      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5824916.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3589 | PA      | $2507.09      | 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        |       715 | PA      | $698.24       | 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        |     11506 | PA      | $11158.23     | 0.00%             | 2024-03-10      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| 5961761.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1842 | PA      | $1772.72      | 0.00%             | 2024-04-04      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 6165048.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       837 | PA      | $764.18       | 0.00%             | 2024-05-26      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 6158628.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2384 | PA      | $2244.59      | 0.00%             | 2024-05-23      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| 5853605.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1563 | PA      | $1265.42      | 0.00%             | 2024-02-26      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 6016672.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4619 | PA      | $4474.27      | 0.00%             | 2024-04-23      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| 5933144.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6476 | PA      | $5991.99      | 0.00%             | 2024-03-23      | Fixed         | 4.10%                 | No            |                  3 | On Loan: No      |
| 5991868.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1087 | PA      | $984.44       | 0.00%             | 2024-04-13      | Fixed         | 5.32%                 | No            |                  3 | On Loan: No      |
| 6056822.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7542 | PA      | $6999.03      | 0.00%             | 2024-05-04      | Fixed         | 5.41%                 | No            |                  3 | On Loan: No      |
| 5956766.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6322 | PA      | $6029.27      | 0.00%             | 2024-04-02      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5897657.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     65380 | PA      | $62930.62     | 0.03%             | 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        |      1850 | PA      | $1455.13      | 0.00%             | 2024-02-04      | Fixed         | 5.10%                 | No            |                  3 | On Loan: No      |
| 6235759.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23159 | PA      | $21846.04     | 0.01%             | 2024-06-17      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 5945215.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3620 | PA      | $3445.25      | 0.00%             | 2024-03-28      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5971242.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2927 | PA      | $2828.60      | 0.00%             | 2024-04-06      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| 6064480.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33546 | PA      | $32173.53     | 0.01%             | 2024-05-08      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6240932.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21156 | PA      | $19692.58     | 0.01%             | 2024-06-20      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 6218286.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5572 | PA      | $5123.94      | 0.00%             | 2024-06-14      | Fixed         | 5.48%                 | No            |                  3 | On Loan: No      |
| 6157507.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     71579 | PA      | $68288.83     | 0.03%             | 2024-05-23      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| Owl Rock Core Income Cor                               | OWL Rock Core Income Corp.                                          | CUSIP: 69120VAN1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   1766257 | PA      | $1763395.06   | 0.78%             | 2027-09-16      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| 6209834.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3155 | PA      | $2919.33      | 0.00%             | 2024-06-10      | Fixed         | 5.34%                 | No            |                  3 | On Loan: No      |
| 6135380.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36746 | PA      | $35074.89     | 0.02%             | 2024-05-16      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 6022024.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17136 | PA      | $16440.38     | 0.01%             | 2024-04-25      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5911227.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13459 | PA      | $11549.47     | 0.01%             | 2024-03-16      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| 6171128.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2865 | PA      | $2662.28      | 0.00%             | 2024-05-29      | Fixed         | 5.33%                 | No            |                  3 | On Loan: No      |
| 5903316.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1539 | PA      | $1490.62      | 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        |      7630 | PA      | $7146.40      | 0.00%             | 2024-03-01      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 6161854.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       773 | PA      | $743.25       | 0.00%             | 2024-05-25      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 6145047.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8406 | PA      | $7902.87      | 0.00%             | 2024-05-18      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 6206637.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2777 | PA      | $2624.04      | 0.00%             | 2024-06-09      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 5881173.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3854 | PA      | $3724.41      | 0.00%             | 2024-03-06      | Fixed         | 3.92%                 | No            |                  3 | On Loan: No      |
| 5960147.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27849 | PA      | $26671.30     | 0.01%             | 2024-04-03      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 5904051.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11017 | PA      | $10706.30     | 0.00%             | 2024-03-14      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 6066957.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11682 | PA      | $11098.54     | 0.00%             | 2024-05-08      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6031862.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14054 | PA      | $13281.46     | 0.01%             | 2024-04-27      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 6191541.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2927 | PA      | $2708.78      | 0.00%             | 2024-06-06      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 5911654.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2018 | PA      | $1925.22      | 0.00%             | 2024-03-16      | Fixed         | 4.58%                 | No            |                  3 | On Loan: No      |
| 6016213.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25256 | PA      | $22450.83     | 0.01%             | 2024-04-22      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 6055578.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9269 | PA      | $8742.17      | 0.00%             | 2024-05-04      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 5996981.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4430 | PA      | $4281.55      | 0.00%             | 2024-04-15      | Fixed         | 3.87%                 | No            |                  3 | On Loan: No      |
| 6136996.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12671 | PA      | $11595.41     | 0.01%             | 2024-05-16      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 6255284.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8633 | PA      | $8083.56      | 0.00%             | 2024-06-24      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 6066789.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7355 | PA      | $6770.88      | 0.00%             | 2024-05-08      | Fixed         | 5.34%                 | No            |                  3 | On Loan: No      |
| 5960538.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1624 | PA      | $1003.08      | 0.00%             | 2024-04-04      | Fixed         | 4.01%                 | No            |                  3 | On Loan: No      |
| 6006774.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2529 | PA      | $2378.73      | 0.00%             | 2024-04-19      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 6214276.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2541 | PA      | $2338.59      | 0.00%             | 2024-06-12      | Fixed         | 5.48%                 | No            |                  3 | On Loan: No      |
| 5832715.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1864 | PA      | $1819.32      | 0.00%             | 2024-02-19      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 6187798.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4698 | PA      | $4508.66      | 0.00%             | 2024-06-05      | Fixed         | 4.27%                 | No            |                  3 | On Loan: No      |
| 6127115.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3218 | PA      | $2831.31      | 0.00%             | 2024-05-13      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 5844065.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3262 | PA      | $3186.54      | 0.00%             | 2024-02-24      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| 6239623.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2606 | PA      | $2401.89      | 0.00%             | 2024-06-19      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 5986249.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1901 | PA      | $1751.18      | 0.00%             | 2024-04-12      | Fixed         | 5.33%                 | No            |                  3 | On Loan: No      |
| 6194570.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14917 | PA      | $14033.74     | 0.01%             | 2024-06-06      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| Opy Acquisition Corp I                                 | OPY Acquisition Corp. I                                             | CUSIP: 671005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35600 | NS      | $356712.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| 5953839.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3576 | PA      | $3410.23      | 0.00%             | 2024-03-30      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 6045720.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       663 | PA      | $621.04       | 0.00%             | 2024-05-02      | Fixed         | 5.41%                 | No            |                  3 | On Loan: No      |
| 5986473.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4321 | PA      | $3959.20      | 0.00%             | 2024-04-12      | Fixed         | 4.27%                 | No            |                  3 | On Loan: No      |
| 5959127.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3526 | PA      | $3246.70      | 0.00%             | 2024-04-03      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 6016497.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7562 | PA      | $7289.06      | 0.00%             | 2024-04-22      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                            | CUSIP: 38380QQG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7070462 | PA      | $341410.67    | 0.15%             | 2070-09-20      | Variable      | 0.39%                 | No            |                  2 | On Loan: No      |
| 6016078.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4860 | PA      | $4498.03      | 0.00%             | 2024-04-22      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 6158851.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1759 | PA      | $1674.55      | 0.00%             | 2024-05-23      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 6257861.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3054 | PA      | $2908.75      | 0.00%             | 2024-06-27      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 5965571.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16837 | PA      | $16196.97     | 0.01%             | 2024-04-05      | Fixed         | 4.27%                 | No            |                  3 | On Loan: No      |
| 6227724.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1659 | PA      | $1545.86      | 0.00%             | 2024-06-16      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 6021511.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2119 | PA      | $2019.27      | 0.00%             | 2024-04-25      | Fixed         | 4.24%                 | No            |                  3 | On Loan: No      |
| 6227569.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2984 | PA      | $2851.66      | 0.00%             | 2024-06-16      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5764756.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2077 | PA      | $2026.22      | 0.00%             | 2024-02-02      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 5985236.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2895 | PA      | $2372.04      | 0.00%             | 2024-04-12      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| 5900298.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2841 | PA      | $2745.14      | 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        |       770 | PA      | $747.39       | 0.00%             | 2024-03-27      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5772233.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10761 | PA      | $10492.65     | 0.00%             | 2024-02-04      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5965365.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1759 | PA      | $1662.07      | 0.00%             | 2024-04-05      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 6055921.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7543 | PA      | $7105.33      | 0.00%             | 2024-05-04      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 5813204.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3956 | PA      | $3770.19      | 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        |       649 | PA      | $589.88       | 0.00%             | 2024-03-09      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 6024798.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        98 | PA      | $95.20        | 0.00%             | 2024-04-26      | Fixed         | 3.73%                 | No            |                  3 | On Loan: No      |
| 6030302.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7228 | PA      | $6871.64      | 0.00%             | 2024-04-27      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 5996143.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4269 | PA      | $4137.69      | 0.00%             | 2024-04-14      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 5914421.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10494 | PA      | $10205.46     | 0.00%             | 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        |     41453 | PA      | $40227.47     | 0.02%             | 2024-03-13      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 6140740.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12680 | PA      | $11708.52     | 0.01%             | 2024-05-17      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5832505.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1916 | PA      | $1873.44      | 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        |      1553 | PA      | $1504.58      | 0.00%             | 2024-03-05      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| 6190036.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6394 | PA      | $5842.63      | 0.00%             | 2024-06-05      | Fixed         | 4.71%                 | 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      | $222.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5915431.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3105 | PA      | $3017.34      | 0.00%             | 2024-03-19      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6174747.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4697 | PA      | $4434.56      | 0.00%             | 2024-05-30      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6245845.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4104 | PA      | $3909.97      | 0.00%             | 2024-06-21      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5982266.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5569 | PA      | $4869.67      | 0.00%             | 2024-04-11      | Fixed         | 5.13%                 | No            |                  3 | On Loan: No      |
| 6175484.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19555 | PA      | $18289.90     | 0.01%             | 2024-05-30      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 6217095.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1070 | PA      | $983.42       | 0.00%             | 2024-06-13      | Fixed         | 5.51%                 | No            |                  3 | On Loan: No      |
| Credit Suisse Mortgage Trust                           | CSMC Mortgage-Backed Trust                                          | CUSIP: 126378BC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1370870 | PA      | $834614.74    | 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      | $377342.50    | 0.17%             | 2031-10-15      | Floating      | 10.08%                | Yes           |                  2 | On Loan: No      |
| 5940192.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2252 | PA      | $2204.31      | 0.00%             | 2024-03-27      | Fixed         | 3.87%                 | No            |                  3 | On Loan: No      |
| 6126127.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3959 | PA      | $3810.27      | 0.00%             | 2024-05-12      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5850294.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2351 | PA      | $1902.62      | 0.00%             | 2024-02-25      | Fixed         | 4.05%                 | No            |                  3 | On Loan: No      |
| 6004393.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51693 | PA      | $48697.83     | 0.02%             | 2024-04-18      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6146604.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2732 | PA      | $2562.60      | 0.00%             | 2024-05-18      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 5835249.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3238 | PA      | $3147.47      | 0.00%             | 2024-02-20      | Fixed         | 4.45%                 | No            |                  3 | On Loan: No      |
| 5945153.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13832 | PA      | $12472.38     | 0.01%             | 2024-03-28      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| 6016355.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7111 | PA      | $6070.50      | 0.00%             | 2024-04-22      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 5856022.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2058 | PA      | $1949.62      | 0.00%             | 2024-02-28      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 6147762.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4326 | PA      | $4120.82      | 0.00%             | 2024-05-20      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 5882927.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1142 | PA      | $1052.90      | 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        |      2470 | PA      | $2414.26      | 0.00%             | 2024-02-10      | Fixed         | 3.27%                 | No            |                  3 | On Loan: No      |
| 6059221.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1517 | PA      | $1438.13      | 0.00%             | 2024-05-06      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6224986.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5229 | PA      | $5036.81      | 0.00%             | 2024-06-15      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6234987.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4317 | PA      | $3972.57      | 0.00%             | 2024-06-17      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 6173513.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4678 | PA      | $4454.86      | 0.00%             | 2024-05-30      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5895000.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6165 | PA      | $5972.27      | 0.00%             | 2024-03-10      | Fixed         | 4.21%                 | No            |                  3 | On Loan: No      |
| 6016058.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3446 | PA      | $3175.79      | 0.00%             | 2024-04-22      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 5893336.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1274 | PA      | $1056.55      | 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        |      1920 | PA      | $1865.69      | 0.00%             | 2024-03-19      | Fixed         | 4.23%                 | No            |                  3 | On Loan: No      |
| 6142215.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7451 | PA      | $7152.19      | 0.00%             | 2024-05-17      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5990477.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5053 | PA      | $4820.11      | 0.00%             | 2024-04-13      | Fixed         | 4.57%                 | 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      | $455987.28    | 0.20%             | 2031-07-20      | Floating      | 9.99%                 | Yes           |                  2 | On Loan: No      |
| 6125030.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9867 | PA      | $9452.82      | 0.00%             | 2024-05-11      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5944326.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4962 | PA      | $4781.44      | 0.00%             | 2024-03-28      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| Semper Paratus Acquisition Corp                        | Semper Paratus Acquisition Corp.                                    | CUSIP: G8028L123<br>LEI: 549300AC21G4NBK9D322 | Long             | EC               | CORP              | KY        |      8017 | NS      | $82575.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 5882266.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22984 | PA      | $21004.38     | 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      | $190520.00    | 0.08%             | 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        |      3071 | PA      | $3004.46      | 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      | $270515.00    | 0.12%             | 2029-02-19      | Floating      | 11.70%                | No            |                  2 | On Loan: No      |
| 5943549.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1067 | PA      | $1035.26      | 0.00%             | 2024-03-28      | Fixed         | 4.77%                 | No            |                  3 | On Loan: No      |
| 5932036.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       853 | PA      | $811.17       | 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        |      4462 | PA      | $4270.72      | 0.00%             | 2024-03-01      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| 6057876.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43459 | PA      | $41779.17     | 0.02%             | 2024-05-04      | Fixed         | 4.21%                 | 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      | $992239.10    | 0.44%             | 2042-03-25      | Floating      | 13.78%                | Yes           |                  2 | On Loan: No      |
| Wave Usa                                               | WAVE LLC                                                            | CUSIP: 94354KAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    558856 | PA      | $296799.83    | 0.13%             | 2044-09-15      | Fixed         | 6.41%                 | Yes           |                  2 | On Loan: No      |
| 6147814.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10626 | PA      | $8374.70      | 0.00%             | 2024-05-20      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 5990126.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5568 | PA      | $5378.38      | 0.00%             | 2024-04-13      | Fixed         | 3.92%                 | No            |                  3 | On Loan: No      |
| 6125791.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4739 | PA      | $4222.59      | 0.00%             | 2024-05-11      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5948761.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1078 | PA      | $646.33       | 0.00%             | 2024-03-29      | Fixed         | 4.01%                 | No            |                  3 | On Loan: No      |
| 6014167.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4690 | PA      | $4531.25      | 0.00%             | 2024-04-21      | Fixed         | 3.87%                 | No            |                  3 | On Loan: No      |
| 6243890.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7427 | PA      | $6988.21      | 0.00%             | 2024-06-21      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| 6032772.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16928 | PA      | $16309.78     | 0.01%             | 2024-04-27      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6174731.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1596 | PA      | $1468.76      | 0.00%             | 2024-05-30      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 6158754.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5688 | PA      | $5097.59      | 0.00%             | 2024-05-23      | Fixed         | 5.03%                 | No            |                  3 | On Loan: No      |
| 5974927.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11966 | PA      | $11131.46     | 0.00%             | 2024-04-07      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| Team Health Holdings, Inc.                             | Team Health Holdings, Inc.                                          | CUSIP: 87817JAE8<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |    378000 | PA      | $325080.00    | 0.14%             | 2024-02-06      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| 6034144.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13562 | PA      | $13019.35     | 0.01%             | 2024-04-28      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5995972.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7575 | PA      | $6849.74      | 0.00%             | 2024-04-14      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 6016517.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2157 | PA      | $2055.67      | 0.00%             | 2024-04-22      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5994696.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3482 | PA      | $2673.09      | 0.00%             | 2024-04-14      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5884525.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2682 | PA      | $2556.96      | 0.00%             | 2024-03-07      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| Amsr Trust                                             | AMSR 2021-SFR3 Trust                                                | CUSIP: 00180UAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $585628.47    | 0.26%             | 2026-10-17      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| 6251077.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5012 | PA      | $4812.14      | 0.00%             | 2024-06-22      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6023534.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1363 | PA      | $1304.15      | 0.00%             | 2024-04-25      | Fixed         | 5.00%                 | 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      | $995136.30    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| 5948380.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6823 | PA      | $6564.85      | 0.00%             | 2024-03-29      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 5873754.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8780 | PA      | $8522.97      | 0.00%             | 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        |       298 | PA      | $285.33       | 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        |      1378 | PA      | $1332.81      | 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        |      8556 | PA      | $8101.78      | 0.00%             | 2024-03-09      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 5950915.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1217 | PA      | $1161.71      | 0.00%             | 2024-03-29      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| 5890572.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22142 | PA      | $21335.11     | 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      | $1561879.04   | 0.69%             | 2050-01-28      | Variable      | 4.68%                 | Yes           |                  2 | On Loan: No      |
| 6164850.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9112 | PA      | $8306.74      | 0.00%             | 2024-05-26      | Fixed         | 5.02%                 | No            |                  3 | 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      | $100872.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| 5961149.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7812 | PA      | $7403.51      | 0.00%             | 2024-04-04      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 6165758.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24267 | PA      | $23329.39     | 0.01%             | 2024-05-27      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6005286.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5873 | PA      | $5415.24      | 0.00%             | 2024-04-19      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5956244.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1036 | PA      | $985.92       | 0.00%             | 2024-04-02      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 5894121.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2458 | PA      | $1114.34      | 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        |      5339 | PA      | $4988.93      | 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        |     12480 | PA      | $12177.11     | 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        |      3725 | PA      | $3325.42      | 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        |      3532 | PA      | $3204.15      | 0.00%             | 2024-02-29      | Fixed         | 5.10%                 | No            |                  3 | On Loan: No      |
| 6238425.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1244 | PA      | $1152.58      | 0.00%             | 2024-06-19      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                            | CUSIP: 38376RYY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6860933 | PA      | $336019.67    | 0.15%             | 2066-09-20      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| 6125465.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7296 | PA      | $6221.51      | 0.00%             | 2024-05-11      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| Omnilit Acquisition Corp                               | OmniLit Acquisition Corp.                                           | CUSIP: 68218C116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     43341 | NC      | $1408.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5962325.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       734 | PA      | $609.56       | 0.00%             | 2024-04-04      | Fixed         | 5.45%                 | No            |                  3 | On Loan: No      |
| 5893881.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2889 | PA      | $2813.64      | 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        |      5595 | PA      | $5019.69      | 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        |      2356 | PA      | $2037.98      | 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        |      1041 | PA      | $928.37       | 0.00%             | 2024-02-02      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 6006068.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9503 | PA      | $8108.65      | 0.00%             | 2024-04-19      | Fixed         | 4.22%                 | No            |                  3 | On Loan: No      |
| 5993730.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1646 | PA      | $1537.60      | 0.00%             | 2024-04-14      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 6160238.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5694 | PA      | $5334.87      | 0.00%             | 2024-05-23      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 6133759.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7635 | PA      | $6953.34      | 0.00%             | 2024-05-15      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5760751.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4471 | PA      | $3726.35      | 0.00%             | 2024-02-01      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 5972203.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44016 | PA      | $42198.28     | 0.02%             | 2024-04-06      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| 5797096.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14261 | PA      | $13577.92     | 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        |       631 | PA      | $549.50       | 0.00%             | 2024-03-02      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| 6133196.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16744 | PA      | $13012.94     | 0.01%             | 2024-05-15      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 6042127.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3002 | PA      | $2895.75      | 0.00%             | 2024-05-01      | Fixed         | 3.92%                 | No            |                  3 | On Loan: No      |
| 6029480.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14167 | PA      | $13649.44     | 0.01%             | 2024-04-27      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6127042.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2895 | PA      | $2752.28      | 0.00%             | 2024-05-13      | Fixed         | 4.67%                 | 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      | $1499083.92   | 0.67%             | 2026-10-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| 5990202.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3098 | PA      | $2972.05      | 0.00%             | 2024-04-13      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 6250088.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9373 | PA      | $8622.55      | 0.00%             | 2024-06-22      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 5878212.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       564 | PA      | $512.32       | 0.00%             | 2024-03-04      | Fixed         | 5.20%                 | No            |                  3 | On Loan: No      |
| 6038212.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1594 | PA      | $1445.77      | 0.00%             | 2024-04-30      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| 6243673.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42498 | PA      | $39290.97     | 0.02%             | 2024-06-20      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 6035322.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12602 | PA      | $12095.92     | 0.01%             | 2024-04-28      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 5884174.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17258 | PA      | $13548.26     | 0.01%             | 2024-03-07      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 6015309.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15179 | PA      | $14382.72     | 0.01%             | 2024-04-21      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 6259585.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38161 | PA      | $36338.61     | 0.02%             | 2024-06-27      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 6016375.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4040 | PA      | $3570.74      | 0.00%             | 2024-04-22      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 6211625.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1045 | PA      | $962.10       | 0.00%             | 2024-06-12      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 6127380.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3659 | PA      | $3518.07      | 0.00%             | 2024-05-13      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5973570.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2766 | PA      | $2657.83      | 0.00%             | 2024-04-06      | Fixed         | 4.43%                 | No            |                  3 | On Loan: No      |
| 6160130.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11374 | PA      | $9906.48      | 0.00%             | 2024-05-23      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| Triton Water Holdings In                               | Triton Water Holdings, Inc.                                         | CUSIP: 89680EAA7<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | DBT              | CORP              | US        |    190000 | PA      | $152653.59    | 0.07%             | 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        |      6722 | PA      | $6436.87      | 0.00%             | 2024-01-29      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| Mcgraw-hill Education                                  | McGraw-Hill Education, Inc.                                         | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    225000 | PA      | $189412.88    | 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      | $443003.55    | 0.20%             | 2033-01-24      | Floating      | 11.57%                | Yes           |                  2 | On Loan: No      |
| 5923062.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4693 | PA      | $4498.35      | 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        |      8712 | PA      | $8381.19      | 0.00%             | 2024-03-21      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6012292.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1913 | PA      | $1852.13      | 0.00%             | 2024-04-20      | Fixed         | 3.69%                 | No            |                  3 | On Loan: No      |
| 5814399.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11873 | PA      | $10097.23     | 0.00%             | 2024-02-14      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5965639.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1220 | PA      | $1172.88      | 0.00%             | 2024-04-05      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 6250134.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4119 | PA      | $3800.77      | 0.00%             | 2024-06-22      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 5835315.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       172 | PA      | $168.72       | 0.00%             | 2024-02-21      | Fixed         | 3.01%                 | No            |                  3 | On Loan: No      |
| 6011011.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24331 | PA      | $22689.67     | 0.01%             | 2024-04-20      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 6003551.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40295 | PA      | $38413.82     | 0.02%             | 2024-04-18      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 6170886.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6393 | PA      | $6138.48      | 0.00%             | 2024-05-29      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5933905.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1057 | PA      | $989.63       | 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        |      3316 | PA      | $3233.70      | 0.00%             | 2024-03-19      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| 6249554.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4585 | PA      | $4402.39      | 0.00%             | 2024-06-22      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6021477.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2606 | PA      | $2236.47      | 0.00%             | 2024-04-25      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| Empresas Public Medellin                               | Empresas Publicas de Medellin ESP                                   | CUSIP: BK4385310<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |    300000 | PA      | $233631.00    | 0.10%             | 2031-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| 6255842.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6909 | PA      | $6354.17      | 0.00%             | 2024-06-25      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| 5866318.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35234 | PA      | $33778.93     | 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      | $1536.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5775154.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7801 | PA      | $7621.79      | 0.00%             | 2024-02-04      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 6223675.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13137 | PA      | $12498.28     | 0.01%             | 2024-06-15      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5965263.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22621 | PA      | $21597.49     | 0.01%             | 2024-04-05      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 6257535.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7969 | PA      | $7493.46      | 0.00%             | 2024-06-27      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| 5855465.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2266 | PA      | $2045.15      | 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        |      1390 | PA      | $1321.85      | 0.00%             | 2024-02-28      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5965723.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14096 | PA      | $13522.15     | 0.01%             | 2024-04-05      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 6158800.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2254 | PA      | $2098.90      | 0.00%             | 2024-05-23      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 5922217.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3102 | PA      | $2999.20      | 0.00%             | 2024-03-20      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 6207653.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2667 | PA      | $2503.01      | 0.00%             | 2024-06-09      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5976205.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2113 | PA      | $1973.78      | 0.00%             | 2024-04-07      | Fixed         | 4.73%                 | 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        |   1526505 | PA      | $1180004.78   | 0.52%             | 2036-05-20      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| 6250161.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6171 | PA      | $5925.35      | 0.00%             | 2024-06-22      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5883347.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       995 | PA      | $973.21       | 0.00%             | 2024-03-07      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| 6216358.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17346 | PA      | $16643.93     | 0.01%             | 2024-06-13      | Fixed         | 4.27%                 | No            |                  3 | On Loan: No      |
| 6141412.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40708 | PA      | $38068.83     | 0.02%             | 2024-05-17      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 5972761.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1358 | PA      | $1181.85      | 0.00%             | 2024-04-06      | Fixed         | 5.18%                 | 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      | $612378.36    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| 5891473.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7186 | PA      | $6515.35      | 0.00%             | 2024-03-09      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| 6162688.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1486 | PA      | $1373.38      | 0.00%             | 2024-05-25      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 5942986.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2087 | PA      | $2019.19      | 0.00%             | 2024-03-28      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| Thrive Acquisition Corp                                | Thrive Acquisition Corp.                                            | CUSIP: G7158C101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     12018 | NS      | $123785.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 6052694.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26447 | PA      | $24858.54     | 0.01%             | 2024-05-03      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 6026022.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3133 | PA      | $2793.00      | 0.00%             | 2024-04-26      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 5849414.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14680 | PA      | $12852.58     | 0.01%             | 2024-02-25      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 5996829.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11169 | PA      | $10794.01     | 0.00%             | 2024-04-15      | Fixed         | 3.87%                 | No            |                  3 | On Loan: No      |
| 6004882.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3298 | PA      | $2442.06      | 0.00%             | 2024-04-19      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 6110626.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32113 | PA      | $30478.38     | 0.01%             | 2024-05-09      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5842086.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7339 | PA      | $7113.54      | 0.00%             | 2024-02-23      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 6059376.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3846 | PA      | $3675.02      | 0.00%             | 2024-05-06      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 6122084.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4332 | PA      | $3875.15      | 0.00%             | 2024-05-10      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| 6043362.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2734 | PA      | $2580.14      | 0.00%             | 2024-05-01      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 6224879.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4450 | PA      | $4145.64      | 0.00%             | 2024-06-15      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| 6029743.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15866 | PA      | $15363.73     | 0.01%             | 2024-04-27      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 6061874.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4754 | PA      | $4407.81      | 0.00%             | 2024-05-07      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 5813983.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1367 | PA      | $1277.03      | 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        |     50115 | PA      | $36341.82     | 0.02%             | 2024-02-29      | Fixed         | 4.77%                 | No            |                  3 | On Loan: No      |
| 6147463.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2699 | PA      | $2221.99      | 0.00%             | 2024-05-19      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5903231.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1915 | PA      | $1859.41      | 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        |      1734 | PA      | $1665.53      | 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        |     18408 | PA      | $17777.51     | 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        |      3277 | PA      | $2381.91      | 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        |      1178 | PA      | $791.34       | 0.00%             | 2024-02-25      | Fixed         | 2.98%                 | No            |                  3 | On Loan: No      |
| 6016574.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2221 | PA      | $2067.59      | 0.00%             | 2024-04-23      | Fixed         | 3.68%                 | No            |                  3 | On Loan: No      |
| 6012928.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       400 | PA      | $384.93       | 0.00%             | 2024-04-21      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5940174.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3484 | PA      | $3353.66      | 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        |      1415 | PA      | $1313.45      | 0.00%             | 2024-03-24      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 5985350.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13536 | PA      | $11433.72     | 0.01%             | 2024-04-12      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 5898792.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7107 | PA      | $6658.90      | 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        |      9100 | PA      | $8837.76      | 0.00%             | 2024-02-18      | Fixed         | 3.77%                 | No            |                  3 | On Loan: No      |
| 6122129.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8191 | PA      | $7809.72      | 0.00%             | 2024-05-10      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 5749459.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7682 | PA      | $7392.45      | 0.00%             | 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        |       861 | PA      | $774.79       | 0.00%             | 2024-03-27      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 5997187.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2194 | PA      | $2093.25      | 0.00%             | 2024-04-16      | Fixed         | 3.87%                 | No            |                  3 | On Loan: No      |
| 5956429.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2015 | PA      | $1771.62      | 0.00%             | 2024-04-02      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 5949268.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8789 | PA      | $8364.35      | 0.00%             | 2024-03-29      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 5906899.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1121 | PA      | $1057.72      | 0.00%             | 2024-03-15      | Fixed         | 4.59%                 | No            |                  3 | On Loan: No      |
| 5972783.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5019 | PA      | $4786.29      | 0.00%             | 2024-04-06      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 6105921.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4358 | PA      | $4170.03      | 0.00%             | 2024-05-09      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 6142282.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2008 | PA      | $1931.65      | 0.00%             | 2024-05-17      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5997651.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3562 | PA      | $3279.39      | 0.00%             | 2024-04-16      | Fixed         | 3.95%                 | 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      | $441361.18    | 0.20%             | 2034-10-16      | Floating      | 10.08%                | Yes           |                  2 | On Loan: No      |
| 6135257.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10239 | PA      | $9840.68      | 0.00%             | 2024-05-16      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 6226470.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39763 | PA      | $37983.07     | 0.02%             | 2024-06-15      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 6135576.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1607 | PA      | $1440.33      | 0.00%             | 2024-05-16      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| 5878082.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4617 | PA      | $4238.56      | 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        |      2123 | PA      | $2084.30      | 0.00%             | 2024-02-22      | Fixed         | 4.43%                 | No            |                  3 | On Loan: No      |
| 6025744.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29388 | PA      | $26363.43     | 0.01%             | 2024-04-26      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| Artera Services Llc                                    | Artera Services LLC                                                 | CUSIP: 73939VAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |    105000 | PA      | $87640.35     | 0.04%             | 2025-12-04      | Fixed         | 9.03%                 | Yes           |                  2 | On Loan: No      |
| 6246028.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7184 | PA      | $6721.47      | 0.00%             | 2024-06-21      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5997191.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10535 | PA      | $10181.77     | 0.00%             | 2024-04-16      | Fixed         | 3.86%                 | No            |                  3 | On Loan: No      |
| 6237590.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5086 | PA      | $4784.72      | 0.00%             | 2024-06-19      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 6001997.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10202 | PA      | $9047.40      | 0.00%             | 2024-04-18      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| 5834642.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1835 | PA      | $1797.64      | 0.00%             | 2024-02-20      | Fixed         | 2.97%                 | 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      | $390704.30    | 0.17%             | 2030-07-15      | Floating      | 12.17%                | Yes           |                  2 | On Loan: No      |
| 6034603.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       638 | PA      | $612.70       | 0.00%             | 2024-04-28      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 6045200.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1181 | PA      | $1007.37      | 0.00%             | 2024-05-01      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5877954.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1811 | PA      | $1756.94      | 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        |      3950 | PA      | $3785.04      | 0.00%             | 2024-03-20      | Fixed         | 4.24%                 | No            |                  3 | On Loan: No      |
| 6245064.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15121 | PA      | $14129.22     | 0.01%             | 2024-06-21      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5767407.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14060 | PA      | $13655.12     | 0.01%             | 2024-02-03      | Fixed         | 4.76%                 | No            |                  3 | On Loan: No      |
| 6219890.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7853 | PA      | $7301.62      | 0.00%             | 2024-06-14      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 5892806.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1564 | PA      | $1468.08      | 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      | $444454.43    | 0.20%             | 2031-02-14      | Floating      | 11.65%                | Yes           |                  2 | On Loan: No      |
| 5840369.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1015 | PA      | $917.99       | 0.00%             | 2024-02-23      | Fixed         | 4.76%                 | No            |                  3 | On Loan: No      |
| 6105889.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8465 | PA      | $7822.83      | 0.00%             | 2024-05-09      | Fixed         | 4.31%                 | No            |                  3 | On Loan: No      |
| 6166453.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9258 | PA      | $8758.64      | 0.00%             | 2024-05-28      | Fixed         | 4.54%                 | 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      | $102587.98    | 0.05%             | 2032-05-05      | Variable      | 4.45%                 | Yes           |                  2 | On Loan: No      |
| 5950992.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9032 | PA      | $8492.49      | 0.00%             | 2024-03-29      | Fixed         | 5.26%                 | No            |                  3 | On Loan: No      |
| 5874506.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3159 | PA      | $3067.43      | 0.00%             | 2024-03-02      | Fixed         | 4.44%                 | No            |                  3 | On Loan: No      |
| Kawasan Industri Jababek                               | Kawasan Industri Jababeka Tbk PT                                    | CUSIP: 74390MAA2<br>LEI: 254900JFBW45600V8I61 | Long             | DBT              | CORP              | ID        |    140000 | PA      | $86100.00     | 0.04%             | 2027-12-15      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| 6141071.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7092 | PA      | $6787.88      | 0.00%             | 2024-05-17      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 6017425.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9908 | PA      | $9008.61      | 0.00%             | 2024-04-24      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 5806365.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1042 | PA      | $763.04       | 0.00%             | 2024-02-11      | Fixed         | 5.21%                 | No            |                  3 | On Loan: No      |
| 6218436.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8849 | PA      | $8217.31      | 0.00%             | 2024-06-14      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 6107642.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9429 | PA      | $9039.34      | 0.00%             | 2024-05-09      | Fixed         | 4.31%                 | No            |                  3 | On Loan: No      |
| 5924588.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2395 | PA      | $2197.35      | 0.00%             | 2024-03-21      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 6244288.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14910 | PA      | $13966.90     | 0.01%             | 2024-06-21      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 6214221.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4070 | PA      | $3846.05      | 0.00%             | 2024-06-12      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 6024290.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4875 | PA      | $4596.75      | 0.00%             | 2024-04-26      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 5908556.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14336 | PA      | $12851.86     | 0.01%             | 2024-03-15      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 6161874.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14978 | PA      | $12589.50     | 0.01%             | 2024-05-25      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 5853718.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       390 | PA      | $356.50       | 0.00%             | 2024-02-26      | Fixed         | 2.98%                 | No            |                  3 | On Loan: No      |
| 6165460.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1561 | PA      | $1472.19      | 0.00%             | 2024-05-26      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 6013137.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2632 | PA      | $2337.86      | 0.00%             | 2024-04-21      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 6059401.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1527 | PA      | $1387.16      | 0.00%             | 2024-05-06      | Fixed         | 5.35%                 | No            |                  3 | On Loan: No      |
| 5919864.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3766 | PA      | $3686.76      | 0.00%             | 2024-03-20      | Fixed         | 3.86%                 | No            |                  3 | On Loan: No      |
| 6257973.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13030 | PA      | $12287.96     | 0.01%             | 2024-06-27      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5788950.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3731 | PA      | $3636.87      | 0.00%             | 2024-02-09      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 6243331.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14773 | PA      | $13538.66     | 0.01%             | 2024-06-20      | Fixed         | 5.36%                 | No            |                  3 | On Loan: No      |
| 6204393.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29745 | PA      | $28549.46     | 0.01%             | 2024-06-08      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 6122270.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3761 | PA      | $3598.08      | 0.00%             | 2024-05-10      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 6043505.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       580 | PA      | $410.63       | 0.00%             | 2024-05-01      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 5960559.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1654 | PA      | $1599.30      | 0.00%             | 2024-04-04      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 6006986.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2653 | PA      | $2296.92      | 0.00%             | 2024-04-19      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 6203153.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1480 | PA      | $1373.57      | 0.00%             | 2024-06-08      | Fixed         | 5.27%                 | No            |                  3 | On Loan: No      |
| 5948551.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4061 | PA      | $3901.28      | 0.00%             | 2024-03-29      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| 6239906.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       842 | PA      | $777.65       | 0.00%             | 2024-06-19      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5984942.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2131 | PA      | $2040.46      | 0.00%             | 2024-04-12      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 6186084.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8523 | PA      | $8179.32      | 0.00%             | 2024-06-03      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5965049.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4653 | PA      | $4499.23      | 0.00%             | 2024-04-05      | Fixed         | 3.90%                 | No            |                  3 | On Loan: No      |
| 5972814.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       942 | PA      | $885.71       | 0.00%             | 2024-04-06      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| 5783867.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4965 | PA      | $4847.63      | 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        |       209 | PA      | $205.16       | 0.00%             | 2024-02-17      | Fixed         | 3.56%                 | No            |                  3 | On Loan: No      |
| 6062855.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8965 | PA      | $8546.45      | 0.00%             | 2024-05-07      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 6210986.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3269 | PA      | $3007.40      | 0.00%             | 2024-06-11      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 6004659.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8150 | PA      | $7844.88      | 0.00%             | 2024-04-18      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 6160585.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4579 | PA      | $3804.41      | 0.00%             | 2024-05-23      | Fixed         | 5.04%                 | No            |                  3 | On Loan: No      |
| 6032755.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2766 | PA      | $2645.87      | 0.00%             | 2024-04-27      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 6164175.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11096 | PA      | $10246.20     | 0.00%             | 2024-05-25      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| 6126656.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       805 | PA      | $766.39       | 0.00%             | 2024-05-12      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 5855734.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7269 | PA      | $7065.79      | 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        |      3291 | PA      | $2507.58      | 0.00%             | 2024-03-21      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 6011945.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1241 | PA      | $1189.68      | 0.00%             | 2024-04-20      | Fixed         | 4.67%                 | 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      | $411414.50    | 0.18%             | 2030-10-20      | Floating      | 9.74%                 | Yes           |                  2 | On Loan: No      |
| 5961700.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18837 | PA      | $14436.40     | 0.01%             | 2024-04-04      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 5933628.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2089 | PA      | $1959.21      | 0.00%             | 2024-03-23      | Fixed         | 4.24%                 | No            |                  3 | On Loan: No      |
| 5980159.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4646 | PA      | $3868.61      | 0.00%             | 2024-04-10      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 6140142.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11261 | PA      | $10832.16     | 0.00%             | 2024-05-17      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5844712.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16640 | PA      | $16094.02     | 0.01%             | 2024-02-24      | Fixed         | 4.03%                 | No            |                  3 | On Loan: No      |
| 6135917.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8561 | PA      | $8201.56      | 0.00%             | 2024-05-16      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5788074.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       539 | PA      | $502.46       | 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        |      1929 | PA      | $1786.68      | 0.00%             | 2024-02-07      | Fixed         | 5.19%                 | No            |                  3 | On Loan: No      |
| 5986870.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22178 | PA      | $21372.20     | 0.01%             | 2024-04-12      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 5900156.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3826 | PA      | $3712.74      | 0.00%             | 2024-03-13      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 6046695.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5895 | PA      | $5619.71      | 0.00%             | 2024-05-02      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5934306.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       621 | PA      | $466.60       | 0.00%             | 2024-03-24      | Fixed         | 3.69%                 | No            |                  3 | On Loan: No      |
| 6136009.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23465 | PA      | $21952.51     | 0.01%             | 2024-05-16      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 5991516.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       748 | PA      | $710.13       | 0.00%             | 2024-04-13      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| 6006766.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1573 | PA      | $1425.43      | 0.00%             | 2024-04-19      | Fixed         | 4.77%                 | No            |                  3 | On Loan: No      |
| 6175916.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4391 | PA      | $4028.68      | 0.00%             | 2024-05-30      | Fixed         | 5.49%                 | No            |                  3 | On Loan: No      |
| 6160147.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6650 | PA      | $6126.82      | 0.00%             | 2024-05-23      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 6029630.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1828 | PA      | $1755.00      | 0.00%             | 2024-04-27      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 5961575.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       299 | PA      | $287.23       | 0.00%             | 2024-04-04      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 6148104.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1262 | PA      | $1184.44      | 0.00%             | 2024-05-20      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 6025459.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4789 | PA      | $4523.66      | 0.00%             | 2024-04-26      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 5782443.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1013 | PA      | $966.19       | 0.00%             | 2024-02-08      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 6004965.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9654 | PA      | $8837.19      | 0.00%             | 2024-04-19      | Fixed         | 4.35%                 | No            |                  3 | On Loan: No      |
| 5838028.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10341 | PA      | $8469.65      | 0.00%             | 2024-02-22      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 6038610.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8127 | PA      | $6191.02      | 0.00%             | 2024-04-30      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 6228305.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5509 | PA      | $5306.00      | 0.00%             | 2024-06-16      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 6245309.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2264 | PA      | $2092.10      | 0.00%             | 2024-06-21      | Fixed         | 5.27%                 | No            |                  3 | On Loan: No      |
| 5845729.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2586 | PA      | $2392.65      | 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        |       768 | PA      | $748.24       | 0.00%             | 2024-02-05      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 6135953.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9397 | PA      | $9041.38      | 0.00%             | 2024-05-16      | Fixed         | 3.96%                 | 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      | $697.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 6022285.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8572 | PA      | $8184.29      | 0.00%             | 2024-04-25      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 6252799.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17482 | PA      | $16648.33     | 0.01%             | 2024-06-23      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 6047950.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20185 | PA      | $17405.05     | 0.01%             | 2024-05-02      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 5975692.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16666 | PA      | $14646.23     | 0.01%             | 2024-04-07      | Fixed         | 5.35%                 | No            |                  3 | On Loan: No      |
| 5922989.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13114 | PA      | $12471.29     | 0.01%             | 2024-03-21      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5958001.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2780 | PA      | $2674.85      | 0.00%             | 2024-04-03      | Fixed         | 4.27%                 | No            |                  3 | On Loan: No      |
| 6112323.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8863 | PA      | $7853.08      | 0.00%             | 2024-05-09      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| 6215286.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     66662 | PA      | $63976.93     | 0.03%             | 2024-06-13      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6170712.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5437 | PA      | $5175.33      | 0.00%             | 2024-05-29      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 6238774.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4685 | PA      | $4376.29      | 0.00%             | 2024-06-19      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 6107555.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19627 | PA      | $18393.16     | 0.01%             | 2024-05-09      | Fixed         | 5.15%                 | 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      | $366.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 6162015.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10895 | PA      | $10474.64     | 0.00%             | 2024-05-25      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 6004956.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1518 | PA      | $1444.57      | 0.00%             | 2024-04-19      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5857206.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10814 | PA      | $9606.85      | 0.00%             | 2024-02-29      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 5961699.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1358 | PA      | $1240.69      | 0.00%             | 2024-04-04      | Fixed         | 5.25%                 | 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      | $471555.75    | 0.21%             | 2030-01-22      | Floating      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| 5955138.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13981 | PA      | $12985.53     | 0.01%             | 2024-03-30      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| 6216048.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6258 | PA      | $6004.39      | 0.00%             | 2024-06-13      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5914215.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6202 | PA      | $5901.56      | 0.00%             | 2024-03-18      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5901658.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5260 | PA      | $5068.14      | 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        |      7846 | PA      | $7252.46      | 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      | $171694.84    | 0.08%             | 2028-02-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| 6132627.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2234 | PA      | $2088.33      | 0.00%             | 2024-05-15      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5833259.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3469 | PA      | $2678.12      | 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        |     15791 | PA      | $15269.31     | 0.01%             | 2024-03-17      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 6048336.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4874 | PA      | $4623.53      | 0.00%             | 2024-05-02      | Fixed         | 4.50%                 | 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      | $184424.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| 6053881.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4942 | PA      | $4644.76      | 0.00%             | 2024-05-03      | Fixed         | 5.41%                 | No            |                  3 | On Loan: No      |
| Aveanna Healthcare Llc                                 | Aveanna Healthcare LLC                                              | CUSIP: 05355JAD0<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |    565000 | PA      | $339000.00    | 0.15%             | 2029-12-10      | Floating      | 11.39%                | No            |                  2 | On Loan: No      |
| 5877578.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2572 | PA      | $2486.91      | 0.00%             | 2024-03-03      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 6256168.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3164 | PA      | $2917.51      | 0.00%             | 2024-06-26      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 5764694.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1356 | PA      | $1318.19      | 0.00%             | 2024-02-02      | Fixed         | 3.74%                 | No            |                  3 | On Loan: No      |
| 5957749.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3463 | PA      | $3277.27      | 0.00%             | 2024-04-03      | Fixed         | 5.04%                 | No            |                  3 | On Loan: No      |
| 5964438.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33370 | PA      | $31423.81     | 0.01%             | 2024-04-05      | Fixed         | 4.71%                 | 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        |    103830 | NS      | $1525262.70   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Euda Health Holdings Ltd                               | Euda Health Holdings, Ltd.                                          | CUSIP: G3142E105<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |      4830 | NS      | $7958.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5979431.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9354 | PA      | $8883.44      | 0.00%             | 2024-04-09      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| 6200791.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3692 | PA      | $3371.40      | 0.00%             | 2024-06-07      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| 5842017.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6380 | PA      | $5086.02      | 0.00%             | 2024-02-23      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| 5996187.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       558 | PA      | $519.61       | 0.00%             | 2024-04-14      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 6136988.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4001 | PA      | $3625.67      | 0.00%             | 2024-05-16      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 6020141.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1831 | PA      | $1365.15      | 0.00%             | 2024-04-24      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 6033746.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9718 | PA      | $9172.66      | 0.00%             | 2024-04-28      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| 5764303.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8454 | PA      | $7261.55      | 0.00%             | 2024-02-02      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 6176387.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4595 | PA      | $4375.24      | 0.00%             | 2024-05-30      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5912485.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2285 | PA      | $2206.87      | 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        |      1065 | PA      | $1007.75      | 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      | $143068.00    | 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        |      6361 | PA      | $6111.56      | 0.00%             | 2024-03-02      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 6053875.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2419 | PA      | $2272.48      | 0.00%             | 2024-05-03      | Fixed         | 4.59%                 | No            |                  3 | On Loan: No      |
| 6132587.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5126 | PA      | $4931.75      | 0.00%             | 2024-05-15      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5938834.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       325 | PA      | $307.12       | 0.00%             | 2024-03-26      | Fixed         | 3.64%                 | No            |                  3 | On Loan: No      |
| 6135126.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1535 | PA      | $1431.84      | 0.00%             | 2024-05-16      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5939558.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       754 | PA      | $694.77       | 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        |      3206 | PA      | $3110.78      | 0.00%             | 2024-03-01      | Fixed         | 4.43%                 | No            |                  3 | On Loan: No      |
| Park River Holdings Inc                                | Park River Holdings, Inc.                                           | CUSIP: 70082LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $40032.31     | 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        |      1299 | PA      | $1248.85      | 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      | $443105.00    | 0.20%             | 2035-04-20      | Floating      | 11.14%                | Yes           |                  2 | On Loan: No      |
| 6204625.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2020 | PA      | $1864.02      | 0.00%             | 2024-06-08      | Fixed         | 5.48%                 | No            |                  3 | On Loan: No      |
| 5866470.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       834 | PA      | $805.86       | 0.00%             | 2024-02-29      | Fixed         | 5.10%                 | No            |                  3 | On Loan: No      |
| 5990778.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6211 | PA      | $5491.70      | 0.00%             | 2024-04-13      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5780607.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11925 | PA      | $9495.37      | 0.00%             | 2024-02-07      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 6056797.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       771 | PA      | $576.73       | 0.00%             | 2024-05-04      | Fixed         | 5.13%                 | No            |                  3 | On Loan: No      |
| 5746336.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8330 | PA      | $7405.88      | 0.00%             | 2024-01-27      | Fixed         | 3.60%                 | No            |                  3 | On Loan: No      |
| 6026053.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1859 | PA      | $1662.39      | 0.00%             | 2024-04-26      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 6170552.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6523 | PA      | $6092.07      | 0.00%             | 2024-05-29      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5888878.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       581 | PA      | $567.69       | 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        |      3879 | PA      | $3732.50      | 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        |      4491 | PA      | $4043.23      | 0.00%             | 2024-02-03      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5951011.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3736 | PA      | $3578.16      | 0.00%             | 2024-03-29      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 6235936.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6054 | PA      | $5599.52      | 0.00%             | 2024-06-18      | Fixed         | 5.28%                 | No            |                  3 | On Loan: No      |
| 5819762.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       679 | PA      | $659.11       | 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        |      1914 | PA      | $1633.45      | 0.00%             | 2024-02-09      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 6056961.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2761 | PA      | $2648.24      | 0.00%             | 2024-05-04      | Fixed         | 4.31%                 | No            |                  3 | On Loan: No      |
| 6059567.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1981 | PA      | $1877.71      | 0.00%             | 2024-05-06      | Fixed         | 5.33%                 | No            |                  3 | On Loan: No      |
| 5927027.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     71247 | PA      | $64606.97     | 0.03%             | 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        |      2019 | PA      | $1898.63      | 0.00%             | 2024-03-26      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 6257336.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4860 | PA      | $4505.21      | 0.00%             | 2024-06-27      | Fixed         | 5.20%                 | No            |                  3 | On Loan: No      |
| 6056960.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1263 | PA      | $1131.16      | 0.00%             | 2024-05-04      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 5888017.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1306 | PA      | $1273.47      | 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        |      2839 | PA      | $2781.30      | 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        |      7023 | PA      | $6785.26      | 0.00%             | 2024-03-15      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 6192030.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15420 | PA      | $14793.95     | 0.01%             | 2024-06-06      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6143562.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5369 | PA      | $5102.85      | 0.00%             | 2024-05-18      | Fixed         | 4.56%                 | 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      | $376767.72    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| 6188494.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7852 | PA      | $7423.85      | 0.00%             | 2024-06-05      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| Mosaic Solar Loans Llc                                 | Mosaic Solar Loan Trust                                             | CUSIP: 61946NAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    542917 | PA      | $407793.94    | 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        |      1762 | PA      | $1005.50      | 0.00%             | 2024-03-09      | Fixed         | 5.51%                 | No            |                  3 | On Loan: No      |
| 6126954.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3919 | PA      | $3705.23      | 0.00%             | 2024-05-13      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 5888272.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7801 | PA      | $7517.58      | 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        |      5990 | PA      | $5258.41      | 0.00%             | 2024-03-14      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 6248853.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4869 | PA      | $4496.28      | 0.00%             | 2024-06-22      | Fixed         | 5.30%                 | No            |                  3 | On Loan: No      |
| 6026727.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39436 | PA      | $37784.10     | 0.02%             | 2024-04-26      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5877463.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3681 | PA      | $3453.73      | 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      | $119193.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | CW TRAVEL                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2146 | NS      | $14485.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 6158612.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8304 | PA      | $7912.83      | 0.00%             | 2024-05-23      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 6023372.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22092 | PA      | $19730.77     | 0.01%             | 2024-04-25      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 6255506.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14796 | PA      | $13752.75     | 0.01%             | 2024-06-24      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| 5997697.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1349 | PA      | $1307.77      | 0.00%             | 2024-04-16      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| 6159647.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1861 | PA      | $1715.04      | 0.00%             | 2024-05-23      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 6227045.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2651 | PA      | $2466.33      | 0.00%             | 2024-06-16      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5872972.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26832 | PA      | $24436.97     | 0.01%             | 2024-03-01      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 5883601.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10397 | PA      | $9873.60      | 0.00%             | 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        |      4656 | PA      | $4531.81      | 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        |      8446 | PA      | $8198.15      | 0.00%             | 2024-03-27      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 6210510.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4178 | PA      | $3974.80      | 0.00%             | 2024-06-11      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 6033319.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28314 | PA      | $27085.63     | 0.01%             | 2024-04-28      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 5973427.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4174 | PA      | $3723.35      | 0.00%             | 2024-04-06      | Fixed         | 5.41%                 | No            |                  3 | On Loan: No      |
| 5788343.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       960 | PA      | $927.11       | 0.00%             | 2024-02-09      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5974101.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1040 | PA      | $998.28       | 0.00%             | 2024-04-06      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 5873479.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1236 | PA      | $1123.42      | 0.00%             | 2024-03-01      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| 6199956.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57536 | PA      | $54023.32     | 0.02%             | 2024-06-07      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 6140515.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4766 | PA      | $3936.84      | 0.00%             | 2024-05-17      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 6240820.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6884 | PA      | $6335.94      | 0.00%             | 2024-06-20      | Fixed         | 5.36%                 | No            |                  3 | On Loan: No      |
| 5991824.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7111 | PA      | $6728.83      | 0.00%             | 2024-04-13      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust                                              | CUSIP: 12668AA70<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1689543 | PA      | $1270593.04   | 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        |      4663 | PA      | $4469.37      | 0.00%             | 2024-03-12      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 6047293.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9581 | PA      | $9192.69      | 0.00%             | 2024-05-02      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5929190.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12940 | PA      | $12559.03     | 0.01%             | 2024-03-22      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5965216.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2458 | PA      | $2262.41      | 0.00%             | 2024-04-05      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| 6159685.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21971 | PA      | $20510.66     | 0.01%             | 2024-05-23      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 6169949.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4352 | PA      | $4078.32      | 0.00%             | 2024-05-29      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5971862.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       918 | PA      | $834.49       | 0.00%             | 2024-04-06      | Fixed         | 5.17%                 | 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      | $162610.00    | 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        |      2882 | PA      | $2675.88      | 0.00%             | 2024-02-29      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 5965781.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       787 | PA      | $684.96       | 0.00%             | 2024-04-05      | Fixed         | 5.41%                 | No            |                  3 | On Loan: No      |
| 5986472.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1560 | PA      | $1503.06      | 0.00%             | 2024-04-12      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 6241044.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39391 | PA      | $36847.49     | 0.02%             | 2024-06-20      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 6105905.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1305 | PA      | $1246.39      | 0.00%             | 2024-05-09      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 5952902.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14310 | PA      | $13131.65     | 0.01%             | 2024-03-30      | Fixed         | 4.89%                 | 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      | $327107.88    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| 6016547.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1182 | PA      | $1114.73      | 0.00%             | 2024-04-23      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5856217.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2949 | PA      | $2831.56      | 0.00%             | 2024-02-28      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5885120.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5754 | PA      | $5362.17      | 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        |     20259 | PA      | $19741.64     | 0.01%             | 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        |      3298 | PA      | $3187.62      | 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      | $640845.60    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| 5961452.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1033 | PA      | $979.01       | 0.00%             | 2024-04-04      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5965889.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5781 | PA      | $5590.03      | 0.00%             | 2024-04-05      | Fixed         | 3.90%                 | No            |                  3 | On Loan: No      |
| 6243918.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5968 | PA      | $5510.00      | 0.00%             | 2024-06-21      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 6015915.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2629 | PA      | $2515.21      | 0.00%             | 2024-04-22      | Fixed         | 4.10%                 | No            |                  3 | On Loan: No      |
| 5910269.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4130 | PA      | $3965.76      | 0.00%             | 2024-03-16      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 6162954.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18267 | PA      | $17052.14     | 0.01%             | 2024-05-25      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 6023019.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20815 | PA      | $19910.58     | 0.01%             | 2024-04-25      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 6016772.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17021 | PA      | $16374.40     | 0.01%             | 2024-04-23      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5986118.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25852 | PA      | $24832.50     | 0.01%             | 2024-04-12      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| Gigcapital5 Inc                                        | GigCapital5, Inc.                                                   | CUSIP: 37519U117<br>LEI: 549300EQ1NNV387FGF92 | N/A              | DE               | CORP              | US        |     46043 | NC      | $1611.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 6000302.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10336 | PA      | $10016.59     | 0.00%             | 2024-04-17      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| 6038013.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17472 | PA      | $16112.16     | 0.01%             | 2024-04-30      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 6044976.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3126 | PA      | $3014.59      | 0.00%             | 2024-05-01      | Fixed         | 3.92%                 | No            |                  3 | On Loan: No      |
| 5920827.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42146 | PA      | $38360.14     | 0.02%             | 2024-03-20      | Fixed         | 4.23%                 | No            |                  3 | On Loan: No      |
| 6207738.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12693 | PA      | $12177.08     | 0.01%             | 2024-06-09      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 6065939.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3719 | PA      | $3033.43      | 0.00%             | 2024-05-08      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| 5824084.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       967 | PA      | $831.26       | 0.00%             | 2024-02-17      | Fixed         | 4.24%                 | No            |                  3 | On Loan: No      |
| 6253484.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4207 | PA      | $3910.91      | 0.00%             | 2024-06-23      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| 6013514.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1347 | PA      | $1261.86      | 0.00%             | 2024-04-21      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 6183249.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3612 | PA      | $3395.97      | 0.00%             | 2024-06-02      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 5894508.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1171 | PA      | $1006.70      | 0.00%             | 2024-03-10      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 5980288.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29495 | PA      | $28363.44     | 0.01%             | 2024-04-10      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 6162325.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5183 | PA      | $4872.90      | 0.00%             | 2024-05-25      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 6058373.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1665 | PA      | $1512.95      | 0.00%             | 2024-05-05      | Fixed         | 5.37%                 | No            |                  3 | On Loan: No      |
| 5981190.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9374 | PA      | $7585.68      | 0.00%             | 2024-04-10      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6170014.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1893 | PA      | $1738.54      | 0.00%             | 2024-05-29      | Fixed         | 5.34%                 | No            |                  3 | On Loan: No      |
| 6242309.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5077 | PA      | $4766.33      | 0.00%             | 2024-06-20      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5977592.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6855 | PA      | $5894.10      | 0.00%             | 2024-04-07      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 5810356.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1347 | PA      | $1207.58      | 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        |      1299 | PA      | $1258.08      | 0.00%             | 2024-03-09      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 5974720.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2674 | PA      | $2543.91      | 0.00%             | 2024-04-07      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 5841829.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       983 | PA      | $919.99       | 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        |       523 | PA      | $461.72       | 0.00%             | 2024-03-23      | Fixed         | 4.43%                 | No            |                  3 | On Loan: No      |
| 6037864.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16678 | PA      | $15960.26     | 0.01%             | 2024-04-30      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5813795.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5669 | PA      | $5538.94      | 0.00%             | 2024-02-13      | Fixed         | 2.97%                 | No            |                  3 | On Loan: No      |
| 6181520.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     63311 | PA      | $60797.15     | 0.03%             | 2024-06-01      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 6146843.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4021 | PA      | $3837.60      | 0.00%             | 2024-05-19      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 5849789.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3196 | PA      | $3132.65      | 0.00%             | 2024-02-25      | Fixed         | 2.97%                 | No            |                  3 | On Loan: No      |
| 6025966.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7467 | PA      | $7177.52      | 0.00%             | 2024-04-26      | Fixed         | 4.35%                 | No            |                  3 | On Loan: No      |
| 5772662.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1096 | PA      | $1050.14      | 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        |      3175 | PA      | $3061.07      | 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        |      1191 | PA      | $1154.73      | 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      | $156450.41    | 0.07%             | 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        |       551 | PA      | $421.29       | 0.00%             | 2024-03-16      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5923088.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1955 | PA      | $1523.12      | 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        |     10649 | PA      | $9544.02      | 0.00%             | 2024-02-18      | Fixed         | 4.33%                 | No            |                  3 | On Loan: No      |
| 5965707.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7751 | PA      | $7448.20      | 0.00%             | 2024-04-05      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5973641.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4585 | PA      | $4402.69      | 0.00%             | 2024-04-06      | Fixed         | 4.52%                 | 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      | $158277.24    | 0.07%             | 2035-10-15      | Floating      | 7.17%                 | Yes           |                  2 | On Loan: No      |
| 5827660.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4134 | PA      | $4034.77      | 0.00%             | 2024-02-18      | Fixed         | 3.43%                 | No            |                  3 | On Loan: No      |
| 5944856.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47252 | PA      | $45720.76     | 0.02%             | 2024-03-28      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5920992.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25275 | PA      | $18430.85     | 0.01%             | 2024-03-20      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 6042426.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9296 | PA      | $8858.38      | 0.00%             | 2024-05-01      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| 5924244.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5877 | PA      | $5484.48      | 0.00%             | 2024-03-21      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 6245580.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       223 | PA      | $212.54       | 0.00%             | 2024-06-21      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 6245159.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11377 | PA      | $10653.22     | 0.00%             | 2024-06-21      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 6190702.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8094 | PA      | $7604.73      | 0.00%             | 2024-06-05      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5919642.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       654 | PA      | $638.99       | 0.00%             | 2024-03-20      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6006676.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1610 | PA      | $1463.05      | 0.00%             | 2024-04-19      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5762451.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1527 | PA      | $1351.05      | 0.00%             | 2024-02-01      | Fixed         | 5.20%                 | No            |                  3 | On Loan: No      |
| 6047359.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2832 | PA      | $2685.71      | 0.00%             | 2024-05-02      | Fixed         | 5.48%                 | No            |                  3 | On Loan: No      |
| Llpl Capital Pte Ltd                                   | LLPL Capital Pte, Ltd.                                              | CUSIP: AW9637074<br>LEI: 254900VXZ8FXTUQNON22 | Long             | DBT              | CORP              | SG        |    341280 | PA      | $301404.84    | 0.13%             | 2039-02-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| 6137057.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34100 | PA      | $32601.94     | 0.01%             | 2024-05-16      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 6029435.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10656 | PA      | $10068.22     | 0.00%             | 2024-04-27      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 6165412.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       997 | PA      | $932.91       | 0.00%             | 2024-05-26      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 6226242.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22191 | PA      | $20868.19     | 0.01%             | 2024-06-15      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                    | Citigroup Commercial Mortgage Trust                                 | CUSIP: 17324TAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138000 | PA      | $75327.84     | 0.03%             | 2049-02-12      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| 6064956.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5946 | PA      | $5496.01      | 0.00%             | 2024-05-08      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 6188594.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5744 | PA      | $5256.12      | 0.00%             | 2024-06-05      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| 5904652.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       998 | PA      | $967.36       | 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      | $424025.28    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| 5772849.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6089 | PA      | $5660.25      | 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        |      2577 | PA      | $2367.78      | 0.00%             | 2024-03-21      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 5971249.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1757 | PA      | $1689.53      | 0.00%             | 2024-04-06      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 6160256.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       785 | PA      | $747.07       | 0.00%             | 2024-05-23      | Fixed         | 5.10%                 | 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      | $351920.42    | 0.16%             | 2051-07-17      | Variable      | 2.80%                 | Yes           |                  2 | On Loan: No      |
| 6059684.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10280 | PA      | $9860.36      | 0.00%             | 2024-05-06      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5976841.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1192 | PA      | $1133.07      | 0.00%             | 2024-04-07      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| 5925315.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2746 | PA      | $2581.05      | 0.00%             | 2024-03-21      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 6236588.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2233 | PA      | $2100.49      | 0.00%             | 2024-06-18      | Fixed         | 4.76%                 | No            |                  3 | On Loan: No      |
| 5758744.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       402 | PA      | $391.55       | 0.00%             | 2024-02-01      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 6242895.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     95131 | PA      | $91376.70     | 0.04%             | 2024-06-20      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| 5795136.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       823 | PA      | $780.42       | 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        |      1895 | PA      | $1853.23      | 0.00%             | 2024-02-19      | Fixed         | 2.97%                 | No            |                  3 | On Loan: No      |
| 6133445.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4254 | PA      | $4075.08      | 0.00%             | 2024-05-15      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 6029547.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1380 | PA      | $1325.40      | 0.00%             | 2024-04-27      | Fixed         | 3.89%                 | No            |                  3 | On Loan: No      |
| 6137521.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14527 | PA      | $13342.26     | 0.01%             | 2024-05-16      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 6161367.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6117 | PA      | $5254.43      | 0.00%             | 2024-05-24      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 6186765.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10398 | PA      | $9977.38      | 0.00%             | 2024-06-04      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6143924.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6880 | PA      | $6291.90      | 0.00%             | 2024-05-18      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 5997952.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1100 | PA      | $1054.46      | 0.00%             | 2024-04-17      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| 5934337.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6639 | PA      | $6455.48      | 0.00%             | 2024-03-24      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 6141873.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10782 | PA      | $10372.61     | 0.00%             | 2024-05-17      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5793831.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       293 | PA      | $271.11       | 0.00%             | 2024-02-10      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 5944784.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       896 | PA      | $848.80       | 0.00%             | 2024-03-28      | Fixed         | 3.67%                 | No            |                  3 | On Loan: No      |
| 5977182.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29814 | PA      | $28432.24     | 0.01%             | 2024-04-07      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 5883733.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7244 | PA      | $6851.50      | 0.00%             | 2024-03-07      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 6120358.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48645 | PA      | $45005.44     | 0.02%             | 2024-05-09      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 6184142.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3477 | PA      | $3335.82      | 0.00%             | 2024-06-02      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5979930.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       481 | PA      | $458.21       | 0.00%             | 2024-04-10      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 6064702.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       867 | PA      | $811.88       | 0.00%             | 2024-05-08      | Fixed         | 5.47%                 | No            |                  3 | On Loan: No      |
| 5759207.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2920 | PA      | $2837.91      | 0.00%             | 2024-02-01      | Fixed         | 3.74%                 | No            |                  3 | On Loan: No      |
| 6145528.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     89978 | PA      | $83781.73     | 0.04%             | 2024-05-18      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5888065.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2393 | PA      | $2344.81      | 0.00%             | 2024-03-08      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| 6134472.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5963 | PA      | $4633.92      | 0.00%             | 2024-05-15      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 6134446.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       652 | PA      | $584.30       | 0.00%             | 2024-05-15      | Fixed         | 5.10%                 | No            |                  3 | On Loan: No      |
| 6106086.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3829 | PA      | $3474.13      | 0.00%             | 2024-05-09      | Fixed         | 5.36%                 | No            |                  3 | On Loan: No      |
| 6106822.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       662 | PA      | $628.68       | 0.00%             | 2024-05-09      | Fixed         | 5.53%                 | No            |                  3 | On Loan: No      |
| 6126566.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6712 | PA      | $6049.81      | 0.00%             | 2024-05-12      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| Air Methods Corp                                       | Air Methods Corp.                                                   | CUSIP: 00215JAA7<br>LEI: 54930081QGNZXVDOZF63 | Long             | DBT              | CORP              | US        |    270000 | PA      | $14724.45     | 0.01%             | 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        |      4573 | PA      | $4423.68      | 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        |       607 | PA      | $568.25       | 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        |      1387 | PA      | $1270.81      | 0.00%             | 2024-02-16      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5991277.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24393 | PA      | $23402.84     | 0.01%             | 2024-04-13      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| Ypf Sociedad Anonima                                   | YPF SA                                                              | CUSIP: P989MJBN0<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    350000 | PA      | $210466.74    | 0.09%             | 2047-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| 6027208.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2098 | PA      | $1959.12      | 0.00%             | 2024-04-26      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 6009806.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3264 | PA      | $2526.24      | 0.00%             | 2024-04-20      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 6170788.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8465 | PA      | $8000.62      | 0.00%             | 2024-05-29      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6144709.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1237 | PA      | $1063.78      | 0.00%             | 2024-05-18      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5965795.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22677 | PA      | $21817.89     | 0.01%             | 2024-04-05      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6229439.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17697 | PA      | $16576.05     | 0.01%             | 2024-06-16      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 6139954.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20971 | PA      | $20128.42     | 0.01%             | 2024-05-17      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5877227.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3713 | PA      | $3369.66      | 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        |     10391 | PA      | $9063.25      | 0.00%             | 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        |     11934 | PA      | $5487.22      | 0.00%             | 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        |     26698 | PA      | $25946.36     | 0.01%             | 2024-02-17      | Fixed         | 3.42%                 | No            |                  3 | On Loan: No      |
| 6204379.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3117 | PA      | $2906.38      | 0.00%             | 2024-06-08      | Fixed         | 5.13%                 | No            |                  3 | On Loan: No      |
| 5766615.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1026 | PA      | $582.09       | 0.00%             | 2024-02-03      | Fixed         | 4.64%                 | No            |                  3 | On Loan: No      |
| 6218529.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13199 | PA      | $12350.99     | 0.01%             | 2024-06-14      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| 5997013.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2685 | PA      | $2443.56      | 0.00%             | 2024-04-15      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 6158687.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       940 | PA      | $902.39       | 0.00%             | 2024-05-23      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| 6191567.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7609 | PA      | $7302.50      | 0.00%             | 2024-06-06      | Fixed         | 4.27%                 | No            |                  3 | On Loan: No      |
| 5766941.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1543 | PA      | $1461.04      | 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        |      3686 | PA      | $3383.30      | 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        |       579 | PA      | $493.88       | 0.00%             | 2024-03-10      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 6127457.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1823 | PA      | $1663.23      | 0.00%             | 2024-05-13      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5813926.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       403 | PA      | $370.00       | 0.00%             | 2024-02-13      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| 6244051.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1341 | PA      | $1237.21      | 0.00%             | 2024-06-21      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 6106208.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11089 | PA      | $10630.02     | 0.00%             | 2024-05-09      | Fixed         | 4.31%                 | No            |                  3 | On Loan: No      |
| 5924416.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4583 | PA      | $3665.60      | 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        |      2212 | PA      | $1588.59      | 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        |       965 | PA      | $916.94       | 0.00%             | 2024-03-13      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 6253310.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8827 | PA      | $8348.00      | 0.00%             | 2024-06-23      | Fixed         | 4.62%                 | No            |                  3 | On Loan: No      |
| 5986207.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11149 | PA      | $9318.34      | 0.00%             | 2024-04-12      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5888207.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1470 | PA      | $1425.91      | 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        |      4085 | PA      | $3097.18      | 0.00%             | 2024-03-10      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 6038339.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14232 | PA      | $13556.72     | 0.01%             | 2024-04-30      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 6001853.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1917 | PA      | $1811.01      | 0.00%             | 2024-04-18      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 5820926.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2296 | PA      | $2007.61      | 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      | $351137.50    | 0.16%             | 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        |      1868 | PA      | $1816.35      | 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        |        42 | PA      | $41.13        | 0.00%             | 2024-02-01      | Fixed         | 4.97%                 | No            |                  3 | On Loan: No      |
| 6032286.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19725 | PA      | $18947.44     | 0.01%             | 2024-04-27      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 6256155.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2996 | PA      | $2805.15      | 0.00%             | 2024-06-26      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 5960647.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3326 | PA      | $3199.22      | 0.00%             | 2024-04-04      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6034616.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15369 | PA      | $14585.44     | 0.01%             | 2024-04-28      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 5878942.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5675 | PA      | $5543.40      | 0.00%             | 2024-03-05      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 6189333.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     62898 | PA      | $59435.08     | 0.03%             | 2024-06-05      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5775611.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1696 | PA      | $1651.57      | 0.00%             | 2024-02-05      | Fixed         | 4.11%                 | No            |                  3 | On Loan: No      |
| 6058612.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7584 | PA      | $7199.86      | 0.00%             | 2024-05-05      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 6023217.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16096 | PA      | $14437.46     | 0.01%             | 2024-04-25      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 5977298.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14387 | PA      | $13714.44     | 0.01%             | 2024-04-07      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 6221531.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2279 | PA      | $2111.42      | 0.00%             | 2024-06-14      | Fixed         | 5.33%                 | No            |                  3 | On Loan: No      |
| Omnilit Acquisition Corp                               | OmniLit Acquisition Corp.                                           | CUSIP: 68218C207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $9.96         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 6191069.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8206 | PA      | $7645.97      | 0.00%             | 2024-06-05      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| 5888247.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       916 | PA      | $834.42       | 0.00%             | 2024-03-08      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| 6037729.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2777 | PA      | $2644.74      | 0.00%             | 2024-04-30      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 5894687.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       807 | PA      | $754.59       | 0.00%             | 2024-03-10      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 6251711.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15508 | PA      | $14892.01     | 0.01%             | 2024-06-22      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 6106096.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10292 | PA      | $9868.22      | 0.00%             | 2024-05-09      | Fixed         | 4.31%                 | No            |                  3 | On Loan: No      |
| 5750708.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8578 | PA      | $6048.95      | 0.00%             | 2024-01-28      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 6144195.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5302 | PA      | $4909.43      | 0.00%             | 2024-05-18      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 6161379.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2542 | PA      | $2443.59      | 0.00%             | 2024-05-24      | Fixed         | 3.99%                 | No            |                  3 | On Loan: No      |
| 6004903.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1144 | PA      | $1086.03      | 0.00%             | 2024-04-19      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 6013723.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5636 | PA      | $5197.85      | 0.00%             | 2024-04-21      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 6045197.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3645 | PA      | $3363.04      | 0.00%             | 2024-05-01      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 6030329.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13581 | PA      | $12977.09     | 0.01%             | 2024-04-27      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5817290.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5791 | PA      | $5428.40      | 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        |      9537 | PA      | $9233.15      | 0.00%             | 2024-03-06      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 6250690.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4503 | PA      | $4324.06      | 0.00%             | 2024-06-22      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6052466.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23350 | PA      | $21341.22     | 0.01%             | 2024-05-03      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 6124933.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2964 | PA      | $2736.89      | 0.00%             | 2024-05-11      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 5919748.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2982 | PA      | $2889.14      | 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        |       984 | PA      | $958.01       | 0.00%             | 2024-02-26      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5959072.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2275 | PA      | $2185.16      | 0.00%             | 2024-04-03      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 5866767.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25858 | PA      | $24252.66     | 0.01%             | 2024-02-29      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 5960124.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2828 | PA      | $2710.74      | 0.00%             | 2024-04-03      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 6125689.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2366 | PA      | $2253.72      | 0.00%             | 2024-05-11      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5818790.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3921 | PA      | $3126.30      | 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      | $448363.80    | 0.20%             | 2023-11-15      | Floating      | 9.32%                 | Yes           |                  2 | On Loan: No      |
| 6053645.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15582 | PA      | $14625.09     | 0.01%             | 2024-05-03      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 6170202.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4174 | PA      | $3946.33      | 0.00%             | 2024-05-29      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6245707.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24170 | PA      | $22585.53     | 0.01%             | 2024-06-21      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 6210330.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2115 | PA      | $1950.79      | 0.00%             | 2024-06-10      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 6030378.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       597 | PA      | $574.49       | 0.00%             | 2024-04-27      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 6036339.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28323 | PA      | $27020.43     | 0.01%             | 2024-04-28      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5890424.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14886 | PA      | $14335.44     | 0.01%             | 2024-03-08      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 6239017.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2960 | PA      | $2729.74      | 0.00%             | 2024-06-19      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5918405.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8926 | PA      | $8500.19      | 0.00%             | 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      | $4322.39      | 0.00%             | 2024-02-04      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6132007.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18608 | PA      | $17764.65     | 0.01%             | 2024-05-15      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 6164317.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3368 | PA      | $3230.24      | 0.00%             | 2024-05-25      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 6034711.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2692 | PA      | $2584.16      | 0.00%             | 2024-04-28      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 6143247.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7231 | PA      | $6946.33      | 0.00%             | 2024-05-17      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 6185729.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1731 | PA      | $1624.99      | 0.00%             | 2024-06-03      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 6234237.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19232 | PA      | $18155.62     | 0.01%             | 2024-06-16      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 5976153.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6665 | PA      | $5880.65      | 0.00%             | 2024-04-07      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| 5924488.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22223 | PA      | $20869.30     | 0.01%             | 2024-03-21      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 6158733.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1691 | PA      | $1519.45      | 0.00%             | 2024-05-23      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5976185.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1735 | PA      | $1666.79      | 0.00%             | 2024-04-07      | Fixed         | 4.58%                 | No            |                  3 | On Loan: No      |
| 5893732.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10940 | PA      | $9882.37      | 0.00%             | 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        |      4289 | PA      | $4158.28      | 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        |      7478 | PA      | $7241.38      | 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        |      2746 | PA      | $2676.51      | 0.00%             | 2024-02-26      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5783270.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2122 | PA      | $2029.20      | 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        |      2191 | PA      | $2080.15      | 0.00%             | 2024-03-23      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 6169244.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5231 | PA      | $4843.76      | 0.00%             | 2024-05-28      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 6051871.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4651 | PA      | $4461.94      | 0.00%             | 2024-05-03      | Fixed         | 4.31%                 | No            |                  3 | On Loan: No      |
| 5909095.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1696 | PA      | $1512.72      | 0.00%             | 2024-03-15      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 6017472.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6837 | PA      | $6602.70      | 0.00%             | 2024-04-24      | Fixed         | 3.86%                 | No            |                  3 | On Loan: No      |
| 6123446.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2178 | PA      | $1942.21      | 0.00%             | 2024-05-10      | Fixed         | 4.94%                 | No            |                  3 | On Loan: No      |
| 5979840.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5339 | PA      | $4852.49      | 0.00%             | 2024-04-10      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 6148052.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7855 | PA      | $7526.06      | 0.00%             | 2024-05-20      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5908005.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6009 | PA      | $5862.08      | 0.00%             | 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        |       994 | PA      | $964.95       | 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        |      2541 | PA      | $2451.34      | 0.00%             | 2024-03-12      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6106255.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     71247 | PA      | $64641.65     | 0.03%             | 2024-05-09      | Fixed         | 5.36%                 | No            |                  3 | On Loan: No      |
| 5804468.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7876 | PA      | $7093.24      | 0.00%             | 2024-02-11      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 6174673.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6091 | PA      | $5847.80      | 0.00%             | 2024-05-30      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6244695.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     68317 | PA      | $63718.91     | 0.03%             | 2024-06-21      | 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      | $729088.05    | 0.32%             | 2047-11-10      | Variable      | 4.52%                 | Yes           |                  2 | On Loan: No      |
| 6190989.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10355 | PA      | $9662.19      | 0.00%             | 2024-06-05      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| 6053719.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1333 | PA      | $1234.48      | 0.00%             | 2024-05-03      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 6206930.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45480 | PA      | $42166.03     | 0.02%             | 2024-06-09      | Fixed         | 5.34%                 | No            |                  3 | On Loan: No      |
| 5934143.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10260 | PA      | $9799.32      | 0.00%             | 2024-03-24      | Fixed         | 3.60%                 | No            |                  3 | On Loan: No      |
| 6037599.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       418 | PA      | $400.62       | 0.00%             | 2024-04-29      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6053704.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3209 | PA      | $2959.81      | 0.00%             | 2024-05-03      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 6011281.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8239 | PA      | $7942.56      | 0.00%             | 2024-04-20      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6005491.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1907 | PA      | $1823.18      | 0.00%             | 2024-04-19      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 6009705.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1005 | PA      | $948.89       | 0.00%             | 2024-04-20      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| 6018008.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1202 | PA      | $1155.15      | 0.00%             | 2024-04-24      | Fixed         | 4.46%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association               | Government National Mortgage Association                            | CUSIP: 38382XY41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7536427 | PA      | $210597.92    | 0.09%             | 2051-09-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| 6034884.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4278 | PA      | $4078.70      | 0.00%             | 2024-04-28      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 6014495.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5798 | PA      | $4906.12      | 0.00%             | 2024-04-21      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 5985567.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1259 | PA      | $911.31       | 0.00%             | 2024-04-12      | Fixed         | 5.03%                 | No            |                  3 | On Loan: No      |
| 6259063.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6098 | PA      | $5708.99      | 0.00%             | 2024-06-27      | Fixed         | 4.77%                 | No            |                  3 | On Loan: No      |
| 6126967.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28713 | PA      | $27631.86     | 0.01%             | 2024-05-13      | Fixed         | 3.96%                 | 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      | $208457.05    | 0.09%             | 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        |     18124 | PA      | $17396.05     | 0.01%             | 2024-03-22      | Fixed         | 4.09%                 | No            |                  3 | On Loan: No      |
| 6256315.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43376 | PA      | $41132.72     | 0.02%             | 2024-06-26      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5933894.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1038 | PA      | $941.43       | 0.00%             | 2024-03-24      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 5962093.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18372 | PA      | $15848.36     | 0.01%             | 2024-04-04      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5996873.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4441 | PA      | $4248.60      | 0.00%             | 2024-04-15      | Fixed         | 4.24%                 | No            |                  3 | On Loan: No      |
| 5832503.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       823 | PA      | $769.73       | 0.00%             | 2024-02-19      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| 6161099.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1485 | PA      | $1384.04      | 0.00%             | 2024-05-24      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 5822221.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2805 | PA      | $1411.28      | 0.00%             | 2024-02-17      | Fixed         | 3.57%                 | No            |                  3 | On Loan: No      |
| N/A                                                    | BRIGHT BIDCO  EQUITY (DR)                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1789 | NS      | $33320.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 5865186.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10349 | PA      | $10068.42     | 0.00%             | 2024-02-29      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 5972631.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8456 | PA      | $7997.87      | 0.00%             | 2024-04-06      | Fixed         | 5.41%                 | No            |                  3 | On Loan: No      |
| 5769159.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33327 | PA      | $32327.55     | 0.01%             | 2024-02-03      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 6211917.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7173 | PA      | $6778.59      | 0.00%             | 2024-06-12      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5865703.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6991 | PA      | $5862.02      | 0.00%             | 2024-02-29      | Fixed         | 5.21%                 | No            |                  3 | On Loan: No      |
| 6046173.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13483 | PA      | $12339.97     | 0.01%             | 2024-05-02      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 6259013.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10730 | PA      | $10218.55     | 0.00%             | 2024-06-27      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 5884543.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       767 | PA      | $743.72       | 0.00%             | 2024-03-07      | Fixed         | 5.13%                 | No            |                  3 | On Loan: No      |
| 6188870.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7148 | PA      | $6753.62      | 0.00%             | 2024-06-05      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 6037735.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15546 | PA      | $14893.27     | 0.01%             | 2024-04-30      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5779991.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4784 | PA      | $4348.69      | 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        |     35418 | PA      | $34732.02     | 0.02%             | 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        |      5374 | PA      | $5032.85      | 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        |     15482 | PA      | $15105.03     | 0.01%             | 2024-02-23      | Fixed         | 3.42%                 | No            |                  3 | On Loan: No      |
| 6158629.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20600 | PA      | $19805.73     | 0.01%             | 2024-05-23      | Fixed         | 3.98%                 | No            |                  3 | On Loan: No      |
| 6193396.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27347 | PA      | $25128.11     | 0.01%             | 2024-06-06      | Fixed         | 5.48%                 | No            |                  3 | On Loan: No      |
| 6165107.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2091 | PA      | $1914.19      | 0.00%             | 2024-05-26      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 6123137.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10841 | PA      | $10233.28     | 0.00%             | 2024-05-10      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| 5925350.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19311 | PA      | $18699.97     | 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        |       522 | PA      | $504.78       | 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      | $418432.45    | 0.19%             | 2031-10-13      | Floating      | 7.39%                 | Yes           |                  2 | On Loan: No      |
| 5865638.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2502 | PA      | $2428.99      | 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        |      3366 | PA      | $3260.45      | 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        |      4490 | PA      | $4385.31      | 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        |      1853 | PA      | $1729.85      | 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        |       528 | PA      | $506.29       | 0.00%             | 2024-03-01      | Fixed         | 5.45%                 | No            |                  3 | On Loan: No      |
| 5997103.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6336 | PA      | $6057.08      | 0.00%             | 2024-04-16      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 6245323.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3628 | PA      | $3358.49      | 0.00%             | 2024-06-21      | Fixed         | 5.20%                 | No            |                  3 | On Loan: No      |
| 6246151.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3749 | PA      | $3467.10      | 0.00%             | 2024-06-21      | Fixed         | 5.27%                 | No            |                  3 | On Loan: No      |
| Fanniemae-aces                                         | Fannie Mae-Aces                                                     | CUSIP: 3136B9NV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4247859 | PA      | $151288.77    | 0.07%             | 2030-09-25      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| 5764492.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1609 | PA      | $1568.07      | 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        |      3190 | PA      | $3050.46      | 0.00%             | 2024-02-12      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 6219084.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3327 | PA      | $3079.06      | 0.00%             | 2024-06-14      | Fixed         | 5.32%                 | No            |                  3 | On Loan: No      |
| 5971881.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5039 | PA      | $4845.96      | 0.00%             | 2024-04-06      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 5821657.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2026 | PA      | $1902.29      | 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        |     16533 | PA      | $15965.14     | 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        |      1396 | PA      | $1338.71      | 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        |      1457 | PA      | $1118.87      | 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        |       358 | PA      | $347.09       | 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        |      1310 | PA      | $1275.31      | 0.00%             | 2024-02-04      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5954927.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13474 | PA      | $13031.01     | 0.01%             | 2024-03-30      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| 5985454.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4748 | PA      | $4557.90      | 0.00%             | 2024-04-12      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 6027105.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       679 | PA      | $596.98       | 0.00%             | 2024-04-26      | Fixed         | 4.35%                 | No            |                  3 | On Loan: No      |
| Atrium Cdo Corp                                        | Atrium XIV LLC                                                      | CUSIP: 04965HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $452851.75    | 0.20%             | 2030-08-23      | Floating      | 9.73%                 | Yes           |                  2 | On Loan: No      |
| 5873491.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7340 | PA      | $7032.87      | 0.00%             | 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        |     10971 | PA      | $10632.47     | 0.00%             | 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        |       488 | PA      | $456.18       | 0.00%             | 2024-03-20      | Fixed         | 3.70%                 | No            |                  3 | On Loan: No      |
| 6169472.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14032 | PA      | $13457.10     | 0.01%             | 2024-05-28      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 6136438.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3144 | PA      | $3001.34      | 0.00%             | 2024-05-16      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 6158352.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3022 | PA      | $2774.15      | 0.00%             | 2024-05-23      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 6190363.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4620 | PA      | $4342.14      | 0.00%             | 2024-06-05      | Fixed         | 4.85%                 | No            |                  3 | On Loan: No      |
| 5953828.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       822 | PA      | $731.40       | 0.00%             | 2024-03-30      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5998130.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8219 | PA      | $7859.06      | 0.00%             | 2024-04-17      | Fixed         | 4.07%                 | No            |                  3 | On Loan: No      |
| 5904520.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17742 | PA      | $17275.01     | 0.01%             | 2024-03-14      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6054611.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4978 | PA      | $4679.67      | 0.00%             | 2024-05-03      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5923158.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12955 | PA      | $12122.02     | 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        |      1102 | PA      | $968.08       | 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        |      4008 | PA      | $3917.35      | 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        |      5583 | PA      | $5405.50      | 0.00%             | 2024-01-29      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5984899.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       637 | PA      | $603.12       | 0.00%             | 2024-04-12      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 6224249.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9309 | PA      | $8676.92      | 0.00%             | 2024-06-15      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| 5960980.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1713 | PA      | $1458.40      | 0.00%             | 2024-04-04      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 5972036.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2029 | PA      | $1956.06      | 0.00%             | 2024-04-06      | Fixed         | 4.22%                 | No            |                  3 | On Loan: No      |
| 6037848.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3056 | PA      | $2912.54      | 0.00%             | 2024-04-30      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 5779988.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       760 | PA      | $665.09       | 0.00%             | 2024-02-06      | Fixed         | 5.21%                 | No            |                  3 | On Loan: No      |
| 5950761.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15855 | PA      | $14907.24     | 0.01%             | 2024-03-29      | Fixed         | 4.58%                 | No            |                  3 | On Loan: No      |
| 6214583.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     61058 | PA      | $57709.28     | 0.03%             | 2024-06-12      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5845992.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31936 | PA      | $27968.06     | 0.01%             | 2024-02-24      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 5866575.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26234 | PA      | $25034.57     | 0.01%             | 2024-02-29      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 6035237.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9348 | PA      | $9019.66      | 0.00%             | 2024-04-28      | Fixed         | 3.92%                 | No            |                  3 | On Loan: No      |
| 6187853.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6234 | PA      | $5831.71      | 0.00%             | 2024-06-05      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 6203605.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15516 | PA      | $14502.04     | 0.01%             | 2024-06-08      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 6149558.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1662 | PA      | $1578.18      | 0.00%             | 2024-05-21      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 5855881.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5427 | PA      | $5250.32      | 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        |    879190 | PA      | $757906.64    | 0.34%             | 2036-05-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| 5952874.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       950 | PA      | $873.55       | 0.00%             | 2024-03-30      | Fixed         | 4.02%                 | No            |                  3 | On Loan: No      |
| 6035292.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10302 | PA      | $9573.02      | 0.00%             | 2024-04-28      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6024043.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10831 | PA      | $10401.41     | 0.00%             | 2024-04-25      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 6165314.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5018 | PA      | $4795.44      | 0.00%             | 2024-05-26      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 6127159.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17950 | PA      | $17108.28     | 0.01%             | 2024-05-13      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 6149468.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11279 | PA      | $10413.69     | 0.00%             | 2024-05-21      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 5777866.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8703 | PA      | $6695.51      | 0.00%             | 2024-02-05      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 6258205.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22722 | PA      | $21268.63     | 0.01%             | 2024-06-27      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 6046600.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2780 | PA      | $2619.77      | 0.00%             | 2024-05-02      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| 6057392.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2082 | PA      | $1835.45      | 0.00%             | 2024-05-04      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| 6145898.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9121 | PA      | $8492.20      | 0.00%             | 2024-05-18      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 6234973.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1147 | PA      | $1055.23      | 0.00%             | 2024-06-17      | Fixed         | 5.44%                 | No            |                  3 | On Loan: No      |
| 5978806.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5104 | PA      | $4661.59      | 0.00%             | 2024-04-09      | Fixed         | 3.92%                 | No            |                  3 | On Loan: No      |
| 5922810.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5192 | PA      | $4771.58      | 0.00%             | 2024-03-21      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5990760.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3706 | PA      | $3561.98      | 0.00%             | 2024-04-13      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 5899694.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1938 | PA      | $1872.20      | 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        |     16680 | PA      | $15974.20     | 0.01%             | 2024-02-12      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5874557.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1956 | PA      | $1880.99      | 0.00%             | 2024-03-02      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| Office Cherifien Des Pho                               | OCP SA                                                              | CUSIP: BQ0169731<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    400000 | PA      | $305154.00    | 0.14%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| 6044972.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1317 | PA      | $982.46       | 0.00%             | 2024-05-01      | Fixed         | 5.47%                 | No            |                  3 | On Loan: No      |
| 6160860.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1863 | PA      | $1744.61      | 0.00%             | 2024-05-24      | Fixed         | 4.58%                 | No            |                  3 | On Loan: No      |
| 5841941.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       890 | PA      | $804.07       | 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        |   2162647 | PA      | $1153010.03   | 0.51%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| 6146756.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1390 | PA      | $1286.55      | 0.00%             | 2024-05-19      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 5943958.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12105 | PA      | $11685.52     | 0.01%             | 2024-03-28      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 6011708.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       658 | PA      | $622.54       | 0.00%             | 2024-04-20      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5985834.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2551 | PA      | $2133.73      | 0.00%             | 2024-04-12      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| 5950380.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13260 | PA      | $12717.69     | 0.01%             | 2024-03-29      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 5900863.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5227 | PA      | $4775.70      | 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        |      3693 | PA      | $2921.46      | 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        |      2808 | PA      | $2729.21      | 0.00%             | 2024-03-22      | Fixed         | 4.09%                 | No            |                  3 | On Loan: No      |
| 5976704.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8941 | PA      | $8434.98      | 0.00%             | 2024-04-07      | Fixed         | 4.73%                 | 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        |   1107414 | NS      | $4374285.30   | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| 5817284.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       390 | PA      | $370.23       | 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        |      4213 | PA      | $3763.87      | 0.00%             | 2024-03-10      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 6014630.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2902 | PA      | $2729.62      | 0.00%             | 2024-04-21      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5893203.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       919 | PA      | $860.79       | 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        |      2083 | PA      | $1881.90      | 0.00%             | 2024-03-13      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5973639.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1111 | PA      | $1050.60      | 0.00%             | 2024-04-06      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 6052319.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29365 | PA      | $27622.95     | 0.01%             | 2024-05-03      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 6185017.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1251 | PA      | $1161.69      | 0.00%             | 2024-06-02      | Fixed         | 5.26%                 | No            |                  3 | On Loan: No      |
| 5932025.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3913 | PA      | $3480.81      | 0.00%             | 2024-03-23      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 6210356.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6016 | PA      | $5542.83      | 0.00%             | 2024-06-10      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| 5824259.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20279 | PA      | $19869.18     | 0.01%             | 2024-02-17      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| 6160937.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2546 | PA      | $2353.72      | 0.00%             | 2024-05-24      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 6251359.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40048 | PA      | $37761.89     | 0.02%             | 2024-06-22      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 6162660.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2593 | PA      | $2438.12      | 0.00%             | 2024-05-25      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 5940817.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36939 | PA      | $35415.12     | 0.02%             | 2024-03-27      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 6238501.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3840 | PA      | $3698.33      | 0.00%             | 2024-06-19      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 6121092.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1201 | PA      | $1055.93      | 0.00%             | 2024-05-10      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 6037521.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18011 | PA      | $17259.58     | 0.01%             | 2024-04-29      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 5996915.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9344 | PA      | $9055.97      | 0.00%             | 2024-04-15      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 6258478.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1117 | PA      | $1027.26      | 0.00%             | 2024-06-27      | Fixed         | 5.36%                 | No            |                  3 | On Loan: No      |
| 5780310.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4349 | PA      | $4257.04      | 0.00%             | 2024-02-07      | Fixed         | 3.29%                 | 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      | $598343.68    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| 5877678.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       849 | PA      | $828.60       | 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        |      5913 | PA      | $5667.43      | 0.00%             | 2024-03-23      | Fixed         | 4.10%                 | No            |                  3 | On Loan: No      |
| 6235329.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12310 | PA      | $11318.52     | 0.01%             | 2024-06-17      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 6164056.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2507 | PA      | $2000.11      | 0.00%             | 2024-05-25      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| 5893142.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3754 | PA      | $3646.14      | 0.00%             | 2024-03-09      | Fixed         | 4.21%                 | No            |                  3 | On Loan: No      |
| 6036566.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1989 | PA      | $1757.13      | 0.00%             | 2024-04-28      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 6184731.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13991 | PA      | $12909.00     | 0.01%             | 2024-06-02      | Fixed         | 5.49%                 | No            |                  3 | On Loan: No      |
| 5786359.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8901 | PA      | $7723.71      | 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        |      5242 | PA      | $4645.58      | 0.00%             | 2024-02-01      | Fixed         | 5.10%                 | No            |                  3 | On Loan: No      |
| 6066364.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3257 | PA      | $2735.02      | 0.00%             | 2024-05-08      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| 6067056.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2846 | PA      | $2671.44      | 0.00%             | 2024-05-08      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6106900.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3208 | PA      | $2868.34      | 0.00%             | 2024-05-09      | Fixed         | 5.43%                 | No            |                  3 | On Loan: No      |
| 6161075.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6938 | PA      | $5519.73      | 0.00%             | 2024-05-24      | Fixed         | 5.19%                 | No            |                  3 | On Loan: No      |
| 5912809.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2931 | PA      | $2838.90      | 0.00%             | 2024-03-16      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6017530.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5566 | PA      | $4728.43      | 0.00%             | 2024-04-24      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 5919815.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6320 | PA      | $6048.79      | 0.00%             | 2024-03-20      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| 6021638.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11791 | PA      | $9962.98      | 0.00%             | 2024-04-25      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 6052073.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1776 | PA      | $1331.41      | 0.00%             | 2024-05-03      | Fixed         | 5.52%                 | No            |                  3 | On Loan: No      |
| 5879328.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3084 | PA      | $2953.90      | 0.00%             | 2024-03-05      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 6143330.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23816 | PA      | $22726.66     | 0.01%             | 2024-05-18      | Fixed         | 4.68%                 | 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      | $165964.13    | 0.07%             | 2023-12-31      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| 6048343.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1502 | PA      | $1359.93      | 0.00%             | 2024-05-02      | Fixed         | 5.13%                 | No            |                  3 | On Loan: No      |
| 5890958.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1594 | PA      | $1545.96      | 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        |     12723 | PA      | $12393.12     | 0.01%             | 2024-02-18      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5979167.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16321 | PA      | $15693.99     | 0.01%             | 2024-04-09      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5894868.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1531 | PA      | $1462.22      | 0.00%             | 2024-03-10      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 6146629.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12261 | PA      | $11527.75     | 0.01%             | 2024-05-18      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 6066819.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5416 | PA      | $5046.27      | 0.00%             | 2024-05-08      | Fixed         | 5.33%                 | No            |                  3 | On Loan: No      |
| 6161026.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11477 | PA      | $10933.97     | 0.00%             | 2024-05-24      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5939545.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9201 | PA      | $8075.94      | 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        |       885 | PA      | $847.58       | 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        |      6986 | PA      | $6807.00      | 0.00%             | 2024-02-19      | Fixed         | 3.43%                 | No            |                  3 | On Loan: No      |
| 6174493.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8633 | PA      | $8095.79      | 0.00%             | 2024-05-30      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5828889.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33064 | PA      | $32155.62     | 0.01%             | 2024-02-18      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 6009611.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       989 | PA      | $939.91       | 0.00%             | 2024-04-20      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 6163512.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5436 | PA      | $4694.56      | 0.00%             | 2024-05-25      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| Arisz Acquisition Corp                                 | Arisz Acquisition Corp.                                             | CUSIP: 040450108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36781 | NS      | $371488.10    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| 5913098.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5069 | PA      | $4743.09      | 0.00%             | 2024-03-16      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 6257843.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4485 | PA      | $4143.18      | 0.00%             | 2024-06-27      | Fixed         | 5.27%                 | No            |                  3 | On Loan: No      |
| 6026051.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2397 | PA      | $2321.98      | 0.00%             | 2024-04-26      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| 6164375.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2010 | PA      | $1884.09      | 0.00%             | 2024-05-25      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 5851940.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3161 | PA      | $1491.81      | 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        |      1906 | PA      | $1738.21      | 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        |     19063 | PA      | $17614.37     | 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      | $1296416.90   | 0.58%             | 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        |      4724 | PA      | $4516.08      | 0.00%             | 2024-02-22      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 5919801.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       884 | PA      | $858.01       | 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        |     31224 | PA      | $29218.71     | 0.01%             | 2024-02-24      | Fixed         | 3.42%                 | No            |                  3 | On Loan: No      |
| 5952681.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5824 | PA      | $5389.96      | 0.00%             | 2024-03-30      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 5973898.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24282 | PA      | $23240.66     | 0.01%             | 2024-04-06      | Fixed         | 4.73%                 | 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      | $1604.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 6022224.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9567 | PA      | $9220.56      | 0.00%             | 2024-04-25      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 6133785.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7493 | PA      | $6831.02      | 0.00%             | 2024-05-15      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| 6158575.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3919 | PA      | $3581.26      | 0.00%             | 2024-05-23      | Fixed         | 5.10%                 | No            |                  3 | On Loan: No      |
| 6013054.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2648 | PA      | $2455.63      | 0.00%             | 2024-04-21      | Fixed         | 4.25%                 | No            |                  3 | On Loan: No      |
| 6160851.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5933 | PA      | $5704.28      | 0.00%             | 2024-05-24      | Fixed         | 3.98%                 | No            |                  3 | On Loan: No      |
| 6170070.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2628 | PA      | $2449.38      | 0.00%             | 2024-05-29      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 6193599.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5716 | PA      | $5336.97      | 0.00%             | 2024-06-06      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| 6003815.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9597 | PA      | $7811.15      | 0.00%             | 2024-04-18      | Fixed         | 4.47%                 | No            |                  3 | On Loan: No      |
| 6023189.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1021 | PA      | $984.00       | 0.00%             | 2024-04-25      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| 6181170.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4696 | PA      | $4507.56      | 0.00%             | 2024-06-01      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5914202.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1093 | PA      | $1016.52      | 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        |       682 | PA      | $665.41       | 0.00%             | 2024-03-16      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 6033568.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2777 | PA      | $2100.51      | 0.00%             | 2024-04-28      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 5817185.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3302 | PA      | $3230.19      | 0.00%             | 2024-02-15      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 5996048.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6334 | PA      | $5982.19      | 0.00%             | 2024-04-14      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 6002238.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1795 | PA      | $1608.76      | 0.00%             | 2024-04-18      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 6011709.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40832 | PA      | $38542.52     | 0.02%             | 2024-04-20      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 6105954.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17997 | PA      | $16892.54     | 0.01%             | 2024-05-09      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 6057163.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12189 | PA      | $11692.63     | 0.01%             | 2024-05-04      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 6137593.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38161 | PA      | $36294.89     | 0.02%             | 2024-05-16      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| 5855349.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18479 | PA      | $17192.90     | 0.01%             | 2024-02-27      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 5973587.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3502 | PA      | $3346.62      | 0.00%             | 2024-04-06      | Fixed         | 5.41%                 | No            |                  3 | On Loan: No      |
| 6046436.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5364 | PA      | $5147.80      | 0.00%             | 2024-05-02      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6024494.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9613 | PA      | $9265.53      | 0.00%             | 2024-04-26      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 6009567.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13732 | PA      | $13145.79     | 0.01%             | 2024-04-20      | Fixed         | 4.09%                 | No            |                  3 | On Loan: No      |
| Aes Andres Bv                                          | AES Andres BV                                                       | CUSIP: 00109YAA3<br>LEI: 7245003VZ59682IZLJ86 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $173704.00    | 0.08%             | 2028-05-04      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| 6255223.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10150 | PA      | $9772.92      | 0.00%             | 2024-06-24      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 6047993.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23240 | PA      | $22304.08     | 0.01%             | 2024-05-02      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6015633.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2253 | PA      | $2139.87      | 0.00%             | 2024-04-21      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 6256479.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33723 | PA      | $32112.62     | 0.01%             | 2024-06-26      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5997469.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2113 | PA      | $1966.80      | 0.00%             | 2024-04-16      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 5881556.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3638 | PA      | $3459.68      | 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        |      3923 | PA      | $3828.44      | 0.00%             | 2024-01-29      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 6159763.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41422 | PA      | $37839.48     | 0.02%             | 2024-05-23      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 6044414.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       197 | PA      | $189.58       | 0.00%             | 2024-05-01      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| 6124755.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8040 | PA      | $7580.80      | 0.00%             | 2024-05-11      | Fixed         | 4.81%                 | 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      | $219159.07    | 0.10%             | 2038-05-15      | Floating      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| 5913298.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6944 | PA      | $5310.72      | 0.00%             | 2024-03-16      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 6218996.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2398 | PA      | $2243.05      | 0.00%             | 2024-06-14      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| 6216719.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2592 | PA      | $2486.98      | 0.00%             | 2024-06-13      | Fixed         | 4.26%                 | No            |                  3 | On Loan: No      |
| 6159638.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2768 | PA      | $2508.45      | 0.00%             | 2024-05-23      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust                                              | CUSIP: 02149HAB6<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-MBS          | CORP              | US        |   1869603 | PA      | $1076801.31   | 0.48%             | 2037-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| 6032271.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8582 | PA      | $8245.99      | 0.00%             | 2024-04-27      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5948899.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       545 | PA      | $526.50       | 0.00%             | 2024-03-29      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 6024881.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1625 | PA      | $1551.08      | 0.00%             | 2024-04-26      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 6170658.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5116 | PA      | $4811.09      | 0.00%             | 2024-05-29      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5872339.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1553 | PA      | $1495.89      | 0.00%             | 2024-03-01      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 6106531.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1598 | PA      | $1518.95      | 0.00%             | 2024-05-09      | Fixed         | 5.27%                 | No            |                  3 | On Loan: No      |
| 5939041.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9760 | PA      | $8962.85      | 0.00%             | 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        |     36685 | PA      | $35487.94     | 0.02%             | 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        |      3827 | PA      | $3728.26      | 0.00%             | 2024-03-27      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5954612.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1714 | PA      | $1507.31      | 0.00%             | 2024-03-30      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 6150121.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22946 | PA      | $18964.83     | 0.01%             | 2024-05-21      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 6024485.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4154 | PA      | $3779.31      | 0.00%             | 2024-04-26      | Fixed         | 4.77%                 | No            |                  3 | On Loan: No      |
| 5870334.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3460 | PA      | $3370.48      | 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        |      4439 | PA      | $4257.95      | 0.00%             | 2024-03-14      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 6206649.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       991 | PA      | $916.96       | 0.00%             | 2024-06-09      | Fixed         | 5.33%                 | No            |                  3 | On Loan: No      |
| Castlelake Aircraft Structured Trust                   | Castlelake Aircraft Securitization Trust                            | CUSIP: 14856CAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    430086 | PA      | $226064.35    | 0.10%             | 2043-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| 5959594.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2127 | PA      | $2030.27      | 0.00%             | 2024-04-03      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5885719.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       651 | PA      | $634.52       | 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        |      7490 | PA      | $7321.29      | 0.00%             | 2024-02-02      | Fixed         | 4.76%                 | No            |                  3 | On Loan: No      |
| 6195298.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7412 | PA      | $6881.02      | 0.00%             | 2024-06-07      | Fixed         | 5.32%                 | No            |                  3 | On Loan: No      |
| 6010852.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4192 | PA      | $4061.24      | 0.00%             | 2024-04-20      | Fixed         | 3.60%                 | No            |                  3 | On Loan: No      |
| 5995473.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3442 | PA      | $3326.11      | 0.00%             | 2024-04-14      | Fixed         | 3.87%                 | 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      | $494918.01    | 0.22%             | 2026-10-15      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| 6145121.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1304 | PA      | $1165.06      | 0.00%             | 2024-05-18      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| 5884329.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1126 | PA      | $1081.14      | 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        |      1404 | PA      | $1285.55      | 0.00%             | 2024-03-27      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5961773.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10173 | PA      | $9748.64      | 0.00%             | 2024-04-04      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5840166.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3436 | PA      | $2775.16      | 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        |       548 | PA      | $526.90       | 0.00%             | 2024-02-07      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 6246218.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     81120 | PA      | $76551.93     | 0.03%             | 2024-06-21      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5781218.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       485 | PA      | $449.32       | 0.00%             | 2024-02-08      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5990336.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7260 | PA      | $6649.56      | 0.00%             | 2024-04-13      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 6059007.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20444 | PA      | $19534.77     | 0.01%             | 2024-05-05      | 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      | $114498.50    | 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        |     23884 | PA      | $23182.84     | 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        |      5305 | PA      | $4727.42      | 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        |       675 | PA      | $634.56       | 0.00%             | 2024-02-05      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 6065956.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       840 | PA      | $788.03       | 0.00%             | 2024-05-08      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| 5921105.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2635 | PA      | $2464.88      | 0.00%             | 2024-03-20      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 6185564.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     77696 | PA      | $71960.28     | 0.03%             | 2024-06-02      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 6057402.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5626 | PA      | $5362.36      | 0.00%             | 2024-05-04      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 6065834.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1195 | PA      | $1090.44      | 0.00%             | 2024-05-08      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 5841756.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14732 | PA      | $14280.94     | 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        |      2371 | PA      | $2107.98      | 0.00%             | 2024-02-29      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 6160447.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50619 | PA      | $48667.72     | 0.02%             | 2024-05-23      | Fixed         | 3.98%                 | No            |                  3 | On Loan: No      |
| 6044254.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1035 | PA      | $972.91       | 0.00%             | 2024-05-01      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 6161374.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2477 | PA      | $2334.04      | 0.00%             | 2024-05-24      | Fixed         | 4.21%                 | No            |                  3 | On Loan: No      |
| 5980157.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1745 | PA      | $1642.35      | 0.00%             | 2024-04-10      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| 5851603.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7606 | PA      | $3479.63      | 0.00%             | 2024-02-25      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| 6036613.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5666 | PA      | $4721.71      | 0.00%             | 2024-04-28      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| Astra Acquisition Corp                                 | Astra Acquisition Corp.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    679840 | PA      | $611855.83    | 0.27%             | 2029-10-22      | Floating      | 13.26%                | No            |                  2 | On Loan: No      |
| 5849120.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3792 | PA      | $3291.88      | 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        |       582 | PA      | $514.36       | 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        |       781 | PA      | $724.14       | 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        |       279 | PA      | $273.19       | 0.00%             | 2024-02-24      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 5980585.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2010 | PA      | $1923.96      | 0.00%             | 2024-04-10      | Fixed         | 5.06%                 | 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      | $1708886.60   | 0.76%             | 2050-12-25      | Floating      | 9.58%                 | Yes           |                  2 | On Loan: No      |
| 6147922.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       866 | PA      | $791.66       | 0.00%             | 2024-05-20      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5944114.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11854 | PA      | $11439.91     | 0.01%             | 2024-03-28      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 6001920.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5203 | PA      | $5010.68      | 0.00%             | 2024-04-18      | Fixed         | 4.22%                 | No            |                  3 | On Loan: No      |
| 6235611.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5524 | PA      | $5171.93      | 0.00%             | 2024-06-17      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 6063120.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5265 | PA      | $4956.20      | 0.00%             | 2024-05-07      | Fixed         | 5.33%                 | No            |                  3 | On Loan: No      |
| 6190913.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1824 | PA      | $1690.27      | 0.00%             | 2024-06-05      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 6158536.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7153 | PA      | $6824.86      | 0.00%             | 2024-05-23      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 5818592.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       801 | PA      | $750.14       | 0.00%             | 2024-02-15      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 6133558.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2848 | PA      | $2623.70      | 0.00%             | 2024-05-15      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 5954911.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4749 | PA      | $4485.66      | 0.00%             | 2024-03-30      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 5908810.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23830 | PA      | $23120.78     | 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        |      1583 | PA      | $1547.44      | 0.00%             | 2024-01-29      | Fixed         | 3.30%                 | No            |                  3 | On Loan: No      |
| 6026956.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35584 | PA      | $33962.27     | 0.02%             | 2024-04-26      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| Oi Sa                                                  | Oi SA                                                               | CUSIP: P7354PAA2<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |    350000 | PA      | $60480.45     | 0.03%             | 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        |      5459 | PA      | $5343.18      | 0.00%             | 2024-02-20      | Fixed         | 2.97%                 | No            |                  3 | On Loan: No      |
| 5995513.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5522 | PA      | $5337.23      | 0.00%             | 2024-04-14      | Fixed         | 3.87%                 | No            |                  3 | On Loan: No      |
| 6163938.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6588 | PA      | $6125.62      | 0.00%             | 2024-05-25      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 6179611.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23696 | PA      | $22369.69     | 0.01%             | 2024-06-01      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6158410.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7807 | PA      | $7505.66      | 0.00%             | 2024-05-23      | Fixed         | 3.98%                 | No            |                  3 | On Loan: No      |
| 6162538.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14715 | PA      | $13835.83     | 0.01%             | 2024-05-25      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 5775621.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7961 | PA      | $7739.62      | 0.00%             | 2024-02-05      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 6127357.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       791 | PA      | $705.13       | 0.00%             | 2024-05-13      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 5845596.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11166 | PA      | $10916.61     | 0.00%             | 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        |      8913 | PA      | $6608.84      | 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        |      3400 | PA      | $2230.08      | 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        |       672 | PA      | $642.21       | 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        |      4126 | PA      | $4031.64      | 0.00%             | 2024-01-31      | Fixed         | 4.77%                 | No            |                  3 | On Loan: No      |
| 5996440.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36335 | PA      | $34830.96     | 0.02%             | 2024-04-15      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 6186986.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8730 | PA      | $7997.89      | 0.00%             | 2024-06-04      | Fixed         | 5.49%                 | No            |                  3 | On Loan: No      |
| 6179354.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3092 | PA      | $2899.53      | 0.00%             | 2024-06-01      | Fixed         | 4.89%                 | 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        |    473789 | PA      | $474367.70    | 0.21%             | 2025-08-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| 5976748.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4599 | PA      | $3543.69      | 0.00%             | 2024-04-07      | Fixed         | 5.27%                 | No            |                  3 | On Loan: No      |
| 5934838.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8992 | PA      | $6560.75      | 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        |      5900 | PA      | $5727.74      | 0.00%             | 2024-03-07      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 5986588.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1139 | PA      | $1059.86      | 0.00%             | 2024-04-12      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 6042184.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4320 | PA      | $3782.00      | 0.00%             | 2024-05-01      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 5811238.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3106 | PA      | $3032.19      | 0.00%             | 2024-02-12      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 6135306.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3439 | PA      | $3278.12      | 0.00%             | 2024-05-16      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| 5975036.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16816 | PA      | $15483.15     | 0.01%             | 2024-04-07      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5955284.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23985 | PA      | $22655.82     | 0.01%             | 2024-03-30      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 6184178.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45325 | PA      | $42795.45     | 0.02%             | 2024-06-02      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 5943356.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5152 | PA      | $4948.76      | 0.00%             | 2024-03-28      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 6173714.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2195 | PA      | $2059.13      | 0.00%             | 2024-05-30      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 6219261.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6234 | PA      | $5733.67      | 0.00%             | 2024-06-14      | Fixed         | 5.48%                 | No            |                  3 | On Loan: No      |
| 5777002.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12679 | PA      | $11511.46     | 0.01%             | 2024-02-05      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 5979407.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1917 | PA      | $1802.31      | 0.00%             | 2024-04-09      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5932794.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2984 | PA      | $2876.68      | 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      | $2224.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 6253544.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37494 | PA      | $35004.67     | 0.02%             | 2024-06-23      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 5980727.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     85543 | PA      | $81499.53     | 0.04%             | 2024-04-10      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5994973.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46773 | PA      | $44518.15     | 0.02%             | 2024-04-14      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5952374.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4651 | PA      | $4497.85      | 0.00%             | 2024-03-30      | Fixed         | 3.93%                 | No            |                  3 | 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      | $3204.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 6122294.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3175 | PA      | $3043.84      | 0.00%             | 2024-05-10      | Fixed         | 4.31%                 | No            |                  3 | On Loan: No      |
| 5813260.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6734 | PA      | $6532.89      | 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      | $465112.23    | 0.21%             | 2034-07-16      | Floating      | 7.23%                 | Yes           |                  2 | On Loan: No      |
| 6161387.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1468 | PA      | $1374.20      | 0.00%             | 2024-05-24      | Fixed         | 4.94%                 | No            |                  3 | On Loan: No      |
| 6239764.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13967 | PA      | $13306.26     | 0.01%             | 2024-06-19      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 6252073.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5203 | PA      | $4872.86      | 0.00%             | 2024-06-22      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 5941445.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6129 | PA      | $4818.96      | 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        |     18372 | PA      | $15767.70     | 0.01%             | 2024-03-06      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 5876767.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6658 | PA      | $6252.46      | 0.00%             | 2024-03-02      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| 6064699.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3125 | PA      | $2980.43      | 0.00%             | 2024-05-08      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 5944808.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1544 | PA      | $1016.59      | 0.00%             | 2024-03-28      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5892873.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     56748 | PA      | $51286.77     | 0.02%             | 2024-03-09      | Fixed         | 4.58%                 | No            |                  3 | On Loan: No      |
| 5990891.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3153 | PA      | $3030.93      | 0.00%             | 2024-04-13      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 6158390.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1092 | PA      | $973.84       | 0.00%             | 2024-05-23      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 6135707.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5079 | PA      | $4740.28      | 0.00%             | 2024-05-16      | Fixed         | 5.16%                 | 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      | $2344.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 6032821.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25894 | PA      | $22721.47     | 0.01%             | 2024-04-27      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5924449.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6161 | PA      | $5866.78      | 0.00%             | 2024-03-21      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| 6243773.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11618 | PA      | $10993.18     | 0.00%             | 2024-06-21      | Fixed         | 4.59%                 | No            |                  3 | On Loan: No      |
| 6010683.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4283 | PA      | $4150.12      | 0.00%             | 2024-04-20      | Fixed         | 3.60%                 | No            |                  3 | On Loan: No      |
| 6158732.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1600 | PA      | $1462.05      | 0.00%             | 2024-05-23      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| 6158643.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4922 | PA      | $4721.39      | 0.00%             | 2024-05-23      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5993537.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8437 | PA      | $8122.14      | 0.00%             | 2024-04-14      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 6134291.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10497 | PA      | $9974.46      | 0.00%             | 2024-05-15      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5939917.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8375 | PA      | $8146.51      | 0.00%             | 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        |       697 | PA      | $634.66       | 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        |    753738 | PA      | $643658.43    | 0.29%             | 2036-07-25      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| 5995648.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17859 | PA      | $17076.44     | 0.01%             | 2024-04-14      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5885177.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       372 | PA      | $363.98       | 0.00%             | 2024-03-07      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5845213.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       225 | PA      | $219.90       | 0.00%             | 2024-02-24      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| 5995850.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4496 | PA      | $4217.29      | 0.00%             | 2024-04-14      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 6158669.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1999 | PA      | $1881.92      | 0.00%             | 2024-05-23      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 5928393.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6922 | PA      | $6677.81      | 0.00%             | 2024-03-22      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| 6183474.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21510 | PA      | $20236.24     | 0.01%             | 2024-06-02      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 5959689.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2703 | PA      | $2607.47      | 0.00%             | 2024-04-03      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 5922341.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2854 | PA      | $2766.30      | 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        |      5025 | PA      | $4814.22      | 0.00%             | 2024-03-16      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 5822076.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5131 | PA      | $5000.82      | 0.00%             | 2024-02-16      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 6171459.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3798 | PA      | $3646.32      | 0.00%             | 2024-05-29      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6204638.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13410 | PA      | $12684.42     | 0.01%             | 2024-06-08      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6203157.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     73303 | PA      | $69780.47     | 0.03%             | 2024-06-08      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 6024811.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       987 | PA      | $950.66       | 0.00%             | 2024-04-26      | Fixed         | 4.07%                 | No            |                  3 | On Loan: No      |
| 5842342.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2299 | PA      | $2231.54      | 0.00%             | 2024-02-23      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 6125538.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10006 | PA      | $9376.23      | 0.00%             | 2024-05-11      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5934110.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1401 | PA      | $825.06       | 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        |     11149 | PA      | $9001.14      | 0.00%             | 2024-02-29      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5840410.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16799 | PA      | $16148.51     | 0.01%             | 2024-02-23      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6226462.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2043 | PA      | $1888.23      | 0.00%             | 2024-06-15      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 5885404.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2940 | PA      | $2812.20      | 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        |      1118 | PA      | $1086.04      | 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        |      7023 | PA      | $6250.34      | 0.00%             | 2024-02-11      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 6224057.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10966 | PA      | $10197.48     | 0.00%             | 2024-06-15      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| 6043814.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     95615 | PA      | $89437.42     | 0.04%             | 2024-05-01      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 6258493.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12905 | PA      | $12389.88     | 0.01%             | 2024-06-27      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| 6015423.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1351 | PA      | $1257.33      | 0.00%             | 2024-04-21      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 6158610.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       504 | PA      | $481.53       | 0.00%             | 2024-05-23      | Fixed         | 4.44%                 | No            |                  3 | On Loan: No      |
| 6022525.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       927 | PA      | $854.91       | 0.00%             | 2024-04-25      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 5990701.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       857 | PA      | $804.20       | 0.00%             | 2024-04-13      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| 6051219.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25547 | PA      | $22499.96     | 0.01%             | 2024-05-03      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 5853142.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1783 | PA      | $1736.15      | 0.00%             | 2024-02-26      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5997618.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1991 | PA      | $1887.65      | 0.00%             | 2024-04-16      | Fixed         | 4.06%                 | No            |                  3 | On Loan: No      |
| 5981623.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8635 | PA      | $7886.51      | 0.00%             | 2024-04-11      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 6243885.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1636 | PA      | $1535.78      | 0.00%             | 2024-06-21      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 5961367.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3068 | PA      | $2937.48      | 0.00%             | 2024-04-04      | Fixed         | 5.48%                 | No            |                  3 | On Loan: No      |
| 5914731.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3352 | PA      | $3120.11      | 0.00%             | 2024-03-18      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 6163058.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2074 | PA      | $1926.53      | 0.00%             | 2024-05-25      | Fixed         | 5.19%                 | No            |                  3 | On Loan: No      |
| 6001548.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22536 | PA      | $21195.18     | 0.01%             | 2024-04-18      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 6157654.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32424 | PA      | $30100.73     | 0.01%             | 2024-05-23      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 6037168.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       917 | PA      | $669.68       | 0.00%             | 2024-04-29      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 6016285.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6124 | PA      | $5827.21      | 0.00%             | 2024-04-22      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 5765905.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39380 | PA      | $38328.55     | 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        |     23495 | PA      | $21996.76     | 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        |     14489 | PA      | $13489.87     | 0.01%             | 2024-02-24      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 6137543.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       837 | PA      | $764.36       | 0.00%             | 2024-05-16      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 6039422.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23136 | PA      | $21640.90     | 0.01%             | 2024-04-30      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 5954081.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1158 | PA      | $1049.08      | 0.00%             | 2024-03-30      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 6256301.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4780 | PA      | $4517.53      | 0.00%             | 2024-06-26      | Fixed         | 4.61%                 | No            |                  3 | On Loan: No      |
| 5915211.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4053 | PA      | $3621.12      | 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        |      1657 | PA      | $1516.39      | 0.00%             | 2024-03-23      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 6135981.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1276 | PA      | $1146.66      | 0.00%             | 2024-05-16      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| 6240086.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23068 | PA      | $21625.78     | 0.01%             | 2024-06-19      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 5787799.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       672 | PA      | $635.76       | 0.00%             | 2024-02-09      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5984219.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       815 | PA      | $770.96       | 0.00%             | 2024-04-11      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| 6203946.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2738 | PA      | $2562.65      | 0.00%             | 2024-06-08      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5945618.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12337 | PA      | $11594.89     | 0.01%             | 2024-03-28      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 6175321.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1904 | PA      | $1800.18      | 0.00%             | 2024-05-30      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5796466.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25421 | PA      | $24621.59     | 0.01%             | 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        |     37193 | PA      | $35262.97     | 0.02%             | 2024-03-19      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 6061589.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17875 | PA      | $16517.42     | 0.01%             | 2024-05-07      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5853847.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2706 | PA      | $2612.40      | 0.00%             | 2024-02-26      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 6026614.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4612 | PA      | $4453.80      | 0.00%             | 2024-04-26      | Fixed         | 3.85%                 | No            |                  3 | On Loan: No      |
| 5894432.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2546 | PA      | $2477.53      | 0.00%             | 2024-03-10      | Fixed         | 4.83%                 | No            |                  3 | On Loan: No      |
| 6126755.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14736 | PA      | $12554.73     | 0.01%             | 2024-05-13      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 6160161.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1873 | PA      | $1733.12      | 0.00%             | 2024-05-23      | Fixed         | 5.10%                 | No            |                  3 | On Loan: No      |
| 5994704.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6155 | PA      | $5908.21      | 0.00%             | 2024-04-14      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| Bb-ubs Trust                                           | BB-UBS Trust                                                        | CUSIP: 05490AAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    456660 | PA      | $345355.15    | 0.15%             | 2030-06-05      | Variable      | 3.56%                 | Yes           |                  2 | On Loan: No      |
| 5760466.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       582 | PA      | $567.58       | 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        |     23438 | PA      | $22045.44     | 0.01%             | 2024-03-14      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 6193813.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3128 | PA      | $3000.85      | 0.00%             | 2024-06-06      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 6193968.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2289 | PA      | $2102.20      | 0.00%             | 2024-06-06      | Fixed         | 5.47%                 | No            |                  3 | On Loan: No      |
| 6210495.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3860 | PA      | $3615.82      | 0.00%             | 2024-06-11      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5820081.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8522 | PA      | $8176.54      | 0.00%             | 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        |      1187 | PA      | $1084.79      | 0.00%             | 2024-03-23      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 6132504.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       846 | PA      | $754.28       | 0.00%             | 2024-05-15      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5842324.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1472 | PA      | $1372.04      | 0.00%             | 2024-02-23      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 6238436.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9674 | PA      | $9216.12      | 0.00%             | 2024-06-19      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 6163873.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3313 | PA      | $3184.59      | 0.00%             | 2024-05-25      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5986840.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5271 | PA      | $4889.80      | 0.00%             | 2024-04-12      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5965231.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12004 | PA      | $11548.44     | 0.01%             | 2024-04-05      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5749440.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3824 | PA      | $3040.28      | 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        |      8412 | PA      | $8171.17      | 0.00%             | 2024-02-29      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 6006025.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       563 | PA      | $497.50       | 0.00%             | 2024-04-19      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 6255739.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6083 | PA      | $5695.92      | 0.00%             | 2024-06-25      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 6221021.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4824 | PA      | $4481.84      | 0.00%             | 2024-06-14      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 5907761.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1266 | PA      | $1236.07      | 0.00%             | 2024-03-15      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| 6210404.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8272 | PA      | $7820.66      | 0.00%             | 2024-06-10      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6121588.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2672 | PA      | $2537.58      | 0.00%             | 2024-05-10      | Fixed         | 5.52%                 | No            |                  3 | On Loan: No      |
| 6054536.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10339 | PA      | $9827.61      | 0.00%             | 2024-05-03      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 5804908.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7294 | PA      | $6519.96      | 0.00%             | 2024-02-11      | Fixed         | 4.84%                 | No            |                  3 | On Loan: No      |
| 6252932.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27103 | PA      | $25810.28     | 0.01%             | 2024-06-23      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5821687.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1741 | PA      | $1696.97      | 0.00%             | 2024-02-16      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| 6043611.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1864 | PA      | $1738.54      | 0.00%             | 2024-05-01      | Fixed         | 5.47%                 | No            |                  3 | On Loan: No      |
| 5776032.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1043 | PA      | $1000.37      | 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        |      1080 | PA      | $975.22       | 0.00%             | 2024-02-15      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 6036709.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16772 | PA      | $15584.33     | 0.01%             | 2024-04-28      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 6025846.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17827 | PA      | $17061.73     | 0.01%             | 2024-04-26      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 5804037.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14788 | PA      | $12102.52     | 0.01%             | 2024-02-11      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 6141106.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29077 | PA      | $25566.36     | 0.01%             | 2024-05-17      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 5976831.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1181 | PA      | $1141.14      | 0.00%             | 2024-04-07      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 5993909.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12299 | PA      | $10805.26     | 0.00%             | 2024-04-14      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 5979124.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3344 | PA      | $3204.14      | 0.00%             | 2024-04-09      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6124982.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5779 | PA      | $5561.01      | 0.00%             | 2024-05-11      | Fixed         | 3.98%                 | No            |                  3 | On Loan: No      |
| 6016689.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1222 | PA      | $1128.87      | 0.00%             | 2024-04-23      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 6256741.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1306 | PA      | $1213.40      | 0.00%             | 2024-06-26      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 6157993.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4617 | PA      | $4254.98      | 0.00%             | 2024-05-23      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| Frigorifico Concepcion                                 | Frigorifico Concepcion SA                                           | CUSIP: 358648AA1<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | PY        |    450000 | PA      | $363957.75    | 0.16%             | 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        |     23212 | PA      | $21160.26     | 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        |      2836 | PA      | $2767.78      | 0.00%             | 2024-02-27      | Fixed         | 2.97%                 | No            |                  3 | On Loan: No      |
| 6125001.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4776 | PA      | $4586.39      | 0.00%             | 2024-05-11      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| Galaxy Clo Ltd                                         | Galaxy XIX CLO, Ltd.                                                | CUSIP: 36319RAQ3<br>LEI: 5493000B2531UL3WQV87 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $832610.90    | 0.37%             | 2030-07-24      | Floating      | 10.85%                | Yes           |                  2 | On Loan: No      |
| 6064731.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21156 | PA      | $20288.89     | 0.01%             | 2024-05-08      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5863700.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13342 | PA      | $12857.51     | 0.01%             | 2024-02-29      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 5972615.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       702 | PA      | $646.82       | 0.00%             | 2024-04-06      | Fixed         | 4.76%                 | No            |                  3 | On Loan: No      |
| 6134731.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14928 | PA      | $13596.00     | 0.01%             | 2024-05-15      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 6120591.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1801 | PA      | $1679.07      | 0.00%             | 2024-05-09      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 6257780.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3100 | PA      | $2880.46      | 0.00%             | 2024-06-27      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5755743.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6460 | PA      | $6319.12      | 0.00%             | 2024-01-29      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 6052847.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     73042 | PA      | $69935.07     | 0.03%             | 2024-05-03      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5936103.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18411 | PA      | $13258.65     | 0.01%             | 2024-03-26      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 6136621.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20222 | PA      | $18472.44     | 0.01%             | 2024-05-16      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 5994822.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18884 | PA      | $18076.47     | 0.01%             | 2024-04-14      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| 6137166.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     92002 | PA      | $88531.87     | 0.04%             | 2024-05-16      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5935288.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20491 | PA      | $14066.02     | 0.01%             | 2024-03-26      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 6065679.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18461 | PA      | $17305.28     | 0.01%             | 2024-05-08      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 6244677.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3931 | PA      | $3644.31      | 0.00%             | 2024-06-21      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 5890023.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41144 | PA      | $33318.91     | 0.01%             | 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        |      4323 | PA      | $4186.98      | 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        |      3465 | PA      | $3353.65      | 0.00%             | 2024-02-05      | Fixed         | 4.10%                 | No            |                  3 | On Loan: No      |
| 6013866.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4745 | PA      | $3936.84      | 0.00%             | 2024-04-21      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 5871497.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1297 | PA      | $1247.95      | 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      | $394806.72    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| 5822909.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1479 | PA      | $1270.27      | 0.00%             | 2024-02-17      | Fixed         | 4.24%                 | No            |                  3 | On Loan: No      |
| 6188648.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21180 | PA      | $19578.37     | 0.01%             | 2024-06-05      | Fixed         | 5.38%                 | 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      |
| 5944364.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17315 | PA      | $16702.42     | 0.01%             | 2024-03-28      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5878004.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       824 | PA      | $764.24       | 0.00%             | 2024-03-04      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 6113713.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2107 | PA      | $1939.77      | 0.00%             | 2024-05-09      | Fixed         | 5.51%                 | No            |                  3 | On Loan: No      |
| 5908262.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2403 | PA      | $2335.14      | 0.00%             | 2024-03-15      | Fixed         | 4.59%                 | No            |                  3 | On Loan: No      |
| 6032179.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2810 | PA      | $2482.78      | 0.00%             | 2024-04-27      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 6175660.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11256 | PA      | $10804.76     | 0.00%             | 2024-05-30      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5951500.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3509 | PA      | $3221.08      | 0.00%             | 2024-03-29      | Fixed         | 5.35%                 | No            |                  3 | On Loan: No      |
| 5997136.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4739 | PA      | $4537.37      | 0.00%             | 2024-04-16      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 6106136.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3747 | PA      | $3399.63      | 0.00%             | 2024-05-09      | Fixed         | 5.36%                 | No            |                  3 | On Loan: No      |
| 5914122.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9991 | PA      | $9740.35      | 0.00%             | 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        |      2175 | PA      | $1919.66      | 0.00%             | 2024-03-01      | Fixed         | 5.03%                 | No            |                  3 | On Loan: No      |
| 6239870.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2902 | PA      | $2716.80      | 0.00%             | 2024-06-19      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 5953779.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1714 | PA      | $1651.40      | 0.00%             | 2024-03-30      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 5863937.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1497 | PA      | $1354.45      | 0.00%             | 2024-02-29      | Fixed         | 5.32%                 | No            |                  3 | On Loan: No      |
| 5971336.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6486 | PA      | $6217.27      | 0.00%             | 2024-04-06      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 5785405.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1895 | PA      | $1833.17      | 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        |      9823 | PA      | $9487.53      | 0.00%             | 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      | $215749.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Finnovate Acquisition Corp                             | Finnovate Acquisition Corp.                                         | CUSIP: G3R34K103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     40085 | NS      | $411272.10    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| 6055827.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12116 | PA      | $11363.18     | 0.01%             | 2024-05-04      | Fixed         | 5.51%                 | No            |                  3 | On Loan: No      |
| 6009404.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4188 | PA      | $3806.51      | 0.00%             | 2024-04-20      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 6235475.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4219 | PA      | $4019.68      | 0.00%             | 2024-06-17      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5919843.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8900 | PA      | $5173.31      | 0.00%             | 2024-03-20      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 6009506.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4808 | PA      | $4203.97      | 0.00%             | 2024-04-20      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5840271.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1994 | PA      | $1472.20      | 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        |      9479 | PA      | $9199.47      | 0.00%             | 2024-02-15      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| 6259182.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     75624 | PA      | $72016.36     | 0.03%             | 2024-06-27      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 6132956.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3176 | PA      | $2889.37      | 0.00%             | 2024-05-15      | Fixed         | 5.01%                 | 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      | $933053.00    | 0.41%             | 2039-02-17      | Floating      | 7.12%                 | Yes           |                  2 | On Loan: No      |
| 5772554.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       262 | PA      | $245.33       | 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        |      7074 | PA      | $6894.59      | 0.00%             | 2024-02-09      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 6227548.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2349 | PA      | $2173.95      | 0.00%             | 2024-06-16      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 6256461.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7686 | PA      | $7319.34      | 0.00%             | 2024-06-26      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5844391.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3340 | PA      | $3246.16      | 0.00%             | 2024-02-24      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 6175136.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1105 | PA      | $1025.37      | 0.00%             | 2024-05-30      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 5885031.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3346 | PA      | $3240.83      | 0.00%             | 2024-03-07      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 6034547.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8006 | PA      | $7628.14      | 0.00%             | 2024-04-28      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 6214966.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18814 | PA      | $18054.89     | 0.01%             | 2024-06-13      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6006522.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34644 | PA      | $33093.24     | 0.01%             | 2024-04-19      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5855230.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3803 | PA      | $3642.98      | 0.00%             | 2024-02-27      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 6038168.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15216 | PA      | $14447.44     | 0.01%             | 2024-04-30      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 5943539.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1501 | PA      | $991.77       | 0.00%             | 2024-03-28      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 6170050.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3369 | PA      | $3184.87      | 0.00%             | 2024-05-29      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5979939.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       458 | PA      | $435.58       | 0.00%             | 2024-04-10      | Fixed         | 5.37%                 | No            |                  3 | On Loan: No      |
| 5960007.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       700 | PA      | $658.98       | 0.00%             | 2024-04-03      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 6212864.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1652 | PA      | $1542.29      | 0.00%             | 2024-06-12      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| 6242580.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45002 | PA      | $42879.10     | 0.02%             | 2024-06-20      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5955899.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       734 | PA      | $702.91       | 0.00%             | 2024-04-01      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| 5861926.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4172 | PA      | $2146.71      | 0.00%             | 2024-02-29      | Fixed         | 5.47%                 | No            |                  3 | On Loan: No      |
| 6005069.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6318 | PA      | $6121.90      | 0.00%             | 2024-04-19      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| 5951629.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36814 | PA      | $35411.85     | 0.02%             | 2024-03-29      | Fixed         | 4.58%                 | No            |                  3 | On Loan: No      |
| 6013942.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27799 | PA      | $22077.80     | 0.01%             | 2024-04-21      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| 5855417.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2177 | PA      | $2124.45      | 0.00%             | 2024-02-27      | Fixed         | 4.35%                 | No            |                  3 | On Loan: No      |
| 6020582.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27494 | PA      | $26498.85     | 0.01%             | 2024-04-24      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| 5778826.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4675 | PA      | $4554.78      | 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        |      1392 | PA      | $1145.32      | 0.00%             | 2024-02-20      | Fixed         | 4.34%                 | No            |                  3 | On Loan: No      |
| 5952008.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6497 | PA      | $5773.52      | 0.00%             | 2024-03-30      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 6160306.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47725 | PA      | $44013.15     | 0.02%             | 2024-05-23      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 6045869.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1150 | PA      | $983.02       | 0.00%             | 2024-05-02      | Fixed         | 5.51%                 | No            |                  3 | On Loan: No      |
| 5873262.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23201 | PA      | $22484.89     | 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        |      2100 | PA      | $2032.21      | 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        |     12187 | PA      | $11790.63     | 0.01%             | 2024-03-06      | Fixed         | 4.41%                 | No            |                  3 | On Loan: No      |
| 6016691.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9505 | PA      | $9098.49      | 0.00%             | 2024-04-23      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| N/A                                                    | Think & Learn Private, Ltd.                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IN        |    218350 | PA      | $176082.90    | 0.08%             | 2026-11-05      | Floating      | 10.70%                | No            |                  2 | On Loan: No      |
| 6193719.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2406 | PA      | $2260.37      | 0.00%             | 2024-06-06      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5899581.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5342 | PA      | $4997.40      | 0.00%             | 2024-03-13      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 6034921.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1572 | PA      | $1489.13      | 0.00%             | 2024-04-28      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| 5952153.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8666 | PA      | $6966.59      | 0.00%             | 2024-03-30      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5845757.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     67145 | PA      | $52076.27     | 0.02%             | 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        |      1317 | PA      | $832.13       | 0.00%             | 2024-02-28      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5954087.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13038 | PA      | $12074.13     | 0.01%             | 2024-03-30      | Fixed         | 5.26%                 | No            |                  3 | On Loan: No      |
| 5843881.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5201 | PA      | $4770.84      | 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        |      4903 | PA      | $3856.29      | 0.00%             | 2024-02-12      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 6012454.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27324 | PA      | $26444.49     | 0.01%             | 2024-04-20      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| Dominican Republic                                     | Dominican Republic International Bond                               | CUSIP: BN5158629<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    250000 | PA      | $193843.39    | 0.09%             | 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        |     20190 | PA      | $18945.82     | 0.01%             | 2024-03-22      | Fixed         | 4.25%                 | No            |                  3 | On Loan: No      |
| 5943619.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3189 | PA      | $2790.92      | 0.00%             | 2024-03-28      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 5977465.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31225 | PA      | $28683.02     | 0.01%             | 2024-04-07      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 5965116.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1577 | PA      | $1524.73      | 0.00%             | 2024-04-05      | Fixed         | 3.90%                 | No            |                  3 | On Loan: No      |
| 5954639.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1439 | PA      | $1301.23      | 0.00%             | 2024-03-30      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 6158805.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2745 | PA      | $2543.90      | 0.00%             | 2024-05-23      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 6179062.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2426 | PA      | $2227.84      | 0.00%             | 2024-06-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| 5763159.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1068 | PA      | $1023.50      | 0.00%             | 2024-02-02      | Fixed         | 4.97%                 | No            |                  3 | On Loan: No      |
| 5804530.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18344 | PA      | $17502.05     | 0.01%             | 2024-02-11      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 6127310.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6271 | PA      | $5779.29      | 0.00%             | 2024-05-13      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 5989566.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14451 | PA      | $11275.94     | 0.01%             | 2024-04-13      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| 5864215.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       897 | PA      | $630.32       | 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        |      5130 | PA      | $4972.90      | 0.00%             | 2024-02-13      | Fixed         | 3.77%                 | No            |                  3 | On Loan: No      |
| 6043427.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10953 | PA      | $10479.01     | 0.00%             | 2024-05-01      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 6122223.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11062 | PA      | $10604.60     | 0.00%             | 2024-05-10      | Fixed         | 4.31%                 | No            |                  3 | On Loan: No      |
| 5923325.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2394 | PA      | $2290.56      | 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        |      4012 | PA      | $3577.66      | 0.00%             | 2024-02-08      | Fixed         | 4.64%                 | No            |                  3 | On Loan: No      |
| 6196547.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9098 | PA      | $8462.16      | 0.00%             | 2024-06-07      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 5862833.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12502 | PA      | $11805.29     | 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        |      6992 | PA      | $6765.66      | 0.00%             | 2024-03-25      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 6213885.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26289 | PA      | $24688.46     | 0.01%             | 2024-06-12      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5936276.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5752 | PA      | $4465.11      | 0.00%             | 2024-03-26      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 6235534.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5777 | PA      | $5564.42      | 0.00%             | 2024-06-17      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5996199.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1505 | PA      | $1440.23      | 0.00%             | 2024-04-14      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 6158765.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       797 | PA      | $711.14       | 0.00%             | 2024-05-23      | Fixed         | 4.43%                 | No            |                  3 | On Loan: No      |
| 6249726.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2933 | PA      | $2747.05      | 0.00%             | 2024-06-22      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 6163923.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2834 | PA      | $2551.99      | 0.00%             | 2024-05-25      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| 5817778.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1029 | PA      | $1001.67      | 0.00%             | 2024-02-15      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 6015173.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1068 | PA      | $999.72       | 0.00%             | 2024-04-21      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5990362.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6144 | PA      | $5010.81      | 0.00%             | 2024-04-13      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5855495.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3845 | PA      | $3750.24      | 0.00%             | 2024-02-27      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| 6196483.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3969 | PA      | $3663.02      | 0.00%             | 2024-06-07      | Fixed         | 5.48%                 | No            |                  3 | On Loan: No      |
| 6107285.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6248 | PA      | $5888.82      | 0.00%             | 2024-05-09      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 5985575.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2539 | PA      | $1837.90      | 0.00%             | 2024-04-12      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 5855444.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1851 | PA      | $1764.88      | 0.00%             | 2024-02-27      | Fixed         | 4.35%                 | No            |                  3 | On Loan: No      |
| 6060367.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8261 | PA      | $7895.15      | 0.00%             | 2024-05-07      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6196352.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8925 | PA      | $8393.92      | 0.00%             | 2024-06-07      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 6148114.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       840 | PA      | $768.23       | 0.00%             | 2024-05-20      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 6024461.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       877 | PA      | $749.36       | 0.00%             | 2024-04-26      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 5817858.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3007 | PA      | $2404.13      | 0.00%             | 2024-02-15      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 5942962.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12952 | PA      | $12010.73     | 0.01%             | 2024-03-28      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 5813745.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 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        |     10282 | PA      | $9634.36      | 0.00%             | 2024-02-10      | Fixed         | 4.76%                 | No            |                  3 | On Loan: No      |
| 6033944.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4864 | PA      | $4692.94      | 0.00%             | 2024-04-28      | Fixed         | 3.92%                 | No            |                  3 | On Loan: No      |
| 5837749.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7735 | PA      | $7399.99      | 0.00%             | 2024-02-22      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 6029649.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24642 | PA      | $19793.34     | 0.01%             | 2024-04-27      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| 5937839.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30427 | PA      | $29581.84     | 0.01%             | 2024-03-26      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 6235132.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3332 | PA      | $3072.52      | 0.00%             | 2024-06-17      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 5824028.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2725 | PA      | $2665.40      | 0.00%             | 2024-02-17      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| 6189014.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9256 | PA      | $8609.54      | 0.00%             | 2024-06-05      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 5850221.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2837 | PA      | $2766.39      | 0.00%             | 2024-02-25      | Fixed         | 3.43%                 | No            |                  3 | On Loan: No      |
| 5985745.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3444 | PA      | $3297.67      | 0.00%             | 2024-04-12      | Fixed         | 3.90%                 | No            |                  3 | On Loan: No      |
| 6035910.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13654 | PA      | $12190.26     | 0.01%             | 2024-04-28      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 6169492.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3568 | PA      | $3254.08      | 0.00%             | 2024-05-28      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 6033789.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29102 | PA      | $27697.78     | 0.01%             | 2024-04-28      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5796782.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5377 | PA      | $5112.73      | 0.00%             | 2024-02-10      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 6172463.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     69590 | PA      | $65486.78     | 0.03%             | 2024-05-29      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 6204591.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4826 | PA      | $4629.29      | 0.00%             | 2024-06-08      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5778815.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1879 | PA      | $1820.57      | 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        |     80699 | PA      | $64892.74     | 0.03%             | 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        |      1779 | PA      | $1638.07      | 0.00%             | 2024-03-21      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5760838.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     64747 | PA      | $61778.26     | 0.03%             | 2024-02-01      | Fixed         | 3.74%                 | No            |                  3 | On Loan: No      |
| 6146982.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5217 | PA      | $4870.54      | 0.00%             | 2024-05-19      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| 6039181.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       741 | PA      | $685.82       | 0.00%             | 2024-04-30      | Fixed         | 5.41%                 | No            |                  3 | On Loan: No      |
| 5898261.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29978 | PA      | $28086.41     | 0.01%             | 2024-03-12      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5996726.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8108 | PA      | $7754.70      | 0.00%             | 2024-04-15      | Fixed         | 4.73%                 | No            |                  3 | On Loan: No      |
| 6126887.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17545 | PA      | $15749.18     | 0.01%             | 2024-05-13      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 6046031.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24599 | PA      | $23531.49     | 0.01%             | 2024-05-02      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5996625.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4254 | PA      | $4102.31      | 0.00%             | 2024-04-15      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6251281.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1635 | PA      | $1504.38      | 0.00%             | 2024-06-22      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| 5934312.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3648 | PA      | $3538.09      | 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        |      9531 | PA      | $9191.48      | 0.00%             | 2024-03-11      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5949651.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10807 | PA      | $10398.41     | 0.00%             | 2024-03-29      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 6044886.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7743 | PA      | $7469.75      | 0.00%             | 2024-05-01      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 6123847.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40218 | PA      | $37852.08     | 0.02%             | 2024-05-10      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 6053904.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2798 | PA      | $2684.05      | 0.00%             | 2024-05-03      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 5840220.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1920 | PA      | $1884.80      | 0.00%             | 2024-02-23      | Fixed         | 2.96%                 | No            |                  3 | On Loan: No      |
| 6003480.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2132 | PA      | $2007.76      | 0.00%             | 2024-04-18      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 5752432.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21515 | PA      | $20663.16     | 0.01%             | 2024-01-28      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 6010965.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5199 | PA      | $4830.56      | 0.00%             | 2024-04-20      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 5964990.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6232 | PA      | $5996.49      | 0.00%             | 2024-04-05      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5965937.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       529 | PA      | $423.54       | 0.00%             | 2024-04-05      | Fixed         | 4.68%                 | No            |                  3 | On Loan: No      |
| 6042225.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6872 | PA      | $6525.03      | 0.00%             | 2024-05-01      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 6056992.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2109 | PA      | $1966.83      | 0.00%             | 2024-05-04      | Fixed         | 5.13%                 | No            |                  3 | On Loan: No      |
| 5901473.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3576 | PA      | $3410.86      | 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      | $160836.17    | 0.07%             | 2028-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| 6044488.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18182 | PA      | $16983.03     | 0.01%             | 2024-05-01      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 6053239.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11937 | PA      | $10663.67     | 0.00%             | 2024-05-03      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 6025715.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2399 | PA      | $2225.68      | 0.00%             | 2024-04-26      | Fixed         | 4.48%                 | No            |                  3 | On Loan: No      |
| 5974717.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       552 | PA      | $523.76       | 0.00%             | 2024-04-07      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 6250199.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25349 | PA      | $23568.59     | 0.01%             | 2024-06-22      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| 6241466.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11341 | PA      | $10926.29     | 0.00%             | 2024-06-20      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 6106933.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8896 | PA      | $8429.59      | 0.00%             | 2024-05-09      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 6237079.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       882 | PA      | $813.64       | 0.00%             | 2024-06-19      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 6164395.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4857 | PA      | $4632.32      | 0.00%             | 2024-05-25      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 5855341.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       104 | PA      | $102.12       | 0.00%             | 2024-02-27      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 6039329.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1425 | PA      | $1343.37      | 0.00%             | 2024-04-30      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| 5974848.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5248 | PA      | $4954.71      | 0.00%             | 2024-04-07      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 6124853.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3023 | PA      | $2879.09      | 0.00%             | 2024-05-11      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6056270.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4469 | PA      | $4269.22      | 0.00%             | 2024-05-04      | Fixed         | 4.74%                 | No            |                  3 | On Loan: No      |
| 5812320.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3979 | PA      | $3606.73      | 0.00%             | 2024-02-12      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5996926.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12307 | PA      | $11176.04     | 0.00%             | 2024-04-15      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 6175461.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6232 | PA      | $5933.13      | 0.00%             | 2024-05-30      | Fixed         | 4.50%                 | 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      | $1189182.96   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| 6240350.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       442 | PA      | $409.40       | 0.00%             | 2024-06-20      | Fixed         | 5.45%                 | No            |                  3 | On Loan: No      |
| 6001457.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1819 | PA      | $1744.65      | 0.00%             | 2024-04-18      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 5834989.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1491 | PA      | $1446.28      | 0.00%             | 2024-02-20      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6135590.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3474 | PA      | $3264.33      | 0.00%             | 2024-05-16      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 6193848.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1981 | PA      | $1817.03      | 0.00%             | 2024-06-06      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 5972997.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6348 | PA      | $6136.43      | 0.00%             | 2024-04-06      | Fixed         | 3.93%                 | No            |                  3 | On Loan: No      |
| 5960500.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6316 | PA      | $6050.17      | 0.00%             | 2024-04-04      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| 6058719.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4179 | PA      | $3935.74      | 0.00%             | 2024-05-05      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 5940894.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2509 | PA      | $2427.25      | 0.00%             | 2024-03-27      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 6216118.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1865 | PA      | $1730.99      | 0.00%             | 2024-06-13      | Fixed         | 5.23%                 | No            |                  3 | On Loan: No      |
| 6022533.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4673 | PA      | $4488.95      | 0.00%             | 2024-04-25      | Fixed         | 4.47%                 | No            |                  3 | On Loan: No      |
| 5939853.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6070 | PA      | $5793.48      | 0.00%             | 2024-03-27      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 6023986.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5227 | PA      | $4913.94      | 0.00%             | 2024-04-25      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| 6042032.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18048 | PA      | $17158.20     | 0.01%             | 2024-05-01      | Fixed         | 5.33%                 | No            |                  3 | On Loan: No      |
| Accretion Acquisition Corp                             | Accretion Acquisition Corp.                                         | CUSIP: 00438Y115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     21033 | NC      | $393.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5991042.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11688 | PA      | $11065.01     | 0.00%             | 2024-04-13      | Fixed         | 4.82%                 | No            |                  3 | On Loan: No      |
| 5773521.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       243 | PA      | $237.88       | 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        |     16400 | PA      | $15964.10     | 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        |      2210 | PA      | $2120.33      | 0.00%             | 2024-02-28      | Fixed         | 4.47%                 | No            |                  3 | On Loan: No      |
| 6217723.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     89687 | PA      | $86017.38     | 0.04%             | 2024-06-13      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 6205341.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2193 | PA      | $2034.50      | 0.00%             | 2024-06-08      | Fixed         | 5.34%                 | No            |                  3 | On Loan: No      |
| 5751145.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3680 | PA      | $3287.35      | 0.00%             | 2024-01-28      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5950239.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27953 | PA      | $25075.73     | 0.01%             | 2024-03-29      | Fixed         | 4.83%                 | 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      | $218101.37    | 0.10%             | 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        |     27985 | PA      | $26177.23     | 0.01%             | 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        |       684 | PA      | $664.83       | 0.00%             | 2024-03-19      | Fixed         | 3.94%                 | No            |                  3 | On Loan: No      |
| 5984904.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1041 | PA      | $983.05       | 0.00%             | 2024-04-12      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 6038205.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1136 | PA      | $1057.34      | 0.00%             | 2024-04-30      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 5852291.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9805 | PA      | $9477.56      | 0.00%             | 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        |      7648 | PA      | $7262.97      | 0.00%             | 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        |      4705 | PA      | $3781.36      | 0.00%             | 2024-02-28      | Fixed         | 4.07%                 | No            |                  3 | On Loan: No      |
| 6192255.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6231 | PA      | $5781.69      | 0.00%             | 2024-06-06      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| 6159670.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21281 | PA      | $19336.71     | 0.01%             | 2024-05-23      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6186141.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18201 | PA      | $17463.40     | 0.01%             | 2024-06-03      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 6181266.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6142 | PA      | $5893.40      | 0.00%             | 2024-06-01      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5878042.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1513 | PA      | $1239.69      | 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        |     16194 | PA      | $15795.34     | 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        |       167 | PA      | $163.57       | 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        |      3015 | PA      | $2748.67      | 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      | $330644.64    | 0.15%             | 2049-01-15      | Variable      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| 5776566.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       137 | PA      | $133.45       | 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        |      2963 | PA      | $2313.25      | 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        |      8107 | PA      | $7746.99      | 0.00%             | 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      | $1267521.00   | 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        |      6354 | PA      | $6062.67      | 0.00%             | 2024-02-28      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 6245813.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3974 | PA      | $3771.03      | 0.00%             | 2024-06-21      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 5856283.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1497 | PA      | $1425.67      | 0.00%             | 2024-02-28      | Fixed         | 4.26%                 | No            |                  3 | On Loan: No      |
| 6146479.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11768 | PA      | $10557.16     | 0.00%             | 2024-05-18      | Fixed         | 4.93%                 | No            |                  3 | On Loan: No      |
| 5883685.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4380 | PA      | $4232.59      | 0.00%             | 2024-03-07      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6209894.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10817 | PA      | $10379.02     | 0.00%             | 2024-06-10      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5790071.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1360 | PA      | $1293.54      | 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        |       753 | PA      | $721.70       | 0.00%             | 2024-03-20      | Fixed         | 4.64%                 | No            |                  3 | On Loan: No      |
| Viad Corp                                              | Viad Corp                                                           | CUSIP: N/A<br>LEI: 549300PXU4ZW7LPO5Y40       | Long             | LON              | CORP              | US        |    232650 | PA      | $220654.57    | 0.10%             | 2028-07-30      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| 5917108.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3249 | PA      | $3161.60      | 0.00%             | 2024-03-19      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| 6038319.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2049 | PA      | $1931.12      | 0.00%             | 2024-04-30      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 5823270.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7678 | PA      | $7163.51      | 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        |      9680 | PA      | $9274.80      | 0.00%             | 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        |   1763567 | PA      | $917061.16    | 0.41%             | 2035-08-25      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| 6151487.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6437 | PA      | $5999.89      | 0.00%             | 2024-05-21      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 5984930.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2514 | PA      | $2377.77      | 0.00%             | 2024-04-12      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| Countrywide Alternative Loan Trust                     | Alternative Loan Trust                                              | CUSIP: 02152ABB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1767846 | PA      | $963380.59    | 0.43%             | 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        |      2769 | PA      | $2696.10      | 0.00%             | 2024-02-05      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 6173725.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4319 | PA      | $4145.37      | 0.00%             | 2024-05-30      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 5760391.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1389 | PA      | $1343.85      | 0.00%             | 2024-02-01      | Fixed         | 5.19%                 | No            |                  3 | On Loan: No      |
| 5972079.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11813 | PA      | $11351.34     | 0.01%             | 2024-04-06      | Fixed         | 4.21%                 | No            |                  3 | On Loan: No      |
| Ecopetrol Sa                                           | Ecopetrol SA                                                        | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $134798.45    | 0.06%             | 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        |     21585 | PA      | $20267.01     | 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        |      1916 | PA      | $1730.39      | 0.00%             | 2024-02-22      | Fixed         | 4.77%                 | No            |                  3 | On Loan: No      |
| 6258111.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25398 | PA      | $24385.23     | 0.01%             | 2024-06-27      | Fixed         | 4.16%                 | No            |                  3 | On Loan: No      |
| 5832254.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8047 | PA      | $7779.59      | 0.00%             | 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        |     20502 | PA      | $20020.01     | 0.01%             | 2024-02-23      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6234346.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     53192 | PA      | $50473.67     | 0.02%             | 2024-06-16      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 5990067.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       815 | PA      | $779.45       | 0.00%             | 2024-04-13      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5853256.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11096 | PA      | $10593.67     | 0.00%             | 2024-02-26      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5907929.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2550 | PA      | $2419.31      | 0.00%             | 2024-03-15      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| 6001491.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5255 | PA      | $4857.23      | 0.00%             | 2024-04-18      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| Invesco Dynamic Credit Opportunity Fund                | Invesco Dynamic Credit Opportunity Fund                             | CUSIP: 46091B207<br>LEI: UJGJ6DJQ6L11ZHIVZG65 | Long             | EC               | RF                | US        |    382366 | NS      | $4278671.40   | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| 5901430.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4480 | PA      | $4319.42      | 0.00%             | 2024-03-13      | Fixed         | 4.29%                 | No            |                  3 | On Loan: No      |
| 6161484.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2255 | PA      | $2141.28      | 0.00%             | 2024-05-25      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 6131512.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9893 | PA      | $9165.41      | 0.00%             | 2024-05-15      | Fixed         | 5.06%                 | No            |                  3 | On Loan: No      |
| 6015588.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5590 | PA      | $5316.16      | 0.00%             | 2024-04-21      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| 6066321.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       641 | PA      | $590.07       | 0.00%             | 2024-05-08      | Fixed         | 5.37%                 | No            |                  3 | On Loan: No      |
| 5918569.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       932 | PA      | $917.54       | 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        |       321 | PA      | $298.76       | 0.00%             | 2024-02-28      | Fixed         | 4.39%                 | No            |                  3 | On Loan: No      |
| 6134605.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     79662 | PA      | $74085.31     | 0.03%             | 2024-05-15      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 5849856.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7963 | PA      | $7782.56      | 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        |      3383 | PA      | $3290.60      | 0.00%             | 2024-02-27      | Fixed         | 3.77%                 | No            |                  3 | On Loan: No      |
| 6165013.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4307 | PA      | $4029.58      | 0.00%             | 2024-05-26      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 6184021.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3979 | PA      | $3726.75      | 0.00%             | 2024-06-02      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5952826.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7894 | PA      | $7595.93      | 0.00%             | 2024-03-30      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 6023192.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7550 | PA      | $5986.90      | 0.00%             | 2024-04-25      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 5829203.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7740 | PA      | $7395.31      | 0.00%             | 2024-02-18      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 6015608.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5322 | PA      | $4726.63      | 0.00%             | 2024-04-21      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 6004216.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2324 | PA      | $2168.40      | 0.00%             | 2024-04-18      | Fixed         | 4.46%                 | No            |                  3 | On Loan: No      |
| 5870446.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19304 | PA      | $18723.27     | 0.01%             | 2024-03-01      | Fixed         | 4.43%                 | No            |                  3 | On Loan: No      |
| 6209781.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3985 | PA      | $3682.09      | 0.00%             | 2024-06-10      | Fixed         | 5.41%                 | No            |                  3 | On Loan: No      |
| 6045737.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13288 | PA      | $12481.60     | 0.01%             | 2024-05-02      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 6195168.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20753 | PA      | $19034.34     | 0.01%             | 2024-06-07      | Fixed         | 5.48%                 | No            |                  3 | On Loan: No      |
| 5956116.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1954 | PA      | $1768.16      | 0.00%             | 2024-04-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5920974.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1960 | PA      | $1853.29      | 0.00%             | 2024-03-20      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 5966470.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1580 | PA      | $1477.19      | 0.00%             | 2024-04-05      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5872357.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8112 | PA      | $7889.85      | 0.00%             | 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        |      1163 | PA      | $1131.24      | 0.00%             | 2024-02-04      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 6208663.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3906 | PA      | $3614.06      | 0.00%             | 2024-06-09      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 5962857.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6589 | PA      | $5975.79      | 0.00%             | 2024-04-04      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| 5806214.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9788 | PA      | $9543.24      | 0.00%             | 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        |      1045 | PA      | $923.38       | 0.00%             | 2024-03-11      | Fixed         | 5.36%                 | No            |                  3 | On Loan: No      |
| 5981456.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7062 | PA      | $6606.74      | 0.00%             | 2024-04-11      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 5918757.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3319 | PA      | $3237.06      | 0.00%             | 2024-03-20      | Fixed         | 3.58%                 | No            |                  3 | On Loan: No      |
| 5964744.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5673 | PA      | $5416.81      | 0.00%             | 2024-04-05      | Fixed         | 4.55%                 | No            |                  3 | On Loan: No      |
| 5984535.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1356 | PA      | $1296.92      | 0.00%             | 2024-04-11      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5974104.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1847 | PA      | $1760.57      | 0.00%             | 2024-04-06      | Fixed         | 5.16%                 | 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      | $292608.22    | 0.13%             | 2036-07-15      | Floating      | 7.32%                 | Yes           |                  2 | On Loan: No      |
| 6158605.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2508 | PA      | $2411.74      | 0.00%             | 2024-05-23      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 6245671.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3190 | PA      | $2958.36      | 0.00%             | 2024-06-21      | Fixed         | 5.20%                 | No            |                  3 | On Loan: No      |
| 5814484.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11132 | PA      | $10862.14     | 0.00%             | 2024-02-14      | Fixed         | 4.04%                 | No            |                  3 | On Loan: No      |
| 5974661.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4423 | PA      | $4253.70      | 0.00%             | 2024-04-07      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 5862230.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2359 | PA      | $2217.30      | 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      | $574602.12    | 0.26%             | 2030-05-25      | Variable      | 0.18%                 | No            |                  2 | On Loan: No      |
| 5760603.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4874 | PA      | $4755.71      | 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        |      4872 | PA      | $4780.29      | 0.00%             | 2024-02-02      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 6158848.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1521 | PA      | $1433.50      | 0.00%             | 2024-05-23      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 5932498.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4277 | PA      | $4051.94      | 0.00%             | 2024-03-23      | Fixed         | 4.81%                 | No            |                  3 | On Loan: No      |
| 6162677.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2290 | PA      | $1996.51      | 0.00%             | 2024-05-25      | Fixed         | 5.17%                 | No            |                  3 | On Loan: No      |
| 5835502.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       702 | PA      | $637.20       | 0.00%             | 2024-02-21      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 6256444.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1946 | PA      | $1789.70      | 0.00%             | 2024-06-26      | Fixed         | 5.37%                 | No            |                  3 | On Loan: No      |
| Riverbed Technolog                                     | Riverbed Technology, Inc.                                           | CUSIP: N/A<br>LEI: XWT9B0BASIY6FJ5R7M02       | Long             | LON              | CORP              | US        |    339692 | PA      | $146831.80    | 0.07%             | 2026-12-06      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| 6132975.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4833 | PA      | $4640.47      | 0.00%             | 2024-05-15      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 6036558.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2412 | PA      | $2200.63      | 0.00%             | 2024-04-28      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| 5913349.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19674 | PA      | $19028.50     | 0.01%             | 2024-03-16      | Fixed         | 4.19%                 | 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      | $183.61       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5971269.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1396 | PA      | $1290.69      | 0.00%             | 2024-04-06      | Fixed         | 5.03%                 | No            |                  3 | On Loan: No      |
| 5882810.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2286 | PA      | $2208.52      | 0.00%             | 2024-03-06      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5889326.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5344 | PA      | $4819.65      | 0.00%             | 2024-03-08      | Fixed         | 4.58%                 | No            |                  3 | On Loan: No      |
| 6010684.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15555 | PA      | $14775.07     | 0.01%             | 2024-04-20      | Fixed         | 4.18%                 | No            |                  3 | On Loan: No      |
| 6148112.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       996 | PA      | $868.24       | 0.00%             | 2024-05-20      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 5985561.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1338 | PA      | $1270.72      | 0.00%             | 2024-04-12      | Fixed         | 4.70%                 | No            |                  3 | On Loan: No      |
| 6158842.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3593 | PA      | $3298.64      | 0.00%             | 2024-05-23      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 5953575.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41469 | PA      | $39150.60     | 0.02%             | 2024-03-30      | Fixed         | 4.42%                 | No            |                  3 | On Loan: No      |
| 6241574.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1372 | PA      | $1261.91      | 0.00%             | 2024-06-20      | Fixed         | 5.37%                 | No            |                  3 | On Loan: No      |
| 5992206.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17106 | PA      | $15059.95     | 0.01%             | 2024-04-13      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 6212274.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3227 | PA      | $2992.76      | 0.00%             | 2024-06-12      | Fixed         | 5.31%                 | 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      | $297113.03    | 0.13%             | 2023-06-25      | Floating      | 9.64%                 | Yes           |                  2 | On Loan: No      |
| 5918976.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6897 | PA      | $6468.69      | 0.00%             | 2024-03-20      | Fixed         | 4.23%                 | No            |                  3 | On Loan: No      |
| 6059579.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8478 | PA      | $6405.08      | 0.00%             | 2024-05-06      | Fixed         | 5.49%                 | No            |                  3 | On Loan: No      |
| 5837093.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21081 | PA      | $19150.95     | 0.01%             | 2024-02-22      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 6216779.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3316 | PA      | $3101.22      | 0.00%             | 2024-06-13      | Fixed         | 4.99%                 | No            |                  3 | On Loan: No      |
| 5834873.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1590 | PA      | $1496.04      | 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        |      5367 | PA      | $4294.63      | 0.00%             | 2024-03-15      | Fixed         | 5.08%                 | No            |                  3 | On Loan: No      |
| 5972152.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5185 | PA      | $4735.67      | 0.00%             | 2024-04-06      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 6055783.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10841 | PA      | $10282.34     | 0.00%             | 2024-05-04      | Fixed         | 5.35%                 | No            |                  3 | On Loan: No      |
| 5963249.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30462 | PA      | $28862.69     | 0.01%             | 2024-04-04      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| 6031962.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4904 | PA      | $4481.54      | 0.00%             | 2024-04-27      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 6014220.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4597 | PA      | $4414.72      | 0.00%             | 2024-04-21      | Fixed         | 3.60%                 | No            |                  3 | On Loan: No      |
| 6243973.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27722 | PA      | $26028.88     | 0.01%             | 2024-06-21      | Fixed         | 4.65%                 | No            |                  3 | On Loan: No      |
| 5997127.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2923 | PA      | $2750.12      | 0.00%             | 2024-04-16      | Fixed         | 4.23%                 | No            |                  3 | On Loan: No      |
| 6237049.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3749 | PA      | $3488.28      | 0.00%             | 2024-06-19      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 5899601.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1308 | PA      | $1267.59      | 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        |      4420 | PA      | $4283.80      | 0.00%             | 2024-02-29      | Fixed         | 3.90%                 | No            |                  3 | On Loan: No      |
| 6042736.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7144 | PA      | $6892.00      | 0.00%             | 2024-05-01      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 5866479.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7658 | PA      | $7292.20      | 0.00%             | 2024-02-29      | Fixed         | 3.91%                 | No            |                  3 | On Loan: No      |
| 5997708.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5417 | PA      | $5037.71      | 0.00%             | 2024-04-16      | Fixed         | 4.79%                 | 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      | $689071.99    | 0.31%             | 2043-08-17      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| 5996820.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3367 | PA      | $3246.67      | 0.00%             | 2024-04-15      | Fixed         | 4.08%                 | No            |                  3 | On Loan: No      |
| 6258034.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21040 | PA      | $19700.25     | 0.01%             | 2024-06-27      | Fixed         | 4.87%                 | No            |                  3 | On Loan: No      |
| 6116265.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6958 | PA      | $6529.09      | 0.00%             | 2024-05-09      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| 6192807.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10680 | PA      | $9942.01      | 0.00%             | 2024-06-06      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| 6185971.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4157 | PA      | $3957.56      | 0.00%             | 2024-06-03      | Fixed         | 4.52%                 | No            |                  3 | On Loan: No      |
| 6194671.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     69325 | PA      | $65984.33     | 0.03%             | 2024-06-06      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 6239645.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2071 | PA      | $1901.72      | 0.00%             | 2024-06-19      | Fixed         | 5.36%                 | No            |                  3 | On Loan: No      |
| 6120716.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2402 | PA      | $2236.31      | 0.00%             | 2024-05-09      | Fixed         | 5.51%                 | No            |                  3 | On Loan: No      |
| 5989866.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4876 | PA      | $4674.37      | 0.00%             | 2024-04-13      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5982156.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1894 | PA      | $1818.44      | 0.00%             | 2024-04-11      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 5911165.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6004 | PA      | $4406.73      | 0.00%             | 2024-03-16      | Fixed         | 3.69%                 | No            |                  3 | On Loan: No      |
| 6043617.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2441 | PA      | $2291.87      | 0.00%             | 2024-05-01      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5956680.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12291 | PA      | $11496.87     | 0.01%             | 2024-04-02      | Fixed         | 5.12%                 | 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      | $298.43       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 5942918.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1565 | PA      | $1477.12      | 0.00%             | 2024-03-28      | Fixed         | 5.07%                 | No            |                  3 | On Loan: No      |
| 6046555.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1121 | PA      | $991.52       | 0.00%             | 2024-05-02      | Fixed         | 3.99%                 | No            |                  3 | On Loan: No      |
| 6139573.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     52917 | PA      | $49588.02     | 0.02%             | 2024-05-17      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 5823319.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3442 | PA      | $3358.96      | 0.00%             | 2024-02-17      | Fixed         | 3.76%                 | No            |                  3 | On Loan: No      |
| 5994075.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11489 | PA      | $10948.71     | 0.00%             | 2024-04-14      | Fixed         | 4.92%                 | No            |                  3 | On Loan: No      |
| 6051074.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10242 | PA      | $7794.72      | 0.00%             | 2024-05-03      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| 5885068.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3820 | PA      | $3476.67      | 0.00%             | 2024-03-07      | Fixed         | 5.15%                 | No            |                  3 | On Loan: No      |
| 6244667.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2975 | PA      | $2795.89      | 0.00%             | 2024-06-21      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| 5759530.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10023 | PA      | $9499.79      | 0.00%             | 2024-02-01      | Fixed         | 5.01%                 | No            |                  3 | On Loan: No      |
| 6064796.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1534 | PA      | $1288.49      | 0.00%             | 2024-05-08      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5796750.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1548 | PA      | $1151.04      | 0.00%             | 2024-02-10      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 6123479.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17314 | PA      | $16567.75     | 0.01%             | 2024-05-10      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 5776927.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8801 | PA      | $8222.18      | 0.00%             | 2024-02-05      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 6005891.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20577 | PA      | $17941.38     | 0.01%             | 2024-04-19      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5994632.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11389 | PA      | $10882.15     | 0.00%             | 2024-04-14      | Fixed         | 4.49%                 | No            |                  3 | On Loan: No      |
| 5775963.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2430 | PA      | $2278.02      | 0.00%             | 2024-02-05      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| 6243451.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3450 | PA      | $3191.38      | 0.00%             | 2024-06-20      | Fixed         | 5.27%                 | No            |                  3 | On Loan: No      |
| 5984308.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12969 | PA      | $12364.44     | 0.01%             | 2024-04-11      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| 6205384.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9904 | PA      | $9422.67      | 0.00%             | 2024-06-08      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 6252357.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39175 | PA      | $37309.46     | 0.02%             | 2024-06-23      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| 6037121.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15667 | PA      | $15008.94     | 0.01%             | 2024-04-29      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 6174598.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2258 | PA      | $2053.34      | 0.00%             | 2024-05-30      | Fixed         | 5.40%                 | No            |                  3 | On Loan: No      |
| 5928020.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10182 | PA      | $9843.39      | 0.00%             | 2024-03-22      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 6006140.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8317 | PA      | $7778.91      | 0.00%             | 2024-04-19      | Fixed         | 4.56%                 | No            |                  3 | On Loan: No      |
| 6204799.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2250 | PA      | $2074.12      | 0.00%             | 2024-06-08      | Fixed         | 5.49%                 | No            |                  3 | On Loan: No      |
| 6013189.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4694 | PA      | $4411.37      | 0.00%             | 2024-04-21      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| 5844899.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       649 | PA      | $581.42       | 0.00%             | 2024-02-24      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 6016389.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8918 | PA      | $8529.07      | 0.00%             | 2024-04-22      | Fixed         | 4.09%                 | 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      | $241304.18    | 0.11%             | 2029-10-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| 6009848.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       416 | PA      | $398.81       | 0.00%             | 2024-04-20      | Fixed         | 4.43%                 | No            |                  3 | On Loan: No      |
| 5960907.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2977 | PA      | $2777.66      | 0.00%             | 2024-04-04      | Fixed         | 4.40%                 | No            |                  3 | On Loan: No      |
| Chs/community Health Sys                               | CHS/Community Health Systems, Inc.                                  | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    160000 | PA      | $82533.28     | 0.04%             | 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        |     17169 | PA      | $15278.63     | 0.01%             | 2024-03-27      | Fixed         | 4.66%                 | No            |                  3 | On Loan: No      |
| 6250043.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5579 | PA      | $5356.39      | 0.00%             | 2024-06-22      | Fixed         | 4.19%                 | 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      | $411860.35    | 0.18%             | 2031-02-05      | Floating      | 9.63%                 | Yes           |                  2 | On Loan: No      |
| 5948766.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2428 | PA      | $1949.34      | 0.00%             | 2024-03-29      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 6238640.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3134 | PA      | $2916.20      | 0.00%             | 2024-06-19      | Fixed         | 4.38%                 | No            |                  3 | On Loan: No      |
| 5990022.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2296 | PA      | $2147.17      | 0.00%             | 2024-04-13      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 6127366.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7525 | PA      | $6436.98      | 0.00%             | 2024-05-13      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 6051137.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4116 | PA      | $3880.97      | 0.00%             | 2024-05-03      | Fixed         | 5.35%                 | No            |                  3 | On Loan: No      |
| 5975871.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17577 | PA      | $16941.89     | 0.01%             | 2024-04-07      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 5818448.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1681 | PA      | $1477.29      | 0.00%             | 2024-02-15      | Fixed         | 3.59%                 | No            |                  3 | On Loan: No      |
| 5990474.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1119 | PA      | $769.31       | 0.00%             | 2024-04-13      | Fixed         | 5.39%                 | 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      | $673170.08    | 0.30%             | 2051-01-25      | Floating      | 7.68%                 | Yes           |                  2 | On Loan: No      |
| 5852050.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6465 | PA      | $6321.99      | 0.00%             | 2024-02-26      | Fixed         | 2.97%                 | No            |                  3 | On Loan: No      |
| 5990469.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       611 | PA      | $564.32       | 0.00%             | 2024-04-13      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 6046937.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5277 | PA      | $5063.93      | 0.00%             | 2024-05-02      | Fixed         | 4.28%                 | No            |                  3 | On Loan: No      |
| 5849324.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3384 | PA      | $3222.68      | 0.00%             | 2024-02-25      | Fixed         | 4.57%                 | No            |                  3 | On Loan: No      |
| 5980104.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6044 | PA      | $5779.30      | 0.00%             | 2024-04-10      | Fixed         | 5.12%                 | No            |                  3 | On Loan: No      |
| 5939559.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       860 | PA      | $808.31       | 0.00%             | 2024-03-27      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5992168.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6515 | PA      | $5709.36      | 0.00%             | 2024-04-13      | Fixed         | 5.41%                 | No            |                  3 | On Loan: No      |
| 5835178.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2150 | PA      | $1967.93      | 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        |    383524 | PA      | $339548.91    | 0.15%             | 2035-12-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| 5834555.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3551 | PA      | $3448.17      | 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        |      1471 | PA      | $1438.20      | 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        |      1417 | PA      | $1141.99      | 0.00%             | 2024-02-02      | Fixed         | 4.98%                 | No            |                  3 | On Loan: No      |
| 6224808.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2322 | PA      | $2167.63      | 0.00%             | 2024-06-15      | Fixed         | 4.91%                 | No            |                  3 | On Loan: No      |
| 5990826.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2334 | PA      | $2242.86      | 0.00%             | 2024-04-13      | Fixed         | 4.30%                 | No            |                  3 | On Loan: No      |
| 5882964.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15060 | PA      | $12664.86     | 0.01%             | 2024-03-06      | Fixed         | 4.69%                 | No            |                  3 | On Loan: No      |
| 6013902.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       751 | PA      | $717.39       | 0.00%             | 2024-04-21      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5981435.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       787 | PA      | $753.93       | 0.00%             | 2024-04-11      | Fixed         | 3.99%                 | No            |                  3 | On Loan: No      |
| 5841877.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2783 | PA      | $2699.99      | 0.00%             | 2024-02-23      | Fixed         | 4.15%                 | No            |                  3 | On Loan: No      |
| 6190459.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2618 | PA      | $2513.11      | 0.00%             | 2024-06-05      | Fixed         | 4.27%                 | No            |                  3 | On Loan: No      |
| 6002713.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15093 | PA      | $13068.46     | 0.01%             | 2024-04-18      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 5862809.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4768 | PA      | $4656.79      | 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        |      1437 | PA      | $1351.18      | 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        |      1233 | PA      | $1182.05      | 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      | $154500.00    | 0.07%             | 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      | $4538.07      | 0.00%             | 2024-02-24      | Fixed         | 4.34%                 | No            |                  3 | On Loan: No      |
| 6022318.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50013 | PA      | $47509.92     | 0.02%             | 2024-04-25      | Fixed         | 4.53%                 | No            |                  3 | On Loan: No      |
| 6253372.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4978 | PA      | $4596.97      | 0.00%             | 2024-06-23      | Fixed         | 5.30%                 | No            |                  3 | On Loan: No      |
| 6256921.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1283 | PA      | $1179.19      | 0.00%             | 2024-06-26      | Fixed         | 5.39%                 | No            |                  3 | On Loan: No      |
| 6195441.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     84989 | PA      | $79306.12     | 0.04%             | 2024-06-07      | Fixed         | 5.11%                 | No            |                  3 | On Loan: No      |
| 5813557.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1813 | PA      | $1582.17      | 0.00%             | 2024-02-13      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6136908.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17793 | PA      | $17084.80     | 0.01%             | 2024-05-16      | Fixed         | 4.17%                 | No            |                  3 | On Loan: No      |
| 5846216.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6912 | PA      | $5711.77      | 0.00%             | 2024-02-24      | Fixed         | 4.86%                 | No            |                  3 | On Loan: No      |
| 6144728.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4670 | PA      | $4443.16      | 0.00%             | 2024-05-18      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 6159824.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10193 | PA      | $9776.61      | 0.00%             | 2024-05-23      | Fixed         | 4.20%                 | No            |                  3 | On Loan: No      |
| 6180444.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4608 | PA      | $4317.42      | 0.00%             | 2024-06-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| 5902293.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1923 | PA      | $1868.02      | 0.00%             | 2024-03-14      | Fixed         | 3.92%                 | No            |                  3 | On Loan: No      |
| 6175262.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8082 | PA      | $7433.43      | 0.00%             | 2024-05-30      | Fixed         | 5.49%                 | No            |                  3 | On Loan: No      |
| 5874829.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4148 | PA      | $4027.56      | 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        |    188888 | PA      | $151831.95    | 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        |   5502214 | PA      | $406082.62    | 0.18%             | 2063-05-16      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| 6159795.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8673 | PA      | $8029.07      | 0.00%             | 2024-05-23      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| 5834050.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3198 | PA      | $2825.07      | 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        |      2513 | PA      | $2264.44      | 0.00%             | 2024-02-04      | Fixed         | 4.90%                 | No            |                  3 | On Loan: No      |
| 6215933.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4630 | PA      | $4372.67      | 0.00%             | 2024-06-13      | Fixed         | 4.71%                 | 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      | $137590.16    | 0.06%             | 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        |      2768 | PA      | $2703.31      | 0.00%             | 2024-02-29      | Fixed         | 3.29%                 | No            |                  3 | On Loan: No      |
| 6015355.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11600 | PA      | $11164.59     | 0.00%             | 2024-04-21      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6241451.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1648 | PA      | $1587.08      | 0.00%             | 2024-06-20      | Fixed         | 3.96%                 | No            |                  3 | On Loan: No      |
| 6172893.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1450 | PA      | $1343.86      | 0.00%             | 2024-05-29      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| 6010245.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4258 | PA      | $4080.19      | 0.00%             | 2024-04-20      | Fixed         | 4.67%                 | No            |                  3 | On Loan: No      |
| 5875535.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2954 | PA      | $2888.95      | 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        |      4066 | PA      | $2704.43      | 0.00%             | 2024-02-02      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 6054926.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22547 | PA      | $21188.01     | 0.01%             | 2024-05-04      | Fixed         | 4.52%                 | 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      | $298755.78    | 0.13%             | 2036-12-15      | Floating      | 8.09%                 | Yes           |                  2 | On Loan: No      |
| 6033578.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1372 | PA      | $1286.50      | 0.00%             | 2024-04-28      | Fixed         | 4.71%                 | No            |                  3 | On Loan: No      |
| 5828679.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11037 | PA      | $10771.42     | 0.00%             | 2024-02-18      | Fixed         | 4.05%                 | No            |                  3 | On Loan: No      |
| 6010992.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4329 | PA      | $4017.07      | 0.00%             | 2024-04-20      | Fixed         | 5.16%                 | No            |                  3 | On Loan: No      |
| 5962934.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3171 | PA      | $2824.72      | 0.00%             | 2024-04-04      | Fixed         | 5.05%                 | No            |                  3 | On Loan: No      |
| 5807014.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9580 | PA      | $8771.43      | 0.00%             | 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        |      2856 | PA      | $1187.68      | 0.00%             | 2024-02-06      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |
| 6147168.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8335 | PA      | $7986.07      | 0.00%             | 2024-05-19      | Fixed         | 3.97%                 | No            |                  3 | On Loan: No      |
| 5975660.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4754 | PA      | $4507.21      | 0.00%             | 2024-04-07      | Fixed         | 4.51%                 | No            |                  3 | On Loan: No      |
| 6014945.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22131 | PA      | $20828.63     | 0.01%             | 2024-04-21      | Fixed         | 4.36%                 | No            |                  3 | On Loan: No      |
| 5814208.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3281 | PA      | $3188.26      | 0.00%             | 2024-02-14      | Fixed         | 4.37%                 | No            |                  3 | On Loan: No      |
| 6158807.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3106 | PA      | $2953.58      | 0.00%             | 2024-05-23      | Fixed         | 4.19%                 | No            |                  3 | On Loan: No      |
| 5777122.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2127 | PA      | $1493.08      | 0.00%             | 2024-02-05      | Fixed         | 5.21%                 | No            |                  3 | On Loan: No      |
| 6001468.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5302 | PA      | $5010.44      | 0.00%             | 2024-04-18      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| 5997483.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10691 | PA      | $9463.27      | 0.00%             | 2024-04-16      | Fixed         | 3.86%                 | No            |                  3 | On Loan: No      |
| 6208659.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1170 | PA      | $1086.00      | 0.00%             | 2024-06-09      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| 6173457.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2131 | PA      | $1956.23      | 0.00%             | 2024-05-30      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| 6136165.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13456 | PA      | $12716.27     | 0.01%             | 2024-05-16      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| 5973227.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1476 | PA      | $944.16       | 0.00%             | 2024-04-06      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| 5766647.SQ.RVR                                         | Square                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7980 | PA      | $7817.74      | 0.00%             | 2024-02-03      | Fixed         | 3.28%                 | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

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

**Signature:** Jonathan M. Mohrhardt

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

**Title:** Treasurer & Chief Financial Officer